1

Municipal

Total

Return

Managed

Accounts

Portfolio

Portfolio

of

Investments

April

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

96.5%   

X

1,418,792,970

MUNICIPAL

BONDS

-

96.5%

X

1,418,792,970

Alabama

-

1.2%

$

1,270

DCH

Health

Care

Authority,

Alabama,

Healthcare

Facilities

Revenue

Bonds,

Refunding  Series

2015,

5.000%,

6/01/33

6/25

at

100.00

A-  

$

1,302,207

2,960

Huntsville,

Alabama,

General

Obligation

Warrants,

Series

2023B,

5.000%,

3/01/40

3/33

at

100.00

AAA  

3,406,220

3,970

Jefferson

County,

Alabama,

Sewer

Revenue

Warrants,

Subordinate

Lien

Series

2013D,

6.500%,

10/01/53

10/23

at

105.00

BBB  

4,204,786

1,920

Mobile

County

Board

of

School

Commissioners,

Alabama,

Special

Tax

Warrants,

School

Series

2022B,

5.000%,

3/01/41

-

BAM

Insured

3/32

at

100.00

AA  

2,102,247

1,205

The

Public

Educational

Building

Authority

of

Jacksonville,

Alabama,

Jacksonville

State

University

Foundation,

Higher

Educational

Facilities

Revenue

Bonds,

Jackson

State

University

Project

Series

2023A,

5.000%,

8/01/54

-

AGM

Insured

2/33

at

100.00

AA  

1,262,659

Tuscaloosa

County

Board

of

Education,

Alabama,

Special

Tax

School

Warrants,

Series

2017:

960

5.000%,

2/01/36,

(Pre-refunded

2/01/27)

2/27

at

100.00

AA-  (5)

1,045,037

795

5.000%,

2/01/37,

(Pre-refunded

2/01/27)

2/27

at

100.00

AA-  (5)

865,421

1,050

5.000%,

2/01/43,

(Pre-refunded

2/01/27)

2/27

at

100.00

AA-  (5)

1,143,009

2,310

University

of

South

Alabama,

University

Facilities

Revenue

Bonds,

Series

2019A,

5.000%,

4/01/39

-

BAM

Insured

4/29

at

100.00

AA  

2,451,695

Total

Alabama

17,783,281

Alaska

-

0.5%

1,100

Alaska

Housing

Finance

Corporation,

General

Obligation

Bonds,

State

Capital

Project

II,

Series

2015C,

5.000%,

6/01/31,

(Pre-refunded

12/01/25)

12/25

at

100.00

AA+  (5)

1,157,981

1,400

Alaska

Industrial

Development

and

Export

Authority,

Power

Revenue

Bonds,

Snettisham

Hydroelectric

Project,

Refunding

Series

2015,

5.000%,

1/01/30,

(AMT)

7/25

at

100.00

Baa2  

1,437,310

1,500

Alaska

Municipal

Bond

Bank,

General

Obligation

Bonds,

Three

Series

2015,

5.250%,

10/01/31

4/25

at

100.00

A+  

1,554,465

2,310

Anchorage,

Alaska,

Solid

Waste

Services

Revenue

Bonds,

Refunding

Series

2022A,

5.500%,

11/01/41

11/32

at

100.00

AA  

2,668,858

Total

Alaska

6,818,614

Arizona

-

1.1%

2,200

Arizona

Industrial

Development

Authority

Education

Revenue

Bonds,

Pinecrest

Academy

of

Northern

Nevada

Project,

Series

2022A,

4.500%,

7/15/29,

144A

7/25

at

100.00

N/R  

2,142,932

100

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2017D,

5.000%,

7/01/37,

144A

7/27

at

100.00

BB  

98,893

1,000

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2017G,

5.000%,

7/01/51,

144A

7/27

at

100.00

BB  

902,330

80

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,  Arizona

Agribusiness

and

Equine

Center,

Inc.

Project,

Series

2017B,

4.000%,

3/01/27,

144A

No

Opt.

Call

BB+  

77,075

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

2

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

865

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Pinecrest

Academy

of

Nevada

?

Horizon,

Inspirada

and

St.

Rose

Campus

Projects,

Series

2018A,

5.000%,

7/15/28,

144A

7/26

at

100.00

BB+  

$

872,361

Arizona

Industrial

Development

Authority,

Education

Facility

Revenue

Bonds,

Leman

Academy

of

Excellence

Projects,

Series

2022A:

500

4.000%,

7/01/28

No

Opt.

Call

Baa3  

502,615

500

4.000%,

7/01/29

No

Opt.

Call

Baa3  

502,810

1,405

4.000%,

7/01/30

7/29

at

100.00

Baa3  

1,409,215

1,000

Florence

Town

Inc.,

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Legacy

Traditional

School

Project

-

Queen

Creek

and

Casa

Grande

Campuses,

Series

2013,

6.000%,

7/01/43,

(Pre-refunded

7/01/23),

144A

7/23

at

100.00

Ba2  (5)

1,004,180

350

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Arizona

Autism

Charter

Schools

Project,

Social

Series

2021A,

4.000%,

7/01/51,

144A

7/29

at

100.00

BB  

264,639

Phoenix

Civic

Improvement

Corporation,

Arizona,

Airport

Revenue

Bonds,

Junior

Lien

Series

2015A:

3,450

5.000%,

7/01/35

7/25

at

100.00

Aa3  

3,570,508

1,000

5.000%,

7/01/45

7/25

at

100.00

Aa3  

1,020,310

1,225

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Great

Hearts

Academies

Project,

Series

2014A,

5.000%,

7/01/44

7/24

at

100.00

BBB  

1,225,478

410

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

San

Tan

Montessori

School

Project,

Series

2017,

6.750%,

2/01/50,

144A

2/28

at

100.00

N/R  

420,451

Yavapai

County

Industrial

Development

Authority,  Arizona,

Education

Revenue

Bonds,

Arizona

Agribusiness

and

Equine

Center

Inc

Project,

Refunding

Series

2015A:

90

3.900%,

9/01/24,

144A

No

Opt.

Call

BB+  

88,543

1,500

5.000%,

9/01/34,

144A

3/25

at

100.00

BB+  

1,464,405

Total

Arizona

15,566,745

Arkansas

-

0.4%

2,015

Arkansas

Tech

University,

Revenue

Bonds,

Refunding

Student

Fee

Series

2022A,

5.000%,

12/01/42

-

BAM

Insured

12/30

at

100.00

AA  

2,146,700

635

Boone

County,

Arkansas,

Hospital

Revenue

Bonds,

North

Arkansas

Regional

Medical

Center,

Refunding

Series

2022,

4.000%,

5/01/23

No

Opt.

Call

N/R  

635,000

2,500

University

of

Arkansas,

Various

Facilities

Revenue

Bonds,

UAMS

Campus,

Series

2022A,

5.000%,

4/01/39

4/32

at

100.00

Aa2  

2,831,925

Total

Arkansas

5,613,625

California

-

6.3%

6,000

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2021B-1,

4.000%,

2/01/52,

(Mandatory

Put

8/01/31)

5/31

at

100.63

A1  

6,055,560

100

California

Educational

Facilities

Authority,

Revenue

Bonds,

Loma

Linda

University

Series

2017A,

5.000%,

4/01/35

4/27

at

100.00

A  

106,243

655

California

Educational

Facilities

Authority,

Revenue

Bonds,

Stanford

University,

Series

2013-U3,

5.000%,

6/01/43

No

Opt.

Call

AAA  

785,306

1,185

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Adventist

Health

System/West,

Refunding

Series

2016A,

4.000%,

3/01/35

3/26

at

100.00

A  

1,185,367

205

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Children's

Hospital

Los

Angeles,

Series

2017A,

5.000%,

8/15/35

8/27

at

100.00

BBB+  

215,877

3

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health

System,

Series

2009C:

$

5,795

5.000%,

7/01/32

No

Opt.

Call

A  

$

6,717,100

3,540

5.000%,

7/01/33

1/33

at

100.00

A  

4,007,811

5,960

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

Brightline

West

Passenger

Rail

Project,

Series

2020A,

3.650%,

1/01/50,

(AMT),

(Mandatory

Put

1/31/24)

5/23

at

100.00

N/R  

5,947,246

60

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

Albert

Einstein

Academies

Project,

Series

2013A,

6.000%,

8/01/23,

(ETM)

No

Opt.

Call

BB  (5)

60,371

100

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

River

Charter

Schools

Project,

Series

2018A,

5.500%,

6/01/38,

144A

6/26

at

100.00

BB  

100,472

1,180

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Palmdale

Aerospace

Academy

Project,

Series

2016A,

5.000%,

7/01/36,

144A

7/26

at

100.00

BB  

1,147,751

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Partnerships

to

Uplift

Communities

Project,

Series

2012A:

1,340

5.000%,

8/01/32

5/23

at

100.00

BB+  

1,280,598

850

5.250%,

8/01/42

5/23

at

100.00

BB+  

790,542

735

California

Municipal

Finance

Authority,

Mobile

Home

Park

Revenue

Bonds,

Caritas

Affordable

Housing

Inc

Projects,

Senior

Series

2014A,

5.000%,

8/15/30

8/24

at

100.00

A-  

749,318

685

California

Municipal

Finance

Authority,

Mobile

Home

Park

Revenue

Bonds,

Caritas

Projects

Series

2017A,

5.000%,

8/15/30

8/27

at

100.00

A-  

727,093

California

Municipal

Finance

Authority,

Revenue

Bonds,

Eisenhower

Medical

Center,

Refunding

Series

2017A:

3,015

5.000%,

7/01/33

7/27

at

100.00

Baa2  

3,191,709

1,750

4.000%,

7/01/42

7/27

at

100.00

Baa2  

1,614,673

6,000

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A,

5.000%,

12/31/38,

(AMT)

6/28

at

100.00

BBB-  

6,199,680

890

California

Municipal

Finance

Authority,

Revenue

Bonds,

Southern

California

Institute

of

Architecture

Project,

Series

2017,

5.000%,

12/01/39

12/27

at

100.00

BBB+  

903,768

355

California

Public

Finance

Authority,

Revenue

Bonds,

Henry

Mayo

Newhall

Hospital,

Series

2021A,

4.000%,

10/15/24

No

Opt.

Call

BBB-  

355,919

650

California

School

Finance

Authority

School

Facility

Revenue

Bonds,

KIPP

LA

Projects,

Series

2015A,

3.625%,

7/01/25,

144A

No

Opt.

Call

BBB  

646,341

1,000

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2015A,

5.000%,

8/01/35,

144A

8/25

at

100.00

BBB  

1,014,260

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2016:

25

5.000%,

8/01/24,

(ETM),

144A

No

Opt.

Call

N/R  (5)

25,586

305

5.000%,

8/01/24,

144A

No

Opt.

Call

BBB  

308,855

35

5.000%,

8/01/25,

(ETM),

144A

No

Opt.

Call

N/R  (5)

36,684

325

5.000%,

8/01/25,

144A

No

Opt.

Call

BBB  

330,818

725

5.000%,

8/01/26,

144A

8/25

at

100.00

BBB  

739,739

65

5.000%,

8/01/26,

(Pre-refunded

8/01/25),

144A

8/25

at

100.00

N/R  (5)

68,128

225

5.000%,

8/01/27,

144A

8/25

at

100.00

BBB  

229,894

25

5.000%,

8/01/27,

(Pre-refunded

8/01/25),

144A

8/25

at

100.00

N/R  (5)

26,203

1,485

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Classical

Academies

Project,

Series

2017A,

5.000%,

10/01/37,

144A

10/27

at

100.00

BBB-  

1,531,050

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

4

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

700

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Education

?

Obligated

Group,

Series

2016A,

5.000%,

6/01/31,

144A

6/25

at

100.00

N/R  

$

700,924

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Public

Schools

?

Obligated

Group,

Series

2017G:

310

5.000%,

6/01/30,

144A

6/27

at

100.00

N/R  

311,575

325

5.000%,

6/01/37,

144A

6/27

at

100.00

N/R  

312,897

100

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Santa

Clarita

Valley

International

School

Project,

Series

2021A,

4.000%,

6/01/41

6/31

at

100.00

N/R  

83,657

1,075

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

KIPP

LA

Projects,

Series

2014A,

5.000%,

7/01/34,

144A

7/24

at

100.00

BBB  

1,092,082

300

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

KIPP

LA

Projects,

Series

2017A,

5.000%,

7/01/25,

144A

No

Opt.

Call

BBB  

306,786

1,195

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2023,

5.250%,

10/01/45

4/33

at

100.00

Aa2  

1,387,562

California

Statewide

Communities

Development

Authority,

California,

Redlands

Community

Hospital,

Revenue

Bonds,

Series

2016:

825

5.000%,

10/01/31

10/26

at

100.00

A-  

866,077

830

5.000%,

10/01/32

10/26

at

100.00

A-  

870,935

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A:

3,900

5.000%,

12/01/36,

144A

6/26

at

100.00

BB+  

3,948,672

280

5.000%,

12/01/46,

144A

6/26

at

100.00

BB+  

268,136

165

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2018A,

5.250%,

12/01/38,

144A

6/28

at

100.00

BB+  

168,952

1,000

California

Statewide

Communities

Development

Authority,

Student

Housing

Revenue

Bonds,

University

of

California,

Irvine

East

Campus

Apartments,

Phase

IV-A

CHF-Irvine,

LLC,

Series

2017,

5.000%,

5/15/36

5/27

at

100.00

Baa1  

1,026,030

750

California

Statewide

Community

Development

Authority,

Health

Revenue

Bonds,

Enloe

Medical

Center,

Refunding

Series

2022A,

5.125%,

8/15/47

-

AGM

Insured

8/32

at

100.00

AA  

803,790

4,000

El

Cajon

Redevelopment

Agency

Successor

Agency,

San

Diego

County,

California,

Tax

Allocation

Bonds,

Refunding

Series

2018,

5.000%,

10/01/34

-

BAM

Insured

10/28

at

100.00

AA  

4,475,840

750

Irvine,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-

1

Central

Park,

Series

2015A,

4.000%,

9/01/35

9/25

at

100.00

N/R  

750,188

50

Long

Beach

Bond

Finance

Authority,

California,

Natural

Gas

Purchase

Revenue

Bonds,

Series

2007A,

5.000%,

11/15/35

No

Opt.

Call

AA-  

53,575

1,145

Long

Beach,

California,

Airport

Revenue

Bonds,

Senior

Refunding

Series

2022C,

5.250%,

6/01/47

-

AGM

Insured,

(AMT)

6/32

at

100.00

AA  

1,231,883

Long

Beach,

California,

Marina

Revenue

Bonds,

Alamitos

Bay

Marina

Project,

Series

2015:

320

5.000%,

5/15/24

No

Opt.

Call

BBB  

324,125

745

5.000%,

5/15/26

5/25

at

100.00

BBB  

763,394

1,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

&

Subordinate

Green

Series

2023A,

5.250%,

5/15/40,

(AMT)

5/33

at

100.00

AA-  

1,111,220

2,220

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

Subordinate

Series

2022I,

5.000%,

5/15/48

11/31

at

100.00

AA  

2,462,646

5

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

750

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Senior

Lien

Series

2015D,

5.000%,

5/15/30,

(AMT)

5/25

at

100.00

AA  

$

774,098

5,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Senior

Series

2022H,

5.500%,

5/15/38,

(AMT)

11/31

at

100.00

AA  

5,691,450

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2016B:

2,200

5.000%,

5/15/33,

(AMT)

5/26

at

100.00

AA-  

2,295,656

500

5.000%,

5/15/34,

(AMT)

5/26

at

100.00

AA-  

520,920

2,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2017A,

5.000%,

5/15/34,

(AMT)

5/27

at

100.00

AA-  

2,112,440

1,135

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2018C,

5.000%,

5/15/33,

(AMT)

11/27

at

100.00

AA-  

1,208,854

365

Menifee

Union

School

District

Public

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Series

2016A,

5.000%,

9/01/32

-

BAM

Insured

9/25

at

100.00

AA  

384,301

1,000

North

Lake

Tahoe

Public

Financing

Authority,

California,

Lease

Revenue

Bonds,

Health

&

Human

Services

Center

Series

2022,

5.500%,

12/01/47

12/29

at

103.00

AA  

1,138,950

2,010

Northern

Inyo

County

Local

Hospital

District,

Inyo

County,

California,

Revenue

Bonds,

Series

2013,

5.000%,

12/01/29,

(Pre-refunded

12/01/23)

12/23

at

100.00

B+  (5)

2,029,678

1,215

Sacramento

Area

Flood

Control

Agency,

California,

Spcial

Assessment

Bonds,

Natomas

Basin

Local

Assessment

District,

Series

2014,

5.000%,

10/01/32

-

BAM

Insured

10/24

at

100.00

AA  

1,235,922

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

4

North

Natomas,

Refunding

Series

2015F:

615

5.000%,

9/01/26

9/25

at

100.00

A-  

638,647

1,290

5.000%,

9/01/27

9/25

at

100.00

A-  

1,342,890

295

San

Clemente,

California,

Special

Tax

Revenue

Bonds,

Community

Facilities

District

2006-1

Marblehead

Coastal,

Series

2015,

5.000%,

9/01/32

9/25

at

100.00

N/R  

304,915

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Subordinate

Series

2017A:

1,000

5.000%,

7/01/34,

(AMT)

7/27

at

100.00

A+  

1,057,260

500

5.000%,

7/01/35,

(AMT)

7/27

at

100.00

A+  

526,200

1,000

Yuba

Levee

Financing

Authority,

California,

Revenue

Bonds,

Yuba

County

Levee

Refinancing

Project,

Refunding

Series

2017A,

5.000%,

9/01/31

-

BAM

Insured

9/26

at

100.00

AA  

1,078,730

Total

California

92,761,819

Colorado

-

5.0%

640

Adams

and

Weld

Counties

School

District

27J,

Brighton,

Colorado,

General

Obligation

Bonds,

Series

2015,

5.000%,

12/01/40

12/25

at

100.00

AA  

663,066

1,000

Aerotropolis

Regional

Transportation

Authority,

Colorado,

Special

Revenue

Bonds,

Series

2021,

4.375%,

12/01/52

12/26

at

103.00

N/R  

757,230

1,270

Arkansas

River

Power

Authority,

Colorado,

Power

Supply

System

Revenue

Bonds,

Refunding

Series

2018A,

5.000%,

10/01/30

10/28

at

100.00

BBB  

1,330,947

4,275

Boulder

Valley

School

District

RE2,

Boulder

County,

Colorado,

General

Obligation

Bonds,

Series

2019A,

5.250%,

12/01/32

6/29

at

100.00

AA+  

4,939,976

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

6

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

520

Chambers

Highpoint

Metropolitan

District

No.

2,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Series

2021,

5.000%,

12/01/41

9/26

at

103.00

N/R  

$

476,263

Colorado

Department

of

Transportation,

Headquarters

Facilities

Lease

Purchase

Agreement

Certificates

of

Participation,

Series

2016:

1,000

5.000%,

6/15/33

6/26

at

100.00

Aa2  

1,054,590

1,330

5.000%,

6/15/35

6/26

at

100.00

Aa2  

1,393,335

500

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Aspen

Ridge

School

Project,

Series

2015A,

5.000%,

7/01/36,

144A

7/25

at

100.00

BB  

490,515

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Littleton

Preparatory

Charter

School,

Series

2013:

450

5.000%,

12/01/33

5/23

at

100.00

BB+  

449,964

845

5.000%,

12/01/42

5/23

at

100.00

BB+  

805,395

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2022A:

1,155

5.250%,

11/01/36

11/32

at

100.00

A-  

1,279,775

5,300

5.250%,

11/01/52

11/32

at

100.00

A-  

5,576,395

1,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Sisters

of

Charity

of

Leavenworth

Health

Services

Corporation,

Tender

Option

Bond

Trust

2015-XF2196.

Formerly

Tender

Option

Bond

Trust

3367,

13.380%,

1/01/35,

144A,

(IF)

(6)

1/24

at

100.00

N/R  

1,062,530

900

Colorado

Science

and

Technology

Park

Metropolitan

District

No.1,

Special

Revenue  Improvement

Bonds,

Refunding

Series

2018,

5.000%,

12/01/33

12/23

at

103.00

N/R  

892,251

2,500

Colorado

State,

Building

Excellent

Schools

Today,

Certificates

of

Participation,

Series

2021S,

4.000%,

3/15/46

3/31

at

100.00

Aa2  

2,431,900

1,665

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022A,

5.500%,

11/15/35,

(AMT)

11/32

at

100.00

AA-  

1,942,139

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022D:

1,725

5.750%,

11/15/34,

(AMT)

11/32

at

100.00

AA-  

2,077,349

805

5.750%,

11/15/35,

(AMT)

11/32

at

100.00

AA-  

959,568

3,500

5.750%,

11/15/40,

(AMT)

11/32

at

100.00

AA-  

4,044,670

2,500

5.750%,

11/15/41,

(AMT)

11/32

at

100.00

AA-  

2,876,525

2,000

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2013A,

5.500%,

11/15/26,

(AMT)

11/23

at

100.00

A+  

2,018,320

Denver

Convention

Center

Hotel

Authority,

Colorado,

Revenue

Bonds,

Convention

Center

Hotel,

Refunding

Senior

Lien

Series

2016:

1,100

5.000%,

12/01/25

No

Opt.

Call

Baa2  

1,127,082

2,500

5.000%,

12/01/26

No

Opt.

Call

Baa2  

2,589,400

1,240

5.000%,

12/01/28

12/26

at

100.00

Baa2  

1,285,086

500

5.000%,

12/01/36

12/26

at

100.00

Baa2  

505,205

3,000

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  

3,027,630

300

Fiddler's

Business

Improvement

District,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Greenwood

Village

Project,

Series

2022,

5.550%,

12/01/47

12/27

at

103.00

N/R  

302,688

500

Grandview

Reserve

Metropolitan

District,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Senior

Bonds,

Series

2022A

and

Limited

Tax

General

Obligation

Subordinate

Bonds,

Series

2022B(3),

6.250%,

12/01/52

9/27

at

103.00

N/R  

473,000

7

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

500

Hogback

Metropolitan

District,

Jefferson

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2021A,

5.000%,

12/01/51,

144A

12/26

at

103.00

N/R  

$

433,825

2,550

Ledge

Rock

Center

Commercial

Metropolitan

District

(In

the

Town

of

Johnstown,

Weld

County,

Colorado),

Limited

Tax

General

Obligation

Bonds,

Series

2022,

7.125%,

11/01/42,

144A

11/29

at

103.00

N/R  

2,547,246

500

Meridian

Ranch

Metropolitan

District

2018,

Subdistrict,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2022,

6.250%,

12/01/37

12/27

at

103.00

N/R  

495,725

Mesa

County

Valley

School

District

51,

Grand

Junction,

Colorado,

General

Obligation

Bonds,

Series

2018:

1,250

5.250%,

12/01/33

12/27

at

100.00

AA  

1,372,900

1,665

5.500%,

12/01/36

12/27

at

100.00

AA  

1,839,658

1,300

Northern

Colorado

Water

Conservancy

District,

Certificates

of

Participation,

Series

2022,

5.250%,

7/01/52

7/31

at

100.00

AA+  

1,420,016

1,330

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  

1,331,383

1,035

Plaza

Metropolitan

District

1,

Lakewood,

Colorado,

Tax

Increment

Revenue

Bonds,

Refunding

Series

2013,

5.000%,

12/01/40,

144A

5/23

at

100.00

N/R  

987,079

1,130

Rampart

Range

Metropolitan

District

1,

Lone

Tree,

Colorado,

Limited

Tax

Supported

and

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017,

5.000%,

12/01/42

12/27

at

100.00

AA  

1,183,607

9,930

State

of

Colorado,

Rural

Colorado,

Certificates

of

Participation,

Series

2022,

6.000%,

12/15/41

12/32

at

100.00

Aa2  

11,998,320

1,000

Verve

Metropolitan

District

1,

Jefferson

County

and

the

City

and

County

of

Broomfield,

Colorado,

General

Obligation

Bonds,

Refunding

and

Improvement

Limited

Tax

Series

2021,

5.000%,

12/01/41

3/26

at

103.00

N/R  

955,660

1,250

Village

Metropolitan

District

In

the

Town

of

Avon,

Eagle

County,

Colorado,

Special

Revenue

and

Limited

Property

Tax

Bonds,

Refunding

&

Improvement

Series

2020,

5.000%,

12/01/40

12/25

at

103.00

N/R  

1,205,450

1,000

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  

940,490

Total

Colorado

73,544,153

Connecticut

-

1.0%

5,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2021A,

4.000%,

7/01/51

7/31

at

100.00

A+  

4,645,750

410

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Sacred

Heart

University,

Series

2017I-1,

5.000%,

7/01/37

7/27

at

100.00

A  

430,799

1,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Sacred

Heart

University,

Series

L,

5.000%,

7/01/33

7/32

at

100.00

A  

1,148,390

Harbor

Point

Infrastructure

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Harbor

Point

Project,

Refunding

Series

2017:

1,315

5.000%,

4/01/30,

144A

4/27

at

100.00

N/R  

1,335,935

6,465

5.000%,

4/01/39,

144A

4/27

at

100.00

N/R  

6,465,776

Total

Connecticut

14,026,650

Delaware

-

0.0%

340

Delaware

Economic

Development

Authority,

Delaware,

Revenue

Bonds,

ASPIRA

of

Delaware

Charter

Operations

Inc.

DBA

Las

Americas

ASPIRA

Academy

Project,

Series

2022A,

4.000%,

6/01/42

6/32

at

100.00

BB  

275,672

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

8

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Delaware

(continued)

$

235

Delaware

Economic

Development

Authority,

Revenue

Bonds,

Newark

Charter

School,

Refunding

Series

2016A,

2.800%,

9/01/26

No

Opt.

Call

BBB+  

$

226,061

Total

Delaware

501,733

District

of

Columbia

-

2.4%

2,000

District

of

Columbia

Water

and

Sewer

Authority,

Public

Utility

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2016A,

5.000%,

10/01/39

4/26

at

100.00

AA+  

2,092,760

2,000

District

of

Columbia

Water

and

Sewer

Authority,

Public

Utility

Revenue

Bonds,

Senior

Lien

Series

2017B,

5.000%,

10/01/34

4/27

at

100.00

AAA  

2,171,420

3,000

District

of

Columbia,

General

Obligation

Bonds,

Series

2023A,

5.000%,

1/01/45

1/33

at

100.00

Aaa  

3,369,270

1,000

District

of

Columbia,

Hospital

Revenue

Bonds,

Children's

Hospital

Obligated

Group,

Refunding

Series

2015,

5.000%,

7/15/28

1/26

at

100.00

A1  

1,050,070

5,000

District

of

Columbia,

Revenue

Bonds,

Georgetown

University,

Refunding

Series

2017,

5.000%,

4/01/33

4/27

at

100.00

A-  

5,367,700

District

of

Columbia,

Washington,

D.C.,

Revenue

Bonds,

Association

of

Amercian

Medical

Colleges,

Series

2011A:

1,000

5.000%,

10/01/28,

(Pre-refunded

10/01/23)

10/23

at

100.00

AA+  (5)

1,007,490

1,000

5.000%,

10/01/29,

(Pre-refunded

10/01/23)

10/23

at

100.00

AA+  (5)

1,007,490

575

5.000%,

10/01/30,

(Pre-refunded

10/01/23)

10/23

at

100.00

AA+  (5)

579,307

2,000

District

of

Columbia,

Washington,

D.C.,

Revenue

Bonds,

KIPP

DC

Issue,

Refunding

Series

2017A,

5.000%,

7/01/37

1/28

at

100.00

BBB+  

2,054,780

2,000

District

of

Columbia,

Washington,

D.C.,

Revenue

Bonds,

KIPP

DC

Issue,

Refunding

Series

2017B,

5.000%,

7/01/37

1/28

at

100.00

BBB+  

2,054,780

1,240

District

of

Columbia,

Washington,

D.C.,

Revenue

Bonds,

KIPP

DC

Issue,

Series

2019,

4.000%,

7/01/44

7/29

at

100.00

BBB+  

1,097,078

1,540

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

improvement

Projects,

Refunding

&

Subordinate

Lien

Series

2019B,

5.000%,

10/01/47

10/29

at

100.00

A-  

1,612,626

2,990

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2013A,

5.000%,

10/01/32,

(AMT)

10/23

at

100.00

AA-  

3,003,485

3,500

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2014A,

5.000%,

10/01/29,

(AMT)

10/24

at

100.00

AA-  

3,559,325

5,000

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

10/01/34,

(AMT)

10/24

at

100.00

AA-  

5,068,700

Total

District

of

Columbia

35,096,281

Florida

-

12.1%

Babcock

Ranch

Community

Independent

Special

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

2022

Project

Series

2022:

530

4.250%,

5/01/32

No

Opt.

Call

N/R  

515,520

1,000

5.000%,

5/01/42

5/32

at

100.00

N/R  

967,970

1,495

Bay

County

School

Board,

Florida,

Certificates

of

Participation,

Series

2022A,

5.500%,

7/01/42

7/32

at

100.00

Aa3  

1,668,988

740

Bay

County,

Florida,

Educational

Facilities

Revenue

Refunding

Bonds,

Bay

Haven

Charter

Academy,

Inc.

Project,

Series

2013A,

5.000%,

9/01/33

9/23

at

100.00

BBB  

743,493

2,000

Brevard

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Health

First

Obligated

Group,

Series

2022A,

5.000%,

4/01/47

4/32

at

100.00

A  

2,106,600

5,000

Brevard

County

School

Board,

Florida,

Certificates

of

Participation,

Refunding

Series

2017A,

5.000%,

7/01/31

7/27

at

100.00

Aa3  

5,433,900

9

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,930

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2017,

5.000%,

10/01/35,

(AMT)

10/27

at

100.00

A+  

$

2,029,723

1,000

Broward

County,

Florida,

Port

Facilities

Revenue

Bonds,

Refunding

Subordinate

Series

2019D,

5.000%,

9/01/23,

(AMT)

No

Opt.

Call

A2  

1,004,710

1,000

Broward

County,

Florida,

Port

Facilities

Revenue

Bonds,

Series

2022,

5.250%,

9/01/47,

(AMT)

9/32

at

100.00

A1  

1,072,790

1,425

Capital

Projects

Finance

Authority,

Florida,

Student

Housing

Revenue

Bonds,

Capital

Projects

Loan

Program,

Refunding

Series

2020A-1,

5.000%,

10/01/30

No

Opt.

Call

Baa3  

1,498,772

2,095

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Odyssey

Charter

School

Project,

Series

2019,

5.000%,

7/01/54,

144A

7/26

at

103.00

Ba1  

1,900,228

Charlotte

County

Industrial

Development

Authority,

Florida,

Utility

System

Revenue

Bonds,

Town

&

Country

Utilities

Project,

Series

2021A:

250

4.000%,

10/01/41,

(AMT),

144A

10/31

at

100.00

N/R  

208,497

110

4.000%,

10/01/51,

(AMT),

144A

10/31

at

100.00

N/R  

84,941

3,035

City

of

Miami

Beach,

Florida,

Stormwater

Revenue

Bonds,

Series

2015,

5.000%,

9/01/41

9/25

at

100.00

AA-  

3,100,890

Cocoa,

Florida,

Water

and

Sewer

System

Revenue

Bonds,

Refunding

Series

2018C:

1,225

5.000%,

10/01/36

10/28

at

100.00

AA+  

1,368,043

1,315

5.000%,

10/01/37

10/28

at

100.00

AA+  

1,457,152

1,000

5.000%,

10/01/38

10/28

at

100.00

AA+  

1,103,260

Collier

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

Ave

Maria

University,

Refunding

Series

2023:

2,235

5.500%,

6/01/30

No

Opt.

Call

BBB-  

2,427,858

2,625

5.500%,

6/01/33

No

Opt.

Call

BBB-  

2,902,935

Corkscrew

Crossing

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2023:

500

4.300%,

5/01/33

No

Opt.

Call

N/R  

494,395

1,000

5.100%,

5/01/43

5/33

at

100.00

N/R  

981,560

1,190

Daytona

Beach

Florida

Housing

Authority,Multi-family

Housing

Revenue

Bonds,

WM

At

The

River

LP,

Series

2021

B,

1.250%,

12/01/25,

(Mandatory

Put

12/01/24)

12/24

at

100.00

Aaa  

1,137,271

Deerfield

Beach,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2018:

2,865

5.000%,

12/01/37

12/28

at

100.00

AA  

3,150,583

1,200

5.000%,

12/01/38

12/28

at

100.00

AA  

1,315,116

235

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Downtown

Doral

Charter

Elementary

School

Project,

Series

2014A,

5.750%,

7/01/24

No

Opt.

Call

N/R  

235,860

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Downtown

Doral

Charter

Upper

School

Project,

Series

2017C:

175

5.150%,

7/01/27,

144A

No

Opt.

Call

N/R  

175,431

385

5.750%,

7/01/47,

144A

7/27

at

101.00

N/R  

381,985

1,700

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Imagine

School

at

Broward

Project,

Series

2021A,

4.000%,

12/15/51,

144A

12/29

at

100.00

Baa3  

1,439,645

170

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School

Income

Projects,

Series

2015A,

6.000%,

6/15/35,

144A

6/25

at

100.00

N/R  

171,732

1,500

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School,

Inc.

Projects,

Series

2013A,

8.500%,

6/15/44,

(Pre-refunded

6/15/23)

6/23

at

100.00

N/R  (5)

1,508,430

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

10

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

2,000

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Brightline

Passenger

Rail

Project,

Green

Series

2019B,

7.375%,

1/01/49,

(AMT),

144A

1/24

at

107.00

N/R  

$

1,901,340

4,525

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A,

6.500%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/29),

144A

5/23

at

102.00

N/R  

4,270,469

5,000

Florida

Development

Finance

Corporation,

Revenue

Bonds,

Brightline

Florida

Passenger

Rail

Expansion

Project,

Series

2023A,

7.500%,

7/01/57,

(AMT),

(Mandatory

Put

8/15/24)

5/23

at

100.00

N/R  

4,914,250

5,000

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

5/23

at

103.00

N/R  

5,063,850

1,000

Florida

Gulf

Coast

University

Financing

Corporation,

Capital

Improvement

Revenue

Bonds,

Refunding

Housing

Project,

Series

2019A,

3.000%,

2/01/39

2/30

at

100.00

A+  

804,590

1,000

Florida

Gulf

Coast

University

Financing

Corporation,

Capital

Improvement

Revenue

Bonds,

Refunding

Housing

Project,

Series

2022A,

5.000%,

2/01/40

8/32

at

100.00

A+  

1,071,010

12,000

Florida

Mid-Bay

Bridge

Authority,

Revenue

Bonds,

1st

Senior

Lien

Series

2015A,

5.000%,

10/01/35

10/25

at

100.00

BBB+  

12,251,160

760

Fort

Lauderdale,

Florida,

Special

Assessment

Bonds,

Las

Olas

Isles

Undergrounding

Project,

Series

2022,

4.000%,

7/01/42,

144A

7/32

at

100.00

N/R  

640,156

400

Greater

Orlando

Aviation

Authority,

Florida,

Orlando

Airport

Facilities

Revenue

Bonds,

Priority

Subordinated

Series

2017A,

5.000%,

10/01/34,

(AMT)

10/27

at

100.00

A+  

422,856

4,000

Hernando

County,

Florida,

Non-Ad

Valorem

Revenue

Bonds,

Series

2022,

5.250%,

6/01/47

6/32

at

100.00

AA-  

4,395,280

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Senior

Lien

Series

2015A:

7,415

5.000%,

10/01/34,

(AMT)

10/24

at

100.00

AA-  

7,521,998

3,250

5.000%,

10/01/40,

(Pre-refunded

10/01/24),

(AMT)

10/24

at

100.00

N/R  (5)

3,314,968

715

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Series

2018E,

5.000%,

10/01/35,

(AMT)

10/28

at

100.00

AA-  

763,127

3,000

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Subordinate

Refunding

Series

2013A,

5.500%,

10/01/28,

(Pre-refunded

10/01/23),

(AMT)

10/23

at

100.00

A+  (5)

3,023,610

2,000

Hillsborough

County

Industrial

Development

Authority,

Florida,

Hospital

Revenue

Bonds,

Florida

Health

Sciences

Center

Inc

D/B/A

Tampa

General

Hospital,

Series

2020A,

4.000%,

8/01/45

2/31

at

100.00

A  

1,876,840

2,860

Hollywood

Beach

Community

Development

District

1,

Florida,

Revenue

Bonds,

Public

Parking

Facility

Project,

Refunding

Series

2020,

5.000%,

10/01/35

10/30

at

100.00

Aa3  

3,076,187

1,110

Jacksonville,

Florida,

Educational

Facilities

Revenue

Bonds,

Jacksonville

University

Project,

Series

2018B,

5.000%,

6/01/53,

144A

6/28

at

100.00

N/R  

965,878

1,650

Jacksonville,

Florida,

Health

Care

Facilities

Revenue

Bonds,

Baptist

Health

Properties,

Refunding

Series

2017,

5.000%,

8/15/35

8/27

at

100.00

AA  

1,777,594

400

Lake

Worth

Beach,

Florida,

Consolidated

Utility

Revenue

Bonds,

Series

2022,

5.000%,

10/01/36

-

BAM

Insured

10/32

at

100.00

AA  

459,912

10,000

Lakeland,

Florida,

Energy

System

Revenue

Bonds,

Series

2021,

5.000%,

10/01/48

No

Opt.

Call

AA  

11,521,100

11

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,080

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2007A,

5.250%,

6/15/27

5/23

at

100.00

BB  

$

1,062,526

600

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2012A,

5.000%,

6/15/24,

144A

5/23

at

100.00

BB  

597,390

Lee

County,

Florida,

Solid

Waste

System

Revenue

Bonds,

Refunding

Series

2016:

1,110

5.000%,

10/01/24,

(AMT)

No

Opt.

Call

AA-  

1,124,530

605

5.000%,

10/01/26,

(AMT)

No

Opt.

Call

AA-  

625,667

1,155

Marco

Island,

Florida,

Utility

System

Revenue

Bonds,

Refunding

Series

2016,

3.000%,

10/01/33

10/26

at

100.00

Aa3  

1,128,135

Miami

Beach

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Mount

Sinai

Medical

Center

of

Florida

Project,

Refunding

2014:

850

5.000%,

11/15/23

No

Opt.

Call

A-  

856,936

250

5.000%,

11/15/26

11/24

at

100.00

A-  

255,202

375

5.000%,

11/15/27

11/24

at

100.00

A-  

383,209

500

5.000%,

11/15/28

11/24

at

100.00

A-  

511,160

9,250

5.000%,

11/15/39

11/24

at

100.00

A-  

9,314,935

4,000

5.000%,

11/15/44

11/24

at

100.00

A-  

4,022,240

Miami

Dade

County,

Florida,

Rickenbacker

Causeway

Revenue

Bonds,

Series

2014:

900

5.000%,

10/01/27

10/24

at

100.00

A-  

917,280

920

5.000%,

10/01/28

10/24

at

100.00

A-  

938,704

500

5.000%,

10/01/30

10/24

at

100.00

A-  

510,280

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2014A:

1,145

5.000%,

10/01/28,

(AMT)

10/24

at

100.00

A1  

1,163,045

4,000

5.000%,

10/01/33,

(AMT)

10/24

at

100.00

A1  

4,053,880

1,000

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

10/01/41

10/26

at

100.00

A+  

1,037,140

4,000

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2018A,

5.000%,

10/01/38,

(AMT)

10/28

at

100.00

A+  

4,192,160

Monroe

County,

Florida,

Airport

Revenue

Bonds,

Key

West

International

Airport,

Series

2022:

1,430

5.000%,

10/01/39,

(AMT)

10/32

at

100.00

A-  

1,493,206

1,575

5.000%,

10/01/41,

(AMT)

10/32

at

100.00

A-  

1,627,747

750

Orange

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Orlando

Health

Obligated

Group,

Inc.,

Series

2023,

5.000%,

10/01/33

4/33

at

100.00

A+  

877,942

500

Orange

County

Health

Facilities

Authority,

Florida,

Revenue

Bonds,

Presbyterian

Retirement

Communities

Project,

Series

2014,

5.000%,

8/01/24

No

Opt.

Call

A-  

504,500

1,000

Orlando,

Florida,

Tourist

Development

Tax

Revenue

Bonds,

6th

Cent

Contract

Payments,

Refunding

Senior

Series

2017A,

5.000%,

11/01/35

-

AGM

Insured

11/27

at

100.00

AA  

1,086,550

745

Osceola

County,

Florida,

Transportation

Revenue

Bonds,

Osceola

Parkway,

Refunding

&

Improvement

Series

2019A-1,

5.000%,

10/01/29

No

Opt.

Call

BBB+  

802,462

Palm

Beach

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Jupiter

Medical

Center,

Series

2022:

620

5.000%,

11/01/34

11/32

at

100.00

BBB  

667,697

750

5.000%,

11/01/36

11/32

at

100.00

BBB  

791,227

1,520

5.000%,

11/01/47

11/32

at

100.00

BBB  

1,536,705

2,175

5.000%,

11/01/52

11/32

at

100.00

BBB  

2,190,203

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

12

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

425

Palm

Beach

County

School

Board,

Florida,

Certificates

of

Participation,

Series

2015C,

5.000%,

8/01/30

8/25

at

100.00

Aa3  

$

442,710

1,000

Pasco

County,

Florida,

Cigarette

Tax

Allocation

Bonds,

H.

Lee

Moffitt

Cancer

Center

and

Research

Institute

Capital

Improvement

Series

2023A,

5.500%,

9/01/41

-

AGM

Insured

3/33

at

100.00

AA  

1,125,380

1,000

Poitras

East

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2023,

4.200%,

5/01/33

No

Opt.

Call

N/R  

986,340

Pompano

Beach,

Florida,

Revenue

Bonds,

John

Knox

Village

Project,

Series

2015:

225

5.000%,

9/01/24

No

Opt.

Call

BBB  

225,470

410

5.000%,

9/01/35

9/24

at

100.00

BBB  

402,206

850

Reedy

Creek

Improvement

District,

Orange

and

Osceola

Counties,

Florida,

Utilities

Revenue

Bonds,

Series

2018-1,

5.000%,

10/01/36

10/28

at

100.00

A1  

939,769

2,000

School

Board

of

Duval

County,

Florida,

Certificates

of

Participation,

Series

2022A,

5.000%,

7/01/31

-

AGM

Insured

7/30

at

100.00

AA  

2,292,460

280

Seminole

County

Industrial

Development

Authority,

Florida,

Educational

Facilities

Revenue

Bonds,

Galileo

Schools

for

Gifted

Learning,

Series

2021A,

4.000%,

6/15/31,

144A

No

Opt.

Call

Ba1  

257,443

65

South

Broward

Hospital

District,

Florida,

Hospital

Revenue

Bonds,

South

Broward

Hospital

District

Obligated

Group,

Refunding

Series

2016,

5.000%,

5/01/23

No

Opt.

Call

AA  

65,000

500

Tallahassee,

Florida,

Consolidated

Utility

Systems

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

10/01/35,

(Pre-refunded

10/01/23)

10/23

at

100.00

AA+  (5)

503,535

1,425

Tampa

Bay,

Florida,

Regional

Water

Supply

Authority,

Utility

System

Revenue

Bonds,

Sustainability

Series

2022,

5.250%,

10/01/47

10/32

at

100.00

AA+  

1,610,777

1,310

Tampa,

Florida,

Capital

Improvement

Cigarette

Tax

Allocation

Bonds,

H.

Lee

Moffitt

Cancer

Center

Project,

Series

2016A,

5.500%,

9/01/29

9/26

at

100.00

A1  

1,408,473

1,100

Tampa,

Florida,

Capital

Improvement

Cigarette

Tax

Allocation

Bonds,

H.

Lee

Moffitt

Cancer

Center

Project,

Series

2020A,

0.000%,

9/01/39

9/30

at

70.57

A1  

540,364

4,090

Tampa,

Florida,

Water

and

Wastewater

Systems

Revenue

Bonds,

Green

Series

2022A,

5.250%,

10/01/57

10/32

at

100.00

AAA  

4,545,094

15

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-2,

0.000%,

5/01/40

(7)

5/23

at

100.00

N/R  

13,581

15

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-3,

6.610%,

5/01/40

(4)

5/23

at

100.00

N/R  

0

Village

Community

Development

District

10,

Sumter

County,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2023:

550

5.000%,

5/01/38

-

AGM

Insured

(WI/DD,

Settling

5/01/23)

5/33

at

100.00

AA  

617,441

1,130

5.000%,

5/01/39

-

AGM

Insured

(WI/DD,

Settling

5/01/23)

5/33

at

100.00

AA  

1,259,792

1,000

5.000%,

5/01/40

-

AGM

Insured

(WI/DD,

Settling

5/01/23)

5/33

at

100.00

AA  

1,104,290

3,000

Village

Community

Development

District

14,

Leesburg,

Florida,

Special

Assessment

Bonds,

Series

2022,

4.750%,

5/01/32,

144A

5/30

at

100.00

N/R  

3,003,750

Total

Florida

178,240,986

Georgia

-

0.8%

3,000

Atlanta,

Georgia,

Airport

General

Revenue

Bonds,

Series

2022B,

5.000%,

7/01/38,

(AMT)

7/32

at

100.00

Aa3  

3,275,430

1,350

Clarke

County

School

District,

Georgia,

General

Obligation

Bonds,

Sales

Tax

Series

2022,

5.000%,

9/01/23

No

Opt.

Call

Aa1  

1,358,154

2,390

Cobb

County

Kennestone

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Wellstar

Health

System,

Series

2017A,

5.000%,

4/01/35

4/27

at

100.00

A+  

2,515,857

13

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Georgia

(continued)

$

1,860

Georgia

Ports

Authority,

Revenue

Bonds,

Series

2022,

5.250%,

7/01/43

7/32

at

100.00

AA  

$

2,121,070

2,000

Georgia

State,

General

Obligation

Bonds,

Refunding

Series

2022C,

5.000%,

7/01/23

No

Opt.

Call

AAA  

2,005,900

950

Henry

County

Hospital

Authority,

Georgia,

Revenue

Certificates,

Piedmont

Henry

Hospital

Project,

Series

2014A,

5.000%,

7/01/34

7/24

at

100.00

AA-  

968,155

Total

Georgia

12,244,566

Guam

-

0.1%

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D:

1,035

5.000%,

11/15/23

No

Opt.

Call

BB  

1,038,084

1,000

5.000%,

11/15/33

11/25

at

100.00

BB  

1,017,480

Total

Guam

2,055,564

Hawaii

-

0.7%

1,600

Hawaii

Department

of

Transportation

-

Airports

Division,

Lease

Revenue

Certificates

of

Participation,

Series

2013,

5.000%,

8/01/28,

(AMT)

8/23

at

100.00

A+  

1,604,112

2,000

Honolulu

City

and

County,

Hawaii,

General

Obligation

Bonds,

Series

2015A,

5.000%,

10/01/37

10/25

at

100.00

AA+  

2,066,940

3,840

Honolulu

City

and

County,

Hawaii,

General

Obligation

Bonds,

Series

2022B,

5.250%,

7/01/41

7/32

at

100.00

AA+  

4,408,858

Kauai

County,

Hawaii,

Special

Tax

Bonds,

Community

Facilities

District

2008-1

Kukuiula

Development

Project,

Series

2022:

440

4.000%,

5/15/29

No

Opt.

Call

N/R  

426,439

470

4.000%,

5/15/30

No

Opt.

Call

N/R  

452,380

375

5.000%,

5/15/31

No

Opt.

Call

N/R  

386,242

250

5.000%,

5/15/32

No

Opt.

Call

N/R  

256,575

Total

Hawaii

9,601,546

Idaho

-

1.2%

Boise

State

University,

Idaho,

General

Revenue

Bonds,

Series

2018A:

575

5.000%,

4/01/38

4/28

at

100.00

Aa3  

618,625

600

5.000%,

4/01/39

4/28

at

100.00

Aa3  

644,202

Boise-Kuna

Irrigation

District,

Ada

and

Canyon

Counties,

Idaho,

Arrowrock

Hydroelectric

Project

Revenue

Bonds,

Refunding

Series

2015:

500

5.000%,

6/01/29

12/24

at

100.00

A3  

512,930

1,000

5.000%,

6/01/30

12/24

at

100.00

A3  

1,024,920

2,090

5.000%,

6/01/31

12/24

at

100.00

A3  

2,140,473

2,995

Idaho

Falls

Auditorium

District,

Idaho,

Certifications

of

Participation,  Annual

Appropriation

Series

2021,

5.250%,

5/15/51,

144A

5/26

at

102.00

N/R  

2,235,378

610

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Madison

Memorial

Hospital

Project,

Refunding

Series

2016,

5.000%,

9/01/29

9/26

at

100.00

BB+  

624,506

1,250

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Saint

Luke's

Health

System

Project,

Series

2018A,

5.000%,

3/01/37

9/28

at

100.00

A  

1,298,400

865

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Trinity

Health

Group,

Series

2015,

5.500%,

12/01/29

6/25

at

100.00

AA-  

903,916

6,105

Idaho

Housing

&

Finance

Association,

Idaho,

Sales

Tax

Revenue

Bonds,

Transportation

Expansion

&

Congestion

Mitigation

Fund,

Series

2023A,

5.250%,

8/15/48

8/33

at

100.00

Aa1  

6,915,317

1,170

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Future

Public

School

Project,

Series

2022A,

4.000%,

5/01/32,

144A

5/29

at

103.00

Ba2  

1,071,697

Total

Idaho

17,990,364

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

14

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

-

7.1%

$

1,395

Beford

Park

Village,

Illinois,

Hotel

and

Motel

Tax

Revenue

Bonds,

Refunding

Series

2015A,

4.000%,

12/01/23

No

Opt.

Call

A3  

$

1,391,108

601

Chicago,

Illinois,

Certificates

of

Participation,

Tax

Increment

Allocation

Revenue

Bonds,

Pullman

Park/Chicago

Redevelopement

Project,

Series

2013A,

7.125%,

3/15/33

5/23

at

100.00

N/R  

601,765

600

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Refunding

Senior

Lien

Series

2020A,

5.000%,

1/01/35

1/30

at

100.00

A+  

673,236

Chicago,

Illinois,

General

Obligation

Bonds,

Chicago

Works

Series

2023A:

3,850

5.000%,

1/01/35

1/32

at

100.00

BBB+  

4,149,799

1,685

5.500%,

1/01/39

1/32

at

100.00

BBB+  

1,838,335

Chicago,

Illinois,

Midway

Airport

Revenue

Bonds,

Refunding

Second

Lien

Series

2014A:

2,500

5.000%,

1/01/25

1/24

at

100.00

A  

2,523,925

3,000

5.000%,

1/01/30

1/24

at

100.00

A  

3,016,260

20,000

Chicago,

Illinois,

Water

Revenue

Bonds,

Refunding

Second

Lien

Series

2012,

4.000%,

11/01/37

5/23

at

100.00

A+  

19,433,600

4,650

DuPage

County

School

District

58

Downers

Grove,

Illinois,

General

Obligation

Bonds,  School

Series

2022,

5.250%,

12/15/40

12/32

at

100.00

Aa1  

5,301,418

100

Illinois

Finance

Authority

Revenue

Bonds,

OSF

Healthcare

System,

Refunding

Series

2018A,

5.000%,

5/15/25

No

Opt.

Call

A  

103,328

2,000

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Refunding

Series

2014,

4.000%,

8/01/38

8/24

at

100.00

AA  

1,952,240

Illinois

Finance

Authority,

Revenue

Bonds,

DePaul

College

Prep

Foundation,

Series

2023A:

1,220

4.300%,

8/01/28,

144A

No

Opt.

Call

BB+  

1,216,523

1,000

5.250%,

8/01/38,

144A

8/33

at

100.00

BB+  

1,010,180

4,500

Illinois

Finance

Authority,

Revenue

Bonds,

Edward-Elmhurst

Healthcare,

Refunding

Series

2018A,

4.250%,

1/01/44,

(Pre-refunded

1/01/28)

1/28

at

100.00

AA-  (5)

4,796,955

3,000

Illinois

Finance

Authority,

Revenue

Bonds,

Edward-Elmhurst

Healthcare,

Series

2017A,

5.000%,

1/01/36,

(Pre-refunded

1/01/27)

1/27

at

100.00

AA-  (5)

3,242,550

5,000

Illinois

Finance

Authority,

Revenue

Bonds,

Northwest

Community

Hospital,

Refunding

Series

2016A,

4.000%,

7/01/37,

(Pre-refunded

7/01/26)

7/26

at

100.00

Aa3  (5)

5,198,450

9,885

Illinois

Finance

Authority,

Revenue

Bonds,

Northwestern

Memorial

Healthcare,

Series

2017A,

4.000%,

7/15/47

1/28

at

100.00

AA+  

9,521,627

1,000

Illinois

Finance

Authority,

Revenue

Bonds,

OSF

Healthcare

System,

Series

2015A,

4.000%,

11/15/33

11/25

at

100.00

A  

1,012,640

2,750

Illinois

Finance

Authority,

Revenue

Bonds,

Rush

University

Medical

Center

Obligated

Group,

Series

2015A,

5.000%,

11/15/38

5/25

at

100.00

AA-  

2,799,803

220

Illinois

Finance

Authority,

Revenue

Bonds,

Silver

Cross

Hospital

and

Medical

Centers,

Refunding

Series

2015C,

5.000%,

8/15/23

No

Opt.

Call

A3  

220,770

Illinois

Finance

Authority,

Revenue

Bonds,

Smith

Crossing,

Refunding

Series

2022:

725

4.000%,

10/15/30

4/29

at

103.00

BBB-  

659,214

6,000

4.000%,

10/15/37

4/29

at

103.00

BBB-  

4,973,400

830

Illinois

Finance

Authority,

Student

Housing

&

Academic

Facility

Revenue

Bonds,

CHF-Collegiate

Housing

Foundation

-

Chicago

LLC

University

of

Illinois

at

Chicago

Project,

Series

2017A,

5.000%,

2/15/26

No

Opt.

Call

Baa3  

841,346

1,500

Illinois

Housing

Development

Authority,

Revenue

Bonds,

Social

Series

2022G,

6.250%,

10/01/52

4/32

at

100.00

Aaa  

1,656,465

15

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

2,000

Illinois

State,

General

Obligation

Bonds,

December

Series

2017B,

5.000%,

12/01/24

No

Opt.

Call

A-  

$

2,044,380

6,000

Illinois

State,

General

Obligation

Bonds,

November

Series

2017D,

5.000%,

11/01/28

11/27

at

100.00

A-  

6,443,760

4,830

Knox

&

Warren

Counties

Community

Unit

School

District

205

Galesburg,

Illinois,

General

Obligation

Bonds,

Series

2019A,

5.500%,

12/01/37

12/27

at

100.00

AA-  

5,285,952

1,100

Lake

County

Consolidated

High

School

District

120

Mundelein,

Illinois,

General

Obligation

Bonds,

School

Series

2022A,

5.500%,

12/01/40

12/32

at

100.00

AA+  

1,229,283

600

Madison,

Bond

and

Montgomery

Counties

Community

Unit

School

District

05,

Highland,

Illinois,

General

Obligation

Bonds,

School

Series

2022B,

5.500%,

2/01/42

-

AGM

Insured

2/30

at

100.00

AA  

662,730

710

Madison,

Macoupin,

Jersey,

Calhoun,

Morgan,

Scott,

and

Greene

Counties

Community

College

District

536,

Illinois,

General

Obligation

Bonds,

Lewis

&

Clark

Community

College,

Refunding

Series

2017A,

5.000%,

11/01/33

-

AGM

Insured

11/26

at

100.00

AA  

757,066

1,250

Northern

Illinois

University,

Auxiliary

Facilities

System

Revenue

Bonds,

Refunding

Series

2020B,

4.000%,

4/01/35

-

BAM

Insured

4/30

at

100.00

AA  

1,265,325

1,000

Romeoville,

Will

County,

Illinois,

Revenue

Bonds,

Lewis

University

Project,

Refunding

Series

2018B,

5.000%,

10/01/39

4/25

at

100.00

BBB  

1,002,840

Stephenson

County

School

District

145,

Freeport,

Illinois,

General

Obligation

Bonds,

Limited

School

Series

2018A:

610

5.000%,

2/01/34

-

AGM

Insured

2/28

at

100.00

AA  

676,820

140

5.000%,

2/01/34,

(Pre-refunded

2/01/28)

-

AGM

Insured

2/28

at

100.00

AA  (5)

155,397

100

University

of

Illinois,

Auxiliary

Facilities

System

Revenue

Bonds,

Series

2014A,

5.000%,

4/01/39

4/24

at

100.00

Aa2  

100,357

2,000

Will

County

School

District

114,

Manhattan,

Illinois,

General

Obligation

Bonds,

Series

2022,

5.500%,

1/01/43

-

BAM

Insured

1/33

at

100.00

AA  

2,274,520

4,000

Will

County,

Illinois,

General

Obligation

Bonds,

Alternate

Revenue

Source

Series

2019,

4.000%,

11/15/47

11/29

at

100.00

AA+  

3,997,320

Total

Illinois

104,030,687

Indiana

-

4.6%

2,500

Evansville,

Indiana,

Waterworks

District

Revenue

Bonds,

Series

2022A,

5.000%,

7/01/47

-

BAM

Insured

1/32

at

100.00

AA  

2,699,600

1,000

Gary

Local

Public

Improvement

Bond

Bank,

Indiana,

Economic

Development

Revenue

Bonds,

Drexel

Foundation

for

Educational

Excellence

Project,

Refunding

Series

2020A,

5.875%,

6/01/55,

144A

6/30

at

100.00

N/R  

864,240

Hamilton

Southeastern

Consolidated

School

Building

Corporation,

Hamilton

County,

Indiana,

First

Mortgage

Bonds,

Series

2018:

700

5.000%,

7/15/35

1/28

at

100.00

AA+  

772,667

795

5.000%,

7/15/36

1/28

at

100.00

AA+  

871,074

500

5.000%,

7/15/37

1/28

at

100.00

AA+  

544,530

1,000

5.000%,

7/15/38

1/28

at

100.00

AA+  

1,084,630

850

IIndiana

Finance

Authority,

Hospital

Revenue

Bonds,

Parkview

Health,

Series

2018A,

4.000%,

11/01/48

11/28

at

100.00

AA-  

797,325

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Butler

University

Project,

Refunding

Series

2014A:

560

5.000%,

2/01/26

2/24

at

100.00

A-  

567,974

425

5.000%,

2/01/27

2/24

at

100.00

A-  

431,316

1,350

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Butler

University

Project,

Series

2019,

5.000%,

2/01/35

8/29

at

100.00

A-  

1,480,383

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

16

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

$

4,000

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

DePauw

University

Project,

Series

2022A,

5.000%,

7/01/42

7/32

at

100.00

Baa1  

$

4,111,720

3,725

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Rose

Hulman

Institute

Of

Technology

Project,

Series

2018,

5.000%,

6/01/40

12/28

at

100.00

A2  

3,943,918

250

Indiana

Finance

Authority,

Health

Facilities

Revenue

Bonds,

Good

Samaritan

Hospital

Project,

Series

2016A,

5.000%,

4/01/37

4/26

at

100.00

Baa3  

254,040

665

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Goshen

Health,

Series

2019A,

5.000%,

11/01/35

5/29

at

100.00

BBB+  

709,954

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Reid

Health

Series

2022:

1,785

5.000%,

1/01/42

-

AGM

Insured

1/32

at

100.00

AA  

1,918,340

1,700

5.000%,

1/01/52

-

AGM

Insured

1/32

at

100.00

AA  

1,779,322

3,025

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

Refunding

Second

Lien

Series

2021-2,

4.000%,

10/01/40

-

BAM

Insured

10/31

at

100.00

AA  

3,028,963

2,020

Indiana

Health

Facility

Financing

Authority,

Revenue

Bonds,

Ascension

Health,

Series

2001A-1,

5.000%,

11/15/34

11/25

at

100.00

AA+  

2,110,254

1,420

Indiana

Municipal

Power

Agency

Power

Supply

System

Revenue

Bonds,

Refunding

Series

2016C,

5.000%,

1/01/38

7/26

at

100.00

A+  

1,473,179

1,000

Indiana

Municipal

Power

Agency,

Power

Supply

System

Revenue

Bonds,

Series

2013A,

5.250%,

1/01/32,

(Pre-refunded

7/01/23)

7/23

at

100.00

A+  (5)

1,003,170

670

Indiana

Municipal

Power

Agency,

Power

Supply

System

Revenue

Bonds,

Series

2017A,

5.000%,

1/01/42

1/28

at

100.00

A+  

714,602

3,000

Indiana

Municipal

Power

Agency,

Power

Supply

System

Revenue

Bonds,

Series

2022A,

5.500%,

1/01/47

1/32

at

100.00

A+  

3,381,780

1,000

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Airport

Authority

Project

Revenue

Bonds,

Series

2022G-2,

5.000%,

1/01/33,

(AMT)

1/32

at

100.00

A1  

1,120,780

IPS

Multi-School

Building

Corporation,

Indiana,

First

Mortgage

Revenue

Bonds,

Social

Series

2022:

630

5.500%,

7/15/37

7/32

at

100.00

AA+  

726,422

500

5.500%,

7/15/39

7/32

at

100.00

AA+  

571,705

1,625

Ivy

Tech

Community

College,

Indiana,

Student

Fee

Revenue

Bonds,

Series

2018V,

5.000%,

7/01/36

7/28

at

100.00

AA  

1,748,906

Lake

Ridge

Multi-School

Building

Corporation,

Lake

County,

Indiana,

First

Mortgage

Bonds,

Ad

Valorem

Property

Tax

Series

2022:

2,960

5.500%,

7/15/36

7/32

at

100.00

AA+  

3,490,432

3,500

5.500%,

7/15/38

7/32

at

100.00

AA+  

4,075,435

1,280

5.500%,

7/15/40

7/32

at

100.00

AA+  

1,473,331

1,150

Mount

Vernon

of

Hancock

County

Multi-School

Building

Corporation,

Indiana,

First

Mortgage

Bonds,

Series

2022,

5.500%,

1/15/42

7/31

at

100.00

AA+  

1,305,526

North

Montgomery

High

School

Building

Corporation,

Indiana,

First

Mortgage

Bonds,

Series

2018:

2,375

5.000%,

7/15/35

7/26

at

100.00

AA+  

2,527,356

2,480

5.000%,

7/15/36

7/26

at

100.00

AA+  

2,637,530

Plymouth

Multi-School

Building

Corporation,

Indiana,

First

Mortgage

Bonds,

Series

2018:

1,655

5.000%,

1/15/34

7/28

at

100.00

AA+  

1,836,570

3,655

5.000%,

7/15/36

7/28

at

100.00

AA+  

3,998,533

Richmond

Hospital

Authority,

Indiana,

Revenue

Bonds,

Reid

Hospital

Project,  Refunding

Series

2015A:

500

5.000%,

1/01/28

1/25

at

100.00

A  

512,870

815

5.000%,

1/01/29

1/25

at

100.00

A  

835,807

17

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

$

4,905

Tippecanoe

County

NSE08

School

Building

Corporation,

Indiana,

Ad

Valorem

Property

Tax

First

Mortgage

Bonds,

Series

2022B,

6.000%,

7/15/39

7/32

at

100.00

AA+  

$

5,948,293

Total

Indiana

67,352,477

Iowa

-

0.2%

3,000

PEFA

Inc.,

Public

Energy

Facilities

Authority,

Inc.,

Iowa,

Gas

Project

Revenue

Bonds,

Series

2019,

5.000%,

9/01/49,

(Mandatory

Put

9/01/26)

6/26

at

100.62

A  

3,090,180

Total

Iowa

3,090,180

Kansas

-

0.9%

1,075

Hutchinson,

Kansas,

Hospital

Facilities

Revenue

Bonds,

Hutchinson

Regional

Medical

Center,

Inc.,

Series

2016,

5.000%,

12/01/36

12/26

at

100.00

Ba2  

1,056,284

4,000

Kansas

Department

of

Transportation,

Highway

Revenue

Bonds,

Series

2018A,

5.000%,

9/01/36

9/27

at

100.00

AA  

4,315,960

205

Kansas

Power

Pool,

a

Municipal

Energy

Agency

Electric

Utility

Revenue

Bonds,

DogWood

Facility,

Series

2015A,

5.000%,

12/01/28

12/25

at

100.00

A3  

214,473

2,100

Kansas

State

Turnpike

Authority,

Turnpike

Revenue

Bonds,

Refunding

Series

2019A,

5.000%,

9/01/37

9/29

at

100.00

Aa2  

2,356,452

3,000

Shawnee

County

Unified

School

District

437

Auburn-

Washburn,

Kansas,

General

Obligation

Bonds,

Refunding

and

Improvement

Series

2022,

5.000%,

9/01/42

9/32

at

100.00

Aa2  

3,395,820

2,000

University

of

Kansas

Hospital

Authority,

Health

Facilities

Revenue

Bonds,

KU

Health

System,

Refunding

&

Improvement

Series

2015,

5.000%,

9/01/35

9/25

at

100.00

AA-  

2,077,560

Total

Kansas

13,416,549

Kentucky

-

0.9%

750

Kentucky

Economic

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Owensboro

Health,

Refunding

Series

2017A,

5.000%,

6/01/26

No

Opt.

Call

Baa2  

778,943

Kentucky

Public

Transportation

Infrastructure

Authority,

Toll

Revenue

Bonds,

Downtown

Crossing

Project,

First

Tier

Series

2013A:

2,495

5.750%,

7/01/49,

(Pre-refunded

7/01/23)

7/23

at

100.00

Baa2  (5)

2,502,635

8,595

6.000%,

7/01/53,

(Pre-refunded

7/01/23)

7/23

at

100.00

Baa2  (5)

8,624,481

1,250

Kentucky

State

Property

and

Buildings

Commission,

Revenue

Bonds,

Project

127,

Series

2022A,

5.250%,

6/01/39

6/32

at

100.00

A1  

1,399,212

Total

Kentucky

13,305,271

Louisiana

-

2.3%

Cameron

Parish

School

District

15,

Louisiana,

General

Obligation

Bonds,

Series

2021:

350

4.000%,

10/01/34

10/30

at

100.00

BBB  

357,637

350

4.000%,

10/01/35

10/30

at

100.00

BBB  

354,581

Greater

New

Orleans

Expressway

Commission,

Louisiana,

Toll

Revenue

Bonds,

Subordinate

Lien

Series

2017:

1,000

5.000%,

11/01/36

-

AGM

Insured

11/25

at

100.00

AA  

1,043,660

805

5.000%,

11/01/37

-

AGM

Insured

11/25

at

100.00

AA  

839,164

4,000

5.000%,

11/01/42

-

AGM

Insured

11/25

at

100.00

AA  

4,142,520

5,000

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Louisiana,

Insurance

Assessment

Revenue

Bonds,

Louisiana

Insurance

Guaranty

Association

Project,

Series

2022B,

5.000%,

8/15/33

8/27

at

100.00

A1  

5,342,800

200

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Lincoln

Preparatory

School

Project,

Series

2021A,

5.000%,

6/01/31,

144A

No

Opt.

Call

N/R  

192,526

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

18

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

(continued)

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Refunding

Series

2017:

$

2,000

5.000%,

5/15/33

5/27

at

100.00

A  

$

2,136,200

2,000

5.000%,

5/15/34

5/27

at

100.00

A  

2,129,500

2,640

5.000%,

5/15/35

5/27

at

100.00

A  

2,795,734

3,940

New

Orleans

Aviation

Board,

Louisiana,

General

Airport

Revenue

Bonds,

North

Terminal

Project,

Series

2015B,

5.000%,

1/01/30,

(AMT)

1/25

at

100.00

A  

4,021,440

New

Orleans

Aviation

Board,

Louisiana,

General

Airport

Revenue

Bonds,

North

Terminal

Project,

Series

2017B:

400

5.000%,

1/01/34,

(AMT)

1/27

at

100.00

A  

418,748

500

5.000%,

1/01/35,

(AMT)

1/27

at

100.00

A  

521,755

355

5.000%,

1/01/36,

(AMT)

1/27

at

100.00

A  

368,724

Port

New

Orleans

Board

of

Commissioners,

Louisiana,

Revenue

Bonds,

Port

Facilities,

Refunding

Series

2018B:

3,000

5.000%,

4/01/37

-

AGM

Insured,

(AMT)

4/28

at

100.00

AA  

3,116,070

860

5.000%,

4/01/38

-

AGM

Insured,

(AMT)

4/28

at

100.00

AA  

890,100

4,900

Saint

John

the

Baptist

Parish

School

District

1,

Louisiana,

General

Obligation

Bonds,

Series

2023,

5.250%,

3/01/37

3/33

at

100.00

A2  

5,409,894

Total

Louisiana

34,081,053

Maine

-

0.0%

500

Maine

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Series

2022C,

5.500%,

7/01/38

-

AGM

Insured

7/32

at

100.00

AA  

571,750

Total

Maine

571,750

Maryland

-

0.9%

1,075

Maryland

Community

Development

Administration,

Local

Government

Infrastructure

Bonds,

Senior

Obligation

Series

2023A-1,

5.000%,

6/01/43

6/33

at

100.00

Aa2  

1,198,399

2,000

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Maryland,

Revenue

Bonds,

Meritus

Medical

Center,

Series

2015,

5.000%,

7/01/29

7/25

at

100.00

A  

2,059,560

250

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds

Doctors

Community

Hospital,

Series

2017B,

5.000%,

7/01/32

7/27

at

100.00

A3  

262,910

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LifeBridge

Health

System,

Series

2015:

1,200

4.000%,

7/01/35,

(Pre-refunded

7/01/25)

7/25

at

100.00

A+  (5)

1,231,848

625

5.000%,

7/01/40,

(Pre-refunded

7/01/25)

7/25

at

100.00

A+  (5)

654,631

2,120

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Peninsula

Regional

Medical

Center

Issue,

Refunding

Series

2015,

5.000%,

7/01/39,

(Pre-refunded

7/01/24)

7/24

at

100.00

A  (5)

2,161,679

1,000

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

Maryland

Medical

System

Issue,

Series

2017B,

5.000%,

7/01/28

7/27

at

100.00

A  

1,075,010

4,615

Maryland

Transportation

Authority,

Passenger

Facility

Charge

Revenue

Bonds,

Baltimore/Washington

Internatonal

Thurgood

Marshall

Airport

Project,

Series

2019,

5.000%,

6/01/26,

(AMT)

No

Opt.

Call

A+  

4,813,584

Total

Maryland

13,457,621

Massachusetts

-

0.6%

1,660

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Lahey

Health

System

Obligated

Group

Issue,

Series

2015F,

5.000%,

8/15/30

8/25

at

100.00

A  

1,735,596

1,385

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Northeastern

University,

Series

2022,

5.000%,

10/01/37

10/32

at

100.00

A1  

1,599,412

19

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Massachusetts

(continued)

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wellforce

Issue,

Series

2019A:

$

590

5.000%,

7/01/31

1/29

at

100.00

BBB+  

$

617,547

1,350

5.000%,

7/01/34

1/29

at

100.00

BBB+  

1,403,258

3,885

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2017F,

5.000%,

11/01/44

11/27

at

100.00

AA+  

4,122,373

Total

Massachusetts

9,478,186

Michigan

-

2.1%

Coldwater

Communiuty

Schools,

Branch

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2018:

510

5.000%,

5/01/41

5/28

at

100.00

AA  

553,850

1,220

5.000%,

5/01/42

5/28

at

100.00

AA  

1,323,505

5,000

Holly

Area

School

District,

Oakland

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site,

Series

2022I,

5.250%,

5/01/48

5/32

at

100.00

AA  

5,626,350

Kalamazoo

Hospital

Finance

Authority,

Michigan,

Hospital

Revenue

Bonds,

Bronson

Healthcare

Group,

Inc.,

Refunding

Series

2016:

95

5.000%,

5/15/26

No

Opt.

Call

A2  

99,913

5

5.000%,

5/15/26,

(ETM)

No

Opt.

Call

N/R  (5)

5,318

335

Kent

Hospital

Finance

Authority,

Michigan,

Revenue

Bonds,

Mary

Free

Bed

Rehabilitatin

Hospital,

Series

2021A,

4.000%,

4/01/36

4/31

at

100.00

A  

338,521

1,000

Michigan

Finance

Authority,

Distributable

State

Aid

Revenue

Bonds,

Charter

County

of

Wayne

Criminal

Justice

Center

Project,

Senior

Lien

Series

2018,

5.000%,

11/01/43,

(UB)

(6)

11/28

at

100.00

Aa3  

1,058,020

825

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

McLaren

Health

Care,

Refunding

Series

2015B,

5.000%,

5/15/34

5/25

at

100.00

AA-  

850,352

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

Sparrow

Obligated

Group,

Refunding

Series

2022A:

3,600

5.000%,

11/15/33

11/32

at

100.00

A-  

4,033,188

3,785

5.000%,

11/15/34

11/32

at

100.00

A-  

4,211,872

3,975

5.000%,

11/15/35

11/32

at

100.00

A-  

4,377,628

505

Michigan

Finance

Authority,

Public

School

Academy

Limited

Obligation

Revenue

Bonds,

Calvin

University,

Refunding

Series

2021,

5.000%,

9/01/36

9/31

at

100.00

A-  

546,460

380

Michigan

Finance

AuthorIty,

Public

School

Academy

Limited

Obligation

Revenue

Bonds,

Voyageur

Academy

Project,

Refunding

Series

2017.

Private

Placement

of

2017,

5.900%,

7/15/46,

144A

7/27

at

100.00

N/R  

297,681

1,000

Michigan

Mathematics

&

Science

Initiative,

Michigan,

Public

School

Academy

Revenue

Bonds,

Series

2021,

4.000%,

1/01/51

1/31

at

100.00

BB+  

784,440

5,000

Michigan

State,

Trunk

Line

Fund

Bonds,

Rebuilding

Michigan

Program,

Series

2021A,

4.000%,

11/15/44

11/31

at

100.00

AA+  

4,976,950

2,200

Royal

Oak

Hospital

Finance

Authority,

Michigan,

Hospital

Revenue

Bonds,

William

Beaumont

Hospital

Obligated

Group,

Refunding

Series

2014D,

5.000%,

9/01/33,

(Pre-refunded

3/01/24)

3/24

at

100.00

AA  (5)

2,228,886

Total

Michigan

31,312,934

Minnesota

-

1.3%

4,580

Forest

Lake,

Minnesota

Charter

School

Lease

Revenue

Bonds,

North

Lakes

Academy,

Refunding

Series

2021A,

5.000%,

7/01/41

7/31

at

100.00

N/R  

4,205,265

585

Forest

Lake,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Lakes

International

Language

Academy,

Series

2014A,

4.500%,

8/01/26

5/23

at

102.00

BB+  

583,736

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

20

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

(continued)

Minneapolis,

Minnesota,

Health

Care

System

Revenue

Bonds,

Fairview

Health

Services,

Series

2015A:

$

1,380

5.000%,

11/15/28

11/25

at

100.00

BBB+  

$

1,437,850

1,000

5.000%,

11/15/29

11/25

at

100.00

BBB+  

1,041,150

1,000

5.000%,

11/15/30

11/25

at

100.00

BBB+  

1,039,920

3,665

5.000%,

11/15/31

11/25

at

100.00

BBB+  

3,806,982

1,750

Minneapolis-St.

Paul

Metropolitan

Airports

Commission,

Minnesota,

Airport

Revenue

Bonds,

Subordinate

Lien

Series

2022B,

5.000%,

1/01/37,

(AMT)

1/32

at

100.00

A+  

1,903,685

1,000

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2022M,

5.100%,

7/01/42

1/32

at

100.00

AA+  

1,056,430

1,000

Ramsey,

Anoka

County,

Minnesota,

Lease

Revenue

Bonds,

PACT

Charter

School

Project,  Series

2022A,

5.000%,

6/01/32

6/29

at

100.00

BB+  

980,660

1,895

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Community

of

Peace

Academy

Project,

Series

2019,

5.000%,

12/01/39

12/29

at

100.00

BBB-  

1,908,606

400

Sauk

Rapids,

Minnesota,

Health

Care

and

Housing

Facilities

Revenue

Bonds,

Good

Shepherd

Luthran

Home,

Refunding

Series

2013,

4.000%,

1/01/24

5/23

at

100.00

N/R  

394,004

750

St.

Paul

Housing

and

Redevelopment

Authority,

Minnesota,

Charter

School

Revenue

Bonds,

Higher

Ground

Academy

Charter

School,

Series

2023,

5.500%,

12/01/38

12/29

at

102.00

BB+  

774,810

Total

Minnesota

19,133,098

Mississippi

-

0.9%

1,135

Mississippi

Development

Bank,

Special

Obligation

Bonds,

Rankin

County

School

District

General

Obligation

Project,

Series

2019,

5.000%,

6/01/40

6/29

at

100.00

AA  

1,217,844

Mississippi

Hospital

Equipment

and

Facilities

Authority,

Revenue

Bonds,

Baptist

Memorial

Healthcare,

Series

2016A:

4,000

5.000%,

9/01/41

9/26

at

100.00

BBB+  

4,060,000

8,500

5.000%,

9/01/46

9/26

at

100.00

BBB+  

8,541,565

Total

Mississippi

13,819,409

Missouri

-

2.3%

1,000

Greene

County,

Missouri,

Certificates

of

Participation,

Capital

Projects,

Series

2018,

5.000%,

9/01/36

9/28

at

100.00

Aa2  

1,097,890

1,960

Metropolitan

St.

Louis

Sewerage

District,

Missouri,

Wastewater

System

Revenue

Bonds,

Refunding

Improvement

Series

2022B,

5.250%,

5/01/52

5/32

at

100.00

AAA  

2,200,747

4,000

Missouri

Development

Finance

Board,

Revenue

Bonds,

Zoo

Projects,

Series

2022,

5.500%,

5/01/42

5/32

at

100.00

AA-  

4,500,560

1,030

Missouri

Health

and

Education

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Saint

Luke's

Health

System,

Inc.,

Series

2016,

5.000%,

11/15/24

No

Opt.

Call

A+  

1,057,429

3,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

BJC

Health

System,

Series

2015A,

4.000%,

1/01/45

1/25

at

100.00

AA  

2,850,270

10,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2012,

4.000%,

11/15/42

5/23

at

100.00

A+  

9,772,000

650

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Lutheran

Senior

Services

Projects,

Series

2016B,

5.000%,

2/01/28

2/26

at

100.00

BBB  

652,593

2,330

Orchard

Farm

R-V

School

District,

Saint

Charles

County,

Missouri,

Certificates

of

Participation,

Series

2022A,

5.250%,

4/01/39

4/29

at

100.00

A+  

2,504,750

21

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

(continued)

$

2,200

Ozark

Reorganized

School

District

6,

Christian

County,

Missouri,

General

Obligation

Bonds,

School

Building

Series

2022,

6.000%,

3/01/42

-

AGM

Insured

9/32

at

100.00

AA  

$

2,645,786

Saint

Charles

County

Public

Water

Supply

District

2,

Missouri,

Certificates

of

Participation,

Missouri

Project

Series

2019:

430

4.000%,

12/01/37

12/25

at

100.00

AA+  

434,468

850

4.000%,

12/01/38

12/25

at

100.00

AA+  

857,165

253

Saint

Louis,

Missouri,

Tax

Increment

Financing

Revenue

Notes,

Marquette

Building

Redevelopment

Project,

Series

2008-A,

6.500%,

1/23/28

5/23

at

100.00

N/R  

129,030

510

Taney

County

Industrial

Development

Authority,

Missouri,

Sales

Tax

Revenue

Improvement

Bonds,

Big

Cedar

Infrastructure

Project

Series

2023,

6.000%,

10/01/49,

144A

10/30

at

100.00

N/R  

503,314

1,500

Transportation

Development

District,

Missouri,

Transportation

Sales

Tax

Revenue

Bonds,

Series

2017,

4.500%,

6/01/36

6/26

at

100.00

BBB  

1,471,305

2,500

Universal

City

Industrial

Development

Authority,

Missouri,

Revenue

Bonds,

Tax

Increment

and

Special

District

Markets

at

Olive

Project

Series

2023A,

4.875%,

6/15/36

6/33

at

100.00

N/R  

2,502,825

600

Wright

City

School

District

R-II,

Warren

County,

Missouri,

General

Obligation

Bonds,

School

Building

Series

2022,

6.000%,

3/01/42

-

AGM

Insured

9/32

at

100.00

AA  

724,776

Total

Missouri

33,904,908

Montana

-

1.0%

Montana

Facility

Finance

Authority,

Montana,

Health

Facilities

Revenue

Bonds,

Bozeman

Deaconess

Health

Services

Obligated

Group,

Series

2018:

675

5.000%,

6/01/36

6/28

at

100.00

A  

709,945

1,255

5.000%,

6/01/37

6/28

at

100.00

A  

1,306,430

5,000

Montana

Facility

Finance

Authority,

Revenue

Bonds,

Billings

Clinic

Obligated

Group,

Series

2018A,

5.000%,

8/15/48

8/28

at

100.00

AA-  

5,152,350

2,685

Montana

State

Board

of

Regents

of

Higher

Education,

Facilities

Improvement

Revenue

Bonds,

Montana

State

University,

Series

2018E,

5.000%,

11/15/43

11/27

at

100.00

Aa3  

2,880,522

1,470

Montana

State

Board

of

Regents

of

Higher

Education,

General

Revenue

Bonds,

Series

2022,

5.250%,

11/15/52

-

AGM

Insured

11/32

at

100.00

AA  

1,632,067

2,980

Yellowstone

County

K-12

School

District

26

Lockwood,

Montana,

General

Obligation

Bonds,

School

Building

Series

2018,

5.000%,

7/01/35

7/28

at

100.00

A  

3,311,018

Total

Montana

14,992,332

Nebraska

-

1.0%

Douglas

County

Hospital

Authority

2,

Nebraska,

Health

Facilities

Revenue

Bonds,

Children's

Hospital

Obligated

Group,

Series

2017:

1,045

5.000%,

11/15/36

5/27

at

100.00

AA-  

1,106,561

1,070

5.000%,

11/15/37

5/27

at

100.00

AA-  

1,129,053

900

Douglas

County

Hospital

Authority

3,

Nebraska,

Health

Facilities

Revenue

Bonds,

Nebraska

Methodist

Health

System,

Refunding

Series

2015,

5.000%,

11/01/29

11/25

at

100.00

A  

937,818

2,000

Douglas

County

Nebraska,

Sanitary

and

Improvement,

District

Number

608,

General

Obligation

Bonds,

North

Streams,

Series

2022,

6.000%,

12/15/37

6/27

at

100.00

N/R  

1,916,440

Madison

County

Hospital

Authority

1,

Nebraska,

Hospital

Revenue

Bonds,

Faith

Regional

Health

Services

Project,

Refunding

Series

2017A:

1,765

5.000%,

7/01/25

No

Opt.

Call

BBB  

1,804,924

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

22

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nebraska

(continued)

$

1,000

5.000%,

7/01/27

No

Opt.

Call

BBB  

$

1,052,360

1,500

5.000%,

7/01/28

7/27

at

100.00

BBB  

1,574,160

525

Madison

County

Hospital

Authority

1,

Nebraska,

Hospital

Revenue

Bonds,

Faith

Regional

Health

Services

Project,

Series

2018,

5.000%,

7/01/29

7/25

at

100.00

BBB  

540,635

600

Omaha

Airport

Authority,

Nebraska,

Airport

Facilities

Revenue

Refunding

Bonds,

Series

2017A,

5.000%,

12/15/34,

(AMT)

12/26

at

100.00

AA-  

628,200

1,000

Omaha

Public

Power

District,

Nebraska,

Electric

System

Revenue

Bonds,

Series

2017A,

5.000%,

2/01/42

12/27

at

100.00

AA  

1,071,180

2,800

Southeast

Community

College

Area,

Nebraska,

Certificates

of

Participation,

Series

2018,

5.000%,

12/15/47

6/28

at

100.00

Aa1  

3,021,844

Total

Nebraska

14,783,175

Nevada

-

0.8%

Carson

City,

Nevada,

Hospital

Revenue

Bonds,

Carson

Tahoe

Regional

Healthcare

Project,

Series

2017A:

505

5.000%,

9/01/31

9/27

at

100.00

A-  

536,431

1,000

5.000%,

9/01/33

9/27

at

100.00

A-  

1,060,420

4,000

Clark

County,

Nevada  Airport

Revenue

Bonds,

Senior

Series

2015A,

5.000%,

7/01/40

7/25

at

100.00

Aa2  

4,116,200

2,000

Clark

County,

Nevada,

Airport

Revenue

Bonds,

Jet

Aviation

Fuel

Tax,

Refunding

Series

2022A,

5.000%,

7/01/26,

(AMT)

No

Opt.

Call

A1  

2,091,940

115

Clark

County,

Nevada,

Airport

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2019D,

5.000%,

7/01/25

No

Opt.

Call

Aa3  

120,353

1,370

Clark

County,

Nevada,

Passenger

Facility

Charge

Revenue

Bonds,

Las

Vegas-McCarran

International

Airport,

Refunding

Series

2017B,

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

Aa3  

1,392,057

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

812

Summerlin

Village

24,

Series

2015:

1,140

4.000%,

12/01/23

No

Opt.

Call

N/R  

1,140,547

910

4.250%,

12/01/24

No

Opt.

Call

N/R  

913,149

440

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

814

Summerlin

Village

21&

24A,

Series

2019,

3.250%,

6/01/24

No

Opt.

Call

N/R  

434,289

Total

Nevada

11,805,386

New

Hampshire

-

0.7%

580

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Catholic

Medical

Center,

Series

2012,

5.000%,

7/01/27

5/23

at

100.00

BBB+  

580,638

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Catholic

Medical

Center,

Series

2017:

3,145

5.000%,

7/01/35

7/27

at

100.00

BBB+  

3,248,345

1,950

5.000%,

7/01/37

7/27

at

100.00

BBB+  

1,987,011

670

5.000%,

7/01/44

7/27

at

100.00

BBB+  

649,618

4,055

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Concord

Hospital,

Series

2017,

5.000%,

10/01/42

10/27

at

100.00

AA-  

4,203,859

160

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Dartmouth-Hitchcock

Obligated

Group,

Series

2018A,

5.000%,

8/01/36

2/28

at

100.00

A  

168,914

Total

New

Hampshire

10,838,385

23

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

-

2.3%

$

2,000

Camden

County

Improvement

Authority,

New

Jersey,

Health

Care

Redevelopment

Revenue

Bonds,

Cooper

Health

System

Obligated

Group

Issue,

Refunding

Series

2014A,

5.000%,

2/15/28

2/24

at

100.00

A-  

$

2,018,400

500

Delaware

River

Port

Authority,

Pennsylvania

and

New

Jersey,

Revenue

Refunding

Bonds,

Port

District

Project,

Series

2022,

5.000%,

1/01/24

No

Opt.

Call

A  

505,725

New

Jersey

Economic

Development

Authority,

Charter

School

Revenue

Bonds,

North

Star

Academy

Charter

School

of

Newark,

Series

2017:

460

5.000%,

7/15/23

No

Opt.

Call

BBB-  

460,317

485

5.000%,

7/15/24

No

Opt.

Call

BBB-  

488,293

510

5.000%,

7/15/25

No

Opt.

Call

BBB-  

518,991

535

5.000%,

7/15/26

No

Opt.

Call

BBB-  

549,975

560

5.000%,

7/15/27

No

Opt.

Call

BBB-  

582,109

5,300

New

Jersey

Economic

Development

Authority,

New

Jersey,

Transit

Transportation

Project

Revenue

Bonds,

Portal

North

Bridge

Project

Series

2022A,

5.000%,

11/01/37

11/32

at

100.00

A2  

5,861,959

1,000

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Refunding

Series

2015XX,

5.000%,

6/15/25

No

Opt.

Call

A2  

1,034,840

New

Jersey

Economic

Development

Authority,

Special

Facility

Revenue

Bonds,

Port

Newark

Container

Terminal

LLC

Project,

Refunding

Series

2017:

1,525

5.000%,

10/01/23,

(AMT)

No

Opt.

Call

Baa2  

1,530,094

1,800

5.000%,

10/01/24,

(AMT)

No

Opt.

Call

Baa2  

1,819,242

1,000

5.000%,

10/01/37,

(AMT)

10/27

at

100.00

Baa2  

1,004,670

5,000

New

Jersey

Health

Care

Facilities

Financing

Authority,

State

Contract

Bonds,

Hospital

Asset

Transformatiom

Program,

Refunding

Series

2017,

5.000%,

10/01/29

4/28

at

100.00

A2  

5,407,250

2,235

New

Jersey

Transportation

Trust

Fund

Authority,

Federal

Highway

Reimbursement

Revenue

Notes,

Series

2018A,

5.000%,

6/15/28

6/26

at

100.00

A+  

2,362,395

1,700

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

Program

Bonds,

Series

2022CC,

5.250%,

6/15/36

12/32

at

100.00

A2  

1,939,309

1,700

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2009C,

5.250%,

6/15/32

12/24

at

100.00

A2  

1,756,423

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2013AA:

330

5.250%,

6/15/33

6/23

at

100.00

A2  

330,802

645

5.000%,

6/15/36

6/23

at

100.00

A2  

645,967

200

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2015AA,

5.250%,

6/15/32

6/25

at

100.00

A2  

208,622

South

Jersey

Port

Corporation,

New

Jersey,

Marine

Terminal

Revenue

Bonds,

Subordinate

Series

2017B:

2,100

5.000%,

1/01/34,

(AMT)

1/28

at

100.00

A3  

2,199,246

1,300

5.000%,

1/01/35,

(AMT)

1/28

at

100.00

A3  

1,354,899

1,250

5.000%,

1/01/36,

(AMT)

1/28

at

100.00

A3  

1,293,138

Total

New

Jersey

33,872,666

New

York

-

5.9%

400

Buffalo

and

Erie

County

Industrial

Land

Development

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

System,

Inc.

Project,

Series

2015,

5.000%,

7/01/27

7/25

at

100.00

B-  

373,540

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Academic

Leadership

Charter

School,

Series

2021:

310

4.000%,

6/15/26

No

Opt.

Call

BBB-  

308,661

300

4.000%,

6/15/28

No

Opt.

Call

BBB-  

300,144

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

24

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

400

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Global

Community

Charter

School

Project,

Series

2022A,

4.000%,

6/15/32

No

Opt.

Call

BB+  

$

384,576

Build

New

York

Resource

Corporation

Revenue

Bonds,

East

Harlem

Scholars

Academy

Charter

School

Project,

Series

2022

(Social

Bonds):

400

5.000%,

6/01/32,

144A

6/30

at

100.00

BB+  

406,416

1,250

5.750%,

6/01/42,

144A

6/30

at

100.00

BB+  

1,286,500

250

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Richmond

Preparatory

Charter

School

Project,

Social

Impact

Project

Series

2021A,

4.000%,

6/01/31,

144A

6/29

at

100.00

N/R  

233,855

1,335

Dormitory

Authority

of

the

State

of

New

York,

Columbia

University

Revenue

Bonds,

Series

2020A,

5.000%,

10/01/50

No

Opt.

Call

AAA  

1,587,315

Dormitory

Authority

of

the

State

of

New

York,

General

Revenue

Bonds,

Barnard

College,

Series

2022A:

785

5.000%,

7/01/37

7/30

at

100.00

A3  

838,301

500

5.000%,

7/01/38

7/30

at

100.00

A3  

530,740

1,250

Dormitory

Authority

of

the

State

of

New

York,

General

Revenue

Bonds,

Yeshiva

University,

Series

2022A,

5.000%,

7/15/32

No

Opt.

Call

BBB-  

1,362,325

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Catholic

Health

System

Obligated

Group

Series

2019A:

725

5.000%,

7/01/32

7/29

at

100.00

B-  

634,752

525

5.000%,

7/01/34

7/29

at

100.00

B-  

450,009

925

4.000%,

7/01/38

7/29

at

100.00

B-  

685,166

800

5.000%,

7/01/41

7/29

at

100.00

B-  

658,256

2,535

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Montefiore

Obligated

Group,

Series

2018A,

5.000%,

8/01/25

No

Opt.

Call

BBB-  

2,527,116

470

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Montefiore

Obligated

Group,

Series

2020A,

5.000%,

9/01/28

No

Opt.

Call

BBB-  

467,664

300

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Orange

Regional

Medical

Center

Obligated

Group,

Series

2017,

5.000%,

12/01/29,

144A

6/27

at

100.00

BBB-  

306,705

1,260

Hempstead

Town

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Molloy

College

Project,

Refunding

Series

2017,

5.000%,

7/01/37

7/27

at

100.00

BBB  

1,291,122

4,500

Hudson

Yards

Infrastructure

Corporation,

New

York,

Revenue

Bonds,

Second

Indenture

Fiscal

2017

Series

A,

5.000%,

2/15/36

2/27

at

100.00

Aa2  

4,803,705

1,575

Liberty

Development

Corporation,

New

York,

Goldman

Sachs

Headquarter

Revenue

Bonds,

Series

2005,

5.250%,

10/01/35

No

Opt.

Call

A2  

1,809,565

580

Liberty

Development

Corporation,

New

York,

Goldman

Sachs

Headquarters

Revenue

Bonds

Series

2007,

5.500%,

10/01/37

No

Opt.

Call

A2  

668,949

1,455

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2014A,

5.000%,

9/01/44

9/24

at

100.00

A  

1,470,569

1,000

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2015B,

5.000%,

9/01/36

9/25

at

100.00

A  

1,032,740

2,000

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2017,

5.000%,

9/01/36

9/27

at

100.00

A  

2,173,220

925

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Nazareth

College

of

Rochester,

Series

2017A,

5.000%,

10/01/31

10/27

at

100.00

BBB+  

975,042

1,975

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Rochester

General

Hospital

Project,

Series

2017,

5.000%,

12/01/46

12/26

at

100.00

BBB+  

1,982,169

25

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Rochester

Regional

Health

Project,

Series

2020A:

$

600

5.000%,

12/01/24

No

Opt.

Call

BBB+  

$

611,244

750

5.000%,

12/01/25

No

Opt.

Call

BBB+  

775,350

2,260

Nassau

County

Tobacco

Settlement

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Refunding

Series

2006A-2,

5.250%,

6/01/26

2006

1

5/23

at

100.00

CCC+  

2,226,007

New

Rochelle

Corporation,

New

York,

Local

Development

Revenue

Bonds,

Iona

College

Project,

Series

2015A:

1,245

5.000%,

7/01/31

7/25

at

100.00

BBB  

1,288,588

370

5.000%,

7/01/32

7/25

at

100.00

BBB  

382,698

5,000

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2018

Series

EE,

5.000%,

6/15/39

12/25

at

100.00

AA+  

5,194,950

3,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2017

Series

B-1,

5.000%,

8/01/38

8/26

at

100.00

AAA  

3,170,700

2,500

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

Series

2023B-1,

5.250%,

11/01/36

11/32

at

100.00

AAA  

2,975,700

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

Series

2023D-1:

1,500

5.250%,

11/01/37

11/32

at

100.00

AAA  

1,769,280

5,000

5.500%,

11/01/45

11/32

at

100.00

AAA  

5,772,350

10,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

Series

2023E-1,

5.000%,

11/01/40

5/33

at

100.00

AAA  

11,364,600

New

York

Counties

Tobacco

Trust

VI,

New

York,

Tobacco

Settlement

Pass-Through

Bonds,

Series

Series

2016B:

540

5.000%,

6/01/29

6/26

at

100.00

A  

560,876

250

5.000%,

6/01/31

6/26

at

100.00

A  

259,668

2,840

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

3

World

Trade

Center

Project,

Class

1

Series

2014,

5.000%,

11/15/44,

144A

11/24

at

100.00

N/R  

2,759,685

3,000

New

York

State

Environmental

Facilities

Corporation,

State

Clean

Water

and

Drinking

Water

Revolving

Funds

Revenue

Bonds,

New

York

City

Municipal

Water

Finance

Authority

Projects-Second

Resolution

Bonds,

Subordinated

SRF

Series

2017E,

5.000%,

6/15/42

6/27

at

100.00

AAA  

3,207,750

New

York

State

Environmental

Facilities

Corporation,

State

Clean

Water

and

Drinking

Water

Revolving

Funds

Revenue

Bonds,

Pooled

Loan

Issue,

Series

2005B:

500

5.500%,

10/15/27,

(ETM)

No

Opt.

Call

N/R  (5)

559,990

1,000

5.500%,

4/15/35,

(ETM)

No

Opt.

Call

N/R  (5)

1,243,970

5,000

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2022,

5.000%,

12/01/30,

(AMT)

No

Opt.

Call

Baa1  

5,459,000

2,500

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

One

Hundred

Seventy

Eighth

Series

2013,

5.000%,

12/01/27,

(AMT)

12/23

at

100.00

AA-  

2,516,700

600

Poughkeepsie

City,

New

York,

General

Obligation

Bonds,

Refunding

Public

Improvement

Series

2019.,

5.000%,

6/01/31

6/26

at

100.00

Ba1  

628,794

750

Schenectady

County

Capital

Resource

Corporation,

New

York,

Revenue

Bonds,

Union

College

Project,

Series

2022,

5.250%,

7/01/52

7/32

at

100.00

A1  

816,667

260

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Purpose

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2017A2,

5.000%,

11/15/42

5/27

at

100.00

AA-  

276,554

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

26

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

465

Yonkers

Economic

Development

Corporation,

New

York,

Educational

Revenue

Bonds,

Lamartine/Warburton

LLC-Charter

School

of

Educational

Excellence

Project,

Series

2019A,

5.000%,

10/15/54

10/29

at

100.00

N/R  

$

413,915

915

Yonkers

Industrial

Development

Agency,

New

York,

School

Facility

Revenue

Bonds,

New

Community

School

Project

Series

2022,

5.250%,

5/01/51

5/32

at

100.00

AA  

1,012,136

1,155

Yonkers,

New

York,

General

Obligation

Bonds,

Serial

Series

2022F,

5.000%,

11/15/38

-

BAM

Insured

11/32

at

100.00

AA  

1,314,171

Total

New

York

86,110,465

North

Carolina

-

1.8%

Charlotte,

North

Carolina,

Airport

Revenue

Bonds,

Charlotte

Douglas

International,

Refunding

Series

2017B:

1,000

5.000%,

7/01/42,

(AMT)

7/27

at

100.00

Aa3  

1,029,370

1,000

5.000%,

7/01/47,

(AMT)

7/27

at

100.00

Aa3  

1,023,140

4,080

Charlotte,

North

Carolina,

Water

and

Sewer

System

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

7/01/40

7/25

at

100.00

AAA  

4,223,494

Greater

Asheville

Regional

Airport

Authority,

North

Carolina,

Airport

System

Revenue

Bonds,

Series

2022A:

750

5.000%,

7/01/27

-

AGM

Insured,

(AMT)

No

Opt.

Call

AA  

794,025

1,300

5.250%,

7/01/39

-

AGM

Insured,

(AMT)

7/32

at

100.00

AA  

1,423,526

Greater

Asheville

Regional

Airport

Authority,

North

Carolina,

Airport

System

Revenue

Bonds,

Series

2023:

430

5.250%,

7/01/41

(WI/DD,

Settling

5/16/23)

No

Opt.

Call

AA  

469,208

1,090

5.250%,

7/01/42

(WI/DD,

Settling

5/16/23)

No

Opt.

Call

AA  

1,183,392

620

5.250%,

7/01/43

(WI/DD,

Settling

5/16/23)

No

Opt.

Call

AA  

671,632

2,500

North

Carolina

Medical

Care

Commission,

Health

Care

Facilities

Revenue

Bonds,

Lutheran

Services

for

the

Aging,

Series

2021A,

4.000%,

3/01/51

3/28

at

103.00

N/R  

1,710,050

750

North

Carolina

Medical

Care

Commission,

Retirement

Facilities

First

Mortgage

Revenue

Bonds,

United

Methodist

Retirement

Homes,

Refunding

Series

2017A,

5.000%,

10/01/37,

(Pre-refunded

10/01/23)

10/23

at

103.00

BBB  (5)

777,502

2,350

North

Carolina

Turnpike

Authority,

Triangle

Expressway

System

Revenue

Bonds,

Refunding

Senior

Lien

Series

2017,

5.000%,

1/01/32

1/27

at

100.00

BBB  

2,480,589

3,500

North

Carolina

Turnpike

Authority,

Triangle

Expressway

System

Revenue

Bonds,

Refunding

Series

2018,

5.000%,

1/01/31

1/29

at

100.00

BBB  

3,794,630

North

Carolina

Turnpike

Authority,

Triangle

Expressway

System

Revenue

Bonds,

Senior

Lien

Series

2019:

1,500

5.000%,

1/01/44

1/30

at

100.00

BBB  

1,562,925

500

5.000%,

1/01/49

1/30

at

100.00

Aa1  

516,705

Raleigh

Durham

Airport

Authority,

North

Carolina,

Airport

Revenue

Bonds,

Refunding

Series

2017A:

1,110

5.000%,

5/01/31,

(AMT)

5/27

at

100.00

Aa3  

1,175,612

1,750

5.000%,

5/01/32,

(AMT)

5/27

at

100.00

Aa3  

1,852,638

1,135

5.000%,

5/01/33,

(AMT)

5/27

at

100.00

Aa3  

1,200,773

Total

North

Carolina

25,889,211

North

Dakota

-

0.4%

3,290

City

of

Horace,

North

Dakota,

Temporary

Refunding

Improvement

Bonds,

Series

2022A,

3.250%,

8/01/24

8/23

at

100.00

Baa2  

3,231,306

1,365

North

Dakota

Public

Finance

Authority,

Capital

Financing

Program

Revenue

Bonds,

Series

2015B,

5.250%,

6/01/27

6/25

at

100.00

AA-  

1,425,360

1,485

Ward

County

Health

Care,

North

Dakota,

Revenue

Bonds,

Trinity

Obligated

Group,

Series

2017C,

5.000%,

6/01/34

6/28

at

100.00

BB+  

1,418,131

Total

North

Dakota

6,074,797

27

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

-

2.2%

$

5,000

$280,000,000,

Count

of

Washington,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Series

2022,

(Memorial

Health

System

Obligated

Group),

6.375%,

12/01/37

12/32

at

100.00

N/R  

$

5,086,100

City

of

Elyria,

Ohio,

General

Obligation

Various

Purpose

Bonds,

Series

2018:

1,315

5.000%,

12/01/39,

(Pre-refunded

6/01/23)

-

BAM

Insured

6/23

at

100.00

AA  (5)

1,316,815

3,045

5.000%,

12/01/43,

(Pre-refunded

6/01/23)

-

BAM

Insured

6/23

at

100.00

AA  (5)

3,049,202

Cleveland,

Ohio,

Income

Tax

Revenue

Bonds,

Bridges

&

Roadways

Improvements,

Subordinate

Lien

Series

2015A-2:

335

5.000%,

10/01/37,

(Pre-refunded

10/01/23)

10/23

at

100.00

AA+  (5)

337,509

115

5.000%,

10/01/37,

(Pre-refunded

10/01/23)

10/23

at

100.00

N/R  (5)

115,790

870

Cleveland,

Ohio,

Income

Tax

Revenue

Bonds,

Public

Facilities

Improvements,

Subordinate

Lien

Series

2018A,

5.000%,

10/01/38

4/28

at

100.00

AA  

940,522

1,000

Dayton,

Ohio,

Water

System

Revenue

Bonds,

Series

2022,

5.500%,

12/01/42

12/30

at

100.00

Aa2  

1,134,140

2,000

Franklin

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

OhioHealth

Corporation,

Series

2015,

5.000%,

5/15/35

5/25

at

100.00

AA+  

2,068,700

Franklin

County,

Ohio,

Sales

Tax

Revenue

Bonds,

Various

Purpose

Series

2018:

2,250

5.000%,

6/01/36

6/28

at

100.00

AAA  

2,464,200

2,250

5.000%,

6/01/37

6/28

at

100.00

AAA  

2,439,832

550

Muskingum

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Genesis

HealthCare

System

Obligated

Group

Project,

Series

2013,

5.000%,

2/15/27

5/23

at

100.00

BB+  

550,149

5,000

New

Albany

Plain

Local

Joint

Park

District,

Franklin

and

Licking

Counties,

Ohio,

General

Obligation

Bonds,

Park

Facilities

Series

2023,

5.500%,

12/01/48

-

BAM

Insured

12/32

at

100.00

AA  

5,699,900

1,150

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-  

1,047,155

Ohio

Higher

Educational

Facility

Commission,

Revenue

Bonds,

Kenyon

College,

Series

2017:

500

5.000%,

7/01/34

7/27

at

100.00

A  

533,020

495

5.000%,

7/01/42

7/27

at

100.00

A  

514,330

2,500

Ohio

State,

Capital

Facilities

Lease-Appropriation

Bonds,

Special

Obligation,

Administrative

Building

Fund

Projects,

Series

2017A,

5.000%,

4/01/35

4/27

at

100.00

AA+  

2,671,275

1,575

Ohio

State,

Major

New

State

Infrastructure

Project

Revenue

Bonds,

Series

2022-1,

5.000%,

12/15/23

No

Opt.

Call

AA  

1,593,333

Total

Ohio

31,561,972

Oklahoma

-

0.6%

Clinton

Public

Works

Authority,  Oklahoma,

Educational

Facilities,

Lease

Revenue

Bonds,

Series

2022:

2,145

5.000%,

10/01/33

10/32

at

100.00

A-  

2,390,560

1,925

5.000%,

10/01/35

10/32

at

100.00

A-  

2,108,067

2,000

Edmond

Public

Works

Authority,

Oklahoma,

Sales

Tax

and

Utility

Systems

Revenue

Bonds,

Series

2017,

5.000%,

7/01/42

7/27

at

100.00

AA-  

2,137,460

500

Marshall

County

Educational

Facilities

Authority,

Oklahoma,

Lease

Revenue

Bonds,

Madill

Public

Schools

Project,

Series

2017A,

5.000%,

9/01/32

9/27

at

100.00

A-  

551,125

750

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Taxable

Series

2022,

5.500%,

8/15/37

8/32

at

100.00

N/R  

722,460

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

28

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

$

1,370

Oklahoma

State

Turnpike

Authority,

Turnpike

System

Revenue

Bonds,

Second

Senior

Series

2017A,

5.000%,

1/01/37

1/26

at

100.00

AA-  

$

1,428,403

Total

Oklahoma

9,338,075

Oregon

-

0.3%

950

Clatsop

County,

Oregon,

General

Obligation

Bonds,

Series

2019,

5.000%,

6/15/38

6/29

at

100.00

Aa2  

1,049,683

50

Oregon

Special

Districts

Association,

Certificates

of

Participation,

Flexlease

Program,

Series

2013A,

4.000%,

1/01/24

7/23

at

100.00

N/R  

50,018

West

Linn,

Oregon,

General

Obligation

Bonds,

Series

2023:

1,530

4.000%,

6/01/41

6/32

at

100.00

AA+  

1,546,478

1,465

4.000%,

6/01/43

6/32

at

100.00

AA+  

1,470,538

Total

Oregon

4,116,717

Pennsylvania

-

2.5%

100

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Project,

Series

2018,

5.000%,

5/01/33,

144A

5/28

at

100.00

Ba3  

101,852

Berks

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Tower

Health

Project,

Series

2017:

650

5.000%,

11/01/24

No

Opt.

Call

B  

488,371

710

5.000%,

11/01/29

11/27

at

100.00

B  

440,058

50

5.000%,

11/01/37

11/27

at

100.00

B  

30,953

160

4.000%,

11/01/47

11/27

at

100.00

B  

80,563

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Reading

Hospital

&

Medical

Center

Project,

Series

2012A:

1,300

5.000%,

11/01/40

5/23

at

100.00

B  

804,570

1,155

5.000%,

11/01/44

5/23

at

100.00

B  

714,656

Delaware

County

Authority,

Pennsylvania,

Revenue

Bonds,

Elwyn,

Inc.

Project,

Series

2017:

1,750

5.000%,

6/01/32

6/25

at

102.00

BB+  

1,639,225

1,760

5.000%,

6/01/37

6/25

at

102.00

BB+  

1,578,703

1,350

Doylestown

Hospital

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Series

2019A,

5.000%,

7/01/49

7/29

at

100.00

B3  

1,065,636

3,600

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Series

2018A,

5.000%,

9/01/34

9/28

at

100.00

A  

3,846,240

Pennsylvania

Economic

Development

Financing

Authority,

Pennsylvania,

Private

Activity

Revenue

Bonds,

The

PennDOT

Major

Bridges

Package

One

Project,

Series

2022:

6,000

5.000%,

6/30/33,

(AMT)

12/32

at

100.00

Baa2  

6,705,120

5,000

5.250%,

6/30/36,

(AMT)

12/32

at

100.00

Baa2  

5,488,000

1,000

Pennsylvania

Economic

Development

Financing

Authority,

Private

Activity

Revenue

Bonds,

Pennsylvania

Rapid

Bridge

Replacement

Project,

Series

2015,

4.125%,

12/31/38,

(AMT)

6/26

at

100.00

BBB  

941,640

500

Pennsylvania

Economic

Development

Financing

Authority,

Revenue

Bonds,

University

of

Pittsburgh

Medical

Center,

Series

2022A,

5.000%,

2/15/36

2/32

at

100.00

A  

558,460

2,290

Pennsylvania

HIgher

Educational

Facilities

Authority,

Revenue

Bonds,

Thomas

Jefferson

University,

Refunding

Series

2015A,

5.000%,

9/01/45

3/25

at

100.00

A  

2,317,068

2,500

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2022B,

5.250%,

12/01/47

12/32

at

100.00

AA-  

2,752,000

29

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

1,845

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Fixed

Rate

Series

2017A,

5.000%,

9/01/36

3/27

at

100.00

A  

$

1,921,235

1,500

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

6/15/26,

(AMT)

6/25

at

100.00

A2  

1,536,030

3,000

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2017B,

5.000%,

7/01/35,

(AMT)

7/27

at

100.00

A2  

3,127,710

725

Susquehanna

Area

Regional

Airport

Authority,

Pennsylvania,

Airport

System

Revenue

Bonds,

Series

2017,

5.000%,

1/01/35,

(AMT)

1/28

at

100.00

Baa3  

747,214

Total

Pennsylvania

36,885,304

Rhode

Island

-

0.6%

1,500

Rhode

Island

Health

and

Educational

Building

Corporation,

Higher

Education

Facility

Revenue

Bonds,

Providence

College,

Refunding

Series

2015,

5.000%,

11/01/40

11/25

at

100.00

A  

1,553,355

1,060

Rhode

Island

Health

and

Educational

Building

Corporation,

Higher

Education

Facility

Revenue

Bonds,

University

of

Rhode

Island

Auxiliary

Enterprise,

Refunding

Series

2017B,

4.000%,

9/15/34

9/27

at

100.00

A+  

1,076,716

Rhode

Island

Health

and

Educational

Building

Corporation,

Hospital

Financing

Revenue

Bonds,

Lifespan

Obligated

Group,

Refunding

Series

2016:

1,500

5.000%,

5/15/30

5/26

at

100.00

BBB+  

1,543,170

2,200

5.000%,

5/15/31

5/26

at

100.00

BBB+  

2,261,886

1,900

Rhode

Island

Student

Loan

Authority,

Student

Loan

Program

Revenue

Bonds,

Senior

Series

2018A,

5.000%,

12/01/24,

(AMT)

No

Opt.

Call

AA  

1,940,584

Total

Rhode

Island

8,375,711

South

Carolina

-

1.1%

Charleston

County

Airport

District,

South

Carolina,

Airport

Revenue

Bonds,

Series

2019:

1,000

5.000%,

7/01/36

7/29

at

100.00

A+  

1,098,310

800

5.000%,

7/01/37

7/29

at

100.00

A+  

873,232

750

Horry

County,

South

Carolina,

Limited

Obligation

Bonds,

Hospitality

Fee

&

Local

Accommodations

Fee

Pledge,

Series

2022,

5.000%,

9/01/39

9/32

at

100.00

AA  

837,570

3,005

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

Wofford

College,

Series

2019,

5.000%,

4/01/49

4/29

at

100.00

A-  

3,101,851

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

York

Preparatory

Academy

Project,

Series

2014A:

40

5.750%,

11/01/23,

(ETM),

144A

No

Opt.

Call

N/R  (5)

40,432

180

7.000%,

11/01/33,

(Pre-refunded

11/01/24),

144A

11/24

at

100.00

N/R  (5)

189,353

South

Carolina

State

Ports

Authority,

Revenue

Bonds,

Series

2015:

785

5.000%,

7/01/33,

(Pre-refunded

7/01/25),

(AMT)

7/25

at

100.00

A+  (5)

811,337

2,625

5.250%,

7/01/55,

(Pre-refunded

7/01/25),

(AMT)

7/25

at

100.00

A1  (5)

2,726,640

South

Carolina

State

Ports

Authority,

Revenue

Bonds,

Series

2018:

2,840

5.000%,

7/01/34,

(AMT)

7/28

at

100.00

A+  

3,045,247

450

5.000%,

7/01/48,

(AMT)

7/28

at

100.00

A+  

462,384

870

South

Island

Public

Service

District,

South

Carolina,

Waterworks

and

Sewer

System

Revenue

Bonds,

Improvement

Series

2022,

5.250%,

4/01/42

4/32

at

100.00

AA+  

977,071

1,495

Spartanburg

County

School

District

7,

South

Carolina,

General

Obligation

Bonds,

Series

2018B,

5.000%,

3/01/38

3/29

at

100.00

Aa1  

1,640,912

Total

South

Carolina

15,804,339

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

30

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

South

Dakota

-

1.1%

$

1,555

Baltic

School

District

No.

49-1,

South

Dakota,

General

Obligation

Bonds,

Series

2022,

5.500%,

12/01/51

-

AGM

Insured

12/31

at

100.00

AA  

$

1,739,330

1,960

Brandon,

Minnehaha

County,

South

Dakota,

Water

Surcharge

Revenue

Bonds,

Series

2022,

5.500%,

8/01/47

-

BAM

Insured

8/32

at

100.00

AA  

2,253,216

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Avera

Health,

Refunding

Series

2017:

1,000

5.000%,

7/01/35

7/27

at

100.00

AA-  

1,067,140

8,000

4.000%,

7/01/42

7/27

at

100.00

AA-  

7,727,280

2,765

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Regional

Health,

Refunding

Series

2017,

5.000%,

9/01/40

9/27

at

100.00

AA-  

2,862,660

Total

South

Dakota

15,649,626

Tennessee

-

0.8%

2,050

Chattanooga

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2,

5.000%,

8/01/49

8/29

at

100.00

A-  

2,091,185

1,420

Greeneville

Health

and

Educational

Facilities

Board,

Tennessee,

Hospital

Revenue

Bonds,

Ballad

Health,

Series

2018A,

5.000%,

7/01/37

7/28

at

100.00

A  

1,496,183

1,400

Knox

County

Health,

Educational

and

Housing

Facilities

Board,

Tennessee,

Revenue

Bonds,

University

Health

System,

Inc.,

Series

2017,

5.000%,

4/01/27

No

Opt.

Call

BBB  

1,472,688

830

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Vanderbilt

University

Medical

Center,

Series

2016A,

5.000%,

7/01/35

7/26

at

100.00

A  

863,872

1,500

Metropolitan

Government

of

Nashville-Davidson

County,

Tennessee,

Water

and

Sewerage

Revenue

Bonds,

Series

2013,

5.000%,

7/01/40,

(Pre-refunded

7/01/23)

7/23

at

100.00

AA  (5)

1,504,275

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Improvement

Revenue

Bonds,

Series

2022A:

1,100

5.250%,

7/01/34,

(AMT)

7/32

at

100.00

A1  

1,253,571

1,300

5.500%,

7/01/37,

(AMT),

(UB)

(6)

7/32

at

100.00

A1  

1,470,300

1,350

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Improvement

Series

2015B,

5.000%,

7/01/32,

(AMT)

7/25

at

100.00

AA-  

1,391,188

500

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Subordinate

Series

2019A,

5.000%,

7/01/29

No

Opt.

Call

A2  

566,225

Total

Tennessee

12,109,487

Texas

-

7.7%

1,535

Alamo

Community

College

District,

Bexar

County,

Texas,

General

Obligation

Bonds,

Refunding

Limited

Tax

Series

2017,

5.000%,

8/15/36

8/27

at

100.00

AAA  

1,656,710

685

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

-

Texas

Project,

Refunding

Series

2022A,

6.000%,

2/15/42,

144A

2/30

at

100.00

N/R  

653,058

915

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Uplift

Education,

Series

2016A,

2.750%,

12/01/26

No

Opt.

Call

BBB-  

877,805

Austin

Convention

Enterprises

Inc.,

Texas,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

First

Tier

Series

2017A:

500

5.000%,

1/01/32

1/27

at

100.00

BB+  

515,760

500

5.000%,

1/01/33

1/27

at

100.00

BB+  

515,145

500

Austin

Independent

School

District,

Travis

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2023,

4.000%,

8/01/48

2/33

at

100.00

Aaa  

497,840

31

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

890

Austin,

Texas,

Airport

System

Revenue

Bonds,

Series

2017A,

5.000%,

11/15/35

11/26

at

100.00

A+  

$

940,160

4,300

Austin,

Texas,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Forward

Delivery

Series

2023,

5.000%,

11/15/42

5/33

at

100.00

AA  

4,833,415

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Senior

Lien,

Series

2015A:

360

5.000%,

1/01/35,

(Pre-refunded

7/01/25)

7/25

at

100.00

A-  (5)

375,603

1,695

5.000%,

1/01/40,

(Pre-refunded

7/01/25)

7/25

at

100.00

A-  (5)

1,768,461

550

City

of

Midlothian,

Texas,

Westside

Preserve

Public

Improvement

District

Improvement

Area

#1

Project,

Special

Assessment

Revenue

Bonds,

Series

2022,

5.250%,

9/15/42,

144A

9/32

at

100.00

N/R  

529,265

505

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Idea

Public

Schools,

Series

2022A,

5.000%,

8/15/31

No

Opt.

Call

A-  

563,317

3,740

Dallas

Area

Rapid

Transit,

Texas,

Sales

Tax

Revenue

Bonds,

Refunding

&

Improvement

Senior

Lien

Series

2021B,

4.000%,

12/01/51

12/30

at

100.00

AA+  

3,632,400

5,345

Dallas

Area

Rapid

Transit,

Texas,

Sales

Tax

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

12/01/41,

(Pre-refunded

12/01/25)

12/25

at

100.00

AA+  (5)

5,628,125

1,000

Dallas

County

Community

College

District,

Texas,

General

Obligation

Bonds,

Series

2023,

5.000%,

2/15/36

8/25

at

100.00

AAA  

1,044,150

3,055

Dallas

Fort

Worth

International

Airport,

Texas,

Joint

Revenue

Bonds,

Refunding

Series

2022B,

5.000%,

11/01/40

11/32

at

100.00

A+  

3,412,099

710

Decatur

Hospital

Authority,

Texas,

Revenue

Bonds,

Wise

Regional

Health

System,

Series

2013A,

6.625%,

9/01/31,

(Pre-refunded

9/01/23)

9/23

at

100.00

N/R  (5)

717,214

Decatur

Hospital

Authority,

Texas,

Revenue

Bonds,

Wise

Regional

Health

System,

Series

2021B:

70

5.000%,

9/01/24

No

Opt.

Call

BB+  

70,334

75

5.000%,

9/01/25

No

Opt.

Call

BB+  

75,220

276

Decatur

Hospital

Authority,

Texas,

Revenue

Bonds,

Wise

Regional

Health

System,

Series

2021C,

4.000%,

9/01/44

9/31

at

100.00

BB+  

220,289

Hackberry,

Texas,

Combination

Special

Assessment

and

Contract

Revenue

Road

and

Utility

Bonds,

Hidden

Cove

Improvement

District

2,

Series

2017:

1,230

4.500%,

9/01/32

9/27

at

100.00

BBB-  

1,242,288

955

4.500%,

9/01/32

9/27

at

100.00

BBB-  

964,540

2,500

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Series

2019A,

5.000%,

12/01/23

No

Opt.

Call

A+  

2,521,725

1,250

Harris

County

Flood

Control

District,

Texas,

General

Obligation

Bonds,

Refunding

Improvement,  Sustainability

Green

Series

2022A,

5.250%,

10/01/40

10/32

at

100.00

Aaa  

1,433,838

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

&

Subordinate

Lien

Series

2018A:

2,625

5.000%,

7/01/31,

(AMT)

7/28

at

100.00

A1  

2,821,271

2,000

5.000%,

7/01/35,

(AMT)

7/28

at

100.00

A1  

2,127,720

1,750

5.000%,

7/01/36,

(AMT)

7/28

at

100.00

A1  

1,849,418

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

&

Subordinate

Lien

Series

2018C:

1,240

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

A1  

1,255,723

1,665

5.000%,

7/01/32,

(AMT)

7/28

at

100.00

AA  

1,788,443

1,400

Kerrville

Health

Facilities

Development

Corporation,

Texas,

Revenue

Bonds,

Sid

Peterson

Memorial

Hospital

Project,

Series

2015,

5.000%,

8/15/35

8/25

at

100.00

A  

1,440,698

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

32

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

4,220

Lake

Houston

Redevelopment

Authority,

Texas,

Tax

Increment

Contract

Revenue

Bonds,

Series

2021,

3.000%,

9/01/44

9/31

at

100.00

BBB-  

$

3,107,397

1,500

Love

Field

Airport

Modernization

Corporation,

Texas,

General

Airport

Revenue

Bonds,

Refunding

Series

2021,

5.000%,

11/01/29,

(AMT)

No

Opt.

Call

A  

1,638,420

Midtown

Redevelopment

Authority,

Texas,

Tax

Increment

Contract

Revenue,

Refunding

Series

2015:

500

5.000%,

1/01/24

No

Opt.

Call

A  

504,670

300

5.000%,

1/01/25

1/24

at

100.00

A  

302,931

1,500

Mission

Economic

Development

Corporation,

Texas,

Revenue

Bonds,

Natgasoline

Project,

Senior

Lien

Series

2018,

4.625%,

10/01/31,

(AMT),

144A

5/23

at

104.00

BB-  

1,465,710

Montgomery

County

Toll

Road

Authority,

Texas,

Toll

Road

Revenue

Bonds,

Senior

Lien

Series

2018:

1,585

5.000%,

9/15/29

9/25

at

100.00

BBB-  

1,620,948

1,060

5.000%,

9/15/31

9/25

at

100.00

BBB-  

1,083,203

585

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Capital

Improvement

Revenue

Bonds,

CHF-Collegiate

Housing

Denton,

LLC

-

Texas

Woman's

University

Housing

Project,

Series

2018A-1,

5.000%,

7/01/38

-

AGM

Insured

7/27

at

100.00

AA  

601,924

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

NCCD

-

College

Station

Properties

LLC

-

Texas

A&M

University

Project,  Series

2015A:

1,500

5.000%,

7/01/23

(4)

No

Opt.

Call

Caa2  

1,275,000

750

5.000%,

7/01/30

(4)

7/25

at

100.00

Caa2  

637,500

2,895

North

East

Regional

Mobility

Authority,

Texas,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2016A,

5.000%,

1/01/29

1/26

at

100.00

A-  

2,979,418

2,950

North

East

Regional

Mobility

Authority,

Texas,

Revenue

Bonds,

Subordinate

Lien

Series

2016B,

5.000%,

1/01/36

1/26

at

100.00

BBB+  

3,001,507

3,000

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

First

Tier

Capital

Appreciation

Series

2008I,

6.500%,

1/01/43,

(Pre-

refunded

1/01/25)

1/25

at

100.00

AA-  (5)

3,165,480

320

Red

River

Health

Facilities

Development

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

MRC

Crossings

Project,

Series

2014A,

6.750%,

11/15/24,

(ETM)

No

Opt.

Call

N/R  (5)

328,394

5,455

San

Antonio,

Texas,

Electric

and

Gas

System

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

2/01/42

2/27

at

100.00

Aa2  

5,684,819

1,000

San

Antonio,

Texas,

Water

System

Revenue

Bonds,

Refunding

Junior

Lien

Series

2016C,

4.000%,

5/15/37

11/26

at

100.00

AA+  

1,007,490

890

Southwest

Higher

Education

Authority

Inc,

Texas,

Revenue

Bonds,

Southern

Methodist

University

Project,

Refunding

Series

2017,

5.000%,

10/01/39

10/27

at

100.00

AA-  

947,868

2,185

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Scott

&

White

Healthcare

Project,

Series

2022D,

5.500%,

11/15/47

11/32

at

100.00

AA-  

2,409,137

3,850

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckner

Senior

Living

Ventana

Project,

Series

2017A,

6.625%,

11/15/37

5/27

at

100.00

N/R  

3,889,732

2,250

Tarrant

County

Hospital

District,

Texas,

General

Obligation

Bonds,

Limited

Tax

Series

2023,

5.250%,

8/15/40

8/32

at

100.00

Aa1  

2,578,973

Texas

Department

of

Housing

and

Community

Affairs,

Single

Family

Mortgage

Revenue

Bonds,

Series

2022B:

5,000

5.250%,

9/01/52

3/32

at

100.00

Aaa  

5,271,550

5,995

6.000%,

3/01/53

3/32

at

104.76

Aaa  

6,649,354

33

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

455

Texas

Private

Activity

Bond

Surface

Transporation

Corporation,

Senior

Lien

Revenue

Bonds,

NTE

Mobility

Partners

Segments

3

LLC

Segments

3A

&

3B

Facility,

Series

2013,

6.750%,

6/30/43,

(AMT)

9/23

at

100.00

Baa2  

$

458,740

1,750

Texas

Private

Activity

Bond

Surface

Transportation

Corporation,

Senior

Lien

Revenue

Bonds,

LBJ

Infrastructure

Group

LLC

IH-635

Managed

Lanes

Project,

Refunding  Series

2020A,

4.000%,

6/30/35

12/30

at

100.00

Baa2  

1,746,343

3,335

Texas

Private

Activity

Bond

Surface

Transportation

Corporation,

Senior

Lien

Revenue

Bonds,

NTE

Mobility

Partners

Segments

3

LLC

Segments

3A

&

3B

Facility,

Series

2013,

7.000%,

12/31/38,

(AMT)

9/23

at

100.00

Baa2  

3,366,783

2,000

Texas

State

Technical

College

System,

Financing

System

Revenue

Bonds,

Improvement

Series

2022A,

6.000%,

8/01/54

-

AGM

Insured

8/32

at

100.00

AA  

2,316,480

1,200

Texas

State,

General

Obligation

Bonds,

College

Student

Loan

Series

2014,

6.000%,

8/01/25,

(AMT)

8/24

at

100.00

AAA  

1,238,364

Texas

Transportation

Commission,

Central

Texas

Turnpike

System

Revenue

Bonds,

Refunding

Second

Tier

Series

2015C:

1,140

5.000%,

8/15/29

8/24

at

100.00

A-  

1,164,647

3,150

5.000%,

8/15/42

8/24

at

100.00

A-  

3,184,114

400

Town

of

Lakewood

Village,

Texas,

Lakewood

Village

Public

Improvement

District

Improvement

District

No.

1

Project,

Special

Assessment

Revenue

Bonds,

Series

2022,

5.250%,

9/15/42,

144A

9/32

at

100.00

N/R  

385,376

1,185

Uptown

Development

Authority,

Houston,

Texas,

Tax

Increment

Contract

Revenue

Bonds,

Infrastructure

Improvement

Facilities,

Refunding

Series

2021,

3.000%,

9/01/38

9/31

at

100.00

Baa2  

959,435

1,645

Uptown

Development

Authority,

Houston,

Texas,

Tax

Increment

Contract

Revenue

Bonds,

Infrastructure

Improvement

Facilities,

Series

2017A,

5.000%,

9/01/39

9/26

at

100.00

BBB  

1,663,967

800

Wylie

Independent

School

District,

Collin

County,

Texas,

General

Obligation

Bonds,

Refunding

Series

2015C,

6.500%,

8/15/28

8/24

at

100.00

Aaa  

833,224

Total

Texas

113,440,932

Utah

-

4.0%

4,895

Canyons

School

District,

Salt

Lake

County,

Utah,

General

Obligation

Bonds,

Series

2020,

4.000%,

6/15/31

6/30

at

100.00

Aaa  

5,285,719

3,545

Herber

Light

and

Power

Company,

Utah,

Electric

Revenue

Bonds,

Series

2023,

5.000%,

12/15/47

-

BAM

Insured

12/32

at

100.00

AA  

3,821,439

2,855

Holladay,

Utah,

Sales

Tax

Revenue

Bonds,

Series

2022,

5.000%,

11/15/42

11/32

at

100.00

AA+  

3,206,593

Intermountain

Power

Agency,

Utah,

Power

Supply

Revenue

Bonds,

Series

2022A:

4,000

5.000%,

7/01/39

7/31

at

100.00

Aa3  

4,492,000

5,000

5.000%,

7/01/40

7/31

at

100.00

Aa3  

5,584,800

Lehi

Local

Building

Authority,

Utah,

Lease

Revenue

Bonds,

Series

2022:

4,490

5.250%,

6/15/47

6/32

at

100.00

AA+  

4,938,866

4,060

5.500%,

6/15/49

6/32

at

100.00

AA+  

4,542,815

1,255

Lehi,

Utah,

Sales

Tax

Revenue

Bonds,

Series

2018,

5.250%,

6/01/38

6/28

at

100.00

AA+  

1,380,688

1,955

MIDA

Military

Installation

Development

Authority

Golf

and

Equestrian

Center

Public

Infrastructure

District,

Utah,

Limited

Tax

and

Tax

Allocation

Revenue

Bonds,

Series

2021,

4.500%,

6/01/51,

144A

12/26

at

103.00

N/R  

1,500,873

1,875

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2017A,

5.000%,

7/01/34,

(AMT)

7/27

at

100.00

A  

1,979,381

2,000

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2018A,

5.000%,

7/01/30,

(AMT)

7/28

at

100.00

A  

2,149,920

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

34

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Utah

(continued)

$

5,000

University

of

Utah,

General

Revenue

Bonds,

Green

Series

2022B,

5.000%,

8/01/41

8/32

at

100.00

AA+  

$

5,647,750

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Bridge

Elementary

Project,

Series

2021A:

560

4.000%,

6/15/31

6/28

at

103.00

N/R  

504,392

145

4.000%,

6/15/41

6/28

at

103.00

N/R  

111,479

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Utah

Charter

Academies

Project,

Series

2018:

500

5.000%,

10/15/29

10/27

at

100.00

AA  

535,030

500

5.000%,

10/15/31

10/27

at

100.00

AA  

533,195

700

Utah

Infrastructure

Agency,

Telecommunications

Revenue

Bonds,

Series

2019,

4.000%,

10/15/23

No

Opt.

Call

BBB-  

697,501

550

Utah

Infrastructure

Agency,

Telecommunications

Revenue

Bonds,

Series

2021,

4.000%,

10/15/27

No

Opt.

Call

BBB-  

543,818

1,190

Utah

Telecommunication

Open

Infrastructure

Agency,

Utah,

Revenue

Bonds,

Refunding

Sales

Tax

and

Telecommunication

Series

2022,

5.500%,

6/01/40

6/32

at

100.00

AA-  

1,363,776

8,820

Wasatch

County

School

District

Local

Building

Authority,

Utah,

Lease

Revenue

Bonds,

Board

of

Education

Series

2022,

5.500%,

6/01/47

6/32

at

100.00

Aa3  

9,959,103

Total

Utah

58,779,138

Vermont

-

0.3%

Vermont

Educational

and

Health

Buildings

Financing

Agency,

Revenue

Bonds,

University

of

Vermont

Medical

Center

Project,

Green

Series

2016B:

1,270

5.000%,

12/01/37

6/26

at

100.00

A+  

1,319,340

1,500

5.000%,

12/01/38

6/26

at

100.00

A+  

1,556,085

1,000

Vermont

Student

Assistance

Corporation,

Education

Loan

Revenue

Bonds,

Senior

Series

2016A,

5.000%,

6/15/23,

(AMT)

No

Opt.

Call

AAA  

1,001,030

Total

Vermont

3,876,455

Virginia

-

1.5%

5,190

Chesapeake

Bay

Bridge

and

Tunnel

District,

Virginia,

General

Resolution

Revenue

Bonds,

First

Tier

Bond

Anticipation

Notes

Series

2019,

5.000%,

11/01/23

No

Opt.

Call

BBB  

5,227,627

1,065

Chesapeake

Bay

Bridge

and

Tunnel

District,

Virginia,

General

Resolution

Revenue

Bonds,

First

Tier

Series

2016,

5.000%,

7/01/41

-

AGM

Insured

7/26

at

100.00

AA  

1,103,415

1,400

Fredericksburg

Economic

Development

Authority,

Virginia,

Revenue

Bonds,Mary

Washington

Healthcare

Obligated

Group,

Refunding

Series

2014,

5.000%,

6/15/33

6/24

at

100.00

A  

1,425,536

3,000

Front

Royal

and

Warren

County

Industrial

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Valley

Health

System

Obligated

Group,

Series

2018,

4.000%,

1/01/50

1/25

at

103.00

A+  

2,810,550

5,000

Norfolk

Economic

Development

Authority,

Virginia,

Hospital

Facility

Revenue

Bonds,

Sentara

Healthcare

Systems,

Refunding

Series

2018B,

4.000%,

11/01/48

11/28

at

100.00

AA  

4,884,950

1,005

Norfolk

Redevelopment

and

Housing

Authority,

Virginia,

Revenue

Bonds,

Fort

Norfolk

Retirement

Community,

Inc.

-

Harbor's

Edge

Project,

Refunding

Series

2014,

5.375%,

1/01/35

1/25

at

100.00

N/R  

943,132

475

Stafford

County

Economic

Development

Authority,

Virginia,

Hospital

Facilities

Revenue

Bonds,

Mary

Washington

Healthcare

Obligated

Group,

Refunding

Series

2016,

5.000%,

6/15/27

6/26

at

100.00

A  

500,669

35

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virginia

(continued)

$

815

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Washington

and

Lee

University,

Series

2001,

5.750%,

1/01/34

No

Opt.

Call

AA  

$

1,033,184

1,750

Virginia

Small

Business

Financing

Authority,

Private

Activity

Revenue

Bonds,

Transform

66

P3

Project,

Senior

Lien

Series

2017,

5.000%,

12/31/47,

(AMT)

6/27

at

100.00

BBB  

1,752,485

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

95

Express

Lanes

LLC

Project,

Refunding

Senior

Lien

Series

2022:

500

5.000%,

1/01/38,

(AMT)

1/32

at

100.00

BBB  

518,710

300

5.000%,

6/30/38,

(AMT)

12/32

at

100.00

Baa1  

313,224

1,020

5.000%,

12/31/38,

(AMT)

12/32

at

100.00

Baa1  

1,064,962

810

5.000%,

6/30/39,

(AMT)

12/32

at

100.00

Baa1  

840,091

Total

Virginia

22,418,535

Washington

-

0.8%

Camas,

Washington,

Water

and

Sewer

Revenue

Bonds,

Series

2019:

720

5.000%,

12/01/44

12/28

at

100.00

Aa3  

776,988

1,255

5.000%,

12/01/47

12/28

at

100.00

Aa3  

1,349,363

2,500

Grant

County

Public

Hospital

District

2,

Washington,

General

Obligation

Bonds,

Quincy

Valley

Medical

Center,

Series

2023,

5.000%,

12/01/38

12/32

at

100.00

Baa1  

2,615,475

1,735

Grant

County

Public

Utility

District

2,

Washington,

Revenue

Bonds,

Priest

Rapids

Hydroelectric

Project,

Refunding

Series

2014B,

5.000%,

1/01/32,

(Pre-refunded

7/01/24),

(AMT)

7/24

at

100.00

AA  (5)

1,757,191

1,355

Lakewood

Water

District,

Pierce

County,

Washington,

Water

Revenue

Bonds,

2019A,

5.000%,

12/01/44,

(AMT)

12/28

at

100.00

AA  

1,441,002

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Virginia

Mason

Medical

Center,

Series

2017:

675

5.000%,

8/15/25

No

Opt.

Call

BBB+  

692,408

700

4.000%,

8/15/42

8/27

at

100.00

BBB+  

625,016

2,550

Washington

State

Housing

Finance

Commission,

Non-Profit

Housing

Revenue

Bonds,

Herons

Key

Senior

Living,

Series

2015A,

7.000%,

7/01/50,

(Pre-refunded

7/01/25),

144A

7/25

at

100.00

N/R  (5)

2,743,290

Total

Washington

12,000,733

West

Virginia

-

0.1%

250

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

West

Virginia

United

Health

System

Obligated

Group,

Refunding

Series

2016A,

4.000%,

6/01/35

6/26

at

100.00

A  

251,802

1,250

West

Virginia

Water

Development

Authority,

Infrastructure

Excess

Lottery

Revenue

Bonds,

Chesapeake

Bay/Greenbrier

River

Projects,

Series

2014A,

5.000%,

7/01/34

7/24

at

100.00

AAA  

1,271,413

Total

West

Virginia

1,523,215

Wisconsin

-

2.0%

5,585

Public

Finance

Authority

of

Wisconsin,

Hospital

Revenue

Bonds,

Renown

Regional

Medical

Center

Project,

Series

2020A,

4.000%,

6/01/45

6/30

at

100.00

A+  

4,996,006

1,000

Public

Finance

Authority

of

Wisconsin,

Project

Revenue

Bonds,

CFP3

-

Eastern

Michigan

University

Student

Housing

Project,

Series

2022A-1,

5.250%,

7/01/36

-

BAM

Insured

7/32

at

100.00

AA  

1,129,650

1,775

Public

Finance

Authority,

Wisconsin,

Educational

Revenue

Bonds,

Lake

Norman

Charter

School,

Series

2018A,

5.000%,

6/15/38,

144A

6/26

at

100.00

BBB-  

1,783,875

1,875

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Bellin

Memorial

Hospital

Incorporated

Series

2022A,

5.500%,

12/01/52

12/32

at

100.00

A+  

2,050,537

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

36

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

1,935

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Bellin

Memorial

Hospital

Incorporated

Series

2022B,

5.250%,

12/01/48

12/32

at

100.00

A+  

$

2,070,644

1,500

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Marshfield

Clinic

Health

System,

Inc.,

Series

2017C,

5.000%,

2/15/47

2/27

at

100.00

BBB+  

1,492,830

2,410

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Marshfield

Clinic,

Series

2016B,

5.000%,

2/15/34

2/26

at

100.00

BBB+  

2,487,048

335

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Fort

Healthcare,

Series

2014,

5.000%,

5/01/25

5/24

at

100.00

A-  

339,680

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Franciscan

Sisters

of

Christian

Charity

Sponsored

Ministry,

Series

2017A:

1,840

5.000%,

9/01/28,

(Pre-refunded

9/01/27)

9/27

at

100.00

N/R  (5)

2,011,856

700

5.000%,

9/01/29,

(Pre-refunded

9/01/27)

9/27

at

100.00

N/R  (5)

765,380

5,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Froedtert

Health,

Inc.

Obligated

Group,

Series

2017A,

5.000%,

4/01/35

4/27

at

100.00

AA  

5,317,800

1,505

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Monroe

Clinic

Inc.,

Refunding

Series

2016,

5.000%,

2/15/30,

(Pre-refunded

8/15/25)

8/25

at

100.00

N/R  (5)

1,575,554

100

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Rogers

Memorial

Hospital,

Inc.,

Series

2014A,

5.000%,

7/01/26

7/24

at

100.00

A  

102,091

600

Wisconsin

State,

Clean

Water

Revenue

Bonds,

Refunding

Series

2016-1,

5.000%,

6/01/29,

(Pre-refunded

6/01/24)

6/24

at

100.00

N/R  (5)

611,778

1,665

Wisconsin

State,

General

Obligation

Unlimited,

Series

2023-2,

5.000%,

5/01/38

(WI/DD,

Settling

5/11/23)

No

Opt.

Call

AA+  

1,932,505

Total

Wisconsin

28,667,234

Wyoming

-

0.1%

1,000

Wyoming

Municipal

Power

Agency,

Power

Supply

System

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

1/01/34,

(Pre-refunded

1/01/27)

-

BAM

Insured

1/27

at

100.00

N/R  (5)

1,079,030

Total

Wyoming

1,079,030

Total

Long-Term

Investments

(cost

$1,426,319,269)

1,418,792,970

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

SHORT-TERM

INVESTMENTS

-

 0.9%  

X

13,555,000

MUNICIPAL

BONDS

-

0.9%

X

13,555,000

Arizona

-

0.2%

$

3,425

Arizona

Board

of

Regents,

Arizona

State

University

System

Revenue

Bonds,

Refunding

Series

2008B,

3.930%,

7/01/34,

(Mandatory

Put

5/5/2023)

(8)

4/23

at

100.00

AA

$

3,425,000

Total

Arizona

3,425,000

Colorado

-

0.1%

1,465

Colorado

Springs,

Colorado,

Utilities

System

Revenue

Bonds,

Variable

Rate

Demand

Subordinate

Lien

Improvement

Series

2006B,

3.820%,

11/01/36,

(Mandatory

Put

5/5/2023)

(8)

4/23

at

100.00

AA+

1,465,000

Total

Colorado

1,465,000

37

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

-

0.3%

$

5,000

Purdue

University,

Indiana,

University

Revenue

Bonds,

Student

Facility

System

Series

2004A,

3.780%,

7/01/33,

(Mandatory

Put

5/5/2023)

(8)

4/23

at

100.00

Aaa

$

5,000,000

Total

Indiana

5,000,000

Washington

-

0.3%

3,665

King

County,

Washington,

General

Obligation

Bonds,

Payable

from

Sewer

Revenues,

Refunding

Multi-Modal

Limited

Tax

Series

2019A,

3.750%,

1/01/46,

(Mandatory

Put

4/28/2023)

(8)

4/23

at

100.00

AAA

3,665,000

Total

Washington

3,665,000

Total

Short-Term

Investments

(cost

$13,555,000)

13,555,000

Total

Investments

(cost

$

1,439,874,269

)

-

97

.4

%

1,432,347,970

Floating

Rate

Obligations

-

(0.1)%

(

1,840,000

)

Other

Assets

&

Liabilities,

Net

-  2.7%

39,509,868

Net

Assets

-

100%

$

1,470,017,838

Municipal

Total

Return

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

1,418,792,970

$

–

$

1,418,792,970

Short-Term

Investments:

Municipal

Bonds

–

13,555,000

–

13,555,000

Total

$

–

$

1,432,347,970

$

–

$

1,432,347,970

1

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(3)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Ratings

below

BBB

by

Standard

&

Poor’s,

Baa

by

Moody’s

or

BBB

by

Fitch

are

considered

to

be

below

investment

grade.

Holdings

designated

N/R

are

not

rated

by

any

of

these

national

rating

agencies.

(4)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(5)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

(6)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

inverse

floating

rate

transactions.

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

38

(7)

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.

(8)

Investment

has

a

maturity

of

greater

than

one

year,

but

has

variable

rate

and/or

demand

features

which

qualify

it

as

a

short-term

investment.

The

rate

disclosed,

as

well

as

the

reference

rate

and

spread,

where

applicable,

is

that

in

effect

as

of

the

end

of

the

reporting

period.

This

rate

changes

periodically

based

on

market

conditions

or

a

specified

market

index.

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

ETM

Escrowed

to

maturity

IF

Inverse

floating

rate

security

issued

by

a

tender

option

bond

(“TOB”)

trust,

the

interest

rate

on

which

varies

inversely

with

the

Securities

Industry

Financial

Markets

Association

(SIFMA)

short-term

rate,

which

resets

weekly,

or

a

similar

short-term

rate,

and

is

reduced

by

the

expenses

related

to

the

TOB

trust.

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.

39

Nuveen

Core

Impact

Bond

Managed

Accounts

Portfolio

Portfolio

of

Investments

April

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

99.6%   

X

4,835,265

CORPORATE

BONDS

-

54.3%

X

4,835,265

Banks

-

6.3%

$

200

ABN

AMRO

Bank

NV,

144A

2.470%

12/13/29

A

$

170,758

200

Bank

Hapoalim

BM,

144A

,

Reg

S

3.255%

1/21/32

BBB

166,606

250

BPCE

SA,

144A

2.045%

10/19/27

A+

220,954

Total

Banks

558,318

Beverages

-

2.1%

250

PepsiCo

Inc

2.875%

10/15/49

A+

191,573

Total

Beverages

191,573

Chemicals

-

4.1%

350

Air

Products

and

Chemicals

Inc

4.800%

3/03/33

A

364,891

Total

Chemicals

364,891

Commercial

Services

&

Supplies

-

2.8%

100

Massachusetts

Higher

Education

Assistance

Corp

2.673%

7/01/31

Aa3

81,527

250

Rockefeller

Foundation

2.492%

10/01/50

AAA

170,327

Total

Commercial

Services

&

Supplies

251,854

Diversified

Consumer

Services

-

0.8%

100

Bush

Foundation

2.754%

10/01/50

Aaa

69,297

Total

Diversified

Consumer

Services

69,297

Diversified

Reits

-

1.1%

125

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC,

144A

3.750%

9/15/30

Baa3

98,251

Total

Diversified

Reits

98,251

Diversified

Telecommunication

Services

-

2.0%

250

Verizon

Communications

Inc

2.850%

9/03/41

A-

181,160

Total

Diversified

Telecommunication

Services

181,160

Electric

Utilities

-

15.8%

200

Duke

Energy

Progress

LLC

4.000%

4/01/52

Aa3

168,942

250

MidAmerican

Energy

Co

3.150%

4/15/50

Aa2

186,555

125

PacifiCorp

5.350%

12/01/53

A+

130,139

120

PacifiCorp

2.900%

6/15/52

A+

83,686

100

Public

Service

Electric

and

Gas

Co

5.125%

3/15/53

A1

103,482

200

Southern

California

Edison

Co

3.650%

6/01/51

A2

155,292

200

Southwestern

Electric

Power

Co

3.250%

11/01/51

A-

139,090

250

Southwestern

Public

Service

Co

3.750%

6/15/49

A

198,162

150

Southwestern

Public

Service

Co

3.150%

5/01/50

A

108,658

130

Topaz

Solar

Farms

LLC,

144A

5.750%

9/30/39

BB+

127,932

Total

Electric

Utilities

1,401,938

Financial

Services

-

2.7%

250

WLB

Asset

II

B

Pte

Ltd,

144A

3.950%

12/10/24

N/R

236,359

Total

Financial

Services

236,359

Hotel

&

Resort

Reits

-

1.8%

200

Host

Hotels

&

Resorts

LP

2.900%

12/15/31

BBB-

158,360

Total

Hotel

&

Resort

Reits

158,360

Nuveen

Core

Impact

Bond

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

40

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Hotels,

Restaurants

&

Leisure

-

2.0%

$

200

Starbucks

Corp

4.450%

8/15/49

BBB+

$

180,845

Total

Hotels,

Restaurants

&

Leisure

180,845

Independent

Power

and

Renewable

Electricity

Producers

-

5.4%

200

Atlantica

Sustainable

Infrastructure

PLC,

144A

(4)

4.125%

6/15/28

BB+

182,500

195

Sweihan

PV

Power

Co

PJSC2022

1,

144A

3.625%

1/31/49

BBB+

161,371

181

UEP

Penonome

II

SA2020

1,

144A

6.500%

10/01/38

BB

134,319

Total

Independent

Power

and

Renewable

Electricity

Producers

478,190

Oil,

Gas

&

Consumable

Fuels

-

0.8%

100

TotalEnergies

Capital

International

SA

3.127%

5/29/50

A+

74,765

Total

Oil,

Gas

&

Consumable

Fuels

74,765

Retail

Reits

-

2.2%

200

Regency

Centers

LP

3.750%

6/15/24

BBB+

195,558

Total

Retail

Reits

195,558

Semiconductors

&

Semiconductor

Equipment

-

4.4%

250

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

3.400%

5/01/30

BBB

224,736

225

SK

Hynix

Inc,

144A

2.375%

1/19/31

Baa2

169,170

Total

Semiconductors

&

Semiconductor

Equipment

393,906

Total

Corporate

Bonds

(cost

$5,878,231)

4,835,265

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

2,567,954.00

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

-

28.9%

X

2,567,954

1

Banc

of

America

Mortgage

2004-K

Trust,

2004

K

3.928%

12/25/34

N/R

$

1,468

250

BFLD

Trust

2020-EYP,

(1-Month

LIBOR

reference

rate

+

2.100%

spread),

2020

EYP,

144A(5)

7.048%

10/15/35

A-

202,294

250

Century

Plaza

Towers

2019-CPT,

2019

CPT,

144A

3.097%

11/13/39

N/R

159,999

100

DBUBS

2017-BRBK

Mortgage

Trust,

2017

BRBK,

144A

3.452%

10/10/34

AAA

90,967

48

Fannie

Mae

Pool,

FN

MA4732

4.000%

9/01/52

N/R

46,261

4

Fannie

Mae

Pool,

FN

CA6414

3.000%

7/01/50

N/R

4,124

7

Fannie

Mae

Pool,

FN

MA4709

5.000%

7/01/52

N/R

6,502

70

Fannie

Mae

Pool,

FN

MA4733

4.500%

9/01/52

N/R

68,540

24

Fannie

Mae

Pool,

FN

MA4785

5.000%

10/01/52

N/R

23,891

2

Fannie

Mae

Pool,

FN

BU8837

5.000%

5/01/52

N/R

2,493

1

Fannie

Mae

Pool,

FN

CB3149

2.000%

3/01/52

N/R

782

2

Fannie

Mae

Pool,

FN

MA4731,

2022

1

3.500%

9/01/52

N/R

1,815

25

Fannie

Mae

Pool,

FN

MA4644,

2022

1

4.000%

5/01/52

N/R

24,238

3

Fannie

Mae

Pool,

FN

BT0267

3.000%

9/01/51

N/R

2,390

2

Fannie

Mae

Pool,

FN

FS1535

3.000%

4/01/52

N/R

1,687

5

Fannie

Mae

Pool,

FN

MA4570

2.000%

3/01/42

N/R

3,981

8

Fannie

Mae

Pool,

FN

MA4518

3.000%

1/01/37

N/R

7,209

7

Freddie

Mac

Gold

Pool,

FG

G08760

3.000%

4/01/47

N/R

6,385

138

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

2020

Q014

1.555%

1/25/36

N/R

114,288

4

Freddie

Mac

Pool,

FR

QD1349

3.500%

11/01/51

Aaa

4,105

10

Freddie

Mac

Pool,

FR

SD0998,

2023

1

2.500%

4/01/52

N/R

9,007

3

Ginnie

Mae

II

Pool,

G2

BY0339

3.500%

8/20/50

N/R

2,433

3

Ginnie

Mae

II

Pool,

G2

BX3681

3.000%

8/20/50

N/R

2,595

19

Ginnie

Mae

II

Pool,

G2

BY0325

2.500%

10/20/50

N/R

16,383

6

Ginnie

Mae

II

Pool,

G2

BX3680

3.000%

8/20/50

N/R

5,456

5

Ginnie

Mae

II

Pool,

G2

BX3679

3.000%

8/20/50

N/R

4,414

1

Ginnie

Mae

II

Pool,

G2

BY0330

3.000%

10/20/50

N/R

616

1

Ginnie

Mae

II

Pool,

G2

BY0331

3.000%

10/20/50

N/R

858

2

Ginnie

Mae

II

Pool,

G2

BY0340

3.500%

8/20/50

N/R

2,338

3

Ginnie

Mae

II

Pool,

G2

BY0338

3.500%

8/20/50

N/R

2,705

25

Ginnie

Mae

II

Pool,

G2

MA8489

4.500%

12/20/52

N/R

24,306

41

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X2,567,954.00

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

29

Ginnie

Mae

II

Pool,

G2

MA8268

4.500%

9/20/52

N/R

$

28,888

29

Ginnie

Mae

II

Pool,

G2

MA8269

5.000%

9/20/52

N/R

29,279

31

Ginnie

Mae

II

Pool,

G2

MA8043

3.000%

5/20/52

N/R

28,689

56

Ginnie

Mae

II

Pool,

G2

MA8149

3.500%

7/20/52

N/R

52,780

54

Ginnie

Mae

II

Pool,

G2

MA7589

2.500%

9/20/51

N/R

47,361

54

Ginnie

Mae

II

Pool,

G2

MA8267

4.000%

9/20/52

N/R

51,987

79

GoodLeap

Sustainable

Home

Solutions

Trust

2021-3,

2021

3CS,

144A

2.100%

5/20/48

N/R

62,508

135

GoodLeap

Sustainable

Home

Solutions

Trust

2021-4,

2021

4GS,

144A

2.360%

7/20/48

BBB

94,679

235

Hudson

Yards

2019-30HY

Mortgage

Trust,

2019

30HY,

144A

3.228%

7/10/39

AAA

206,108

149

Loanpal

Solar

Loan

2021-2

Ltd,

2021

2GS,

144A

2.220%

3/20/48

N/R

110,326

138

Mosaic

Solar

Loan

Trust

2020-2,

2020

2A,

144A

1.440%

8/20/46

N/R

116,690

154

Mosaic

Solar

Loan

Trust

2021-3,

2021

3A,

144A

1.920%

6/20/52

N/R

110,601

250

Natixis

Commercial

Mortgage

Securities

Trust

2019-

MILE,

(1-Month

LIBOR

reference

rate

+

1.579%

spread),

2019

MILE,

144A(5)

5.915%

7/15/36

N/R

233,763

150

One

Market

Plaza

Trust

2017-1MKT,

2017

1MKT,

144A

3.845%

2/10/32

AA-

136,770

58

Vivint

Solar

Financing

V

LLC,

2018

1A,

144A

7.370%

4/30/48

N/R

53,352

223

Vivint

Solar

Financing

VII

LLC,

2020

1A,

144A

2.210%

7/31/51

N/R

176,124

200

VNDO

Trust

2016-350P,

2016

350P,

144A

4.033%

1/10/35

AA-

183,519

Total

Asset-Backed

and

Mortgage-Backed

Securities

(cost

$3,066,573)

2,567,954

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(3)

Ratings

(2)

Value

X

988,841

MUNICIPAL

BONDS

-

11.1%

X

988,841

Alaska

-

1.8%

$

150

Port

Lions,

Alaska,

Revenue

Bonds,

Kodiak

Area

Native

Association

Project,

Taxable

Series

2022,

7.500%,

10/01/52

10/32

at

100.00

A+  

$

158,727

Total

Alaska

158,727

California

-

5.3%

200

City

&

County

of

San

Francisco

CA,

2.684%,

6/15/40

6/31

at

100.00

AAA  

146,352

200

Los

Angeles

Department

of

Airports,

California,

Customer

Facility

Charge

Revenue

Bonds,

Los

Angeles

International

Airport,

Consolidated

Rental

Car

Facility

Project,

Taxable

Green

Series

2022A,

4.242%,

5/15/48

-

AGM

Insured

5/32

at

100.00

AA  

183,070

185

San

Francisco

City

and

County

Public

Utilities

Commission,

California,

Power

Revenue

Bonds,

Taxable

Refunding

Series

2020E,

2.825%,

11/01/41

11/30

at

100.00

Aa2  

144,185

Total

California

473,607

Massachusetts

-

1.7%

170

Massachusetts

Clean

Energy

Cooperative

Corp,

2.020%,

7/01/28

No

Opt.

Call

AA-  

151,202

Total

Massachusetts

151,202

Michigan

-

2.3%

250

Great

Lakes

Water

Authority,

Michigan,

Sewer

Disposal

System

Revenue

Bonds,

Taxable

Refunding

Senior

Lien

Series

2020A,

3.056%,

7/01/39

No

Opt.

Call

AA-  

205,305

Total

Michigan

205,305

Total

Municipal

Bonds

(cost

$1,108,291)

988,841

Nuveen

Core

Impact

Bond

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

42

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

(6)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

337,053

EMERGING

MARKET

DEBT

AND

FOREIGN

CORPORATE

BONDS

-

3.8%

X

337,053

Canada

-

2.7%

$

250

OMERS

Finance

Trust

,

144A

3.500%

4/19/32

AAA

$

235,466

Total

Canada

235,466

Supranational

-

1.1%

100

European

Investment

Bank

3.750%

2/14/33

AAA

101,587

Total

Supranational

101,587

Total

Emerging

Market

Debt

And

Foreign

Corporate

Bonds

(cost

$331,979)

337,053

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

132,020

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

1.5%

X

132,020

$

82

United

States

Treasury

Note/Bond

3.625%

3/31/28

Aaa

$

82,442

50

United

States

Treasury

Note/Bond

3.625%

2/15/53

Aaa

49,578

Total

U.S.

Government

and

Agency

Obligations

(cost

$132,018)

132,020

Total

Long-Term

Investments

(cost

$10,517,092)

8,861,133

Shares

Description

(1)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

  2.1%

X

190,693

MONEY

MARKET

FUNDS

-

2.1%

X

190,693

190,693

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(7)

4.840%(8)

$

190,693

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$190,693)

190,693

Total

Investments

(cost

$

10,707,785

)

-

101

.7

%

$

9,051,826

Other

Assets

&

Liabilities,

Net

-  (1.7)%

(

155,415

)

Net

Assets

-

100%

$

8,896,411

43

Core

Impact

Bond

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Bonds

$

–

$

4,835,265

$

–

$

4,835,265

Asset-Backed

and

Mortgage-Backed

Securities

–

2,567,954

–

2,567,954

Municipal

Bonds

–

988,841

–

988,841

Emerging

Market

Debt

And

Foreign

Corporate

Bonds

–

337,053

–

337,053

U.S.

Government

and

Agency

Obligations

–

132,020

–

132,020

Investments

Purchased

with

Collateral

from

Securities

Lending

190,693

–

–

190,693

Total

$

190,693

$

8,861,133

$

–

$

9,051,826

1

For

Fund

portfolio

compliance

purposes,

the

Fund’s

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Ratings

below

BBB

by

Standard

&

Poor’s,

Baa

by

Moody’s

or

BBB

by

Fitch

are

considered

to

be

below

investment

grade.

Holdings

designated

N/R

are

not

rated

by

any

of

these

national

rating

agencies.

(3)

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.

(4)

Investment,

or

a

portion

of

investment,

is

out

on

loan

for

securities

lending.

The

total

value

of

the

securities

out

on

loan

as

of

the

end

of

the

reporting

period

was

$182,500.

(5)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(6)

Principal

Amount

(000)

denominated

in

U.S.

Dollars,

unless

otherwise

noted.

(7)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

market

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

market

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

market

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(8)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

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.

LIBOR

London

Inter-Bank

Offered

Rate

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

REIT

Real

Estate

Investment

Trust

44

Nuveen

Emerging

Markets

Debt

Managed

Accounts

Portfolio

Portfolio

of

Investments

April

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

98.6%  

X

14,237,135

SOVEREIGN

DEBT

-

52.3%

X

14,237,135

Angola

-

0.9%

$

300

Angolan

Government

International

Bond,

144A

8.750%

4/14/32

B-

$

247,926

Total

Angola

247,926

Bermuda

-

0.9%

300

Bermuda

Government

International

Bond,

144A

2.375%

8/20/30

A2

257,700

Total

Bermuda

257,700

Brazil

-

0.7%

200

Brazilian

Government

International

Bond

3.875%

6/12/30

BB-

178,664

Total

Brazil

178,664

Chile

-

1.7%

550

Chile

Government

International

Bond

2.550%

7/27/33

A-

460,312

Total

Chile

460,312

Colombia

-

2.0%

200

Colombia

Government

International

Bond

7.500%

2/02/34

BB+

191,590

200

Colombia

Government

International

Bond

8.000%

4/20/33

BB+

199,461

200

Colombia

Government

International

Bond

3.000%

1/30/30

BB+

153,491

Total

Colombia

544,542

Costa

Rica

-

0.7%

200

Costa

Rica

Government

International

Bond,

144A

6.125%

2/19/31

B2

201,013

Total

Costa

Rica

201,013

Cote

d'Ivoire

-

0.6%

179

Ivory

Coast

Government

International

Bond,

144A

5.750%

12/31/32

BB-

164,757

Total

Cote

d'Ivoire

164,757

Dominican

Republic

-

1.0%

300

Dominican

Republic

International

Bond,

144A

5.500%

2/22/29

Ba3

285,469

Total

Dominican

Republic

285,469

Ecuador

-

0.6%

300

Ecuador

Government

International

Bond,

144A

5.000%

7/31/30

B-

158,267

Total

Ecuador

158,267

Egypt

-

0.6%

250

Egypt

Government

International

Bond,

144A

7.600%

3/01/29

B

152,615

Total

Egypt

152,615

Hungary

-

2.2%

200

Hungary

Government

International

Bond,

144A

5.250%

6/16/29

BBB-

197,802

200

Hungary

Government

International

Bond,

144A

6.250%

9/22/32

BBB-

207,250

200

Magyar

Export-Import

Bank

Zrt,

144A,

(WI/DD,

Settling

5/04/23)

6.125%

12/04/27

N/R

201,000

Total

Hungary

606,052

India

-

0.7%

200

Export-Import

Bank

of

India,

144A

3.250%

1/15/30

BBB-

178,626

Total

India

178,626

Indonesia

-

3.2%

550

Indonesia

Government

International

Bond

3.500%

1/11/28

BBB

530,275

350

Indonesia

Government

International

Bond

4.650%

9/20/32

BBB

350,691

Total

Indonesia

880,966

45

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Israel

-

1.0%

$

300

Israel

Government

International

Bond

2.750%

7/03/30

A1

$

270,455

Total

Israel

270,455

Jordan

-

0.7%

200

Jordan

Government

International

Bond,

144A

7.500%

1/13/29

B+

199,964

Total

Jordan

199,964

Kenya

-

0.6%

225

Republic

of

Kenya

Government

International

Bond,

144A

8.000%

5/22/32

B

168,311

Total

Kenya

168,311

Mexico

-

3.8%

200

Mexico

Government

International

Bond

6.338%

5/04/53

BBB-

206,211

250

Mexico

Government

International

Bond

4.280%

8/14/41

BBB-

208,744

700

Mexico

Government

International

Bond

3.500%

2/12/34

BBB-

601,181

Total

Mexico

1,016,136

Morocco

-

0.9%

300

Morocco

Government

International

Bond,

144A

3.000%

12/15/32

BB+

242,262

Total

Morocco

242,262

Oman

-

0.9%

250

Oman

Government

International

Bond,

144A

6.250%

1/25/31

Ba3

258,478

Total

Oman

258,478

Panama

-

3.0%

200

Panama

Government

International

Bond

6.853%

3/28/54

BBB-

208,754

700

Panama

Government

International

Bond

3.298%

1/19/33

BBB-

590,817

Total

Panama

799,571

Peru

-

2.7%

250

Fondo

MIVIVIENDA

SA,

144A

4.625%

4/12/27

BBB

239,375

575

Peruvian

Government

International

Bond

2.783%

1/23/31

BBB

497,995

Total

Peru

737,370

Philippines

-

2.7%

200

Philippine

Government

International

Bond

4.625%

7/17/28

Baa2

202,234

675

Philippine

Government

International

Bond

1.950%

1/06/32

Baa2

557,488

Total

Philippines

759,722

Poland

-

2.2%

200

Republic

of

Poland

Government

International

Bond

5.500%

11/16/27

A-

209,400

250

Republic

of

Poland

Government

International

Bond

3.250%

4/06/26

A-

243,684

140

Republic

of

Poland

Government

International

Bond

5.500%

4/04/53

A-

144,921

Total

Poland

598,005

Qatar

-

1.1%

300

Qatar

Government

International

Bond,

144A

3.750%

4/16/30

Aa3

296,510

Total

Qatar

296,510

Republic

of

Serbia

-

0.7%

250

Serbia

International

Bond,

144A

2.125%

12/01/30

Ba2

194,450

Total

Republic

of

Serbia

194,450

Romania

-

2.0%

200

Romanian

Government

International

Bond,

144A

7.125%

1/17/33

BBB-

213,790

326

Romanian

Government

International

Bond,

144A

5.250%

11/25/27

BBB-

322,381

Total

Romania

536,171

Nuveen

Emerging

Markets

Debt

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

46

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Saudi

Arabia

-

3.6%

$

250

Saudi

Government

International

Bond,

144A

4.500%

10/26/46

A1

$

224,084

325

Saudi

Government

International

Bond,

144A

2.250%

2/02/33

A1

270,160

500

Saudi

Government

International

Bond,

144A

3.625%

3/04/28

A1

485,300

Total

Saudi

Arabia

979,544

South

Africa

-

2.3%

250

Republic

of

South

Africa

Government

International

Bond

4.300%

10/12/28

BB-

224,192

275

Republic

of

South

Africa

Government

International

Bond

5.875%

4/20/32

BB-

249,425

225

Republic

of

South

Africa

Government

International

Bond

5.375%

7/24/44

BB-

163,337

Total

South

Africa

636,954

South

Korea

-

0.8%

300

Export-Import

Bank

of

Korea

2.500%

6/29/41

AA-

225,241

Total

South

Korea

225,241

Supranational

-

1.2%

400

Banque

Ouest

Africaine

de

Developpement,

144A

4.700%

10/22/31

BBB

326,720

Total

Supranational

326,720

Turkey

-

0.7%

200

Turkey

Government

International

Bond(3)

6.000%

3/25/27

B3

183,670

Total

Turkey

183,670

United

Arab

Emirates

-

2.7%

425

Abu

Dhabi

Government

International

Bond,

144A

3.125%

9/30/49

AA

320,123

425

Abu

Dhabi

Government

International

Bond,

144A

3.125%

5/03/26

AA

411,995

Total

United

Arab

Emirates

732,118

Uruguay

-

2.1%

550

Uruguay

Government

International

Bond

4.375%

1/23/31

BBB-

554,511

Total

Uruguay

554,511

Uzbekistan

-

0.8%

250

Republic

of

Uzbekistan

International

Bond,

144A

3.700%

11/25/30

BB-

204,063

Total

Uzbekistan

204,063

Total

Sovereign

Debt

(cost

$13,522,276)

14,237,135

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

12,128,228

CORPORATE

BONDS

-

44.5%

X

12,128,228

Australia

-

0.7%

$

200

AngloGold

Ashanti

Holdings

PLC

3.375%

11/01/28

BB+

$

180,579

Total

Australia

180,579

Brazil

-

3.1%

200

Arcos

Dorados

BV,

144A

6.125%

5/27/29

Ba2

190,628

200

Banco

BTG

Pactual

SA/Cayman

Islands,

144A

2.750%

1/11/26

BB-

182,100

100

Brazil

Minas

SPE

via

State

of

Minas

Gerais,

144A2013

1

5.333%

2/15/28

BB-

98,375

225

Rumo

Luxembourg

Sarl,

144A

4.200%

1/18/32

Ba2

181,904

200

Suzano

Austria

GmbH

2.500%

9/15/28

BBB-

168,078

Total

Brazil

821,085

Chile

-

4.5%

200

Antofagasta

PLC,

144A

5.625%

5/13/32

BBB

200,280

200

Banco

del

Estado

de

Chile,

144A

2.704%

1/09/25

A

191,343

200

Cia

Cervecerias

Unidas

SA,

144A

3.350%

1/19/32

BBB

172,500

200

Corp

Nacional

del

Cobre

de

Chile,

144A

3.000%

9/30/29

A3

179,756

200

Corp

Nacional

del

Cobre

de

Chile,

144A

3.700%

1/30/50

A3

150,410

47

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Chile

(continued)

$

200

Empresa

Nacional

del

Petroleo,

144A,

(WI/DD,

Settling

5/10/23)

6.150%

5/10/33

BB+

$

199,250

200

Inversiones

CMPC

SA,

144A

3.000%

4/06/31

Baa3

167,582

Total

Chile

1,261,121

China

-

1.3%

200

Lenovo

Group

Ltd,

144A

3.421%

11/02/30

BBB-

168,643

225

Prosus

NV,

144A

4.193%

1/19/32

Baa3

191,140

Total

China

359,783

Colombia

-

1.4%

200

Bancolombia

SA

3.000%

1/29/25

BB+

189,000

200

Ecopetrol

SA

5.375%

6/26/26

BB+

189,450

Total

Colombia

378,450

Costa

Rica

-

0.7%

200

Instituto

Costarricense

de

Electricidad,

144A

6.750%

10/07/31

B1

192,500

Total

Costa

Rica

192,500

Dominican

Republic

-

0.7%

200

AES

Espana

BV,

144A

5.700%

5/04/28

BB-

181,000

Total

Dominican

Republic

181,000

Guatemala

-

0.6%

200

Millicom

International

Cellular

SA,

144A

4.500%

4/27/31

Ba2

154,821

Total

Guatemala

154,821

Hong

Kong

-

0.7%

200

AIA

Group

Ltd,

144A

3.600%

4/09/29

A+

189,584

Total

Hong

Kong

189,584

India

-

3.5%

225

Bharti

Airtel

Ltd,

144A

3.250%

6/03/31

BBB-

196,009

188

Greenko

Dutch

BV

3.850%

3/29/26

Ba2

169,200

200

ICICI

Bank

Ltd/Dubai,

144A

3.800%

12/14/27

BBB-

189,236

250

Indian

Railway

Finance

Corp

Ltd,

144A

3.249%

2/13/30

BBB-

220,345

200

REC

Ltd

4.625%

3/22/28

Baa3

192,342

Total

India

967,132

Indonesia

-

4.3%

200

Bank

Mandiri

Persero

Tbk

PT

3.750%

4/11/24

BBB-

197,192

200

Freeport

Indonesia

PT,

144A

4.763%

4/14/27

Baa3

197,051

200

Indonesia

Asahan

Aluminium

PT

/

Mineral

Industri

Indonesia

Persero

PT,

144A

6.530%

11/15/28

BBB-

211,582

200

Pertamina

Persero

PT,

144A

3.650%

7/30/29

Baa2

186,841

200

Pertamina

Persero

PT,

144A

6.500%

5/27/41

BBB

207,211

200

Perusahaan

Perseroan

Persero

PT

Perusahaan

Listrik

Negara,

144A

5.450%

5/21/28

Baa2

204,316

Total

Indonesia

1,204,193

Israel

-

2.1%

200

Bank

Leumi

Le-Israel

BM,

144A

5.125%

7/27/27

A

198,070

225

Energean

Israel

Finance

Ltd,

144A

5.375%

3/30/28

BB-

201,160

200

Israel

Electric

Corp

Ltd,

144A

3.750%

2/22/32

BBB+

175,922

Total

Israel

575,152

Nuveen

Emerging

Markets

Debt

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

48

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Kazakhstan

-

1.5%

$

200

Development

Bank

of

Kazakhstan

JSC,

144A

5.750%

5/12/25

Baa2

$

201,168

250

QazaqGaz

NC

JSC,

144A

4.375%

9/26/27

BBB-

232,320

Total

Kazakhstan

433,488

Kuwait

-

0.7%

200

NBK

SPC

Ltd,

144A

1.625%

9/15/27

A1

179,082

Total

Kuwait

179,082

Malaysia

-

2.1%

225

MISC

Capital

Two

Labuan

Ltd,

144A

3.750%

4/06/27

BBB

213,230

200

Petronas

Capital

Ltd,

144A

4.800%

4/21/60

A-

193,143

200

Petronas

Capital

Ltd,

144A

2.480%

1/28/32

A-

171,152

Total

Malaysia

577,525

Mexico

-

6.5%

200

Alpek

SAB

de

CV,

144A

3.250%

2/25/31

BBB-

162,994

200

Banco

Santander

Mexico

SA

Institucion

de

Banca

Multiple

Grupo

Financiero

Santand,

144A

5.375%

4/17/25

Baa1

199,684

200

Becle

SAB

de

CV,

144A

2.500%

10/14/31

BBB

163,700

200

Cemex

SAB

de

CV,

144A

9.125%

12/30/49

B+

198,600

200

Comision

Federal

de

Electricidad,

144A

4.688%

5/15/29

BBB-

180,500

300

Mexico

City

Airport

Trust,

144A

5.500%

10/31/46

Baa3

233,556

200

Orbia

Advance

Corp

SAB

de

CV,

144A

1.875%

5/11/26

BBB-

181,070

150

Petroleos

Mexicanos

4.500%

1/23/26

B1

136,678

100

Petroleos

Mexicanos

5.350%

2/12/28

B1

83,056

225

Sigma

Alimentos

SA

de

CV,

144A

4.125%

5/02/26

BBB-

216,563

Total

Mexico

1,756,401

Morocco

-

0.7%

225

OCP

SA,

144A

3.750%

6/23/31

BB+

187,931

Total

Morocco

187,931

Oman

-

0.8%

225

OQ

SAOC,

144A

5.125%

5/06/28

BB

215,554

Total

Oman

215,554

Peru

-

0.5%

200

Petroleos

del

Peru

SA,

144A

5.625%

6/19/47

BB

126,877

Total

Peru

126,877

Qatar

-

1.4%

250

QatarEnergy,

144A

3.300%

7/12/51

Aa3

188,050

200

QNB

Finance

Ltd

2.750%

2/12/27

A

185,774

Total

Qatar

373,824

Saudi

Arabia

-

0.8%

250

Saudi

Arabian

Oil

Co,

144A

2.250%

11/24/30

A1

213,263

Total

Saudi

Arabia

213,263

South

Africa

-

1.5%

200

Sasol

Financing

USA

LLC

5.500%

3/18/31

Ba2

165,594

250

Transnet

SOC

Ltd,

144A

8.250%

2/06/28

BB-

247,400

Total

South

Africa

412,994

Thailand

-

0.8%

250

PTTEP

Treasury

Center

Co

Ltd,

144A

2.993%

1/15/30

Baa1

225,713

Total

Thailand

225,713

49

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

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Turkey

-

0.7%

$

200

Turkiye

Sise

ve

Cam

Fabrikalari

AS,

144A

6.950%

3/14/26

B3

$

194,016

Total

Turkey

194,016

United

Arab

Emirates

-

2.9%

250

Abu

Dhabi

Crude

Oil

Pipeline

LLC,

144A

4.600%

11/02/47

AA

235,610

200

DAE

Funding

LLC,

144A

3.375%

3/20/28

Baa3

182,856

200

DP

World

Ltd/United

Arab

Emirates,

144A

5.625%

9/25/48

BBB-

194,001

178

Galaxy

Pipeline

Assets

Bidco

Ltd,

144A

2.160%

3/31/34

Aa2

153,693

Total

United

Arab

Emirates

766,160

Total

Corporate

Bonds

(cost

$11,549,903)

12,128,228

Principal

Amount

(000)

Description

(1),(4)

Coupon

Maturity

Ratings

(2)

Value

X

337,045

CONTINGENT

CAPITAL

SECURITIES

-

1.2%

X

337,045

Israel

-

1.2%

$

200

Bank

Hapoalim

BM,

144A

3.255%

1/21/32

BBB

$

166,606

200

Mizrahi

Tefahot

Bank

Ltd,

144A

3.077%

4/07/31

BBB-

170,439

Total

Israel

337,045

Total

Contingent

Capital

Securities

(cost

$346,017)

337,045

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

169,250

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

0.6%

X

169,250

Mexico

-

0.6%

$

200

Banco

Nacional

de

Comercio

Exterior

SNC/Cayman

Islands,

144A

2.720%

8/11/31

BB

$

169,250

Total

Mexico

169,250

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$170,222)

169,250

Total

Long-Term

Investments

(cost

$25,588,418)

26,871,658

Shares

Description

(1)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

  0.7

%

X

188,331

MONEY

MARKET

FUNDS

-

0.7%

X

188,331

188,331

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(5)

4.840%(6)

$

188,331

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$188,331)

188,331

Total

Investments

(cost

$25,776,749

)

-

99.3%

$

27,059,989

Other

Assets

&

Liabilities,

Net

-  0.7%

190,861

Net

Assets

-

100%

$

27,250,850

Nuveen

Emerging

Markets

Debt

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

50

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Emerging

Markets

Debt

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Sovereign

Debt

$

–

$

14,237,135

$

–

$

14,237,135

Corporate

Bonds

–

12,128,228

–

12,128,228

Contingent

Capital

Securities

–

337,045

–

337,045

$1,000

Par

(or

similar)

Institutional

Preferred

–

169,250

–

169,250

Investments

Purchased

with

Collateral

from

Securities

Lending

188,331

–

–

188,331

Total

$

188,331

$

26,871,658

$

–

$

27,059,989

1

For

Fund

portfolio

compliance

purposes,

the

Fund’s

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2)

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.

(3)

Investment,

or

a

portion

of

investment,

is

out

on

loan

for

securities

lending.

The

total

value

of

the

securities

out

on

loan

as

of

the

end

of

the

reporting

period

was

$183,670.

(4)

Contingent

Capital

Securities

(“CoCos”)

are

hybrid

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer.

For

example,

the

terms

may

specify

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer’s

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer’s

capital

ratio

falling

below

a

specified

level.

(5)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

market

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

market

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

market

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(6)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

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.

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.

51

Nuveen

High

Yield

Managed

Accounts

Portfolio

Portfolio

of

Investments

April

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

98.0%   

X

15,606,403

CORPORATE

BONDS

-

98.0%

X

15,606,403

Aerospace

&

Defense

-

1.3%

$

95

Maxar

Technologies

Inc,

144A

7.750%

6/15/27

B2

$

100,675

110

TransDigm

Inc

7.500%

3/15/27

B-

110,549

Total

Aerospace

&

Defense

211,224

Air

Freight

&

Logistics

-

0.7%

115

Cargo

Aircraft

Management

Inc,

144A

4.750%

2/01/28

BB

103,181

Total

Air

Freight

&

Logistics

103,181

Automobile

Components

-

2.9%

105

Clarios

Global

LP

/

Clarios

US

Finance

Co,

(WI/DD,

Settling

5/04/23),

144A

6.750%

5/15/28

B+

105,406

115

Dana

Inc

4.500%

2/15/32

B1

91,971

125

Goodyear

Tire

&

Rubber

Co/The

(3)

5.000%

7/15/29

BB-

110,495

150

ZF

North

America

Capital

Inc,

144A

6.875%

4/14/28

BB+

154,378

Total

Automobile

Components

462,250

Automobiles

-

2.6%

440

Ford

Motor

Credit

Co

LLC

4.950%

5/28/27

Ba2

416,105

Total

Automobiles

416,105

Beverages

-

1.2%

170

Primo

Water

Holdings

Inc,

144A

4.375%

4/30/29

B

149,927

50

Triton

Water

Holdings

Inc,

144A

(3)

6.250%

4/01/29

Caa2

42,000

Total

Beverages

191,927

Broadline

Retail

-

0.7%

100

Kohl's

Corp

4.625%

5/01/31

Ba3

68,196

50

Macy's

Retail

Holdings

LLC,

144A

(3)

5.875%

4/01/29

Ba2

45,801

Total

Broadline

Retail

113,997

Capital

Markets

-

2.9%

130

Compass

Group

Diversified

Holdings

LLC,

144A

5.250%

4/15/29

B+

117,013

165

Icahn

Enterprises

LP

/

Icahn

Enterprises

Finance

Corp

5.250%

5/15/27

Ba3

155,490

115

LPL

Holdings

Inc,

144A

4.625%

11/15/27

BBB-

108,616

80

NFP

Corp,

144A

4.875%

8/15/28

N/R

72,819

Total

Capital

Markets

453,938

Chemicals

-

5.5%

80

ASP

Unifrax

Holdings

Inc,

144A

5.250%

9/30/28

B-

65,922

130

Avient

Corp,

144A

7.125%

8/01/30

BB-

132,861

25

Calumet

Specialty

Products

Partners

LP

/

Calumet

Finance

Corp,

144A

11.000%

4/15/25

Caa1

25,676

200

Celanese

US

Holdings

LLC

6.050%

3/15/25

BBB-

200,755

115

EverArc

Escrow

Sarl,

144A

5.000%

10/30/29

B2

97,913

100

NOVA

Chemicals

Corp,

144A

4.875%

6/01/24

Ba3

98,411

65

Olin

Corp

5.125%

9/15/27

BB+

62,888

115

Trinseo

Materials

Operating

SCA

/

Trinseo

Materials

Finance

Inc,

144A

5.375%

9/01/25

B-

96,384

115

Tronox

Inc,

144A

4.625%

3/15/29

B1

95,462

Total

Chemicals

876,272

Nuveen

High

Yield

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

52

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Commercial

Services

&

Supplies

-

4.6%

$

130

ADT

Security

Corp/The,

144A

4.125%

8/01/29

BB-

$

112,938

115

Allied

Universal

Holdco

LLC

/

Allied

Universal

Finance

Corp,

144A

6.625%

7/15/26

B

110,854

115

Garda

World

Security

Corp,

144A

4.625%

2/15/27

B

105,637

140

GFL

Environmental

Inc,

144A

3.500%

9/01/28

BB-

127,240

120

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

6.250%

1/15/28

B-

112,384

95

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

3.375%

8/31/27

BB-

84,896

60

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

5.750%

4/15/26

BB-

59,548

15

Ritchie

Bros

Auctioneers

Inc,

144A

6.750%

3/15/28

Ba2

15,525

Total

Commercial

Services

&

Supplies

729,022

Communications

Equipment

-

0.6%

100

Viasat

Inc,

144A

5.625%

9/15/25

Caa1

95,500

Total

Communications

Equipment

95,500

Construction

&

Engineering

-

0.2%

35

Standard

Industries

Inc/NJ,

144A

5.000%

2/15/27

B1

33,467

Total

Construction

&

Engineering

33,467

Construction

Materials

-

0.8%

130

Gates

Global

LLC

/

Gates

Corp,

144A

6.250%

1/15/26

B3

128,700

Total

Construction

Materials

128,700

Consumer

Finance

-

2.8%

100

Ally

Financial

Inc

7.100%

11/15/27

BBB-

103,275

90

Navient

Corp

6.750%

6/25/25

B+

88,494

90

Navient

Corp

4.875%

3/15/28

B+

77,399

210

OneMain

Finance

Corp

3.500%

1/15/27

BB

179,365

Total

Consumer

Finance

448,533

Consumer

Staples

Distribution

&

Retail

-

1.6%

110

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

3.500%

3/15/29

Ba3

97,459

50

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

6.500%

2/15/28

Ba3

50,625

115

Performance

Food

Group

Inc,

144A

(3)

4.250%

8/01/29

B2

104,691

Total

Consumer

Staples

Distribution

&

Retail

252,775

Containers

&

Packaging

-

2.5%

95

Ball

Corp

6.875%

3/15/28

BB+

98,785

115

LABL

Inc,

144A

6.750%

7/15/26

B-

113,940

55

Mauser

Packaging

Solutions

Holding

Co,

144A

7.875%

8/15/26

B

55,788

115

Pactiv

Evergreen

Group

Issuer

Inc/Pactiv

Evergreen

Group

Issuer

LLC,

144A

4.375%

9/30/28

B+

101,270

20

Sealed

Air

Corp,

144A

6.125%

2/01/28

Ba2

20,294

Total

Containers

&

Packaging

390,077

Diversified

Telecommunication

Services

-

0.6%

105

Frontier

Communications

Holdings

LLC,

144A

5.875%

10/15/27

B3

96,651

Total

Diversified

Telecommunication

Services

96,651

Electric

Utilities

-

1.5%

235

Talen

Energy

Supply

LLC,

(WI/DD,

Settling

5/12/23)

%

0

235,000

Total

Electric

Utilities

235,000

53

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Electrical

Equipment

-

0.5%

$

25

Regal

Rexnord

Corp,

144A

6.300%

2/15/30

BB+

$

25,470

25

Regal

Rexnord

Corp,

144A

6.050%

4/15/28

BB+

25,237

10

Regal

Rexnord

Corp,

144A

6.400%

4/15/33

BB+

10,198

25

Regal

Rexnord

Corp,

144A

6.050%

2/15/26

BB+

25,353

Total

Electrical

Equipment

86,258

Electronic

Equipment,

Instruments

&

Components

-

0.5%

100

Imola

Merger

Corp,

144A

4.750%

5/15/29

B1

86,595

Total

Electronic

Equipment,

Instruments

&

Components

86,595

Energy

Equipment

&

Services

-

1.9%

130

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp,

144A

6.250%

4/01/28

B2

124,792

20

Transocean

Inc,

144A

8.750%

2/15/30

B-

20,180

35

Transocean

Titan

Financing

Ltd,

144A

8.375%

2/01/28

B-

35,673

130

USA

Compression

Partners

LP

/

USA

Compression

Finance

Corp

6.875%

4/01/26

B3

128,596

Total

Energy

Equipment

&

Services

309,241

Entertainment

-

0.8%

55

Live

Nation

Entertainment

Inc,

144A

6.500%

5/15/27

BB-

55,620

75

Univision

Communications

Inc,

144A

4.500%

5/01/29

B+

64,640

Total

Entertainment

120,260

Food

Products

-

1.0%

50

Chobani

LLC

/

Chobani

Finance

Corp

Inc,

144A

4.625%

11/15/28

B-

45,878

115

Darling

Ingredients

Inc,

144A

6.000%

6/15/30

Ba2

113,765

Total

Food

Products

159,643

Gas

Utilities

-

1.7%

115

Ferrellgas

LP

/

Ferrellgas

Finance

Corp,

144A

5.875%

4/01/29

B

97,170

115

Ferrellgas

LP

/

Ferrellgas

Finance

Corp,

144A

5.375%

4/01/26

B

107,219

80

Superior

Plus

LP

/

Superior

General

Partner

Inc,

144A

4.500%

3/15/29

BB-

70,855

Total

Gas

Utilities

275,244

Health

Care

Equipment

&

Supplies

-

1.2%

80

Embecta

Corp,

144A

6.750%

2/15/30

B+

72,481

130

Mozart

Debt

Merger

Sub

Inc,

144A

3.875%

4/01/29

B+

113,744

Total

Health

Care

Equipment

&

Supplies

186,225

Health

Care

Providers

&

Services

-

3.8%

125

CHS/Community

Health

Systems

Inc,

144A

5.250%

5/15/30

B-

104,183

95

DaVita

Inc,

144A

4.625%

6/01/30

B+

82,752

95

Encompass

Health

Corp

4.500%

2/01/28

B+

89,571

170

Tenet

Healthcare

Corp

4.375%

1/15/30

B1

156,204

195

Tenet

Healthcare

Corp

4.250%

6/01/29

B1

178,903

Total

Health

Care

Providers

&

Services

611,613

Hotels,

Restaurants

&

Leisure

-

5.1%

150

BC

ULC

/

New

Red

Finance

Inc,

144A

4.000%

10/15/30

B2

130,947

100

Carnival

Corp,

144A

4.000%

8/01/28

BB-

86,685

160

CDI

Escrow

Issuer

Inc,

144A

5.750%

4/01/30

B+

154,276

115

Fertitta

Entertainment

LLC

/

Fertitta

Entertainment

Finance

Co

Inc,

144A

4.625%

1/15/29

B

100,691

105

Hilton

Domestic

Operating

Co

Inc,

144A

3.625%

2/15/32

Ba2

89,608

55

Life

Time

Inc,

144A

5.750%

1/15/26

B2

53,709

45

NCL

Corp

Ltd,

144A

8.375%

2/01/28

B1

45,269

20

Royal

Caribbean

Cruises

Ltd,

144A

7.250%

1/15/30

B2

20,056

Nuveen

High

Yield

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

54

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Hotels,

Restaurants

&

Leisure

(continued)

$

130

Yum!

Brands

Inc

5.375%

4/01/32

Ba3

$

126,807

Total

Hotels,

Restaurants

&

Leisure

808,048

Household

Durables

-

1.0%

80

Newell

Brands

Inc

(3)

6.625%

9/15/29

BB

79,026

80

Newell

Brands

Inc

4.700%

4/01/26

BB

76,400

Total

Household

Durables

155,426

Independent

Power

and

Renewable

Electricity

Producers

-

1.7%

80

Clearway

Energy

Operating

LLC,

144A

4.750%

3/15/28

BB

75,814

130

TerraForm

Power

Operating

LLC,

144A

5.000%

1/31/28

BB-

124,475

80

Vistra

Operations

Co

LLC,

144A

4.375%

5/01/29

BB

71,525

Total

Independent

Power

and

Renewable

Electricity

Producers

271,814

Insurance

-

2.1%

130

Acrisure

LLC

/

Acrisure

Finance

Inc,

144A

4.250%

2/15/29

B

108,820

85

Alliant

Holdings

Intermediate

LLC

/

Alliant

Holdings

Co-

Issuer,

144A

6.750%

4/15/28

B2

84,892

80

Alliant

Holdings

Intermediate

LLC

/

Alliant

Holdings

Co-

Issuer,

144A

4.250%

10/15/27

B

73,244

80

BroadStreet

Partners

Inc,

144A

5.875%

4/15/29

Caa2

69,402

Total

Insurance

336,358

Internet

Software

&

Services

-

0.4%

80

Ziff

Davis

Inc,

144A

4.625%

10/15/30

Ba3

70,291

Total

Internet

Software

&

Services

70,291

IT

Services

-

0.9%

120

Ahead

DB

Holdings

LLC,

144A

6.625%

5/01/28

CCC+

100,200

50

Science

Applications

International

Corp,

144A

4.875%

4/01/28

B1

47,172

Total

IT

Services

147,372

Life

Sciences

Tools

&

Services

-

0.5%

80

Avantor

Funding

Inc,

144A

4.625%

7/15/28

B2

74,830

Total

Life

Sciences

Tools

&

Services

74,830

Machinery

-

0.8%

20

Chart

Industries

Inc,

144A

9.500%

1/01/31

B3

21,175

15

Chart

Industries

Inc,

144A

7.500%

1/01/30

B+

15,450

90

WASH

Multifamily

Acquisition

Inc,

144A

5.750%

4/15/26

B-

84,377

Total

Machinery

121,002

Media

-

10.0%

195

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

5.375%

6/01/29

BB-

178,838

285

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.250%

2/01/31

B1

233,418

200

CSC

Holdings

LLC,

144A

4.125%

12/01/30

B

143,536

95

Directv

Financing

LLC

/

Directv

Financing

Co-Obligor

Inc,

144A

5.875%

8/15/27

Ba3

83,369

75

DISH

Network

Corp,

144A

11.750%

11/15/27

B

70,848

65

Gray

Television

Inc,

144A

(3)

4.750%

10/15/30

B3

41,989

130

iHeartCommunications

Inc,

144A

(3)

4.750%

1/15/28

B1

101,187

80

Lamar

Media

Corp

(3)

4.875%

1/15/29

Ba3

75,632

50

News

Corp,

144A

3.875%

5/15/29

BB+

44,392

95

Sirius

XM

Radio

Inc,

144A

4.000%

7/15/28

Ba3

80,213

25

Sirius

XM

Radio

Inc,

144A

3.125%

9/01/26

Ba3

22,375

200

UPC

Broadband

Finco

BV,

144A

4.875%

7/15/31

B1

172,588

200

Virgin

Media

Secured

Finance

PLC,

144A

5.500%

5/15/29

BB-

183,642

55

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Media

(continued)

$

200

VZ

Secured

Financing

BV,

144A

5.000%

1/15/32

B+

$

166,904

Total

Media

1,598,931

Metals

&

Mining

-

2.1%

120

FMG

Resources

August

2006

Pty

Ltd,

144A

5.875%

4/15/30

BB+

116,375

110

Mineral

Resources

Ltd,

144A

8.000%

11/01/27

Ba3

112,022

115

SunCoke

Energy

Inc,

144A

4.875%

6/30/29

B1

100,125

Total

Metals

&

Mining

328,522

Mortgage

Real

Estate

Investment

Trusts

(REITs)

-

0.8%

120

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

3.875%

3/01/31

BB

96,912

40

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

2.875%

10/15/26

BB

35,604

Total

Mortgage

Real

Estate

Investment

Trusts

(REITs)

132,516

Oil,

Gas

&

Consumable

Fuels

-

12.4%

105

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp,

144A

5.750%

3/01/27

Ba3

101,568

130

Crestwood

Midstream

Partners

LP

/

Crestwood

Midstream

Finance

Corp,

144A

5.625%

5/01/27

Ba3

124,752

65

DT

Midstream

Inc,

144A

4.125%

6/15/29

Ba2

57,606

115

EnLink

Midstream

LLC,

144A

5.625%

1/15/28

BB+

113,263

145

EnLink

Midstream

LLC,

144A

6.500%

9/01/30

BB+

146,475

100

EQM

Midstream

Partners

LP,

144A

4.750%

1/15/31

BB-

81,957

165

EQM

Midstream

Partners

LP,

144A

6.500%

7/01/27

BB-

160,876

135

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

(3)

6.250%

5/15/26

B

130,070

65

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

(3)

8.875%

4/15/30

B

65,087

165

Hilcorp

Energy

I

LP

/

Hilcorp

Finance

Co,

144A

5.750%

2/01/29

Ba3

154,153

45

Holly

Energy

Partners

LP

/

Holly

Energy

Finance

Corp,

144A

6.375%

4/15/27

Ba3

44,323

65

Kinetik

Holdings

LP,

144A

5.875%

6/15/30

BB+

62,268

65

Matador

Resources

Co,

144A

6.875%

4/15/28

B1

65,408

110

Murphy

Oil

Corp

5.875%

12/01/27

Ba2

108,179

50

NGL

Energy

Operating

LLC

/

NGL

Energy

Finance

Corp,

144A

7.500%

2/01/26

B2

47,941

35

Occidental

Petroleum

Corp

6.375%

9/01/28

BB+

36,504

205

Occidental

Petroleum

Corp

6.450%

9/15/36

BB+

217,556

110

Parkland

Corp,

144A

4.500%

10/01/29

Ba3

96,387

105

SM

Energy

Co

(3)

6.500%

7/15/28

B2

99,488

65

Western

Midstream

Operating

LP

4.300%

2/01/30

BB+

59,333

Total

Oil,

Gas

&

Consumable

Fuels

1,973,194

Passenger

Airlines

-

1.7%

65

Allegiant

Travel

Co,

144A

7.250%

8/15/27

BB-

64,196

115

American

Airlines

Inc/AAdvantage

Loyalty

IP

Ltd,

144A

5.500%

4/20/26

Ba2

112,929

105

United

Airlines

Inc,

144A

4.375%

4/15/26

BB

100,277

Total

Passenger

Airlines

277,402

Personal

Care

Products

-

1.1%

65

Coty

Inc,

144A

5.000%

4/15/26

BB

63,465

120

Kronos

Acquisition

Holdings

Inc

/

KIK

Custom

Products

Inc,

144A

5.000%

12/31/26

B-

111,053

Total

Personal

Care

Products

174,518

Pharmaceuticals

-

1.7%

200

ORGANON

&

CO/ORG,

144A

4.125%

4/30/28

BB

184,001

90

Teva

Pharmaceutical

Finance

Netherlands

III

BV

3.150%

10/01/26

BB-

81,322

Total

Pharmaceuticals

265,323

Nuveen

High

Yield

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

56

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

Principal

Amount

(000)  

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Professional

Services

-

1.0%

$

80

ASGN

Inc,

144A

4.625%

5/15/28

BB-

$

73,929

115

MPH

Acquisition

Holdings

LLC,

144A

5.500%

9/01/28

B

87,912

Total

Professional

Services

161,841

Software

-

0.9%

105

Gen

Digital

Inc,

144A

6.750%

9/30/27

B1

105,810

35

Open

Text

Corp,

144A

6.900%

12/01/27

Ba1

36,150

Total

Software

141,960

Specialized

REITs

-

1.4%

115

Iron

Mountain

Inc,

144A

4.875%

9/15/27

BB-

109,606

65

SBA

Communications

Corp

3.125%

2/01/29

Ba3

55,607

60

Uniti

Group

LP

/

Uniti

Group

Finance

Inc

/

CSL

Capital

LLC,

144A

10.500%

2/15/28

B

57,414

Total

Specialized

REITs

222,627

Specialty

Retail

-

3.2%

80

Academy

Ltd,

144A

(3)

6.000%

11/15/27

BB

78,576

90

AmeriGas

Partners

LP

/

AmeriGas

Finance

Corp

5.875%

8/20/26

B1

86,791

35

Asbury

Automotive

Group

Inc,

144A

(3)

4.625%

11/15/29

B1

31,151

35

Asbury

Automotive

Group

Inc,

144A

5.000%

2/15/32

B1

30,157

75

Bath

&

Body

Works

Inc,

144A

6.625%

10/01/30

BB

71,997

75

Michaels

Cos

Inc/The,

144A

5.250%

5/01/28

B-

61,786

170

Staples

Inc,

144A

7.500%

4/15/26

B3

143,367

Total

Specialty

Retail

503,825

Textiles,

Apparel

&

Luxury

Goods

-

1.3%

105

Hanesbrands

Inc,

144A

(3)

9.000%

2/15/31

B1

107,483

115

Wolverine

World

Wide

Inc,

144A

(3)

4.000%

8/15/29

B+

95,594

Total

Textiles,

Apparel

&

Luxury

Goods

203,077

Trading

Companies

&

Distributors

-

1.5%

60

H&E

Equipment

Services

Inc,

144A

3.875%

12/15/28

B2

51,993

75

United

Rentals

North

America

Inc,

144A

6.000%

12/15/29

BBB-

76,117

115

WESCO

Distribution

Inc,

144A

7.250%

6/15/28

Ba3

118,044

Total

Trading

Companies

&

Distributors

246,154

Wireless

Telecommunication

Services

-

2.0%

300

Sprint

LLC

7.625%

3/01/26

BB+

317,674

Total

Wireless

Telecommunication

Services

317,674

Total

Long-Term

Investments

(cost

$15,299,217)

15,606,403

Shares

Description

(1)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

  7.8%

X

1,235,712

MONEY

MARKET

FUNDS

-

7.8%

X

1,235,712

1,235,712

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(4)

4.840%(5)

$

1,235,712

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$1,235,712)

1,235,712

Total

Investments

(cost

$16,534,929

)

-

105.8%

$

16,842,115

Other

Assets

&

Liabilities,

Net

-  (5.8)%

(920,158)

Net

Assets

-

100%

$

15,921,957

57

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

High

Yield

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Bonds

$

–

$

15,606,403

$

–

$

15,606,403

Investments

Purchased

with

Collateral

from

Securities

Lending

1,235,712

–

–

1,235,712

Total

$

1,235,712

$

15,606,403

$

–

$

16,842,115

1

For

Fund

portfolio

compliance

purposes,

the

Fund’s

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2)

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.

(3)

Investment,

or

a

portion

of

investment,

is

out

on

loan

for

securities

lending.

The

total

value

of

the

securities

out

on

loan

as

of

the

end

of

the

reporting

period

was

$1,190,307.

(4)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

market

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

market

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

market

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(5)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

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.

REIT

Real

Estate

Investment

Trust

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.

58

Nuveen

Preferred

Securities

and

Income

Managed

Accounts

Portfolio

Portfolio

of

Investments

April

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

98.5%   

X

8,600,230

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

57.4%

X

8,600,230

Automobiles

-

3.7%

$

650

General

Motors

Financial

Co

Inc

5.750%

N/A

(3)

BB+

$

551,700

Total

Automobiles

551,700

Banks

-

11.1%

540

CoBank

ACB

6.450%

N/A

(3)

BBB+

508,908

250

M&T

Bank

Corp

5.125%

N/A

(3)

Baa2

193,618

280

PNC

Financial

Services

Group

Inc/The

6.200%

N/A

(3)

Baa2

263,678

225

PNC

Financial

Services

Group

Inc/The

6.250%

N/A

(3)

Baa2

206,213

560

Truist

Financial

Corp

5.100%

N/A

(3)

Baa2

493,955

Total

Banks

1,666,372

Capital

Markets

-

2.9%

450

Charles

Schwab

Corp/The

5.375%

N/A

(3)

Baa2

428,344

Total

Capital

Markets

428,344

Consumer

Finance

-

5.6%

400

Ally

Financial

Inc

4.700%

N/A

(3)

Ba2

295,000

290

American

Express

Co

3.550%

N/A

(3)

Baa2

243,652

310

Discover

Financial

Services

6.125%

N/A

(3)

Ba1

293,471

Total

Consumer

Finance

832,123

Electric

Utilities

-

2.5%

400

Emera

Inc

6.750%

6/15/76

BB+

380,965

Total

Electric

Utilities

380,965

Independent

Power

and

Renewable

Electricity

Producers

-

1.9%

325

Vistra

Corp,

144A

7.000%

N/A

(3)

Ba3

291,469

Total

Independent

Power

and

Renewable

Electricity

Producers

291,469

Industrial

Conglomerates

-

1.2%

177

General

Electric

Co

(3-Month

LIBOR

reference

rate

+

3.330%

spread)

(4)

8.196%

N/A

(3)

BBB-

176,690

Total

Industrial

Conglomerates

176,690

Insurance

-

12.9%

300

Assurant

Inc

7.000%

3/27/48

Baa3

286,186

185

AXIS

Specialty

Finance

LLC

4.900%

1/15/40

BBB

148,695

270

Enstar

Finance

LLC

5.500%

1/15/42

BBB-

194,372

310

Markel

Corp

6.000%

N/A

(3)

BBB-

301,205

325

MetLife

Inc,

144A

9.250%

4/08/38

BBB

382,687

650

QBE

Insurance

Group

Ltd,

144A

5.875%

N/A

(3)

Baa2

613,720

Total

Insurance

1,926,865

Media

-

1.7%

300

Paramount

Global

6.375%

3/30/62

Baa3

257,328

Total

Media

257,328

Multi-Utilities

-

4.7%

190

Algonquin

Power

&

Utilities

Corp

4.750%

1/18/82

BB+

153,663

250

CenterPoint

Energy

Inc

6.125%

N/A

(3)

BBB-

238,125

330

Sempra

Energy

4.875%

N/A

(3)

BBB-

310,320

Total

Multi-Utilities

702,108

59

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Oil,

Gas

&

Consumable

Fuels

-

3.1%

$

350

Energy

Transfer

LP

6.500%

N/A

(3)

BB

$

309,750

180

Transcanada

Trust

5.600%

3/07/82

BBB-

152,197

Total

Oil,

Gas

&

Consumable

Fuels

461,947

Trading

Companies

&

Distributors

-

4.1%

665

AerCap

Holdings

NV

(5)

5.875%

10/10/79

BB+

616,819

Total

Trading

Companies

&

Distributors

616,819

Wireless

Telecommunication

Services

-

2.0%

300

Vodafone

Group

PLC

7.000%

4/04/79

BB+

307,500

Total

Wireless

Telecommunication

Services

307,500

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$8,623,222)

8,600,230

Principal

Amount

(000)

Description

(1),(6)

Coupon

Maturity

Ratings

(2)

Value

X

5,580,932

CONTINGENT

CAPITAL

SECURITIES

-

37.3%

X

5,580,932

Banks

-

31.6%

$

400

Banco

Bilbao

Vizcaya

Argentaria

SA

(5)

6.500%

N/A

(3)

Ba2

$

364,772

400

Banco

Santander

SA

(5)

4.750%

N/A

(3)

Ba1

311,320

515

Barclays

PLC

8.000%

N/A

(3)

BBB-

451,088

435

BNP

Paribas

SA,

144A

9.250%

N/A

(3)

BBB

447,354

275

BNP

Paribas

SA,

144A

7.750%

N/A

(3)

BBB

262,625

425

Credit

Agricole

SA,

144A

8.125%

N/A

(3)

BBB

421,092

370

HSBC

Holdings

PLC

6.000%

N/A

(3)

BBB

326,895

340

HSBC

Holdings

PLC

6.375%

N/A

(3)

BBB

322,192

450

ING

Groep

NV

5.750%

N/A

(3)

BBB

391,885

400

Lloyds

Banking

Group

PLC

7.500%

N/A

(3)

Baa3

379,236

330

NatWest

Group

PLC

6.000%

N/A

(3)

Baa3

309,342

370

Societe

Generale

SA,

144A

9.375%

N/A

(3)

BB+

351,278

200

Standard

Chartered

PLC,

144A

7.750%

N/A

(3)

BBB-

193,718

200

UniCredit

SpA

,

Reg

S

8.000%

N/A

(3)

BB-

193,050

Total

Banks

4,725,847

Capital

Markets

-

5.7%

400

Credit

Suisse

Group

AG,

144A

7.500%

N/A

(3)

C

15,000

310

Credit

Suisse

Group

AG,

144A

9.750%

N/A

(3)

C

11,625

400

Deutsche

Bank

AG

6.000%

N/A

(3)

Ba2

297,960

400

UBS

Group

AG,

144A

7.000%

N/A

(3)

BBB

375,000

200

UBS

Group

AG,

144A

4.875%

N/A

(3)

BBB

155,500

Total

Capital

Markets

855,085

Total

Contingent

Capital

Securities

(cost

$6,192,098)

5,580,932

Shares  

Description

(1)

Coupon

Ratings

(2)

Value

X

566,830

$25

PAR

(OR

SIMILAR)

RETAIL

PREFERRED

-

3.8%

X

566,830

Banks

-

2.0%

3,000

Farm

Credit

Bank

of

Texas,

144A

6.750%

Baa1

$

292,500

Total

Banks

292,500

Food

Products

-

1.0%

6,000

CHS

Inc

6.750%

N/R

150,480

Total

Food

Products

150,480

Nuveen

Preferred

Securities

and

Income

Managed

Accounts

Portfolio

(con-

tinued)

Portfolio

of

Investments

April

30,

2023

60

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Shares  

Description

(1)

Coupon

Ratings

(2)

Value

Oil,

Gas

&

Consumable

Fuels

-

0.8%

5,000

NuStar

Energy

LP

12.065%

B2

$

123,850

Total

Oil,

Gas

&

Consumable

Fuels

123,850

Total

$25

Par

(or

similar)

Retail

Preferred

(cost

$560,290)

566,830

Total

Long-Term

Investments

(cost

$15,375,610)

14,747,992

Shares

Description

(1)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

  5.3%

X

795,689

MONEY

MARKET

FUNDS

-

5.3%

X

795,689

795,689

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(7)

4.840%(8)

$

795,689

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$795,689)

795,689

Total

Investments

(cost

$16,171,299

)

-

103.8%

$

15,543,681

Other

Assets

&

Liabilities,

Net

-  (3.8)%

(562,151)

Net

Assets

-

100%

$

14,981,530

Preferred

Securities

and

Income

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

$1,000

Par

(or

similar)

Institutional

Preferred

$

–

$

8,600,230

$

–

$

8,600,230

Contingent

Capital

Securities

–

5,580,932

–

5,580,932

$25

Par

(or

similar)

Retail

Preferred

566,830

–

–

566,830

Investments

Purchased

with

Collateral

from

Securities

Lending

795,689

–

–

795,689

Total

$

1,362,519

$

14,181,162

$

–

$

15,543,681

1

For

Fund

portfolio

compliance

purposes,

the

Fund’s

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Ratings

below

BBB

by

Standard

&

Poor’s,

Baa

by

Moody’s

or

BBB

by

Fitch

are

considered

to

be

below

investment

grade.

Holdings

designated

N/R

are

not

rated

by

any

of

these

national

rating

agencies.

(3)

Perpetual

security.

Maturity

date

is

not

applicable.

61

(4)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(5)

Investment,

or

a

portion

of

investment,

is

out

on

loan

for

securities

lending.

The

total

value

of

the

securities

out

on

loan

as

of

the

end

of

the

reporting

period

was

$768,428.

(6)

Contingent

Capital

Securities

(“CoCos”)

are

hybrid

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer.

For

example,

the

terms

may

specify

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer’s

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer’s

capital

ratio

falling

below

a

specified

level.

(7)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

market

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

market

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

market

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(8)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

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.

LIBOR

London

Inter-Bank

Offered

Rate

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

62

Nuveen

Securitized

Credit

Managed

Accounts

Portfolio

Portfolio

of

Investments

April

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

98.3%   

X21,203,547.00

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

-

98.3%

X

21,203,547

$

264

Avis

Budget

Rental

Car

Funding

AESOP

LLC,

2019

3A,

144A

2.360%

3/20/26

Aaa

$

250,540

500

Benchmark

2019-B11

Mortgage

Trust,

2019

B11

3.784%

5/15/52

AAA

449,699

199

Benchmark

2019-B15

Mortgage

Trust,

2019

B15

3.837%

12/15/72

A-

153,806

100

BX

2021-LBA3

Mortgage

Trust,

(1-Month

LIBOR

reference

rate

+

1.948%

spread),

2021

PAC,

144A(3)

6.896%

10/15/36

N/R

94,111

297

BX

Commercial

Mortgage

Trust

2019-XL,

(1-Month

LIBOR

reference

rate

+

2.114%

spread),

2019

XL,

144A(3)

2.110%

10/15/36

N/R

289,460

250

BX

Commercial

Mortgage

Trust

2021-CIP,

(1-Month

LIBOR

reference

rate

+

1.271%

spread),

2021

CIP,

144A(3)

6.219%

12/15/38

Aa3

239,244

242

BX

Commercial

Mortgage

Trust

2021-SOAR,

(1-Month

LIBOR

reference

rate

+

0.870%

spread),

2021

SOAR,

144A(3)

5.818%

6/15/38

AA-

232,920

93

BX

Trust

2022-IND,

(TSFR1M

reference

rate

+

2.839%

spread),

2022

IND,

144A(3)

7.499%

4/15/37

Baa3

88,714

570

CAMB

Commercial

Mortgage

Trust

2021-CX2,

2021

CX2,

144A

2.700%

11/10/46

AAA

464,968

250

Capital

One

Multi-Asset

Execution

Trust,

(1-Month

LIBOR

reference

rate

+

0.580%

spread),

2017

A5(3)

5.528%

7/15/27

AAA

249,962

275

Carmax

Auto

Owner

Trust

2019-4,

2019

4

2.800%

4/15/26

AA

268,175

300

Connecticut

Avenue

Securities

Trust

2022-R03,

(SOFR30A

reference

rate

+

3.500%

spread),

2022

R03,

144A(3)

8.315%

3/25/42

BBB-

305,803

300

Connecticut

Avenue

Securities

Trust

2022-R04,

(SOFR30A

reference

rate

+

3.100%

spread),

2022

R04,

144A(3)

7.915%

3/25/42

BBB-

303,357

300

Connecticut

Avenue

Securities

Trust

2022-R05,

(SOFR30A

reference

rate

+

3.000%

spread),

2022

R05,

144A(3)

7.815%

4/25/42

Baa3

297,366

300

Connecticut

Avenue

Securities

Trust

2022-R07,

(SOFR30A

reference

rate

+

4.650%

spread),

2022

R07,

144A(3)

9.474%

6/25/42

BBB-

318,437

300

Connecticut

Avenue

Securities

Trust

2022-R09,

(SOFR30A

reference

rate

+

4.750%

spread),

2022

R09,

144A(3)

9.574%

9/25/42

Baa3

313,284

315

Connecticut

Avenue

Securities

Trust

2023-R01,

(SOFR30A

reference

rate

+

3.750%

spread),

2023

R01,

144A(3)

8.574%

12/25/42

BBB-

320,929

125

DBWF

Mortgage

Trust,

2015

LCM,

144A

2.998%

6/10/34

AAA

117,196

410

Fannie

Mae

Pool,

FN

MA4701,

2022

1

4.500%

7/01/52

N/R

400,416

102

Fannie

Mae

Pool,

FN

MA4761

5.000%

9/01/52

N/R

100,967

122

Fannie

Mae

Pool,

FN

MA4797

4.000%

11/01/37

N/R

119,707

654

Fannie

Mae

Pool,

FN

FS1535

3.000%

4/01/52

N/R

590,519

436

Fannie

Mae

Pool,

FN

MA4784

4.500%

10/01/52

N/R

425,866

287

Fannie

Mae

Pool,

FN

MA4655

4.000%

7/01/52

N/R

274,726

669

Fannie

Mae

Pool,

FN

FS0403

3.000%

1/01/52

N/R

604,658

636

Fannie

Mae

Pool,

FN

MA4700,

2022

1

4.000%

7/01/52

N/R

608,157

660

Fannie

Mae

Pool,

FN

MA4699,

2022

1

3.500%

7/01/52

N/R

613,348

200

Fannie

Mae

Pool,

FN

MA4255

2.000%

2/01/51

N/R

167,066

591

Fannie

Mae

Pool,

FN

MA4733

4.500%

9/01/52

N/R

577,426

247

Fannie

Mae

Pool,

FN

MA4842,

2022

1

5.500%

12/01/52

N/R

248,725

321

Fannie

Mae

Pool,

FN

MA4783

4.000%

10/01/52

N/R

307,370

539

Fannie

Mae

Pool,

FN

MA4737

5.000%

8/01/52

N/R

536,447

535

Fannie

Mae

Pool,

FN

MA4805,

2022

1,

(WI/DD,

Settlling

5/11/2023)

4.500%

11/01/52

N/R

522,614

63

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

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X21,203,547.00

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

207

Fannie

Mae

Pool,

FN

310210,

2022

1

4.000%

5/01/44

N/R

$

201,889

687

Fannie

Mae

Pool,

FN

MA4305

2.000%

4/01/51

N/R

572,784

336

Fannie

Mae

Pool,

FN

MA4600,

2022

2

3.500%

5/01/52

N/R

312,693

594

Fannie

Mae

Pool,

FN

MA4732

4.000%

9/01/52

N/R

568,090

118

Freddie

Mac

Pool,

FR

SB8190

4.500%

11/01/37

N/R

117,103

46

Freddie

Mac

Pool,

FR

RA7211,

2022

1

4.000%

4/01/52

N/R

43,811

300

Freddie

Mac

STACR

REMIC

Trust

2021-DNA6,

(SOFR30A

reference

rate

+

1.500%

spread),

2021

DNA6,

144A(3)

6.315%

10/25/41

BBB-

289,225

300

Freddie

Mac

STACR

REMIC

Trust

2022-DNA2,

(SOFR30A

reference

rate

+

2.400%

spread),

2022

DNA2,

144A(3)

7.215%

2/25/42

BBB

295,835

300

Freddie

Mac

STACR

REMIC

Trust

2022-DNA5,

(SOFR30A

reference

rate

+

4.500%

spread),

2022

DNA5,

144A(3)

9.315%

6/25/42

BBB-

318,291

300

Freddie

Mac

STACR

REMIC

Trust

2022-HQA3,

(SOFR30A

reference

rate

+

3.550%

spread),

2022

HQA3,

144A(3)

8.365%

8/25/42

Baa3

301,804

300

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

(SOFR30A

reference

rate

+

4.000%

spread),

2022

HQA2,

144A(3)

8.815%

7/25/42

Baa3

307,570

74

Ginnie

Mae

II

Pool,

G2

MA8428

5.000%

11/20/52

N/R

73,731

127

Ginnie

Mae

II

Pool,

G2

MA8201

4.500%

8/20/52

N/R

124,780

391

Ginnie

Mae

II

Pool,

G2

MA8043

3.000%

5/20/52

N/R

356,438

401

Ginnie

Mae

II

Pool,

G2

MA8042

2.500%

5/20/52

N/R

354,698

596

Ginnie

Mae

II

Pool,

G2

MA8149

3.500%

7/20/52

N/R

559,648

269

Ginnie

Mae

II

Pool,

G2

MA8200

4.000%

8/20/52

N/R

258,472

350

GM

Financial

Consumer

Automobile

Receivables

Trust

2020-4,

2020

4

0.500%

2/17/26

AAA

330,751

575

GS

Mortgage

Securities

Trust

2017-GS6,

2017

GS6

3.638%

5/10/50

AAA

530,458

245

GS

Mortgage

Securities

Trust

2018-GS9,

2018

GS9

3.992%

3/10/51

Aaa

232,606

99

GS

Mortgage-Backed

Securities

Trust

2023-PJ1,

2023

PJ1,

144A

3.500%

2/25/53

Aa1

84,297

225

Hilton

Grand

Vacations

Trust

2019-A,

2019

AA,

144A

2.340%

7/25/33

AAA

211,445

250

JPMBB

Commercial

Mortgage

Securities

Trust

2014-

C23,

2014

C23

4.629%

9/15/47

Aa2

237,083

250

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

2014-C14,

2014

C14

5.037%

2/15/47

AAA

244,809

205

MVW

Owner

Trust

2017-1,

2017

1A,

144A

2.420%

12/20/34

AAA

202,599

292

MVW

Owner

Trust

2019-1,

2019

1A,

144A

2.890%

11/20/36

AAA

276,200

103

OBX

2018-1

Trust,

(1-Month

LIBOR

reference

rate

+

0.650%

spread),

2018

1,

144A(3)

5.670%

6/25/57

AAA

97,468

295

OBX

2022-INV5

Trust,

2022

INV5,

144A

4.000%

10/25/52

Aa1

261,424

94

Oceanview

Mortgage

Trust

2022-1,

2022

1,

144A

4.500%

11/25/52

Aaa

88,419

350

OneMain

Financial

Issuance

Trust

2021-1,

(SOFR30A

reference

rate

+

0.760%

spread),

2021

1A,

144A(3)

5.502%

6/16/36

AAA

338,132

150

PFS

Financing

Corp,

2021

A,

144A

0.710%

4/15/26

AAA

142,937

400

Santander

Drive

Auto

Receivables

Trust

2022-5,

2022

5

4.110%

8/17/26

AAA

395,298

236

Taco

Bell

Funding

LLC,

2016

1A,

144A

4.970%

5/25/46

BBB

231,078

500

Toyota

Auto

Loan

Extended

Note

Trust

2020-1,

2020

1A,

144A

1.350%

5/25/33

AAA

466,434

500

Wells

Fargo

Commercial

Mortgage

Trust

2015-NXS2,

2015

NXS2

3.767%

7/15/58

Aaa

481,317

165

Wells

Fargo

Commercial

Mortgage

Trust

2017-C38,

2017

C38

3.917%

7/15/50

AA-

148,184

350

Wells

Fargo

Commercial

Mortgage

Trust

2021-C60,

2021

C60

2.342%

8/15/54

Aaa

289,763

Total

Asset-Backed

and

Mortgage-Backed

Securities

(cost

$20,418,794)

21,203,547

Total

Long-Term

Investments

(cost

$20,418,794)

21,203,547

Other

Assets

&

Liabilities,

Net

-  1.7%

373,214

Net

Assets

-

100%

$

21,576,761

Nuveen

Securitized

Credit

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

64

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Securitized

Credit

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Asset-Backed

and

Mortgage-Backed

Securities

$

–

$

21,203,547

$

–

$

21,203,547

Total

$

–

$

21,203,547

$

–

$

21,203,547

1

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Ratings

below

BBB

by

Standard

&

Poor’s,

Baa

by

Moody’s

or

BBB

by

Fitch

are

considered

to

be

below

investment

grade.

Holdings

designated

N/R

are

not

rated

by

any

of

these

national

rating

agencies.

(3)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

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.

LIBOR

London

Inter-Bank

Offered

Rate

SOFR

30A

30

Day

Average

Secured

Overnight

Financing

Rate

TSFR

1M

CME

Term

SOFR

1

Month

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.