1

Municipal

Total

Return

Managed

Accounts

Portfolio

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

96.2% 

X

–

MUNICIPAL

BONDS

-

96

.2

%

X

1,459,114,900

Alabama

-

0.5%

$

1,270

DCH

Health

Care

Authority,

Alabama,

Healthcare

Facilities

Revenue

Bonds,

Refunding  Series

2015,

5.000%,

6/01/33

6/25

at

100.00

$

1,281,498

2,960

Huntsville,

Alabama,

General

Obligation

Warrants,

Series

2023B,

5.000%,

3/01/40

3/33

at

100.00

3,285,326

1,415

Madison

Water

and

Wastewater

Board,

Alabama,

Water

and

Sewer

Revenue

Bonds,

Series

2023,

5.250%,

12/01/48

12/33

at

100.00

1,554,517

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

1,246,991

Total

Alabama

7,368,332

Alaska

-

0.5%

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

1,410,248

1,590

Alaska

Municipal

Bond

Bank,

General

Obligation

Bonds,

Three

Series

2015,

5.250%,

10/01/31

4/25

at

100.00

1,610,867

Alaska

Municipal

Bond

Bank,

General

Obligation

Bonds,

Three

Series

2023

:

1,030

5.250%,

12/01/38,

(AMT)

12/33

at

100.00

1,115,229

1,145

5.250%,

12/01/40,

(AMT)

12/33

at

100.00

1,230,594

2,310

Anchorage,

Alaska,

Solid

Waste

Services

Revenue

Bonds,

Refunding

Series

2022A,

5.500%,

11/01/41

11/32

at

100.00

2,599,987

Total

Alaska

7,966,925

Arizona

-

1.7%

2,200

(c)

Arizona

Industrial

Development

Authority

Education

Revenue

Bonds,

Pinecrest

Academy

of

Northern

Nevada

Project,

Series

2022A,

4.500%,

7/15/29

7/25

at

100.00

2,072,952

100

(c)

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2017D,

5.000%,

7/01/37

7/27

at

100.00

100,196

1,000

(c)

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2017G,

5.000%,

7/01/51

7/27

at

100.00

925,849

60

(c)

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,  Arizona

Agribusiness

and

Equine

Center,

Inc.

Project,

Series

2017B,

4.000%,

3/01/27

No

Opt.

Call

58,462

750

(c)

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

7/26

at

100.00

759,143

Arizona

Industrial

Development

Authority,

Education

Facility

Revenue

Bonds,

Leman

Academy

of

Excellence

Projects,

Series

2022A

:

500

4.000%,

7/01/28

No

Opt.

Call

492,683

500

4.000%,

7/01/29

No

Opt.

Call

491,636

1,405

4.000%,

7/01/30

7/29

at

100.00

1,377,987

1,605

(c)

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Sun

Valley

Academy,

Series

2024A,

6.250%,

7/01/44

7/31

at

100.00

1,648,584

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

2

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Arizona

(continued)

$

2,875

Maricopa

County

Union

High

School

District

216

Agua

Fria,

Arizona,

General

Obligation

Bonds,

School

Improvement,

Project

of

2023,

Series

2024A,

5.000%,

7/01/42

7/33

at

100.00

$

3,167,344

1,000

Phoenix

Civic

Improvement

Corporation,

Arizona,

Airport

Revenue

Bonds,

Junior

Lien

Series

2015A,

5.000%,

7/01/45

7/25

at

100.00

1,006,029

3,785

Phoenix

Civic

Improvement

Corporation,

Arizona,

Wastewater

System

Revenue

Bonds,

Junior

Lien

Series

2023,

5.250%,

7/01/47

7/33

at

100.00

4,174,169

5,025

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

4,696,123

410

(c)

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

San

Tan

Montessori

School

Project,

Series

2017,

6.750%,

2/01/50

2/28

at

100.00

419,857

3,300

Salt

River

Project

Agricultural

Improvement

and

Power

District,

Arizona,

Electric

System

Revenue

Bonds,

Series

2023A,

5.000%,

1/01/50

1/33

at

100.00

3,511,681

Yavapai

County

Industrial

Development

Authority,  Arizona,

Education

Revenue

Bonds,

Arizona

Agribusiness

and

Equine

Center

Inc

Project,

Refunding

Series

2015A

:

45

(c)

3.900%,

9/01/24

No

Opt.

Call

44,819

1,500

(c)

5.000%,

9/01/34

3/25

at

100.00

1,476,147

Total

Arizona

26,423,661

Arkansas

-

0.3%

1,800

Arkansas

Development

Finance

Authority,

Revenue

Bonds,

Baptist

Memorial

Health

Care,

Refunding

Series

2020B-1,

5.000%,

9/01/36

9/30

at

100.00

1,842,699

2,015

Arkansas

Tech

University,

Revenue

Bonds,

Refunding

Student

Fee

Series

2022A,

5.000%,

12/01/42

-

BAM

Insured

12/30

at

100.00

2,091,165

1,000

Pulaski

County,

Arkansas,

Hospital

Revenue

Bonds,

Arkansas

Children's

Hospital,

Series

2023,

5.000%,

3/01/41

3/33

at

100.00

1,068,582

Total

Arkansas

5,002,446

California

-

4.7%

655

California

Educational

Facilities

Authority,

Revenue

Bonds,

Stanford

University,

Series

2013-U3,

5.000%,

6/01/43

No

Opt.

Call

770,577

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

212,524

3,540

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health

System,

Series

2009C,

5.000%,

7/01/33

1/33

at

100.00

3,913,261

450

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Stanford

Health

Care,

Series

2020A,

4.000%,

8/15/50

8/30

at

100.00

438,706

2,420

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

Brightline

West

Passenger

Rail

Project,

Series

2020A,

3.950%,

1/01/50,

(AMT),

(Mandatory

Put

1/30/25)

5/24

at

100.00

2,419,916

100

(c)

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

River

Charter

Schools

Project,

Series

2018A,

5.500%,

6/01/38

6/26

at

100.00

100,658

1,180

(c)

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Palmdale

Aerospace

Academy

Project,

Series

2016A,

5.000%,

7/01/36

7/26

at

100.00

1,185,441

1,500

(c)

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Palmdale

Aerospace

Academy

Project,

Series

2018A,

5.000%,

7/01/38

7/28

at

100.00

1,490,425

California

Municipal

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Westside

Neighborhood

School

Project,

Series

2024

:

600

(c)

5.500%,

6/15/39,

(WI/DD)

6/31

at

102.00

614,617

315

(c)

5.900%,

6/15/44,

(WI/DD)

6/31

at

102.00

324,805

3

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

California

(continued)

$

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

$

736,574

California

Municipal

Finance

Authority,

Revenue

Bonds,

Eisenhower

Medical

Center,

Refunding

Series

2017A

:

3,015

5.000%,

7/01/33

7/27

at

100.00

3,098,183

1,750

4.000%,

7/01/42

7/27

at

100.00

1,538,444

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

5,918,324

4,000

(c)

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

Poseidon

Resources

Channelside

LP

Desalination

Project,

Series

2012,

5.000%,

11/21/45,

(AMT)

7/24

at

100.00

4,000,379

355

California

Public

Finance

Authority,

Revenue

Bonds,

Henry

Mayo

Newhall

Hospital,

Series

2021A,

4.000%,

10/15/24

No

Opt.

Call

353,454

1,000

(c)

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2015A,

5.000%,

8/01/35

8/25

at

100.00

1,008,520

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2016

:

305

(c)

5.000%,

8/01/24

No

Opt.

Call

304,994

25

(c),(d)

5.000%,

8/01/24,

(ETM)

No

Opt.

Call

25,071

325

(c)

5.000%,

8/01/25

No

Opt.

Call

326,242

35

(c),(d)

5.000%,

8/01/25,

(ETM)

No

Opt.

Call

35,665

725

(c)

5.000%,

8/01/26

8/25

at

100.00

730,075

65

(c),(d)

5.000%,

8/01/26,

(Pre-refunded

8/01/25)

8/25

at

100.00

66,236

225

(c)

5.000%,

8/01/27

8/25

at

100.00

226,980

25

(c),(d)

5.000%,

8/01/27,

(Pre-refunded

8/01/25)

8/25

at

100.00

25,476

1,485

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Classical

Academies

Project,

Series

2017A,

5.000%,

10/01/37

10/27

at

100.00

1,494,902

700

(c)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Education

?

Obligated

Group,

Series

2016A,

5.000%,

6/01/31

6/25

at

100.00

704,948

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Public

Schools

?

Obligated

Group,

Series

2017G

:

310

(c)

5.000%,

6/01/30

6/27

at

100.00

316,188

325

(c)

5.000%,

6/01/37

6/27

at

100.00

326,341

1,195

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2023,

5.250%,

10/01/45

4/33

at

100.00

1,332,851

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A

:

3,900

(c)

5.000%,

12/01/36

6/26

at

100.00

3,953,755

280

(c)

5.000%,

12/01/46

6/26

at

100.00

280,547

165

(c)

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2018A,

5.250%,

12/01/38

6/28

at

100.00

170,329

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

798,952

1,250

El

Rancho

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2016

Series

2023D,

5.750%,

8/01/48

-

BAM

Insured

8/33

at

100.00

1,450,282

5,000

Glendale

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

2011

Election

Series

2016C,

3.000%,

9/01/39

9/26

at

100.00

4,295,482

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

750,608

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

4

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

California

(continued)

$

50

Long

Beach

Bond

Finance

Authority,

California,

Natural

Gas

Purchase

Revenue

Bonds,

Series

2007A,

5.000%,

11/15/35

No

Opt.

Call

$

53,565

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

1,212,629

320

Long

Beach,

California,

Marina

Revenue

Bonds,

Alamitos

Bay

Marina

Project,

Series

2015,

5.000%,

5/15/24

No

Opt.

Call

320,041

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

1,099,630

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

2,379,522

1,475

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Senior

Lien

Series

2015D,

5.000%,

5/15/31,

(AMT)

5/25

at

100.00

1,490,773

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

5,582,320

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

2,251,250

500

5.000%,

5/15/34,

(AMT)

5/26

at

100.00

511,587

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

1,106,304

1,290

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

4

North

Natomas,

Refunding

Series

2015F,

5.000%,

9/01/27

9/25

at

100.00

1,307,286

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

299,945

3,000

San

Francisco

Airport

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Refunding

Second

Series

2023C,

5.500%,

5/01/38,

(AMT)

5/33

at

100.00

3,375,684

4,000

San

Francisco

Unified

School

District,

California,

General

Obligation

Bonds,

Proposition

A,

Election

of

2011

&

2006,

Series

2015C&F,

4.000%,

6/15/34

6/24

at

100.00

3,980,776

Total

California

70,712,044

Colorado

-

5.5%

1,000

Aerotropolis

Regional

Transportation

Authority,

Colorado,

Special

Revenue

Bonds,

Series

2021,

4.250%,

12/01/41

12/26

at

103.00

866,803

1,630

Arista

Metropolitan

District,

Broomfield

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Convertible

to

Unlimited

Tax

Series

2023A,

5.000%,

12/01/48

-

BAM

Insured

12/33

at

100.00

1,677,392

500

Bromley

Park

Metropolitan

District

No.

2,

In

the

City

of

Brighton,

Adams

and

Weld

Counties,

Colorado,

Senior

General

Obligation

Limited

Tax

Refunding

Bonds,

Series

2023,

5.500%,

12/01/43

-

BAM

Insured

12/33

at

100.00

550,318

5,785

Centennial

Water

and

Sanitation

District,

Douglas

County,

Colorado,

Water

and

Wastewater

Revenue

Bonds,

Series

2024,

5.250%,

12/01/53

12/33

at

100.00

6,292,013

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

444,507

1,330

Colorado

Department

of

Transportation,

Headquarters

Facilities

Lease

Purchase

Agreement

Certificates

of

Participation,

Series

2016,

5.000%,

6/15/35

6/26

at

100.00

1,354,100

5

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Colorado

(continued)

$

500

(c)

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Aspen

Ridge

School

Project,

Series

2015A,

5.000%,

7/01/36

7/25

at

100.00

$

500,414

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Littleton

Preparatory

Charter

School,

Series

2013

:

415

5.000%,

12/01/33

5/24

at

100.00

415,046

845

5.000%,

12/01/42

5/24

at

100.00

808,306

1,555

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Adventist

Health

System/Sunbelt

Obligated

Group,

Series

2016A,

5.000%,

11/15/41

5/26

at

100.00

1,573,331

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2022A

:

1,155

5.250%,

11/01/36

11/32

at

100.00

1,283,017

5,300

5.250%,

11/01/52

11/32

at

100.00

5,596,306

900

Colorado

Science

and

Technology

Park

Metropolitan

District

No.1,

Special

Revenue  Improvement

Bonds,

Refunding

Series

2018,

5.000%,

12/01/33

7/24

at

103.00

928,814

1,930

Colorado

Springs,

Colorado,

Utilities

System

Revenue

Bonds,

Improvement

Series

2014A-2,

4.000%,

11/15/34

11/24

at

100.00

1,932,002

4,000

Colorado

Springs,

Colorado,

Utilities

System

Revenue

Bonds,

Improvement

Series

2023A,

5.250%,

11/15/48

11/33

at

100.00

4,402,957

1,665

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022A,

5.500%,

11/15/35,

(AMT)

11/32

at

100.00

1,905,832

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022D

:

1,725

5.750%,

11/15/34,

(AMT)

11/32

at

100.00

2,028,806

805

5.750%,

11/15/35,

(AMT)

11/32

at

100.00

945,240

3,500

5.750%,

11/15/40,

(AMT)

11/32

at

100.00

3,969,169

2,500

5.750%,

11/15/41,

(AMT)

11/32

at

100.00

2,823,668

700

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2023B,

5.500%,

11/15/40,

(AMT)

11/33

at

100.00

782,014

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

1,109,058

500

5.000%,

12/01/36

12/26

at

100.00

507,608

5,000

Eagle,

Garfield

and

Routt

Counties

School

District

RE50J,

Colorado,

General

Obligation

Bonds,

Series

2024,

5.000%,

12/01/42

12/33

at

100.00

5,485,515

3,000

(c)

Falcon

Area

Water

and

Wastewater

Authority

(El

Paso

County,

Colorado),

Tap

Fee

Revenue

Bonds,

Series

2022A,

6.750%,

12/01/34

9/27

at

103.00

2,955,206

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

303,686

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

471,841

500

(c)

Hogback

Metropolitan

District,

Jefferson

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2021A,

5.000%,

12/01/51

12/26

at

103.00

424,405

2,000

Lakes

at

Centerra

Metropolitan

District

2,

Loveland,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

Series

2024A,

5.000%,

12/01/49

-

AGM

Insured

12/29

at

103.00

2,080,685

2,550

(c)

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

11/29

at

103.00

2,540,363

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

6

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Colorado

(continued)

$

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

$

502,926

1,300

Northern

Colorado

Water

Conservancy

District,

Certificates

of

Participation,

Series

2022,

5.250%,

7/01/52

7/31

at

100.00

1,387,273

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

1,329,190

1,035

(c)

Plaza

Metropolitan

District

1,

Lakewood,

Colorado,

Tax

Increment

Revenue

Bonds,

Refunding

Series

2013,

5.000%,

12/01/40

5/24

at

100.00

1,002,118

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

1,157,594

Ravenna

Metropolitan

District,

Douglas

County,

Colorado,

General

Obligation

Bonds,

Refunding

Limited

Tax

Series

2023

:

1,400

5.000%,

12/01/38

-

AGM

Insured

12/33

at

100.00

1,491,406

690

5.000%,

12/01/43

-

AGM

Insured

12/33

at

100.00

715,930

1,345

Silverstone

Metropolitan

District

3,

Weld

County,

Colorado,

General

Obligation

and

Special

Revenue

Bonds,

Limited

Tax

Series

2023,

7.750%,

12/01/45

12/28

at

103.00

1,357,012

State

of

Colorado,

Rural

Colorado,

Certificates

of

Participation,

Series

2022

:

2,060

6.000%,

12/15/39

12/32

at

100.00

2,457,458

7,870

6.000%,

12/15/40

12/32

at

100.00

9,297,535

900

Thompson

Crossing

Metropolitan

District

4,

Johnstown,

Larimer

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Refunding

&

Improvement

Series

2019,

5.000%,

12/01/39

9/24

at

103.00

866,799

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

805,901

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

1,211,629

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

938,344

700

Westerly

Metropolitan

District

4,

Weld

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2021A-1,

5.000%,

12/01/40

3/26

at

103.00

620,363

750

Wildwing

Metropolitan

District

5,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

and

Improvement

Series

2024,

4.500%,

12/01/53

-

AGM

Insured,

(WI/DD)

12/33

at

100.00

745,824

Total

Colorado

82,845,724

Connecticut

-

0.9%

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

4,447,700

Harbor

Point

Infrastructure

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Harbor

Point

Project,

Refunding

Series

2017

:

1,115

(c)

5.000%,

4/01/30

4/27

at

100.00

1,122,207

6,465

(c)

5.000%,

4/01/39

4/27

at

100.00

6,416,942

775

University

of

Connecticut,

General

Obligation

Bonds,

Series

2023A,

5.000%,

8/15/41

8/33

at

100.00

857,487

Total

Connecticut

12,844,336

7

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Delaware

-

0.1%

$

375

(c)

Bridgeville,

Delaware,

Special

Obligation

Bonds,

Heritage

Shores

Special

Development

District,

Series

2024,

5.250%,

7/01/44,

(WI/DD)

7/33

at

100.00

$

386,737

720

Delaware

State

Housing

Authority,

Senior

Single

Family

Mortgage

Revenue

Bonds,

Series

2024A,

4.625%,

7/01/49

1/33

at

100.00

718,686

Total

Delaware

1,105,423

District

of

Columbia

-

1.0%

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

2,053,269

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

2,053,269

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

1,122,749

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

1,574,804

3,500

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2014A,

5.000%,

10/01/28,

(AMT)

10/24

at

100.00

3,508,118

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

5,013,734

Total

District

of

Columbia

15,325,943

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

519,520

1,000

5.000%,

5/01/42

5/32

at

100.00

973,928

1,495

Bay

County

School

Board,

Florida,

Certificates

of

Participation,

Series

2022A,

5.500%,

7/01/42

7/32

at

100.00

1,645,003

715

Bay

County,

Florida,

Educational

Facilities

Revenue

Refunding

Bonds,

Bay

Haven

Charter

Academy,

Inc.

Project,

Series

2013A,

5.000%,

9/01/33

5/24

at

100.00

715,519

2,000

Brevard

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Health

First

Obligated

Group,

Series

2022A,

5.000%,

4/01/52

4/32

at

100.00

2,064,421

4,100

Broward

County

School

District,

Florida,

General

Obligation

Bonds,

School

Series

2022,

5.000%,

7/01/47

7/32

at

100.00

4,385,386

1,000

Broward

County,

Florida,

Port

Facilities

Revenue

Bonds,

Series

2022,

5.250%,

9/01/47,

(AMT)

9/32

at

100.00

1,055,391

4,000

(c)

Cabot

Citrus

Farms

Community

Development

District,

Florida,

Special

Revenue

Bond,

Anticipated

Note

Series

2024,

5.250%,

3/01/29

5/25

at

103.00

4,014,262

1,000

Cape

Coral,

Florida,

Water

and

Sewer

Revenue

Bonds,

Series

2023,

5.250%,

10/01/48

-

BAM

Insured

10/33

at

100.00

1,098,563

2,095

(c)

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Odyssey

Charter

School

Project,

Series

2019,

5.000%,

7/01/54

7/26

at

103.00

1,890,334

110

(c)

Charlotte

County

Industrial

Development

Authority,

Florida,

Utility

System

Revenue

Bonds,

Town

&

Country

Utilities

Project,

Series

2021A,

4.000%,

10/01/51,

(AMT)

10/31

at

100.00

90,098

Collier

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

Ave

Maria

University,

Refunding

Series

2023

:

2,235

5.500%,

6/01/30

No

Opt.

Call

2,333,503

2,490

5.500%,

6/01/32

No

Opt.

Call

2,620,642

Corkscrew

Crossing

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2023

:

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

8

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Florida

(continued)

$

500

4.300%,

5/01/33

No

Opt.

Call

$

498,155

1,000

5.100%,

5/01/43

5/33

at

100.00

984,463

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

1,165,329

2,375

Escambia

County

Health

Facilities

Authority,

Florida,

Health

Care

Facilities

Revenue

Bonds,

Baptist

Health

Care

Corporation

Obligated

Group,

Series

2020A,

5.000%,

8/15/32

2/30

at

100.00

2,479,869

2,950

Escambia

County

Health

Facilities

Authority,

Florida,

Health

Care

Facilities

Revenue

Bonds,

Baptist

Health

Care

Corporation

Obligated,

Series

2020A,

5.000%,

8/15/33

2/30

at

100.00

3,071,355

925

(c)

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Cornerstone

Charter

Schools

Project,

Series

2022,

5.000%,

10/01/32

10/29

at

100.00

939,859

120

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Downtown

Doral

Charter

Elementary

School

Project,

Series

2014A,

5.750%,

7/01/24

No

Opt.

Call

120,121

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Downtown

Doral

Charter

Upper

School

Project,

Series

2017C

:

175

(c)

5.150%,

7/01/27

No

Opt.

Call

176,337

385

(c)

5.750%,

7/01/47

7/27

at

101.00

385,388

170

(c)

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School

Income

Projects,

Series

2015A,

6.000%,

6/15/35

6/25

at

100.00

171,873

Florida

Development

Finance

Corporation,

Revenue

Bonds,

Brightline

Florida

Passenger

Rail

Expansion

Project,

Brightline

Trains

Florida

LLC

Issue,

Series

2024

:

5,500

5.000%,

7/01/44

-

AGM

Insured,

(AMT),

(WI/DD)

7/32

at

100.00

5,726,411

3,600

5.250%,

7/01/47

-

AGM

Insured,

(AMT),

(WI/DD)

7/32

at

100.00

3,796,300

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

1,064,053

12,000

Florida

Mid-Bay

Bridge

Authority,

Revenue

Bonds,

1st

Senior

Lien

Series

2015A,

5.000%,

10/01/35

10/25

at

100.00

12,118,303

2,285

Florida

State

Turnpike

Authority,

Turnpike

Revenue

Bonds,

Department

of

Transportation,

Series

2018A,

4.000%,

7/01/41

7/28

at

100.00

2,235,582

760

(c)

Fort

Lauderdale,

Florida,

Special

Assessment

Bonds,

Las

Olas

Isles

Undergrounding

Project,

Series

2022,

4.000%,

7/01/42

7/32

at

100.00

656,661

4,000

Hernando

County,

Florida,

Non-Ad

Valorem

Revenue

Bonds,

Series

2022,

5.250%,

6/01/47

6/32

at

100.00

4,280,086

1,905

Hialeah

Utility

Systems,

Florida,

Systems

Revenue

Bonds,

Refunding

Series

2022,

5.000%,

10/01/33

10/32

at

100.00

2,082,629

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

7,435,367

4,000

5.000%,

10/01/40,

(AMT)

10/24

at

100.00

4,002,271

3,250

(d)

5.000%,

10/01/40,

(Pre-refunded

10/01/24),

(AMT)

10/24

at

100.00

3,258,941

715

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Series

2018E,

5.000%,

10/01/35,

(AMT)

10/28

at

100.00

752,175

300

Hobe-Saint

Lucie

Conservancy

District,

Florida,

Special

Assessment

Revenue

Bonds,

Improvement

Unit

1A,

Series

2024,

5.600%,

5/01/44

5/34

at

100.00

304,518

9

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Florida

(continued)

$

2,860

Hollywood

Beach

Community

Development

District

1,

Florida,

Revenue

Bonds,

Public

Parking

Facilitiy

Project,

Refunding

Series

2020,

5.000%,

10/01/35

10/30

at

100.00

$

3,033,365

1,110

(c)

Jacksonville,

Florida,

Educational

Facilities

Revenue

Bonds,

Jacksonville

University

Project,

Series

2018B,

5.000%,

6/01/53

6/28

at

100.00

995,885

1,875

Julington

Creek

Plantation

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2023,

5.500%,

5/01/43

-

AGM

Insured

5/33

at

100.00

2,042,574

400

Lake

Worth

Beach,

Florida,

Consolidated

Utility

Revenue

Bonds,

Series

2022,

5.000%,

10/01/36

-

BAM

Insured

10/32

at

100.00

447,878

1,665

Lakeland,

Florida,

Energy

System

Revenue

Bonds,

Refunding

Series

2023,

5.000%,

10/01/42

10/33

at

100.00

1,802,377

10,000

Lakeland,

Florida,

Energy

System

Revenue

Bonds,

Series

2021,

5.000%,

10/01/48

No

Opt.

Call

10,750,564

885

Lauderhill,

Florida,

Water

and

Sewer

Revenue

Bonds,

Series

2023,

5.000%,

10/01/48

-

AGM

Insured

10/33

at

100.00

936,469

855

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2007A,

5.250%,

6/15/27

5/24

at

100.00

851,550

265

(c)

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2012A,

5.000%,

6/15/24

5/24

at

100.00

264,794

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2024A

:

1,000

(c)

6.000%,

6/15/38

6/31

at

103.00

1,005,566

1,000

(c)

6.250%,

6/15/42

6/31

at

103.00

1,005,490

605

Lee

County,

Florida,

Solid

Waste

System

Revenue

Bonds,

Refunding

Series

2016,

5.000%,

10/01/26,

(AMT)

No

Opt.

Call

612,472

2,895

Manatee

County,

Florida,

Public

Utilities

Revenue

Bonds,

Improvement

and

Refunding

Series

2023,

4.000%,

10/01/48

4/33

at

100.00

2,784,044

Miami

Beach

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Mount

Sinai

Medical

Center

of

Florida

Project,

Refunding

2014

:

9,250

5.000%,

11/15/39

11/24

at

100.00

9,268,310

6,550

5.000%,

11/15/44

11/24

at

100.00

6,562,477

Miami

Dade

County,

Florida,

Rickenbacker

Causeway

Revenue

Bonds,

Series

2014

:

900

5.000%,

10/01/27

10/24

at

100.00

902,783

920

5.000%,

10/01/28

10/24

at

100.00

923,265

500

5.000%,

10/01/30

10/24

at

100.00

501,904

325

Miami-Dade

County

Expressway

Authority,

Florida,

Toll

System

Revenue

Bonds,

Series

2010A,

5.000%,

7/01/40

5/24

at

100.00

321,456

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2014A

:

1,145

5.000%,

10/01/28,

(AMT)

10/24

at

100.00

1,147,750

10,000

5.000%,

10/01/33,

(AMT)

10/24

at

100.00

10,019,881

4,000

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2018A,

5.000%,

10/01/38,

(AMT)

10/28

at

100.00

4,122,184

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

1,484,816

1,575

5.000%,

10/01/41,

(AMT)

10/32

at

100.00

1,618,666

745

Osceola

County,

Florida,

Transportation

Revenue

Bonds,

Osceola

Parkway,

Refunding

&

Improvement

Series

2019A-1,

5.000%,

10/01/29

No

Opt.

Call

801,980

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

10

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Florida

(continued)

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

$

652,048

750

5.000%,

11/01/36

11/32

at

100.00

779,096

1,520

5.000%,

11/01/47

11/32

at

100.00

1,521,683

2,175

5.000%,

11/01/52

11/32

at

100.00

2,148,133

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

1,109,849

1,000

Poitras

East

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2023,

4.200%,

5/01/33

No

Opt.

Call

994,815

Pompano

Beach,

Florida,

Revenue

Bonds,

John

Knox

Village

Project,

Series

2015

:

225

5.000%,

9/01/24

No

Opt.

Call

224,954

410

5.000%,

9/01/35

9/24

at

100.00

410,388

5,000

Sarasota

County

Public

Hospital

District,

Florida,

Hospital

Revenue

Bonds,

Sarasota

Memorial

Hospital

Project,

Series

2018,

5.000%,

7/01/38

7/28

at

100.00

5,165,480

2,120

Sarasota

County,

Florida,

Utility

System

Revenue

Bonds,

Series

2022,

5.250%,

10/01/52

10/32

at

100.00

2,301,226

4,440

Sarasota

County,

Florida,

Utility

System

Revenue

Bonds,

Series

2023,

5.000%,

10/01/48

4/33

at

100.00

4,745,801

St.

Johns

County

School

Board,

Florida,

Certificates

of

Participation,

Series

2024A

:

2,200

5.250%,

7/01/46

-

AGM

Insured

7/33

at

100.00

2,397,142

3,000

5.500%,

7/01/49

-

AGM

Insured

7/33

at

100.00

3,312,677

1,350

Sumter

County

School

Board,

Florida,

Certificates

of

Participation,

Series

2024,

5.250%,

1/01/49

-

AGM

Insured,

(WI/DD)

7/33

at

100.00

1,449,218

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

1,547,606

4,090

Tampa,

Florida,

Water

and

Wastewater

Systems

Revenue

Bonds,

Green

Series

2022A,

5.250%,

10/01/57

10/32

at

100.00

4,420,970

15

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-2,

6.610%,

5/01/40

5/24

at

100.00

14,541

Village

Community

Development

District

10,

Sumter

County,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2023

:

1,110

5.000%,

5/01/39

-

AGM

Insured

5/33

at

100.00

1,194,200

985

5.000%,

5/01/40

-

AGM

Insured

5/33

at

100.00

1,054,263

2,930

(c)

Village

Community

Development

District

14,

Leesburg,

Florida,

Special

Assessment

Bonds,

Series

2022,

4.750%,

5/01/32

5/30

at

100.00

3,042,914

Total

Florida

183,808,120

Georgia

-

1.4%

3,000

Atlanta,

Georgia,

Airport

General

Revenue

Bonds,

Series

2022B,

5.000%,

7/01/38,

(AMT)

7/32

at

100.00

3,230,070

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

2,477,856

1,000

Columbia

County

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

WellStar

Health

System,

Inc.

Project,

Series

2023B,

5.750%,

4/01/53

4/33

at

100.00

1,107,882

8,425

Coweta

County

Development

Authority,

Georgia,

Revenue

Bonds,

Piedmont

Healthcare,

Inc.

Project,

Series

2019A,

5.000%,

7/01/44

7/29

at

100.00

8,615,985

1,860

Georgia

Ports

Authority,

Revenue

Bonds,

Series

2022,

5.250%,

7/01/43

7/32

at

100.00

2,063,935

11

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Georgia

(continued)

$

950

Henry

County

Hospital

Authority,

Georgia,

Revenue

Certificates,

Piedmont

Henry

Hospital

Project,

Series

2014A,

5.000%,

7/01/34

7/24

at

100.00

$

951,681

2,500

(c)

Marietta

Development

Authority,

Georgia,

University

Facilities

Revenue

Bonds,

Life

University,

Inc.

Project,

Refunding

Series

2017A,

5.000%,

11/01/27

No

Opt.

Call

2,512,569

Total

Georgia

20,959,978

Guam

-

0.1%

1,000

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D,

5.000%,

11/15/33

11/25

at

100.00

1,011,734

Total

Guam

1,011,734

Hawaii

-

0.5%

1,600

Hawaii

Department

of

Transportation

-

Airports

Division,

Lease

Revenue

Certificates

of

Participation,

Series

2013,

5.000%,

8/01/28,

(AMT)

5/24

at

100.00

1,600,447

3,840

Honolulu

City

and

County,

Hawaii,

General

Obligation

Bonds,

Series

2022B,

5.250%,

7/01/41

7/32

at

100.00

4,270,452

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

426,288

470

4.000%,

5/15/30

No

Opt.

Call

452,647

375

5.000%,

5/15/31

No

Opt.

Call

384,480

250

5.000%,

5/15/32

No

Opt.

Call

256,800

Total

Hawaii

7,391,114

Idaho

-

1.2%

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

503,192

1,000

5.000%,

6/01/30

12/24

at

100.00

1,006,040

2,090

5.000%,

6/01/31

12/24

at

100.00

2,102,026

610

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Madison

Memorial

Hospital

Project,

Refunding

Series

2016,

5.000%,

9/01/29

9/26

at

100.00

613,192

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Saint

Luke's

Health

System

Project,

Series

2018A

:

1,250

5.000%,

3/01/37

9/28

at

100.00

1,283,637

4,000

4.000%,

3/01/38

9/28

at

100.00

3,901,386

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

6,681,552

1,170

(c)

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Future

Public

School

Project,

Series

2022A,

4.000%,

5/01/32

5/29

at

103.00

1,091,449

750

(c)

Spring

Valley

Community

Infrastructure

District

1,

Eagle,

Idaho,

Special

Assessment

Bonds,

Series

2024,

6.250%,

9/01/53

3/29

at

103.00

761,074

Total

Idaho

17,943,548

Illinois

-

7.3%

569

Chicago,

Illinois,

Certificates

of

Participation,

Tax

Increment

Allocation

Revenue

Bonds,

Pullman

Park/Chicago

Redevelopement

Project,

Series

2013A,

7.125%,

3/15/33

5/24

at

100.00

569,032

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

655,423

Chicago,

Illinois,

General

Obligation

Bonds,

Chicago

Works

Series

2023A

:

3,850

5.000%,

1/01/35

1/32

at

100.00

4,159,806

1,685

5.500%,

1/01/39

1/32

at

100.00

1,831,476

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

12

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Illinois

(continued)

$

3,000

Chicago,

Illinois,

General

Obligation

Bonds,

Project

and

Refunding

Series

2005D,

5.500%,

1/01/40

1/25

at

100.00

$

3,009,042

Chicago,

Illinois,

Midway

Airport

Revenue

Bonds,

Refunding

Senior

Lien

Series

2023C

:

5,000

5.000%,

1/01/33

No

Opt.

Call

5,456,019

385

5.000%,

1/01/40

1/34

at

100.00

405,818

1,500

5.000%,

1/01/41

1/34

at

100.00

1,573,957

4,320

Chicago,

Illinois,

Water

Revenue

Bonds,

Refunding

Second

Lien

Series

2012,

4.000%,

11/01/37

5/24

at

100.00

4,247,373

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

5,180,307

2,000

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Refunding

Series

2014,

4.000%,

8/01/38

8/24

at

100.00

1,982,718

525

Illinois

Finance

Authority,

Revenue

Bonds,

Bradley

University,

Refunding

Series

2021A,

4.000%,

8/01/39

8/31

at

100.00

492,461

Illinois

Finance

Authority,

Revenue

Bonds,

DePaul

College

Prep

Foundation,

Series

2023A

:

1,220

(c)

4.300%,

8/01/28

No

Opt.

Call

1,230,304

1,000

(c)

5.250%,

8/01/38

8/33

at

100.00

1,062,373

3,000

(d)

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

3,127,309

Illinois

Finance

Authority,

Revenue

Bonds,

Northshore

University

HealthSystem,

Series

2020A

:

1,750

4.000%,

8/15/40

8/30

at

100.00

1,711,645

2,000

4.000%,

8/15/41

8/30

at

100.00

1,935,773

9,885

Illinois

Finance

Authority,

Revenue

Bonds,

Northwestern

Memorial

Healthcare,

Series

2017A,

4.000%,

7/15/47

1/28

at

100.00

9,421,767

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

2,762,257

12,000

Illinois

Finance

Authority,

Revenue

Bonds,

Silver

Cross

Hospital

and

Medical

Centers,

Refunding

Series

2015C,

5.000%,

8/15/44

8/25

at

100.00

12,059,102

Illinois

Finance

Authority,

Revenue

Bonds,

Smith

Crossing,

Refunding

Series

2022

:

725

4.000%,

10/15/30

4/29

at

103.00

671,416

Illinois

Finance

Authority,

Student

Housing

&

Academic

Facility

Revenue

Bonds,

CHF-Collegiate

Housing

Foundation

-

Chicago

LLC

University

of

Illinois

at

Chicago

Project,

Series

2017A

:

830

5.000%,

2/15/26

No

Opt.

Call

834,442

400

5.000%,

2/15/29

8/27

at

100.00

406,019

1,415

Illinois

Housing

Development

Authority,

Revenue

Bonds,

Social

Series

2022G,

6.250%,

10/01/52

4/32

at

100.00

1,505,026

5,425

Illinois

Sports

Facility

Authority,

State

Tax

Supported

Bonds,

Refunding

Series

2014,

5.250%,

6/15/32

-

AGM

Insured

6/24

at

100.00

5,427,235

2,000

Illinois

State,

General

Obligation

Bonds,

December

Series

2017B,

5.000%,

12/01/24

No

Opt.

Call

2,011,404

5,000

Illinois

State,

General

Obligation

Bonds,

May

Series

2020,

5.500%,

5/01/30

No

Opt.

Call

5,327,465

6,000

Illinois

State,

General

Obligation

Bonds,

November

Series

2017D,

5.000%,

11/01/28

11/27

at

100.00

6,263,819

2,000

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Refunding

Senior

Series

2024A,

5.000%,

1/01/38

7/34

at

100.00

2,281,653

13

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Illinois

(continued)

$

5,330

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Senior

Lien

Series

2015B,

5.000%,

1/01/40

1/26

at

100.00

$

5,425,371

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

5,147,369

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

1,205,438

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

646,444

1,000

Romeoville,

Will

County,

Illinois,

Revenue

Bonds,

Lewis

University

Project,

Refunding

Series

2018B,

5.000%,

10/01/39

4/25

at

100.00

961,668

1,000

Sangamon

County

School

District

186

Springfield,

Illinois,

General

Obligation

Bonds,

Alternate

Revenue

Source

Series

2023,

5.500%,

6/01/48

-

AGM

Insured

6/33

at

100.00

1,074,565

2,250

Southwestern

Illinois

Development

Authority,

Local

Government

Revenue

Bonds,

Edwardsville

Community

Unit

School

District

7

Project,

Series

2023A,

5.500%,

12/01/35

-

BAM

Insured

12/31

at

100.00

2,575,167

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

2,207,113

4,000

Will

County,

Illinois,

General

Obligation

Bonds,

Alternate

Revenue

Source

Series

2019,

4.000%,

11/15/47

11/29

at

100.00

3,712,119

Total

Illinois

110,557,695

Indiana

-

5.1%

Avon

Community

School

Building

Corporation,

Hendricks

County,

Indiana,

First

Mortgage

Bonds,

Ad

Valorem

Property

Tax

Series

2023

:

1,000

5.500%,

7/15/41

7/33

at

100.00

1,132,721

1,625

5.500%,

1/15/43

7/33

at

100.00

1,818,718

3,500

Brownsburg

1999

School

Building

Corporation,

Indiana,

First

Mortgage

Bonds,

Series

2023,

5.500%,

7/15/40

7/31

at

100.00

3,843,030

2,500

Evansville,

Indiana,

Waterworks

District

Revenue

Bonds,

Series

2022A,

5.000%,

7/01/47

-

BAM

Insured

1/32

at

100.00

2,606,167

1,000

(c)

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

6/30

at

100.00

909,560

850

IIndiana

Finance

Authority,

Hospital

Revenue

Bonds,

Parkview

Health,

Series

2018A,

4.000%,

11/01/48

11/28

at

100.00

772,609

4,000

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

DePauw

University

Project,

Series

2022A,

5.000%,

7/01/42

7/32

at

100.00

4,055,428

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

3,791,129

520

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Seven

Oaks

Classical

School

Project,

Series

2021A,

5.000%,

6/01/51

6/31

at

100.00

425,733

4,195

Indiana

Finance

Authority,

Health

System

Revenue

Bonds,

Franciscan

Alliance,

Inc

Obligated

Group,

Series

2016B,

5.000%,

11/01/41

11/25

at

100.00

4,234,394

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Goshen

Health,

Series

2019A

:

1,020

5.000%,

11/01/31

5/29

at

100.00

1,046,607

1,110

5.000%,

11/01/33

5/29

at

100.00

1,134,249

760

5.000%,

11/01/34

5/29

at

100.00

776,382

665

5.000%,

11/01/35

5/29

at

100.00

679,012

235

4.000%,

11/01/36

5/29

at

100.00

223,391

1,125

4.000%,

11/01/43

5/29

at

100.00

1,004,322

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

14

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Indiana

(continued)

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Reid

Health

Series

2022

:

$

1,785

5.000%,

1/01/42

-

AGM

Insured

1/32

at

100.00

$

1,866,824

1,700

5.000%,

1/01/52

-

AGM

Insured

1/32

at

100.00

1,735,040

Indiana

Finance

Authority,

Indiana,

Health

Facilities

Project

Revenue

Bonds,

Margaret

Mary

Health

Project,

Series

2024A

:

2,000

5.500%,

3/01/44

3/34

at

100.00

2,108,155

2,700

5.750%,

3/01/54

3/34

at

100.00

2,850,729

2,020

Indiana

Health

Facility

Financing

Authority,

Revenue

Bonds,

Ascension

Health,

Series

2001A-1,

5.000%,

11/15/34

11/25

at

100.00

2,052,640

785

Indiana

Housing

and

Community

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2024A-1,

4.650%,

7/01/49

1/33

at

100.00

785,677

3,000

Indiana

Municipal

Power

Agency,

Power

Supply

System

Revenue

Bonds,

Series

2022A,

5.500%,

1/01/47

1/32

at

100.00

3,271,863

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

1,090,454

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Airport

Authority

Project

Revenue

Bonds,

Series

2023I-2

:

500

5.250%,

1/01/42,

(AMT)

1/33

at

100.00

539,960

500

5.250%,

1/01/43,

(AMT)

1/33

at

100.00

537,693

1,030

5.250%,

1/01/48,

(AMT)

1/33

at

100.00

1,091,644

2,235

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Circle

City

Forward

Phase

II

Project

Revenue

Bonds,

Series

2023B,

5.250%,

2/01/48

8/33

at

100.00

2,432,727

5,850

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Revenue

Bonds,

Ad

Valorem

Property

Tax

Funded

Project

Series

2023D,

6.000%,

2/01/48

2/33

at

100.00

6,710,427

IPS

Multi-School

Building

Corporation,

Indiana,

First

Mortgage

Revenue

Bonds,

Social

Series

2022

:

630

5.500%,

7/15/37

7/32

at

100.00

722,862

500

5.500%,

7/15/39

7/32

at

100.00

568,089

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

3,393,492

3,500

5.500%,

7/15/38

7/32

at

100.00

3,946,065

1,280

5.500%,

7/15/40

7/32

at

100.00

1,425,011

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

1,267,277

2,480

North

Montgomery

High

School

Building

Corporation,

Indiana,

First

Mortgage

Bonds,

Series

2018,

5.000%,

7/15/36

7/26

at

100.00

2,527,720

4,000

Terre

Haute

Sanitary

District,

Indiana,

Revenue

Bonds,

Bond

Anticipation

Notes

Series

2023,

5.250%,

9/28/28

7/24

at

100.00

4,000,716

Tippecanoe

County

NSE08

School

Building

Corporation,

Indiana,

Ad

Valorem

Property

Tax

First

Mortgage

Bonds,

Series

2023B

:

465

6.000%,

7/15/41

7/33

at

100.00

545,434

1,325

6.000%,

1/15/43

7/33

at

100.00

1,542,565

Warrick

County

School

Corporation,

Indiana,

General

Obligation

Bonds,

Series

2023

:

1,125

5.000%,

7/15/24

No

Opt.

Call

1,125,506

1,050

5.000%,

1/15/25

No

Opt.

Call

1,053,522

Total

Indiana

77,645,544

15

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

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

$

3,055,788

Total

Iowa

3,055,788

Kansas

-

0.5%

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

1,025,804

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

209,083

1,500

Marion

County

Unified

School

District

No

410

Durham,

Kansas,

General

Obligation

Bonds,

Series,

4.000%,

9/01/44

9/33

at

100.00

1,427,126

2,700

Unified

School

District

No.

491,

Douglas

County.

Kansas,

General

Obligation

Bonds,

Refunding

and

School

Building,

Eudora

Series

2023A,

5.000%,

9/01/42

-

AGM

Insured

9/32

at

100.00

2,876,643

2,350

University

of

Kansas

Hospital

Authority,

Health

Facilities

Revenue

Bonds,

KU

Health

System,

Refunding

&

Improvement

Series

2015,

5.000%,

9/01/33

9/25

at

100.00

2,394,168

Total

Kansas

7,932,824

Kentucky

-

0.1%

1,250

Kentucky

State

Property

and

Buildings

Commission,

Revenue

Bonds,

Project

127,

Series

2022A,

5.250%,

6/01/39

6/32

at

100.00

1,380,902

Total

Kentucky

1,380,902

Louisiana

-

2.2%

4,000

Greater

New

Orleans

Expressway

Commission,

Louisiana,

Toll

Revenue

Bonds,

Subordinate

Lien

Series

2017,

5.000%,

11/01/42

-

AGM

Insured

11/25

at

100.00

4,041,476

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

5,207,512

200

(c)

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Lincoln

Preparatory

School

Project,

Series

2021A,

5.000%,

6/01/31

No

Opt.

Call

191,927

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

2,067,583

2,000

5.000%,

5/15/34

5/27

at

100.00

2,068,940

2,640

5.000%,

5/15/35

5/27

at

100.00

2,728,734

2,000

Louisiana

Public

Facilities

Authority,

Louisiana,

Revenue

Bonds,

Loyola

University

of

New

Orleans

Project,

Refunding

Series

2023A,

5.000%,

10/01/43

4/33

at

100.00

2,072,384

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

3,956,016

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

411,288

500

5.000%,

1/01/35,

(AMT)

1/27

at

100.00

513,853

355

5.000%,

1/01/36,

(AMT)

1/27

at

100.00

364,186

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

3,078,614

860

5.000%,

4/01/38

-

AGM

Insured,

(AMT)

4/28

at

100.00

879,872

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

16

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Louisiana

(continued)

$

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

$

5,287,066

Total

Louisiana

32,869,451

Maine

-

0.1%

500

Maine

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Series

2022C,

5.500%,

7/01/38

-

AGM

Insured

7/32

at

100.00

556,485

700

Maine

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Series

2023A,

5.000%,

7/01/42

-

AGM

Insured

7/33

at

100.00

736,645

Total

Maine

1,293,130

Maryland

-

0.7%

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

2,025,389

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

255,989

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LifeBridge

Health

System,

Series

2015

:

1,200

(d)

4.000%,

7/01/35,

(Pre-refunded

7/01/25)

7/25

at

100.00

1,204,821

625

(d)

5.000%,

7/01/40,

(Pre-refunded

7/01/25)

7/25

at

100.00

634,565

2,120

(d)

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

2,121,690

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

4,716,321

Total

Maryland

10,958,775

Massachusetts

-

0.5%

3,280

Massachusetts

State,

General

Obligation

Bonds,

Refunding

Series

2023B,

5.000%,

5/01/43

5/33

at

100.00

3,584,881

4,000

Massachusetts

State,

General

Obligation

Bonds,

Refunding

Series

2024A,

5.000%,

3/01/40

3/34

at

100.00

4,495,523

Total

Massachusetts

8,080,404

Michigan

-

2.4%

1,090

Belding

School

District,

Ionia,

Kent

and

Montcalm

Counties,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2022,

5.250%,

5/01/48

5/32

at

100.00

1,165,492

5,000

Flat

Rock

Community

School

District,

Wayne

County,

Michigan,

General

Obligation

Bonds,

Refunding

School

Building

and

Site

Series

2023,

5.250%,

5/01/52

5/32

at

100.00

5,345,590

5

(d)

Kalamazoo

Hospital

Finance

Authority,

Michigan,

Hospital

Revenue

Bonds,

Bronson

Healthcare

Group,

Inc.,

Refunding

Series

2016,

5.000%,

5/15/26,

(ETM)

No

Opt.

Call

5,148

4,000

Lansing,

Ingham

and

Eaton

Counties,

Michigan,

General

Obligation

Bonds,

Refunding

&

Capital

Improvement

Series

2023B,

5.000%,

6/01/42

-

AGM

Insured

6/33

at

100.00

4,313,968

825

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

McLaren

Health

Care,

Refunding

Series

2015B,

5.000%,

5/15/34

5/25

at

100.00

833,722

2,500

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

McLaren

Health

Care,

Series

2019A,

5.000%,

2/15/32

8/29

at

100.00

2,670,318

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

Sparrow

Obligated

Group,

Refunding

Series

2022A

:

17

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Michigan

(continued)

$

3,600

(d)

5.000%,

11/15/33,

(Pre-refunded

11/15/32)

11/32

at

100.00

$

4,099,442

3,785

(d)

5.000%,

11/15/34,

(Pre-refunded

11/15/32)

11/32

at

100.00

4,310,107

3,975

(d)

5.000%,

11/15/35,

(Pre-refunded

11/15/32)

11/32

at

100.00

4,526,467

375

(c)

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

7/27

at

100.00

282,810

1,000

Michigan

Mathematics

&

Science

Initiative,

Michigan,

Public

School

Academy

Revenue

Bonds,

Series

2021,

4.000%,

1/01/51

1/31

at

100.00

805,712

5,000

Michigan

State,

Trunk

Line

Fund

Bonds,

Rebuilding

Michigan

Program,

Series

2021A,

4.000%,

11/15/44

11/31

at

100.00

4,953,672

3,000

Wyoming

Public

Schools,

Kent

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2023,

5.000%,

5/01/43

-

AGM

Insured

5/33

at

100.00

3,205,631

Total

Michigan

36,518,079

Minnesota

-

0.6%

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

4,259,996

450

Forest

Lake,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Lakes

International

Language

Academy,

Series

2014A,

4.500%,

8/01/26

5/24

at

101.00

447,504

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

1,881,137

1,000

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2022M,

5.100%,

7/01/42

1/32

at

100.00

1,049,453

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

1,003,963

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

776,256

Total

Minnesota

9,418,309

Mississippi

-

1.4%

3,180

Medical

Center

Educational

Building

Corporation,

Mississippi,

Revenue

Bonds,

University

of

Mississippi

Medical

Center,

Colony

Park

Teaching

Campus,

Series

2023A,

5.000%,

6/01/42

6/33

at

100.00

3,352,642

5,000

Mississippi

Home

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Series

2023C,

4.550%,

12/01/43

6/32

at

100.00

5,056,614

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

4,019,074

8,500

5.000%,

9/01/46

9/26

at

100.00

8,445,126

Total

Mississippi

20,873,456

Missouri

-

2.1%

2,500

(c)

Lee's

Summit,

Missouri,

Special

Obligation

Tax

Increment

and

Special

District

Improvement

Bonds,

Summit

Fair

Project,

Refunding

Series

2017,

4.875%,

11/01/37

11/27

at

100.00

2,264,007

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

2,123,127

4,000

Missouri

Development

Finance

Board,

Revenue

Bonds,

Zoo

Projects,

Series

2022,

5.500%,

5/01/42

5/32

at

100.00

4,366,556

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

2,864,580

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

18

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Missouri

(continued)

$

10,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2012,

4.000%,

11/15/42

5/24

at

100.00

$

9,373,417

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

655,031

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

2,443,717

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

2,535,598

253

Saint

Louis,

Missouri,

Tax

Increment

Financing

Revenue

Notes,

Marquette

Building

Redevelopment

Project,

Series

2008-A,

6.500%,

1/23/28

5/24

at

100.00

103,730

510

(c)

Taney

County

Industrial

Development

Authority,

Missouri,

Sales

Tax

Revenue

Improvement

Bonds,

Big

Cedar

Infrastructure

Project

Series

2023,

6.000%,

10/01/49

10/30

at

100.00

495,459

1,300

Transportation

Development

District,

Missouri,

Transportation

Sales

Tax

Revenue

Bonds,

Series

2017,

4.500%,

6/01/36

6/26

at

100.00

1,303,084

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

2,507,176

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

697,099

Total

Missouri

31,732,581

Montana

-

1.2%

3,000

Montana

Board

of

Housing,

Single

Family

Mortgage

Bonds,

Series

2023A,

4.450%,

12/01/43

12/32

at

100.00

3,012,315

1,220

Montana

Facility

Finance

Authority,

Hospital

Revenue

Bonds,

Benefis

Health

System

Obligated

Group,

Refunding

Series

2016,

5.000%,

2/15/31

2/27

at

100.00

1,253,752

5,000

Montana

Facility

Finance

Authority,

Revenue

Bonds,

Billings

Clinic

Obligated

Group,

Series

2018A,

5.000%,

8/15/48

8/28

at

100.00

5,092,287

8,720

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

9,388,248

Total

Montana

18,746,602

Nebraska

-

1.4%

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

1,081,730

1,070

5.000%,

11/15/37

5/27

at

100.00

1,102,769

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

917,611

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

1,894,061

1,750

Douglas

County

Sanitary

and

Improvement

District

608

North

Streams,

Nebraska,

General

Obligation

Bonds,

Series

2022,

5.750%,

12/15/37

6/27

at

100.00

1,618,384

1,045

Douglas

County

Sanitary

and

Improvement

District

608

North

Streams,

Nebraska,

General

Obligation

Bonds,

Series

2023,

7.000%,

10/15/38

4/28

at

100.00

1,012,640

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

530,143

19

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Nebraska

(continued)

$

2,500

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2023G,

5.150%,

9/01/43

9/32

at

100.00

$

2,587,866

3,000

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2024A,

4.500%,

9/01/44

3/33

at

100.00

3,010,492

5,000

Omaha

Public

Power

District,

Nebraska,

Electric

System

Revenue

Bonds,

Refunding

Subordinated

Lien

Series

2014CC,

4.000%,

2/01/38

5/24

at

100.00

4,972,339

2,800

Southeast

Community

College

Area,

Nebraska,

Certificates

of

Participation,

Series

2018,

5.000%,

12/15/47

6/28

at

100.00

2,937,453

Total

Nebraska

21,665,488

Nevada

-

1.8%

1,000

Carson

City,

Nevada,

Hospital

Revenue

Bonds,

Carson

Tahoe

Regional

Healthcare

Project,

Series

2017A,

5.000%,

9/01/33

9/27

at

100.00

1,026,309

Clark

County

Water

Reclamation

District,

Nevada,

General

Obligation

Water

Bonds,

Limited

Tax

Series

2023

:

2,425

5.000%,

7/01/41

7/33

at

100.00

2,668,336

12,335

5.000%,

7/01/47

7/33

at

100.00

13,239,798

4,000

Clark

County,

Nevada  Airport

Revenue

Bonds,

Senior

Series

2015A,

5.000%,

7/01/40

7/25

at

100.00

4,035,788

2,000

Clark

County,

Nevada,

Airport

Revenue

Bonds,

Jet

Aviation

Fuel

Tax,

Refunding

Series

2022A,

5.000%,

7/01/26,

(AMT)

No

Opt.

Call

2,054,941

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

1,371,296

775

Henderson,

Nevada,

Local

Improvement

Bonds,

Local

Improvement

District

T-22

Rainbow

Canyon

Phase

II,

Series

2023,

5.000%,

3/01/38

3/33

at

100.00

773,398

600

Las

Vegas

Special

Improvement

District

613,

Nevada,

Local

Improvement

Bonds,

Sunstone

Phases

III

and

IV

Series

2024,

5.500%,

12/01/53,

(WI/DD)

12/34

at

100.00

599,594

885

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

812

Summerlin

Village

24,

Series

2015,

4.250%,

12/01/24

No

Opt.

Call

883,255

435

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

814

Summerlin

Village

21&

24A,

Series

2019,

3.250%,

6/01/24

No

Opt.

Call

433,960

Total

Nevada

27,086,675

New

Hampshire

-

1.4%

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

3,189,045

1,950

5.000%,

7/01/37

7/27

at

100.00

1,957,999

670

5.000%,

7/01/44

7/27

at

100.00

608,527

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

4,126,413

9,455

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

University

System

of

New

Hampshire,

Series

2015,

5.000%,

7/01/40

7/25

at

100.00

9,478,015

1,350

New

Hampshire

Housing

Finance

Authority,

Single

Family

Mortgage

Acquisition

Bonds,

Social

Series

2023B,

4.450%,

7/01/43

7/32

at

100.00

1,356,302

Total

New

Hampshire

20,716,301

New

Jersey

-

2.2%

Middlesex

County

Improvement

Authority,

New

Jersey,

General

Obligation

Lease

Revenue

Bonds,

New

Jersey

Health

+

Life

Science

Exchange

-

H-1

Project

Series

2023A

:

3,920

5.000%,

8/15/49

8/33

at

100.00

4,227,022

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

20

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

New

Jersey

(continued)

$

2,715

5.000%,

8/15/53

8/33

at

100.00

$

2,888,495

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

5,829,591

1,500

New

Jersey

Economic

Development

Authority,

Private

Activity

Bonds,

The

Goethals

Bridge

Replacement

Project,

Series

2013,

5.125%,

1/01/39

-

AGM

Insured,

(AMT)

5/24

at

100.00

1,499,990

New

Jersey

Economic

Development

Authority,

Special

Facility

Revenue

Bonds,

Port

Newark

Container

Terminal

LLC

Project,

Refunding

Series

2017

:

1,800

5.000%,

10/01/24,

(AMT)

No

Opt.

Call

1,803,442

3,500

5.000%,

10/01/37,

(AMT)

10/27

at

100.00

3,584,708

2,235

5.000%,

10/01/47,

(AMT)

10/27

at

100.00

2,248,821

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

5,248,260

1,700

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

Program

Bonds,

Series

2022CC,

5.250%,

6/15/36

12/32

at

100.00

1,932,245

1,700

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2009C,

5.250%,

6/15/32

12/24

at

100.00

1,712,753

200

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2015AA,

5.250%,

6/15/32

6/25

at

100.00

203,396

South

Jersey

Port

Corporation,

New

Jersey,

Marine

Terminal

Revenue

Bonds,

Subordinate

Series

2017B

:

1,300

5.000%,

1/01/35,

(AMT)

1/28

at

100.00

1,358,668

1,250

5.000%,

1/01/36,

(AMT)

1/28

at

100.00

1,302,819

Total

New

Jersey

33,840,210

New

Mexico

-

0.1%

2,000

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2023D,

5.150%,

9/01/43

9/32

at

100.00

2,098,480

Total

New

Mexico

2,098,480

New

York

-

7.4%

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

383,162

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

392,102

Build

New

York

Resource

Corporation

Revenue

Bonds,

East

Harlem

Scholars

Academy

Charter

School

Project,

Series

2022

(Social

Bonds)

:

400

(c)

5.000%,

6/01/32

6/30

at

100.00

413,315

1,250

(c)

5.750%,

6/01/42

6/30

at

100.00

1,297,250

1,335

Dormitory

Authority

of

the

State

of

New

York,

Columbia

University

Revenue

Bonds,

Series

2020A,

5.000%,

10/01/50

No

Opt.

Call

1,520,334

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

830,998

500

5.000%,

7/01/38

7/30

at

100.00

525,506

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

655,595

525

5.000%,

7/01/34

7/29

at

100.00

465,962

925

4.000%,

7/01/38

7/29

at

100.00

725,687

800

5.000%,

7/01/41

7/29

at

100.00

689,347

21

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

New

York

(continued)

$

9,000

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Icahn

School

of

Medicine

at

Mount

Sinai,

Refunding

Series

2015A,

5.000%,

7/01/32

7/25

at

100.00

$

9,061,408

5,000

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Memorial

Sloan

Kettering

Cancer

Center

Series

2022-1A,

4.000%,

7/01/51

7/32

at

100.00

4,733,237

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

2,524,974

470

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Montefiore

Obligated

Group,

Series

2020A,

5.000%,

9/01/28

No

Opt.

Call

477,536

300

(c)

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Orange

Regional

Medical

Center

Obligated

Group,

Series

2017,

5.000%,

12/01/29

6/27

at

100.00

290,533

1,575

Liberty

Development

Corporation,

New

York,

Goldman

Sachs

Headquarter

Revenue

Bonds,

Series

2005,

5.250%,

10/01/35

No

Opt.

Call

1,814,630

580

Liberty

Development

Corporation,

New

York,

Goldman

Sachs

Headquarters

Revenue

Bonds

Series

2007,

5.500%,

10/01/37

No

Opt.

Call

675,887

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

1,013,226

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

1,980,221

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Rochester

Regional

Health

Project,

Series

2020A

:

600

5.000%,

12/01/24

No

Opt.

Call

601,391

750

5.000%,

12/01/25

No

Opt.

Call

757,544

2,066

Nassau

County

Tobacco

Settlement

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Refunding

Series

2006A-2,

5.250%,

6/01/26

5/24

at

100.00

2,028,332

370

New

Rochelle

Corporation,

New

York,

Local

Development

Revenue

Bonds,

Iona

College

Project,

Series

2015A,

5.000%,

7/01/32

7/25

at

100.00

374,265

3,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2017

Series

B-1,

5.000%,

8/01/36

8/26

at

100.00

3,084,244

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

2,881,327

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

1,715,911

5,000

5.500%,

11/01/45

11/32

at

100.00

5,586,431

6,000

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

6,650,813

4,035

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

Series

2024A-1,

5.000%,

5/01/44

5/33

at

100.00

4,381,056

7,090

(c)

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

3

World

Trade

Center

Project,

Class

1

Series

2014,

5.000%,

11/15/44

11/24

at

100.00

7,026,971

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

3,123,490

New

York

State

Environmental

Facilities

Corporation,

State

Clean

Water

and

Drinking

Water

Revolving

Funds

Revenue

Bonds,

Pooled

Loan

Issue,

Series

2005B

:

500

(d)

5.500%,

10/15/27,

(ETM)

No

Opt.

Call

535,005

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

22

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

New

York

(continued)

$

1,000

(d)

5.500%,

4/15/35,

(ETM)

No

Opt.

Call

$

1,182,600

500

New

York

State

Power

Authority,

Green

Transmission

Project

Revenue

Bonds,

Green

Series

2023A,

5.250%,

11/15/42

-

AGM

Insured

11/33

at

100.00

569,781

1,980

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

New

Terminal

1

John

F

Kennedy

International

Airport

Project,

Green

Series

2023,

5.500%,

6/30/44

-

AGM

Insured,

(AMT)

6/31

at

100.00

2,142,424

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2022

:

8,500

5.000%,

12/01/31,

(AMT)

No

Opt.

Call

9,184,681

1,660

5.000%,

12/01/42,

(AMT)

12/32

at

100.00

1,721,840

7,390

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

One

Hundred

Eighty-Sixth

Series

2014,

5.000%,

10/15/44,

(AMT)

10/24

at

100.00

7,402,700

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

807,352

7,625

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Sales

Tax

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

TBTA

Capital

Lockbox-City

Sales

Tax,

Series

2022A,

5.250%,

5/15/52

11/32

at

100.00

8,221,171

7,165

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Sales

Tax

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

TBTA

Capital

Lockbox-City

Sales

Tax,

Series

2024A-1,

5.250%,

5/15/59

5/34

at

100.00

7,762,119

1,360

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Westchester

Medical

Center

Obligated

Group

Project,

Series

2023,

5.750%,

11/01/48

-

AGM

Insured

11/33

at

100.00

1,536,148

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

441,329

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

973,141

1,155

Yonkers,

New

York,

General

Obligation

Bonds,

Serial

Series

2022F,

5.000%,

11/15/38

-

BAM

Insured

11/32

at

100.00

1,273,556

Total

New

York

112,436,532

North

Carolina

-

0.6%

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

1,016,834

1,000

5.000%,

7/01/47,

(AMT)

7/27

at

100.00

1,010,013

1,090

Greater

Asheville

Regional

Airport

Authority,  North

Carolina,

Airport

System

Revenue

Bonds,

Series

2023,

5.250%,

7/01/42

-

AGM

Insured,

(AMT)

7/33

at

100.00

1,180,395

1,300

Greater

Asheville

Regional

Airport

Authority,

North

Carolina,

Airport

System

Revenue

Bonds,

Series

2022A,

5.250%,

7/01/39

-

AGM

Insured,

(AMT)

7/32

at

100.00

1,417,047

Greater

Asheville

Regional

Airport

Authority,

North

Carolina,

Airport

System

Revenue

Bonds,

Series

2023

:

430

5.250%,

7/01/41

-

AGM

Insured,

(AMT)

7/33

at

100.00

467,492

620

5.250%,

7/01/43

-

AGM

Insured,

(AMT)

7/33

at

100.00

668,470

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

1,537,608

500

5.000%,

1/01/49

1/30

at

100.00

508,296

23

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

North

Carolina

(continued)

$

1,135

Raleigh

Durham

Airport

Authority,

North

Carolina,

Airport

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

5/01/33,

(AMT)

5/27

at

100.00

$

1,174,567

Total

North

Carolina

8,980,722

North

Dakota

-

0.2%

375

City

of

Horace,

North

Dakota,

Temporary

Refunding

Improvement

Bonds,

Series

2022A,

3.250%,

8/01/24

5/24

at

100.00

374,771

1,000

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Social

Series

2023D,

4.500%,

7/01/43

7/32

at

100.00

1,007,501

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

1,462,229

Total

North

Dakota

2,844,501

Ohio

-

1.9%

1,315

Brunswick

City

School

District,

Medina

County,

Ohio,

General

Obligation

Bonds,

Classroom

Facilities

School

Improvement

Series

2023,

5.250%,

12/01/53

-

BAM

Insured

6/31

at

100.00

1,392,641

1,000

Dayton,

Ohio,

Water

System

Revenue

Bonds,

Series

2022,

5.500%,

12/01/42

12/30

at

100.00

1,099,162

2,000

Franklin

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

OhioHealth

Corporation,

Series

2015,

5.000%,

5/15/35

5/25

at

100.00

2,027,260

5,000

Marion

Local

School

District,

Mercer

County,

Ohio,

General

Obligation

Bonds,

School

Facilities

Construction

and

Improvement

Bond

Anticipation

Notes

Series

2023,

5.125%,

6/03/24

No

Opt.

Call

5,004,425

420

Muskingum

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Genesis

HealthCare

System

Obligated

Group

Project,

Series

2013,

5.000%,

2/15/27

5/24

at

100.00

416,221

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

5,468,234

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

1,082,877

5,000

Salem

City

School

District,

Columbiana

County,

Ohio,

General

Obligation

Bonds,

School

Facilities

Construction

and

Improvement

Bond

Anticipation

Notes

Series

2023,

5.250%,

6/03/24

No

Opt.

Call

5,004,952

1,700

Summit

County

Development

Finance

Authority,

Ohio,

Parking

System

Revenue

Bonds,

University

of

Akron

Parking

Project

Series

2023,

5.500%,

12/01/43

12/33

at

100.00

1,799,837

5,000

Washington

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Memorial

Health

System

Obligated

Group,

Series

2022,

6.375%,

12/01/37

12/32

at

100.00

5,379,491

635

West

Holmes

Local

School

District,

Ohio,

Certificates

of

Participation,

Series

2023,

5.250%,

12/01/44

-

BAM

Insured

12/31

at

100.00

684,952

Total

Ohio

29,360,052

Oklahoma

-

0.3%

Clinton

Public

Works

Authority,  Oklahoma,

Educational

Facilities,

Lease

Revenue

Bonds,

Series

2022

:

2,145

5.000%,

10/01/33

10/32

at

100.00

2,308,044

1,925

5.000%,

10/01/35

10/32

at

100.00

2,064,805

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

773,057

Total

Oklahoma

5,145,906

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

24

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Oregon

-

0.4%

Oregon

Facilities

Authority

Charter

School

Revenue

Bonds,

Oregon,

Portland

Village

School

Project,

Series

2024

:

$

1,600

(c)

6.500%,

12/15/44

12/34

at

100.00

$

1,564,352

1,300

(c)

6.750%,

12/15/54

12/34

at

100.00

1,255,104

West

Linn,

Oregon,

General

Obligation

Bonds,

Series

2023

:

1,530

4.000%,

6/01/41

6/32

at

100.00

1,521,910

1,465

4.000%,

6/01/43

6/32

at

100.00

1,435,144

Total

Oregon

5,776,510

Pennsylvania

-

2.5%

100

(c)

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Project,

Series

2018,

5.000%,

5/01/33

5/28

at

100.00

101,630

Berks

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Tower

Health

Project,

Series

2017

:

50

5.000%,

11/01/37

11/27

at

100.00

25,924

160

4.000%,

11/01/47

11/27

at

100.00

82,584

Cumberland

Valley

School

District,

Cumberland

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2023A

:

1,000

5.000%,

11/15/44

-

AGM

Insured

11/32

at

100.00

1,065,567

1,420

5.000%,

11/15/47

-

AGM

Insured

11/32

at

100.00

1,500,844

1,000

Hatboro-Horsham

School

District,

Montgomery

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2023A,

5.250%,

9/15/47

9/31

at

100.00

1,073,677

3,500

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Series

2018A,

5.000%,

9/01/30

9/28

at

100.00

3,667,845

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

6,554,774

4,500

5.250%,

6/30/35,

(AMT)

12/32

at

100.00

4,970,623

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

928,213

2,500

Pennsylvania

HIgher

Educational

Facilities

Authority,

Revenue

Bonds,

Thomas

Jefferson

University,

Refunding

Series

2015A,

5.250%,

9/01/50

3/25

at

100.00

2,509,113

1,000

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2023-143A,

4.800%,

4/01/35

4/33

at

100.00

1,057,934

4,000

Pennsylvania

State,

General

Obligation

Bonds,

First

Series

2023,

4.000%,

9/01/42

9/33

at

100.00

3,978,148

2,500

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2022B,

5.250%,

12/01/47

12/32

at

100.00

2,724,778

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

1,881,930

3,000

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2017B,

5.000%,

7/01/35,

(AMT)

7/27

at

100.00

3,100,076

1,215

South

Western

School

District

of

York

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2023,

5.250%,

2/15/50

2/31

at

100.00

1,273,094

725

Susquehanna

Area

Regional

Airport

Authority,

Pennsylvania,

Airport

System

Revenue

Bonds,

Series

2017,

5.000%,

1/01/35,

(AMT)

1/28

at

100.00

736,759

Total

Pennsylvania

37,233,513

25

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

South

Carolina

-

0.9%

$

1,150

Aiken

Water

&

Sewer

System,

South

Carolina,

Revenue

Bonds,

Series

2024A,

4.000%,

8/01/49

8/33

at

100.00

$

1,089,983

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

831,891

3,000

South

Carolina

Housing

Finance

and

Development

Authority,

Multifamily

Housing

Revenue

Bonds,

Edgewood

Place

Apartments

Series

2023A,

4.800%,

7/01/45

No

Opt.

Call

2,923,814

180

(c),(d)

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

York

Preparatory

Academy

Project,

Series

2014A,

7.000%,

11/01/33,

(Pre-refunded

11/01/24)

11/24

at

100.00

182,481

3,500

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

Series

2022B,

4.000%,

12/01/49

6/32

at

100.00

3,179,026

South

Carolina

State

Ports

Authority,

Revenue

Bonds,

Series

2015

:

785

(d)

5.000%,

7/01/33,

(Pre-refunded

7/01/25),

(AMT)

7/25

at

100.00

795,668

2,625

(d)

5.250%,

7/01/55,

(Pre-refunded

7/01/25),

(AMT)

7/25

at

100.00

2,668,072

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

951,643

1,325

Spartanburg

County

School

District

4,

South

Carolina,

General

Obligation

Bonds,

Series

2022A,

5.000%,

3/01/47

3/32

at

100.00

1,413,820

Total

South

Carolina

14,036,398

South

Dakota

-

0.8%

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

1,671,006

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

2,165,310

8,000

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Avera

Health,

Refunding

Series

2017,

4.000%,

7/01/42

7/27

at

100.00

7,552,314

Total

South

Dakota

11,388,630

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

2,095,426

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

1,463,468

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

1,431,599

Knox

County

Health,

Educational,

and

Housing

Facilities

Board,

Revenue

Bonds,

Provident

Group

-

UTK

Properties

LLC

-

University

of

Tennessee

Project,

Student

Housing

Series

2024A-1

:

685

5.000%,

7/01/43

-

BAM

Insured

7/33

at

100.00

722,978

665

5.000%,

7/01/44

-

BAM

Insured

7/33

at

100.00

699,785

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Improvement

Revenue

Bonds,

Series

2022A

:

1,100

5.250%,

7/01/34,

(AMT)

7/32

at

100.00

1,238,189

1,300

5.500%,

7/01/37,

(AMT)

7/32

at

100.00

1,459,010

1,350

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Improvement

Series

2015B,

5.000%,

7/01/32,

(AMT)

7/25

at

100.00

1,366,024

2,160

Tennessee

State

School

Bond

Authority,

Higher

Educational

Facilities

Second

Program

Bonds,

Series

2022A,

5.000%,

11/01/47

11/32

at

100.00

2,324,415

Total

Tennessee

12,800,894

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

26

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Texas

-

6.8%

$

685

(c)

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

-

Texas

Project,

Refunding

Series

2022A,

6.000%,

2/15/42

2/30

at

100.00

$

658,880

645

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Uplift

Education,

Series

2016A,

5.000%,

12/01/51

12/26

at

100.00

607,085

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

477,637

4,300

Austin

Independent

School

District,

Travis

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2024,

5.250%,

8/01/49

8/34

at

100.00

4,716,882

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

4,683,935

360

(d)

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Senior

Lien,

Series

2015A,

5.000%,

1/01/35,

(Pre-refunded

7/01/25)

7/25

at

100.00

366,128

550

(c)

City

of

Midlothian,

Texas,

Westside

Preserve

Public

Improvement

District

Improvement

Area

#1

Project,

Special

Assessment

Revenue

Bonds,

Series

2022,

5.250%,

9/15/42

9/32

at

100.00

522,927

505

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Idea

Public

Schools,

Series

2022A,

5.000%,

8/15/31

No

Opt.

Call

537,391

3,000

Collin

County,

Texas,

General

Obligation

Bonds,

Limited

Tax

Permanent

Improvement

Series

2023,

5.000%,

2/15/40

2/33

at

100.00

3,306,508

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

3,516,935

3,055

Dallas

Fort

Worth

International

Airport,

Texas,

Joint

Revenue

Bonds,

Refunding

Series

2022B,

5.000%,

11/01/40

11/32

at

100.00

3,351,828

Decatur

Hospital

Authority,

Texas,

Revenue

Bonds,

Wise

Regional

Health

System,

Series

2021B

:

70

(d)

5.000%,

9/01/24,

(ETM)

No

Opt.

Call

70,196

75

(d)

5.000%,

9/01/25,

(ETM)

No

Opt.

Call

76,193

276

(d)

Decatur

Hospital

Authority,

Texas,

Revenue

Bonds,

Wise

Regional

Health

System,

Series

2021C,

4.000%,

9/01/44,

(Pre-refunded

9/01/31)

9/31

at

100.00

290,748

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

1,210,358

955

4.500%,

9/01/32

9/27

at

100.00

939,750

5,000

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Series

2022A,

5.000%,

7/01/52

7/32

at

100.00

5,166,896

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

1,402,004

2,255

Highland

Park

Independent

School

District,

Potter

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2023,

5.250%,

2/15/41

2/33

at

100.00

2,501,380

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

&

Subordinate

Lien

Series

2018A

:

2,000

5.000%,

7/01/35,

(AMT)

7/28

at

100.00

2,090,906

1,750

5.000%,

7/01/36,

(AMT)

7/28

at

100.00

1,822,580

1,240

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

&

Subordinate

Lien

Series

2018C,

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

1,240,988

5,000

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2023A,

5.250%,

7/01/41

-

AGM

Insured,

(AMT)

7/33

at

100.00

5,447,921

1,200

Irving

Independent

School

District,

Dallas

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2023,

5.000%,

2/15/41

8/32

at

100.00

1,311,611

27

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Texas

(continued)

$

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

$

1,411,777

1,500

Love

Field

Airport

Modernization

Corporation,

Texas,

General

Airport

Revenue

Bonds,

Refunding

Series

2021,

5.000%,

11/01/29,

(AMT)

No

Opt.

Call

1,596,191

1,500

(c)

Mission

Economic

Development

Corporation,

Texas,

Revenue

Bonds,

Natgasoline

Project,

Senior

Lien

Series

2018,

4.625%,

10/01/31,

(AMT)

5/24

at

103.00

1,484,649

Montgomery

County

Toll

Road

Authority,

Texas,

Toll

Road

Revenue

Bonds,

Senior

Lien

Series

2018

:

1,060

5.000%,

9/15/31

9/25

at

100.00

1,075,398

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

596,203

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

NCCD

-

College

Station

Properties

LLC

-

Texas

A&M

University

Project,  Series

2015A

:

750

(e)

5.000%,

7/01/30

7/25

at

100.00

695,625

1,500

(e)

5.000%,

7/01/33

No

Opt.

Call

1,391,250

1,270

Reagan

Hospital

District

of

Reagan

County,

Texas,

Limited

Tax

Revenue

Bonds,

Series

2014A,

5.000%,

2/01/29

5/24

at

100.00

1,262,597

165

(d)

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

167,327

5,455

San

Antonio,

Texas,

Electric

and

Gas

System

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

2/01/42

2/27

at

100.00

5,594,017

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

2,392,013

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

4,012,020

6,000

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Revenue

Bonds,

Texas

Health

Resources

System,

Series

2016A,

5.000%,

2/15/47

8/26

at

100.00

6,072,590

2,250

Tarrant

County

Hospital

District,

Texas,

General

Obligation

Bonds,

Limited

Tax

Series

2023,

5.250%,

8/15/40

8/32

at

100.00

2,480,009

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

5,119,114

5,855

6.000%,

3/01/53

3/32

at

104.76

6,314,984

2,700

Texas

Private

Activity

Bond

Surface

Transpiration

Corporation,

Senior

Lien

Revenue

Bonds,

NTE

Mobility

Partners

Segments

3

LLC

Refunding

Series

2023,

5.250%,

12/31/36,

(AMT)

6/28

at

103.00

2,894,573

2,450

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%,

12/31/32

12/30

at

100.00

2,502,220

500

Texas

Public

Finance

Authority,

Revenue

Bonds,

Texas

Southern

University

Financing

System

Series

2023,

5.250%,

5/01/38

-

BAM

Insured

5/33

at

100.00

536,264

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

2,246,757

3,150

Texas

Transportation

Commission,

Central

Texas

Turnpike

System

Revenue

Bonds,

Refunding

Second

Tier

Series

2015C,

5.000%,

8/15/42

8/24

at

100.00

3,151,934

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

28

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Texas

(continued)

$

400

(c)

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

9/32

at

100.00

$

379,873

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

1,648,532

1,240

Viridian

Municipal

Management

District,

Texas,

Revenue

Bonds,

Road

Improvement

Series

2023,

5.000%,

12/01/38

-

AGM

Insured

12/29

at

100.00

1,271,109

Total

Texas

102,614,693

Utah

-

3.9%

355

(c)

Firefly

Public

Infrastructure

District

1,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2024A-1,

5.625%,

12/01/43

6/29

at

103.00

359,656

5,995

Herber

Light

and

Power

Company,

Utah,

Electric

Revenue

Bonds,

Series

2023,

5.000%,

12/15/47

-

BAM

Insured

12/32

at

100.00

6,292,965

Intermountain

Power

Agency,

Utah,

Power

Supply

Revenue

Bonds,

Series

2022A

:

4,000

5.000%,

7/01/39

7/31

at

100.00

4,380,969

5,000

5.000%,

7/01/40

7/31

at

100.00

5,447,908

5,925

Jordan

Valley

Water

Conservancy

District,

Utah,

Water

Revenue

Bonds,

Series

2024A,

5.000%,

10/01/54

10/31

at

100.00

6,238,566

1,275

(c)

Jordanelle

Ridge

Public

Infrastructure

District

2,

Utah,

General

Obligation

Bonds,

Limited

Tax

Series

2023A,

7.750%,

3/01/54

12/28

at

103.00

1,267,300

Lehi

Local

Building

Authority,

Utah,

Lease

Revenue

Bonds,

Series

2022

:

4,490

5.250%,

6/15/47

6/32

at

100.00

4,763,782

4,060

5.500%,

6/15/49

6/32

at

100.00

4,366,028

1,255

Lehi,

Utah,

Sales

Tax

Revenue

Bonds,

Series

2018,

5.250%,

6/01/38

6/28

at

100.00

1,340,899

1,955

(c)

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

12/26

at

103.00

1,376,953

1,375

Ogden

City

Municipal

Building

Authority,

Utah,

Lease

Revenue

Bonds,

Series

2023A,

5.000%,

1/15/48

1/33

at

100.00

1,446,233

1,875

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2017A,

5.000%,

7/01/34,

(AMT)

7/27

at

100.00

1,935,786

2,000

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2018A,

5.000%,

7/01/30,

(AMT)

7/28

at

100.00

2,095,593

1,715

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2023A,

5.250%,

7/01/43,

(AMT)

7/33

at

100.00

1,845,022

5,000

University

of

Utah,

General

Revenue

Bonds,

Green

Series

2022B,

5.000%,

8/01/41

8/32

at

100.00

5,482,528

145

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Bridge

Elementary

Project,

Series

2021A,

4.000%,

6/15/41

6/28

at

103.00

112,659

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

1,326,502

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

9,587,241

Total

Utah

59,666,590

Vermont

-

1.0%

12,000

University

of

Vermont

and

State

Agricultural

College,

General

Obligation

Bonds,

Series

2015,

5.000%,

10/01/40

10/25

at

100.00

12,144,847

29

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Vermont

(continued)

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

$

1,287,841

1,500

5.000%,

12/01/38

6/26

at

100.00

1,519,258

Total

Vermont

14,951,946

Virgin

Islands

-

0.2%

3,000

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/39

10/32

at

100.00

3,131,675

Total

Virgin

Islands

3,131,675

Virginia

-

2.6%

8,350

Chesapeake

Bay

Bridge

and

Tunnel

District,

Virginia,

General

Resolution

Revenue

Bonds,

First

Tier

Series

2016,

5.000%,

7/01/46

7/26

at

100.00

8,388,842

6,500

Fairfax

County

Industrial

Development

Authority,

Virginia,

Healthcare

Revenue

Bonds,

Inova

Health

System,

Series

2014A,

5.000%,

5/15/44

5/24

at

100.00

6,500,292

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

1,401,351

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

2,717,051

James

City

County

Economic

Development

Authority,

Virginia,

Residential

Care

Facility

Revenue

Bonds,

Williamsburg

Landing

Inc.,

Series

2024A

:

415

6.750%,

12/01/53

12/30

at

103.00

448,641

350

6.875%,

12/01/58

12/30

at

103.00

379,537

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

4,769,576

2,200

Virginia

Beach

Development

Authority,

Virginia,

Residential

Care

Facility

Revenue

Bonds,

Westminster

Canterbury

on

Chesapeake

Bay,

Series

2023A,

6.500%,

9/01/43

9/30

at

103.00

2,424,015

5,875

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

21st

Century

College

&

Equipment

Programs,

Series

2024A,

4.000%,

2/01/40,

(WI/DD)

2/34

at

100.00

5,861,564

815

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Washington

and

Lee

University,

Series

2001,

5.750%,

1/01/34

No

Opt.

Call

995,655

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

1,762,590

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

521,856

300

5.000%,

6/30/38,

(AMT)

12/32

at

100.00

314,737

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

Elizabeth

River

Crossing

OPCO,

LLC

Project,

Refunding

Senior

Lien

Series

2022

:

1,365

4.000%,

1/01/31,

(AMT)

No

Opt.

Call

1,381,997

1,300

4.000%,

1/01/32,

(AMT)

No

Opt.

Call

1,317,223

650

Williamsburg

Economic

Development

Authority,

Virginia,

Student

Housing

Revenue

Bonds,

Provident

Group

-

Williamsburg

Properties

LLC

-

William

and

Mary

Project

Series

2023A,

5.250%,

7/01/53

-

AGM

Insured

7/33

at

100.00

696,708

Total

Virginia

39,881,635

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

30

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Washington

-

2.8%

$

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

$

2,537,177

5,000

Jefferson

County

Public

Hospital

District

2,

Washington,

Hospital

Revenue

Bonds,

Refunding

Series

2023A,

6.875%,

12/01/53

12/30

at

103.00

4,951,289

King

County

Public

Hospital

District

2,

Washington,

General

Obligation

Bonds,

EvergreenHealth,

Limited

Tax

Series

2024

:

1,930

5.000%,

12/01/42

12/33

at

100.00

2,043,321

2,765

5.250%,

12/01/45

12/33

at

100.00

2,953,447

10,270

King

County,

Washington,

Sewer

Revenue

Bonds,

Refunding

Series

2016A,

4.000%,

7/01/40

1/26

at

100.00

9,995,871

700

Skagit

County

Public

Hospital

District

1,

Washington,

Revenue

Bonds,

Skagit

Regional

Health,

Series

2024,

5.500%,

12/01/41

12/33

at

100.00

746,201

3,855

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Central

Washington

Health

Services

Association,

Refunding

Series

2015,

5.000%,

7/01/39

7/25

at

100.00

3,856,734

9,885

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Seattle

Children's

Hospital,

Series

2015B,

5.000%,

10/01/38

4/25

at

100.00

9,949,617

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Virginia

Mason

Medical

Center,

Series

2017

:

675

5.000%,

8/15/25

No

Opt.

Call

679,315

1,300

5.000%,

8/15/29

8/27

at

100.00

1,331,572

700

4.000%,

8/15/42

8/27

at

100.00

598,494

2,550

(c),(d)

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)

7/25

at

100.00

2,630,057

Total

Washington

42,273,095

West

Virginia

-

0.1%

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

1,250,541

Total

West

Virginia

1,250,541

Wisconsin

-

0.9%

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

1,116,548

1,315

(c)

Public

Finance

Authority

of

Wisconsin,

Tax

Increment

Revenue

Senior

Bonds,

Miami

World

Center

Project,

Series

2024A,

5.000%,

6/01/41

6/29

at

103.00

1,310,429

1,775

(c)

Public

Finance

Authority,

Wisconsin,

Educational

Revenue

Bonds,

Lake

Norman

Charter

School,

Series

2018A,

5.000%,

6/15/38

6/26

at

100.00

1,739,632

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

2,016,265

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

2,006,741

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

1,451,576

2,410

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Marshfield

Clinic,

Series

2016B,

5.000%,

2/15/34

2/26

at

100.00

2,438,826

1,415

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Three

Pillars

Senior

Living

Communities,

Series

2024A,

5.250%,

8/15/39

8/34

at

100.00

1,432,842

31

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

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Wisconsin

(continued)

$

600

(d)

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

$

600,413

Total

Wisconsin

14,113,272

Wyoming

-

0.3%

3,195

University

of

Wyoming,

Facilities

Revenue

Bonds,

Series

2021C,

4.000%,

6/01/51

-

AGM

Insured

6/31

at

100.00

3,001,434

1,000

(d)

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

1,046,339

Total

Wyoming

4,047,773

Total

Municipal

Bonds

(cost

$1,460,519,812)

1,459,114,900

Total

Long-Term

Investments

(cost

$1,460,519,812)

1,459,114,900

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

SHORT-TERM

INVESTMENTS

-

0.8% 

X

–

MUNICIPAL

BONDS

-

0

.8

%

X

11,385,000

Colorado

-

0.1%

$

1,395

(f)

Colorado

Springs,

Colorado,

Utilities

System

Revenue

Bonds,

Variable

Rate

Demand

Subordinate

Lien

Improvement

Series

2006B,

3.770%,

11/01/36,

(Mandatory

Put

5/7/2024)

4/24

at

100.00

$

1,395,000

Total

Colorado

1,395,000

Indiana

-

0.3%

5,000

(f)

Purdue

University,

Indiana,

University

Revenue

Bonds,

Student

Facility

System

Series

2004A,

3.600%,

7/01/33,

(Mandatory

Put

5/7/2024)

4/24

at

100.00

5,000,000

Total

Indiana

5,000,000

New

York

-

0.1%

1,325

(f)

Battery

Park

City

Authority,

New

York,

Revenue

Bonds,

Adjustable

Rate

Junior

Series

2019D-2,

3.770%,

11/01/38,

(Mandatory

Put

5/7/2024)

4/24

at

100.00

1,325,000

Total

New

York

1,325,000

Washington

-

0.3%

3,665

(f)

King

County,

Washington,

General

Obligation

Bonds,

Payable

from

Sewer

Revenues,

Refunding

Multi-Modal

Limited

Tax

Series

2019A,

3.650%,

1/01/46,

(Mandatory

Put

4/30/2024)

4/24

at

100.00

3,665,000

Total

Washington

3,665,000

Total

Municipal

Bonds

(cost

$11,385,000)

11,385,000

Total

Short-Term

Investments

(cost

$11,385,000)

11,385,000

Total

Investments

(cost

$

1,471,904,812

)

-

97

.0

%

1,470,499,900

Other

Assets

&

Liabilities,

Net

-  3.0%

45,940,659

Net

Assets

-

100%

$

1,516,440,559

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

32

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:

Municipal

Total

Return

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

1,459,114,900

$

–

$

1,459,114,900

Short-Term

Investments:

Municipal

Bonds

–

11,385,000

–

11,385,000

Total

$

–

$

1,470,499,900

$

–

$

1,470,499,900

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(c)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$89,869,981

or

6.1%

of

Total

Investments.

(d)

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.

(e)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(f)

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.

AMT

Alternative

Minimum

Tax

ETM

Escrowed

to

maturity

WI/DD

When-issued

or

delayed

delivery

security.

33

Nuveen

Core

Impact

Bond

Managed

Accounts

Portfolio

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

100.2% 

X

–

CORPORATE

BONDS

-

55.8%

X

4,741,036

Automobiles

&

Components

-

0.9%

$

100

Ford

Motor

Co

3.250%

2/12/32

$

80,543

Total

Automobiles

&

Components

80,543

Banks

-

2.7%

250

(b)

BPCE

SA

2.045%

10/19/27

227,204

Total

Banks

227,204

Commercial

&

Professional

Services

-

1.8%

250

Rockefeller

Foundation/The

2.492%

10/01/50

150,152

Total

Commercial

&

Professional

Services

150,152

Consumer

Services

-

3.6%

100

Bush

Foundation

2.754%

10/01/50

60,803

100

Massachusetts

Higher

Education

Assistance

Corp

2.673%

7/01/31

81,119

200

Starbucks

Corp

4.450%

8/15/49

163,225

Total

Consumer

Services

305,147

Consumer

Staples

Distribution

&

Retail

-

1.8%

225

(b)

Alimentation

Couche-Tard

Inc

3.625%

5/13/51

156,877

Total

Consumer

Staples

Distribution

&

Retail

156,877

Energy

-

0.8%

100

TotalEnergies

Capital

International

SA

3.127%

5/29/50

66,753

Total

Energy

66,753

Equity

Real

Estate

Investment

Trusts

(REITs)

-

2.3%

200

Regency

Centers

LP

3.750%

6/15/24

199,276

Total

Equity

Real

Estate

Investment

Trusts

(REITs)

199,276

Financial

Services

-

12.4%

300

European

Investment

Bank

3.750%

2/14/33

278,064

125

(b),(c)

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC

3.750%

9/15/30

103,712

100

Kreditanstalt

fuer

Wiederaufbau

4.375%

2/28/34

96,751

45

Low

Income

Investment

Fund

3.386%

7/01/26

41,981

50

NHP

Foundation/The

6.000%

12/01/33

49,863

250

(b)

WLB

Asset

II

B

Pte

Ltd

3.950%

12/10/24

236,396

250

(b)

WLB

Asset

VI

Pte

Ltd

7.250%

12/21/27

242,102

Total

Financial

Services

1,048,869

Food,

Beverage

&

Tobacco

-

1.9%

250

PepsiCo

Inc

2.875%

10/15/49

161,441

Total

Food,

Beverage

&

Tobacco

161,441

Materials

-

6.5%

350

Air

Products

and

Chemicals

Inc

4.800%

3/03/33

335,804

225

(b)

Smurfit

Kappa

Treasury

ULC

5.777%

4/03/54

215,172

Total

Materials

550,976

Semiconductors

&

Semiconductor

Equipment

-

2.6%

250

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

3.400%

5/01/30

222,028

Total

Semiconductors

&

Semiconductor

Equipment

222,028

Nuveen

Core

Impact

Bond

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

34

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Telecommunication

Services

-

2.0%

$

250

Verizon

Communications

Inc

2.850%

9/03/41

$

170,462

Total

Telecommunication

Services

170,462

Utilities

-

16.5%

200

Duke

Energy

Progress

LLC

4.000%

4/01/52

149,680

250

MidAmerican

Energy

Co

3.150%

4/15/50

163,013

100

Public

Service

Co

of

Oklahoma

2.200%

8/15/31

79,470

100

Public

Service

Electric

and

Gas

Co

5.125%

3/15/53

92,287

150

(b)

RWE

Finance

US

LLC

5.875%

4/16/34

147,150

200

Southern

California

Edison

Co

3.650%

6/01/51

138,229

200

Southwestern

Electric

Power

Co

3.250%

11/01/51

125,297

150

Southwestern

Public

Service

Co

3.150%

5/01/50

93,476

190

(b)

Sweihan

PV

Power

Co

PJSC2022

1

3.625%

1/31/49

149,437

122

(b)

Topaz

Solar

Farms

LLC

5.750%

9/30/39

120,910

172

(b)

UEP

Penonome

II

SA2020

1

6.500%

10/01/38

142,359

Total

Utilities

1,401,308

Total

Corporate

Bonds

(cost

$5,716,284)

4,741,036

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

-

26.1%

X

2,217,985

1

Banc

of

America

Mortgage

2004-K

Trust,

2004

K

5.205%

12/25/34

$

1,255

250

(b),(d)

BFLD

Trust

2020-EYP,

(TSFR1M

reference

rate

+

2.214%

spread),

2020

EYP

7.535%

10/15/35

55,125

200

(b)

Century

Plaza

Towers

2019-CPT,

2019

CPT

3.097%

11/13/39

140,156

100

(b)

DBUBS

2017-BRBK

Mortgage

Trust,

2017

BRBK

3.452%

10/10/34

93,234

6

Fannie

Mae

Pool,

FN

MA4709

5.000%

7/01/52

5,772

23

Fannie

Mae

Pool,

FN

MA4644,

2022

1

4.000%

5/01/52

21,056

47

Fannie

Mae

Pool,

FN

MA4732

4.000%

9/01/52

41,822

4

Fannie

Mae

Pool,

FN

CA6414

3.000%

7/01/50

3,372

2

Fannie

Mae

Pool,

FN

BU8837

5.000%

5/01/52

2,342

9

Fannie

Mae

Pool,

FN

FS0522

2.500%

2/01/52

7,540

66

Fannie

Mae

Pool,

FN

MA4733

4.500%

9/01/52

60,821

22

Fannie

Mae

Pool,

FN

MA4785

5.000%

10/01/52

21,008

2

Fannie

Mae

Pool,

FN

BT0267

3.000%

9/01/51

2,059

1

Fannie

Mae

Pool,

FN

MA4761

5.000%

9/01/52

837

1

Fannie

Mae

Pool,

FN

MA4805,

2022

1

4.500%

11/01/52

849

7

Fannie

Mae

Pool,

FN

MA4518

3.000%

1/01/37

6,022

2

Fannie

Mae

Pool,

FN

FS1535

3.000%

4/01/52

1,448

7

Freddie

Mac

Gold

Pool,

FG

G08760

3.000%

4/01/47

5,525

133

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

2020

Q014

1.555%

1/25/36

103,482

4

Freddie

Mac

Pool,

FR

QD1349

3.500%

11/01/51

3,617

1

Freddie

Mac

Pool,

FR

SD2609

3.500%

12/01/52

815

5

Freddie

Mac

Pool,

FR

SD8220

3.000%

6/01/52

3,772

3

Ginnie

Mae

II

Pool,

G2

BY0338

3.500%

8/20/50

2,479

2

Ginnie

Mae

II

Pool,

G2

BY0340

3.500%

8/20/50

1,722

2

Ginnie

Mae

II

Pool,

G2

BY0339

3.500%

8/20/50

2,236

4

Ginnie

Mae

II

Pool,

G2

BX3679

3.000%

8/20/50

3,809

5

Ginnie

Mae

II

Pool,

G2

MA8646

4.500%

2/20/53

4,409

5

Ginnie

Mae

II

Pool,

G2

MA8648

5.500%

2/20/53

4,473

3

Ginnie

Mae

II

Pool,

G2

BX3681

3.000%

8/20/50

2,333

6

Ginnie

Mae

II

Pool,

G2

BX3680

3.000%

8/20/50

4,769

1

Ginnie

Mae

II

Pool,

G2

BY0330

3.000%

10/20/50

445

18

Ginnie

Mae

II

Pool,

G2

BY0325

2.500%

10/20/50

14,914

1

Ginnie

Mae

II

Pool,

G2

BY0331

3.000%

10/20/50

780

23

Ginnie

Mae

II

Pool,

G2

MA8489

4.500%

12/20/52

21,849

29

Ginnie

Mae

II

Pool,

G2

MA7589,

2021

A

2.500%

9/20/51

24,035

35

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

29

Ginnie

Mae

II

Pool,

G2

MA9101

3.000%

8/20/53

$

24,386

27

Ginnie

Mae

II

Pool,

G2

MA8268

4.500%

9/20/52

25,597

27

Ginnie

Mae

II

Pool,

G2

MA8269

5.000%

9/20/52

25,858

9

Ginnie

Mae

II

Pool,

G2

MA8647

5.000%

2/20/53

8,983

51

Ginnie

Mae

II

Pool,

G2

MA8267,

2022

A

4.000%

9/20/52

45,817

52

Ginnie

Mae

II

Pool,

G2

MA8149

3.500%

7/20/52

46,060

73

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

2021-3,

2021

3CS

2.100%

5/20/48

55,532

124

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

2021-4,

2021

4GS

2.360%

7/20/48

86,906

235

(b)

Hudson

Yards

2019-30HY

Mortgage

Trust,

2019

30HY

3.228%

7/10/39

205,331

136

(b)

Loanpal

Solar

Loan

2021-2

Ltd,

2021

2GS

2.220%

3/20/48

101,093

119

(b)

Mosaic

Solar

Loan

Trust

2020-2,

2020

2A

1.440%

8/20/46

97,989

136

(b)

Mosaic

Solar

Loan

Trust

2021-3,

2021

3A

1.920%

6/20/52

99,678

212

(b),(d)

Natixis

Commercial

Mortgage

Securities

Trust

2019-MILE,

(TSFR1M

reference

rate

+

1.579%

spread),

2019

MILE

5.915%

7/15/36

197,022

150

(b)

One

Market

Plaza

Trust

2017-1MKT,

2017

1MKT

3.845%

2/10/32

133,692

46

(b)

Vivint

Solar

Financing

V

LLC,

2018

1A

7.370%

4/30/48

42,513

211

(b)

Vivint

Solar

Financing

VII

LLC,

2020

1A

2.210%

7/31/51

167,146

200

(b)

VNDO

Trust

2016-350P,

2016

350P

4.033%

1/10/35

184,200

Total

Asset-Backed

and

Mortgage-Backed

Securities

(cost

$2,847,834)

2,217,985

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

EMERGING

MARKET

DEBT

AND

FOREIGN

CORPORATE

BONDS

-

7.2%

X

613,247

Canada

-

2.6%

$

250

(b)

OMERS

Finance

Trust

3.500%

4/19/32

$

222,531

Total

Canada

222,531

Netherlands

-

2.3%

200

(b)

Nederlandse

Waterschapsbank

NV

4.000%

6/01/28

192,819

Total

Netherlands

192,819

Sweden

-

2.3%

200

(b)

Kommuninvest

I

Sverige

AB

4.625%

9/29/28

197,897

Total

Sweden

197,897

Total

Emerging

Market

Debt

and

Foreign

Corporate

Bonds

(cost

$631,374)

613,247

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(e)

Value

X

–

MUNICIPAL

BONDS

-

5.8%

X

494,722

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

$

152,407

Total

Alaska

152,407

California

-

1.7%

200

San

Francisco

City

and

County,

California,

Series

2021,

2.684%,

6/15/40

6/31

at

100.00

143,363

Total

California

143,363

Illinois

-

0.5%

50

Village

of

Deerfield,

Illinois,

Series

2011,

4.000%,

12/01/28

5/24

at

100.00

48,332

Total

Illinois

48,332

Nuveen

Core

Impact

Bond

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

36

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

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(e)

Value

Massachusetts

-

1.8%

$

170

Massachusetts

Clean

Energy

Cooperative

Corp,

2.020%,

7/01/28

No

Opt.

Call

$

150,620

Total

Massachusetts

150,620

Total

Municipal

Bonds

(cost

$500,126)

494,722

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

4.1%

X

343,684

$

205

United

States

Treasury

Note/Bond

4.750%

11/15/53

$

203,943

88

United

States

Treasury

Note/Bond

4.625%

4/30/29

87,663

55

United

States

Treasury

Note/Bond

4.000%

2/15/34

52,078

Total

U.S.

Government

and

Agency

Obligations

(cost

$357,297)

343,684

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

1.2%

X

98,778

Utilities

-

1.2%

$

100

(b)

Vistra

Corp

7.000%

N/A

(f)

$

98,778

Total

Utilities

98,778

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$92,001)

98,778

Total

Long-Term

Investments

(cost

$10,144,916)

8,509,452

Shares

Description

(a)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.3%

107,331

(g)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.430%(h)

$

107,331

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$107,331)

107,331

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

SHORT-TERM

INVESTMENTS

-

0.3% 

X

–

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

0.3%

X

29,996

$

30

Federal

Agricultural

Mortgage

Corp

Discount

Notes

0.000%

5/01/24

$

29,996

Total

U.S.

Government

and

Agency

Obligations

(cost

$30,000)

29,996

Total

Short-Term

Investments

(cost

$30,000)

29,996

Total

Investments

(cost

$10,282,247

)

-

101.8%

8,646,779

Other

Assets

&

Liabilities,

Net

-  (1.8)%

(152,847)

Net

Assets

-

100%

$

8,493,932

37

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:

Core

Impact

Bond

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Bonds

$

–

$

4,741,036

$

–

$

4,741,036

Asset-Backed

and

Mortgage-Backed

Securities

–

2,217,985

–

2,217,985

Emerging

Market

Debt

and

Foreign

Corporate

Bonds

–

613,247

–

613,247

Municipal

Bonds

–

494,722

–

494,722

U.S.

Government

and

Agency

Obligations

–

343,684

–

343,684

$1,000

Par

(or

similar)

Institutional

Preferred

–

98,778

–

98,778

Investments

Purchased

with

Collateral

from

Securities

Lending

107,331

–

–

107,331

Short-Term

Investments:

U.S.

Government

and

Agency

Obligations

–

29,996

–

29,996

Total

$

107,331

$

8,539,448

$

–

$

8,646,779

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.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$4,112,964

or

47.6%

of

Total

Investments.

(c)

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

$103,712.

(d)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(e)

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.

(f)

Perpetual

security.

Maturity

date

is

not

applicable.

(g)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

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

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(h)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

REIT

Real

Estate

Investment

Trust

TSFR

1M

CME

Term

SOFR

1

Month

38

Nuveen

Emerging

Markets

Debt

Managed

Accounts

Portfolio

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

96.7%   

X

13,442,435

SOVEREIGN

DEBT

-

49.3%

X

13,442,435

Angola

-

1.0%

$

300

(b)

Angolan

Government

International

Bond

8.750%

4/14/32

$

270,960

Total

Angola

270,960

Bermuda

-

0.9%

300

(b)

Bermuda

Government

International

Bond

2.375%

8/20/30

246,450

Total

Bermuda

246,450

Brazil

-

0.7%

200

Brazilian

Government

International

Bond

7.125%

5/13/54

191,039

Total

Brazil

191,039

Chile

-

1.6%

550

Chile

Government

International

Bond

2.550%

7/27/33

432,000

Total

Chile

432,000

Colombia

-

1.5%

200

Colombia

Government

International

Bond

8.000%

4/20/33

204,042

200

Colombia

Government

International

Bond

8.750%

11/14/53

206,076

Total

Colombia

410,118

Cote

d'Ivoire

-

0.7%

200

(b)

Ivory

Coast

Government

International

Bond

8.250%

1/30/37

191,080

Total

Cote

d'Ivoire

191,080

Dominican

Republic

-

1.0%

300

(b)

Dominican

Republic

International

Bond

5.500%

2/22/29

285,048

Total

Dominican

Republic

285,048

Egypt

-

0.8%

250

(b)

Egypt

Government

International

Bond

7.600%

3/01/29

224,375

Total

Egypt

224,375

Hungary

-

2.2%

200

(b)

Hungary

Government

International

Bond

5.250%

6/16/29

193,576

200

(b)

Hungary

Government

International

Bond

6.250%

9/22/32

201,500

200

(b)

Magyar

Export-Import

Bank

Zrt

6.125%

12/04/27

199,578

Total

Hungary

594,654

India

-

0.7%

200

(b)

Export-Import

Bank

of

India

3.250%

1/15/30

175,869

Total

India

175,869

Indonesia

-

2.4%

350

Indonesia

Government

International

Bond

4.650%

9/20/32

328,765

350

Indonesia

Government

International

Bond

3.500%

1/11/28

326,075

Total

Indonesia

654,840

Israel

-

0.7%

200

Israel

Government

International

Bond

5.750%

3/12/54

180,288

Total

Israel

180,288

Kenya

-

0.8%

225

(b)

Republic

of

Kenya

Government

International

Bond

8.000%

5/22/32

205,312

Total

Kenya

205,312

39

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Mexico

-

4.4%

$

200

Mexico

Government

International

Bond

6.338%

5/04/53

$

186,046

250

Mexico

Government

International

Bond

4.280%

8/14/41

191,494

250

Mexico

Government

International

Bond

6.400%

5/07/54

235,024

700

Mexico

Government

International

Bond

3.500%

2/12/34

560,439

Total

Mexico

1,173,003

Nigeria

-

0.9%

300

(b)

Nigeria

Government

International

Bond

7.375%

9/28/33

248,790

Total

Nigeria

248,790

Oman

-

0.7%

200

(b)

Oman

Government

International

Bond

6.500%

3/08/47

194,000

Total

Oman

194,000

Panama

-

2.6%

200

Panama

Government

International

Bond

6.853%

3/28/54

173,868

700

Panama

Government

International

Bond

3.298%

1/19/33

521,320

Total

Panama

695,188

Paraguay

-

0.7%

200

(b)

Paraguay

Government

International

Bond

6.000%

2/09/36

194,510

Total

Paraguay

194,510

Peru

-

2.7%

250

(b)

Fondo

MIVIVIENDA

SA

4.625%

4/12/27

241,559

575

Peruvian

Government

International

Bond

2.783%

1/23/31

477,192

Total

Peru

718,751

Philippines

-

1.9%

675

Philippine

Government

International

Bond

1.950%

1/06/32

525,495

Total

Philippines

525,495

Poland

-

2.5%

200

(b)

Bank

Gospodarstwa

Krajowego

5.375%

5/22/33

193,367

200

Republic

of

Poland

Government

International

Bond

5.500%

11/16/27

200,968

75

Republic

of

Poland

Government

International

Bond

5.500%

3/18/54

70,322

75

Republic

of

Poland

Government

International

Bond

5.125%

9/18/34

71,966

140

Republic

of

Poland

Government

International

Bond

5.500%

4/04/53

132,650

Total

Poland

669,273

Qatar

-

1.0%

310

(b)

Qatar

Government

International

Bond

5.103%

4/23/48

286,195

Total

Qatar

286,195

Republic

of

Serbia

-

0.7%

250

(b)

Serbia

International

Bond

2.125%

12/01/30

194,551

Total

Republic

of

Serbia

194,551

Romania

-

2.7%

200

(b)

Romanian

Government

International

Bond

7.125%

1/17/33

206,364

270

(b)

Romanian

Government

International

Bond

4.000%

2/14/51

180,201

250

(b)

Romanian

Government

International

Bond

6.375%

1/30/34

244,250

102

(b)

Romanian

Government

International

Bond

5.875%

1/30/29

99,807

Total

Romania

730,622

Saudi

Arabia

-

4.0%

200

(b)

Saudi

Government

International

Bond

5.750%

1/16/54

186,500

325

(b)

Saudi

Government

International

Bond

2.250%

2/02/33

252,850

250

(b)

Saudi

Government

International

Bond

4.500%

10/26/46

202,725

500

(b)

Saudi

Government

International

Bond

3.625%

3/04/28

470,439

Total

Saudi

Arabia

1,112,514

Nuveen

Emerging

Markets

Debt

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

40

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

South

Africa

-

2.3%

$

275

Republic

of

South

Africa

Government

International

Bond

5.875%

4/20/32

$

244,406

250

Republic

of

South

Africa

Government

International

Bond

4.300%

10/12/28

222,500

225

Republic

of

South

Africa

Government

International

Bond

5.375%

7/24/44

158,625

Total

South

Africa

625,531

South

Korea

-

0.7%

300

Export-Import

Bank

of

Korea

2.500%

6/29/41

202,499

Total

South

Korea

202,499

Turkey

-

1.4%

200

Turkiye

Government

International

Bond

6.000%

3/25/27

196,750

200

(c)

Turkiye

Government

International

Bond

7.625%

5/15/34

197,450

Total

Turkey

394,200

United

Arab

Emirates

-

2.5%

425

(b)

Abu

Dhabi

Government

International

Bond

3.125%

9/30/49

278,928

425

(b)

Abu

Dhabi

Government

International

Bond

3.125%

5/03/26

406,683

Total

United

Arab

Emirates

685,611

Uruguay

-

1.9%

550

Uruguay

Government

International

Bond

4.375%

1/23/31

527,682

Total

Uruguay

527,682

Uzbekistan

-

0.7%

250

(b)

Republic

of

Uzbekistan

International

Bond

3.700%

11/25/30

201,987

Total

Uzbekistan

201,987

Total

Sovereign

Debt

(cost

$13,410,783)

13,442,435

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

12,104,797

CORPORATE

BONDS

-

44.5%

X

12,104,797

Australia

-

0

.7

%

$

200

(c)

AngloGold

Ashanti

Holdings

PLC

3.375%

11/01/28

$

178,419

Total

Australia

178,419

Brazil

-

3

.1

%

80

(b)

Brazil

Minas

SPE

via

State

of

Minas

Gerais2013

1

5.333%

2/15/28

78,500

200

(b)

Embraer

Netherlands

Finance

BV

7.000%

7/28/30

204,705

225

Petrobras

Global

Finance

BV

6.900%

3/19/49

208,653

225

(b)

Rumo

Luxembourg

Sarl

4.200%

1/18/32

186,411

200

Suzano

Austria

GmbH

2.500%

9/15/28

174,189

Total

Brazil

852,458

Chile

-

4

.4

%

200

(b)

Antofagasta

PLC

5.625%

5/13/32

193,241

200

(b)

Banco

del

Estado

de

Chile

2.704%

1/09/25

194,643

200

(b)

Cia

Cervecerias

Unidas

SA

3.350%

1/19/32

168,325

200

(b)

Corp

Nacional

del

Cobre

de

Chile

3.000%

9/30/29

173,353

200

(b)

Corp

Nacional

del

Cobre

de

Chile

3.700%

1/30/50

129,960

200

(b)

Empresa

Nacional

del

Petroleo

6.150%

5/10/33

198,620

200

(b)

Inversiones

CMPC

SA

3.000%

4/06/31

166,409

Total

Chile

1,224,551

China

-

1

.3

%

200

(b)

Lenovo

Group

Ltd

3.421%

11/02/30

172,534

225

(b)

Prosus

NV

4.193%

1/19/32

190,576

Total

China

363,110

41

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Colombia

-

0

.6

%

$

160

Ecopetrol

SA

8.375%

1/19/36

$

155,543

Total

Colombia

155,543

Costa

Rica

-

0

.7

%

200

(b)

Instituto

Costarricense

de

Electricidad

6.750%

10/07/31

198,600

Total

Costa

Rica

198,600

Dominican

Republic

-

0

.7

%

200

(b)

AES

Espana

BV

5.700%

5/04/28

187,700

Total

Dominican

Republic

187,700

Guatemala

-

0

.6

%

200

(b)

Millicom

International

Cellular

SA

4.500%

4/27/31

166,901

Total

Guatemala

166,901

India

-

2

.8

%

225

(b)

Bharti

Airtel

Ltd

3.250%

6/03/31

192,506

250

(b),(c)

Indian

Railway

Finance

Corp

Ltd

3.249%

2/13/30

217,746

200

REC

Ltd,

Reg

S

4.625%

3/22/28

190,461

200

(b)

UltraTech

Cement

Ltd

2.800%

2/16/31

164,259

Total

India

764,972

Indonesia

-

4

.3

%

200

(b)

Freeport

Indonesia

PT

4.763%

4/14/27

192,659

200

(b)

Indonesia

Asahan

Aluminium

PT

/

Mineral

Industri

Indonesia

Persero

PT

5.450%

5/15/30

193,654

200

(b)

Indonesia

Asahan

Aluminium

PT

/

Mineral

Industri

Indonesia

Persero

PT

6.530%

11/15/28

204,354

200

(b)

Pertamina

Persero

PT

3.650%

7/30/29

181,268

200

(b)

Pertamina

Persero

PT

6.500%

5/27/41

204,662

200

(b)

Perusahaan

Perseroan

Persero

PT

Perusahaan

Listrik

Negara

5.450%

5/21/28

196,757

Total

Indonesia

1,173,354

Israel

-

2

.6

%

200

(b)

Bank

Hapoalim

BM,

Reg

S

3.255%

1/21/32

177,964

225

(b)

Energean

Israel

Finance

Ltd,

Reg

S

5.375%

3/30/28

199,485

200

(b)

Israel

Electric

Corp

Ltd,

Reg

S

3.750%

2/22/32

161,770

200

(b)

Mizrahi

Tefahot

Bank

Ltd,

Reg

S

3.077%

4/07/31

181,000

Total

Israel

720,219

Kazakhstan

-

1

.6

%

200

(b)

Development

Bank

of

Kazakhstan

JSC

5.500%

4/15/27

198,000

250

(b)

QazaqGaz

NC

JSC

4.375%

9/26/27

232,900

Total

Kazakhstan

430,900

Kuwait

-

0

.7

%

200

(b)

NBK

SPC

Ltd

1.625%

9/15/27

181,246

Total

Kuwait

181,246

Malaysia

-

2

.0

%

225

(b)

MISC

Capital

Two

Labuan

Ltd

3.750%

4/06/27

213,201

200

(b)

Petronas

Capital

Ltd

4.800%

4/21/60

167,164

200

(b)

Petronas

Capital

Ltd

2.480%

1/28/32

161,663

Total

Malaysia

542,028

Nuveen

Emerging

Markets

Debt

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

42

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Mexico

-

5

.9

%

$

200

(b)

Alpek

SAB

de

CV

3.250%

2/25/31

$

165,993

200

(b)

Banco

Santander

Mexico

SA

Institucion

de

Banca

Multiple

Grupo

Financiero

Santand

5.375%

4/17/25

198,701

200

(b)

Becle

SAB

de

CV

2.500%

10/14/31

154,240

200

(b)

Cemex

SAB

de

CV

9.125%

12/30/49

214,627

200

(b)

Comision

Federal

de

Electricidad

4.688%

5/15/29

183,948

300

(b)

Mexico

City

Airport

Trust

5.500%

10/31/46

246,745

200

(b)

Orbia

Advance

Corp

SAB

de

CV

1.875%

5/11/26

184,085

200

Petroleos

Mexicanos

5.950%

1/28/31

157,803

100

Petroleos

Mexicanos

5.350%

2/12/28

87,423

Total

Mexico

1,593,565

Morocco

-

0

.7

%

225

(b)

OCP

SA

3.750%

6/23/31

186,750

Total

Morocco

186,750

Peru

-

1

.1

%

200

(b)

Banco

BBVA

Peru

SA

6.200%

6/07/34

197,880

200

(b)

Petroleos

del

Peru

SA

5.625%

6/19/47

122,727

Total

Peru

320,607

Qatar

-

1

.3

%

250

(b)

QatarEnergy

3.300%

7/12/51

166,137

200

QNB

Finance

Ltd,

Reg

S

2.750%

2/12/27

185,200

Total

Qatar

351,337

Saudi

Arabia

-

0

.8

%

250

(b)

Saudi

Arabian

Oil

Co

2.250%

11/24/30

205,367

Total

Saudi

Arabia

205,367

South

Africa

-

1

.5

%

200

Sasol

Financing

USA

LLC

5.500%

3/18/31

166,227

250

(b)

Transnet

SOC

Ltd

8.250%

2/06/28

245,625

Total

South

Africa

411,852

Supranational

-

1

.3

%

400

(b),(c)

Banque

Ouest

Africaine

de

Developpement

4.700%

10/22/31

339,528

Total

Supranational

339,528

Thailand

-

0

.8

%

250

(b)

PTTEP

Treasury

Center

Co

Ltd

2.993%

1/15/30

217,986

Total

Thailand

217,986

Turkey

-

1

.5

%

200

(b)

Ford

Otomotiv

Sanayi

AS

0.000%

4/25/29

199,900

200

(b)

Sisecam

UK

PLC,

(WI/DD)

8.625%

5/02/32

202,640

Total

Turkey

402,540

United

Arab

Emirates

-

3

.5

%

250

(b)

Abu

Dhabi

Crude

Oil

Pipeline

LLC

4.600%

11/02/47

215,125

200

(b)

DAE

Funding

LLC

3.375%

3/20/28

181,728

200

(b)

DP

World

Ltd/United

Arab

Emirates

5.625%

9/25/48

183,002

162

(b)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.160%

3/31/34

135,209

43

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

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

United

Arab

Emirates

(continued)

$

240

(b)

MDGH

GMTN

RSC

Ltd

4.375%

11/22/33

$

220,200

Total

United

Arab

Emirates

935,264

Total

Corporate

Bonds

(cost

$11,874,278)

12,104,797

Principal

Amount

(000)

Description

(a)

,(d)

Coupon

Maturity

Value

X

411,472

CONTINGENT

CAPITAL

SECURITIES

-

1.5%

X

411,472

Chile

-

0

.8

%

$

200

(b)

Banco

de

Credito

e

Inversiones

SA

8.750%

N/A

(e)

$

204,980

Total

Chile

204,980

Mexico

-

0

.7

%

200

(b)

BBVA

Bancomer

SA/Texas

8.450%

6/29/38

206,492

Total

Mexico

206,492

Total

Contingent

Capital

Securities

(cost

$400,000)

411,472

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

377,996

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

1.4%

X

377,996

Chile

-

0

.8

%

$

200

(b)

Banco

del

Estado

de

Chile

7.950%

N/A

(e)

$

201,500

Total

Chile

201,500

Mexico

-

0

.6

%

200

(b)

Banco

Nacional

de

Comercio

Exterior

SNC/Cayman

Islands

2.720%

8/11/31

176,496

Total

Mexico

176,496

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$373,219)

377,996

Total

Long-Term

Investments

(cost

$26,058,280)

26,336,700

Shares

Description

(a)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

  2.6%

700,690

(f)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.430%(g)

$

700,690

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$700,690)

700,690

Total

Investments

(cost

$

26,758,970

)

-

99

.3

%

27,037,390

Other

Assets

&

Liabilities,

Net

-  0.7%

177,351

Net

Assets

-

100%

$

27,214,741

Nuveen

Emerging

Markets

Debt

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

44

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:

Emerging

Markets

Debt

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Sovereign

Debt

$

–

$

13,442,435

$

–

$

13,442,435

Corporate

Bonds

–

12,104,797

–

12,104,797

Contingent

Capital

Securities

–

411,472

–

411,472

$1,000

Par

(or

similar)

Institutional

Preferred

–

377,996

–

377,996

Investments

Purchased

with

Collateral

from

Securities

Lending

700,690

–

–

700,690

Total

$

700,690

$

26,336,700

$

–

$

27,037,390

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.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$17,867,802

or

66.1%

of

Total

Investments.

(c)

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

$674,100.

(d)

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.

(e)

Perpetual

security.

Maturity

date

is

not

applicable.

(f)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

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

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(g)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

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

When-issued

or

delayed

delivery

security.

45

Nuveen

High

Yield

Managed

Accounts

Portfolio

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

99.1% 

X

–

CORPORATE

BONDS

-

98

.1

%

X

17,349,387

Automobiles

&

Components

-

3.5%

$

115

Dana

Inc

4.500%

2/15/32

$

97,567

125

(b)

Goodyear

Tire

&

Rubber

Co/The

5.000%

7/15/29

113,372

105

(c)

Phinia

Inc

6.750%

4/15/29

105,374

150

(c)

ZF

North

America

Capital

Inc

6.875%

4/14/28

151,003

150

(c)

ZF

North

America

Capital

Inc

0.000%

4/23/30

150,312

Total

Automobiles

&

Components

617,628

Capital

Goods

-

6.2%

200

(b),(c)

Albion

Financing

2

Sarl

8.750%

4/15/27

199,997

65

(c)

Chart

Industries

Inc

7.500%

1/01/30

66,482

75

(c)

EMRLD

Borrower

LP

/

Emerald

Co-Issuer

Inc

6.625%

12/15/30

74,328

100

(c)

EquipmentShare.com

Inc

8.625%

5/15/32

101,742

110

(c)

Husky

Injection

Molding

Systems

Ltd

/

Titan

Co-Borrower

LLC

9.000%

2/15/29

113,228

35

(c)

Standard

Industries

Inc/NJ

5.000%

2/15/27

33,714

200

(c)

TransDigm

Inc

6.375%

3/01/29

198,473

80

(c)

TransDigm

Inc

6.875%

12/15/30

80,544

100

(c)

Trinity

Industries

Inc

7.750%

7/15/28

102,202

120

(c)

WESCO

Distribution

Inc

6.625%

3/15/32

119,438

Total

Capital

Goods

1,090,148

Commercial

&

Professional

Services

-

3.6%

80

(c)

ASGN

Inc

4.625%

5/15/28

74,657

200

(c)

Boost

Newco

Borrower

LLC

7.500%

1/15/31

206,418

115

(c)

Garda

World

Security

Corp

4.625%

2/15/27

109,369

115

(b),(c)

MPH

Acquisition

Holdings

LLC

5.500%

9/01/28

93,710

95

(c)

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc

3.375%

8/31/27

86,522

60

(b),(c)

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc

6.250%

1/15/28

58,615

Total

Commercial

&

Professional

Services

629,291

Consumer

Discretionary

Distribution

&

Retail

-

6.6%

80

(c)

Academy

Ltd

6.000%

11/15/27

78,205

90

AmeriGas

Partners

LP

/

AmeriGas

Finance

Corp

5.875%

8/20/26

88,497

35

(b),(c)

Asbury

Automotive

Group

Inc

4.625%

11/15/29

31,648

200

(b),(c)

Avis

Budget

Car

Rental

LLC

/

Avis

Budget

Finance

Inc

8.000%

2/15/31

191,485

75

(c)

Bath

&

Body

Works

Inc

6.625%

10/01/30

74,944

50

(b),(c)

Group

1

Automotive

Inc

4.000%

8/15/28

45,472

125

(b)

Kohl's

Corp

4.625%

5/01/31

103,053

50

(c)

LCM

Investments

Holdings

II

LLC

4.875%

5/01/29

45,666

100

(c)

Macy's

Retail

Holdings

LLC

5.875%

4/01/29

96,417

175

(c)

Michaels

Cos

Inc/The

5.250%

5/01/28

148,116

100

(c)

Michaels

Cos

Inc/The

7.875%

5/01/29

73,272

170

(c)

Staples

Inc

7.500%

4/15/26

163,900

30

(c)

Wand

NewCo

3

Inc

7.625%

1/30/32

30,498

Total

Consumer

Discretionary

Distribution

&

Retail

1,171,173

Consumer

Durables

&

Apparel

-

1.4%

80

Newell

Brands

Inc

4.700%

4/01/26

78,724

80

Newell

Brands

Inc

6.625%

9/15/29

77,271

115

(c)

Wolverine

World

Wide

Inc

4.000%

8/15/29

91,853

Total

Consumer

Durables

&

Apparel

247,848

Nuveen

High

Yield

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

46

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Consumer

Services

-

5.0%

$

160

(c)

Churchill

Downs

Inc

5.750%

4/01/30

$

152,248

75

(c)

Cinemark

USA

Inc

5.875%

3/15/26

74,055

115

(b),(c)

Fertitta

Entertainment

LLC

/

Fertitta

Entertainment

Finance

Co

Inc

4.625%

1/15/29

104,033

200

(c)

Flutter

Treasury

Designated

Activity

Co

6.375%

4/29/29

200,542

90

(c)

Hilton

Domestic

Operating

Co

Inc

5.875%

4/01/29

88,808

100

(c)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

/

Hilton

Grand

Vacations

Borrower

Esc

6.625%

1/15/32

98,587

40

(c)

Royal

Caribbean

Cruises

Ltd

6.250%

3/15/32

39,431

20

(c)

Royal

Caribbean

Cruises

Ltd

7.250%

1/15/30

20,567

100

(c)

Six

Flags

Entertainment

Corp

,

(WI/DD)

0.000%

4/30/32

99,601

Total

Consumer

Services

877,872

Consumer

Staples

Distribution

&

Retail

-

0.3%

50

(c)

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

6.500%

2/15/28

49,955

Total

Consumer

Staples

Distribution

&

Retail

49,955

Energy

-

14.1%

105

(c)

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp

5.750%

3/01/27

103,090

65

(c)

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp

6.250%

4/01/28

63,678

105

(c)

Baytex

Energy

Corp

7.375%

3/15/32

105,893

15

(c)

Civitas

Resources

Inc

8.625%

11/01/30

15,962

55

(c)

Civitas

Resources

Inc

8.375%

7/01/28

57,375

135

(c)

Civitas

Resources

Inc

8.750%

7/01/31

143,200

135

(b),(c)

CNX

Resources

Corp

7.250%

3/01/32

135,373

165

(c)

EQM

Midstream

Partners

LP

6.500%

7/01/27

165,229

135

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

6.250%

5/15/26

133,850

150

(c)

Harvest

Midstream

I

LP

7.500%

5/15/32

150,186

165

(c)

Hilcorp

Energy

I

LP

/

Hilcorp

Finance

Co

5.750%

2/01/29

158,504

65

(c)

Kinetik

Holdings

LP

5.875%

6/15/30

62,847

100

(c)

Kinetik

Holdings

LP

6.625%

12/15/28

100,481

50

(c)

Kodiak

Gas

Services

LLC

7.250%

2/15/29

50,361

110

(c)

Parkland

Corp

4.500%

10/01/29

99,691

100

(c)

PBF

Holding

Co

LLC

/

PBF

Finance

Corp

7.875%

9/15/30

102,848

105

(b)

SM

Energy

Co

6.500%

7/15/28

104,146

90

(c)

Sunoco

LP

0.000%

4/30/29

91,403

100

(c)

Talos

Production

Inc

9.000%

2/01/29

105,506

25

(c)

Transocean

Aquila

Ltd

8.000%

9/30/28

25,427

40

(c)

Transocean

Inc

8.750%

2/15/30

42,229

35

(c)

Transocean

Titan

Financing

Ltd

8.375%

2/01/28

35,929

140

(c)

USA

Compression

Partners

LP

/

USA

Compression

Finance

Corp

7.125%

3/15/29

139,105

100

USA

Compression

Partners

LP

/

USA

Compression

Finance

Corp

6.875%

9/01/27

99,834

100

(c)

Venture

Global

LNG

Inc

9.875%

2/01/32

106,711

90

(c)

Venture

Global

LNG

Inc

8.125%

6/01/28

92,022

Total

Energy

2,490,880

Equity

Real

Estate

Investment

Trusts

(REITs)

-

1.6%

100

(c)

CTR

Partnership

LP

/

CareTrust

Capital

Corp

3.875%

6/30/28

90,515

115

(c)

Iron

Mountain

Inc

4.875%

9/15/27

109,747

85

(c)

Uniti

Group

LP

/

Uniti

Group

Finance

Inc

/

CSL

Capital

LLC

10.500%

2/15/28

88,182

Total

Equity

Real

Estate

Investment

Trusts

(REITs)

288,444

Financial

Services

-

6.4%

130

(c)

Compass

Group

Diversified

Holdings

LLC

5.250%

4/15/29

121,523

25

(c)

Compass

Group

Diversified

Holdings

LLC

5.000%

1/15/32

22,030

215

(b),(c)

FirstCash

Inc

6.875%

3/01/32

212,282

47

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Financial

Services

(continued)

$

180

(b),(c)

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC

8.000%

6/15/27

$

184,527

165

Icahn

Enterprises

LP

/

Icahn

Enterprises

Finance

Corp

5.250%

5/15/27

151,510

90

Navient

Corp

4.875%

3/15/28

81,316

210

OneMain

Finance

Corp

3.500%

1/15/27

193,201

110

(c)

PennyMac

Financial

Services

Inc

7.875%

12/15/29

112,272

60

(c)

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc

3.875%

3/01/31

50,871

Total

Financial

Services

1,129,532

Food,

Beverage

&

Tobacco

-

1.8%

80

(c)

B&G

Foods

Inc

8.000%

9/15/28

82,900

50

(c)

Chobani

LLC

/

Chobani

Finance

Corp

Inc

4.625%

11/15/28

46,278

115

(c)

Darling

Ingredients

Inc

6.000%

6/15/30

111,716

85

(c)

Primo

Water

Holdings

Inc

4.375%

4/30/29

77,584

Total

Food,

Beverage

&

Tobacco

318,478

Health

Care

Equipment

&

Services

-

3.5%

125

(c)

CHS/Community

Health

Systems

Inc

5.250%

5/15/30

102,198

100

(c)

CHS/Community

Health

Systems

Inc

8.000%

3/15/26

99,513

95

(c)

DaVita

Inc

4.625%

6/01/30

83,233

130

(c)

LifePoint

Health

Inc

11.000%

10/15/30

138,371

100

(c)

LifePoint

Health

Inc

9.875%

8/15/30

104,130

100

(b),(c)

Tenet

Healthcare

Corp

6.750%

5/15/31

100,198

Total

Health

Care

Equipment

&

Services

627,643

Household

&

Personal

Products

-

1.3%

65

(c)

Coty

Inc

5.000%

4/15/26

63,747

60

(c)

Coty

Inc/HFC

Prestige

Products

Inc/HFC

Prestige

International

US

LLC

6.625%

7/15/30

60,036

120

(c)

Kronos

Acquisition

Holdings

Inc

/

KIK

Custom

Products

Inc

5.000%

12/31/26

115,956

Total

Household

&

Personal

Products

239,739

Insurance

-

5.6%

130

(c)

Acrisure

LLC

/

Acrisure

Finance

Inc

4.250%

2/15/29

116,462

85

(c)

Alliant

Holdings

Intermediate

LLC

/

Alliant

Holdings

Co-Issuer

6.750%

4/15/28

84,910

25

(c)

Alliant

Holdings

Intermediate

LLC

/

Alliant

Holdings

Co-Issuer

7.000%

1/15/31

25,078

200

(c)

Ardonagh

Finco

Ltd

7.750%

2/15/31

196,810

200

(c)

Howden

UK

Refinance

PLC

/

Howden

UK

Refinance

2

PLC

/

Howden

US

Refinance

LLC

7.250%

2/15/31

197,444

110

(c)

HUB

International

Ltd

7.250%

6/15/30

111,614

260

(c)

Panther

Escrow

Issuer

LLC

7.125%

6/01/31

261,348

Total

Insurance

993,666

Materials

-

7.4%

120

(c)

Arsenal

AIC

Parent

LLC

8.000%

10/01/30

124,940

130

(c)

Avient

Corp

7.125%

8/01/30

131,531

190

(c)

Cleveland-Cliffs

Inc

7.000%

3/15/32

185,560

130

(c)

Gates

Global

LLC

/

Gates

Corp

6.250%

1/15/26

130,028

130

(c)

Mineral

Resources

Ltd

9.250%

10/01/28

136,284

110

(c)

Mineral

Resources

Ltd

8.000%

11/01/27

111,252

100

(c)

NOVA

Chemicals

Corp

4.875%

6/01/24

99,593

45

(c)

Owens-Brockway

Glass

Container

Inc

7.250%

5/15/31

45,069

20

(c)

Sealed

Air

Corp

6.125%

2/01/28

19,756

140

(c)

SunCoke

Energy

Inc

4.875%

6/30/29

123,618

79

(c)

Trinseo

Materials

Operating

SCA

/

Trinseo

Materials

Finance

Inc

5.375%

9/01/25

62,780

165

(c)

Tronox

Inc

4.625%

3/15/29

147,194

Total

Materials

1,317,605

Nuveen

High

Yield

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

48

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Media

&

Entertainment

-

9.1%

$

285

(c)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.250%

2/01/31

$

223,053

195

(c)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

5.375%

6/01/29

171,756

50

(c)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

6.375%

9/01/29

45,834

120

(c)

Directv

Financing

LLC

/

Directv

Financing

Co-Obligor

Inc

5.875%

8/15/27

111,849

75

(c)

DISH

Network

Corp

11.750%

11/15/27

75,603

75

(b),(c)

Getty

Images

Inc

9.750%

3/01/27

75,096

65

(c)

Gray

Television

Inc

4.750%

10/15/30

39,239

140

(c)

Outfront

Media

Capital

LLC

/

Outfront

Media

Capital

Corp

7.375%

2/15/31

143,668

95

(c)

Sirius

XM

Radio

Inc

4.000%

7/15/28

84,685

20

(c)

Sirius

XM

Radio

Inc

4.125%

7/01/30

16,961

200

(c)

Sunrise

FinCo

I

BV

4.875%

7/15/31

174,154

75

(b),(c)

Univision

Communications

Inc

4.500%

5/01/29

65,244

200

(c)

Virgin

Media

Secured

Finance

PLC

5.500%

5/15/29

181,788

200

(c)

VZ

Secured

Financing

BV

5.000%

1/15/32

168,468

40

(c)

Ziff

Davis

Inc

4.625%

10/15/30

34,791

Total

Media

&

Entertainment

1,612,189

Pharmaceuticals,

Biotechnology

&

Life

Sciences

-

2.1%

200

(c)

Jazz

Securities

DAC

4.375%

1/15/29

181,966

200

(c)

Organon

&

Co

/

Organon

Foreign

Debt

Co-Issuer

BV

4.125%

4/30/28

182,151

Total

Pharmaceuticals,

Biotechnology

&

Life

Sciences

364,117

Real

Estate

Management

&

Development

-

0.4%

75

(b),(c)

Cushman

&

Wakefield

US

Borrower

LLC

6.750%

5/15/28

73,955

Total

Real

Estate

Management

&

Development

73,955

Software

&

Services

-

3.0%

150

(c)

Ahead

DB

Holdings

LLC

6.625%

5/01/28

136,342

155

(c)

Gen

Digital

Inc

6.750%

9/30/27

155,577

75

(c)

Open

Text

Corp

3.875%

12/01/29

65,640

120

(c)

Rocket

Software

Inc

,

(WI/DD)

0.000%

11/28/28

120,455

50

(c)

Science

Applications

International

Corp

4.875%

4/01/28

47,199

Total

Software

&

Services

525,213

Technology

Hardware

&

Equipment

-

0.6%

100

(c)

Imola

Merger

Corp

4.750%

5/15/29

92,080

19

(b),(c)

Xerox

Holdings

Corp

8.875%

11/30/29

18,101

Total

Technology

Hardware

&

Equipment

110,181

Telecommunication

Services

-

4.6%

200

(b),(c)

Altice

France

SA/France

8.125%

2/01/27

150,572

100

(c)

Frontier

Communications

Holdings

LLC

8.625%

3/15/31

100,997

105

(c)

Frontier

Communications

Holdings

LLC

5.875%

10/15/27

100,712

200

Iliad

Holding

SASU

,

(WI/DD)

0.000%

4/30/31

201,507

130

(c)

Level

3

Financing

Inc

10.500%

4/15/29

129,734

75

(c)

Level

3

Financing

Inc

10.500%

5/15/30

74,319

50

(c)

Level

3

Financing

Inc

10.750%

12/15/30

50,097

Total

Telecommunication

Services

807,938

Transportation

-

5.3%

65

(c)

Allegiant

Travel

Co

7.250%

8/15/27

62,824

35

(c)

American

Airlines

Inc

8.500%

5/15/29

36,459

77

(c)

American

Airlines

Inc/AAdvantage

Loyalty

IP

Ltd2021

CORP

5.500%

4/20/26

75,777

300

(c)

Brightline

East

LLC

,

(WI/DD)

0.000%

1/31/30

296,925

115

(c)

Cargo

Aircraft

Management

Inc

4.750%

2/01/28

103,845

20

(b),(c)

GN

Bondco

LLC

9.500%

10/15/31

19,206

200

(c)

Hawaiian

Brand

Intellectual

Property

Ltd

/

HawaiianMiles

Loyalty

Ltd

5.750%

1/20/26

187,578

105

(c)

United

Airlines

Inc

4.375%

4/15/26

100,998

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

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

(a)

Coupon

Maturity

Value

Transportation

(continued)

$

55

(c)

XPO

Inc

7.125%

6/01/31

$

55,283

Total

Transportation

938,895

Utilities

-

4.7%

80

(c)

Clearway

Energy

Operating

LLC

4.750%

3/15/28

75,388

115

(c)

Ferrellgas

LP

/

Ferrellgas

Finance

Corp

5.375%

4/01/26

112,682

115

(c)

Ferrellgas

LP

/

Ferrellgas

Finance

Corp

5.875%

4/01/29

108,968

235

(c)

Talen

Energy

Supply

LLC

8.625%

6/01/30

248,638

130

(c)

TerraForm

Power

Operating

LLC

5.000%

1/31/28

121,312

85

(c)

Vistra

Operations

Co

LLC

7.750%

10/15/31

87,175

80

(c)

Vistra

Operations

Co

LLC

4.375%

5/01/29

72,834

Total

Utilities

826,997

Total

Corporate

Bonds

(cost

$17,131,997)

17,349,387

Shares

Description

(a)

Value

X

–

EXCHANGE-TRADED

FUNDS

-

1

.0

%

X

178,925

8,500

Invesco

Senior

Loan

ETF

$

178,925

Total

Exchange-Traded

Funds

(cost

$179,478)

178,925

Total

Long-Term

Investments

(cost

$17,311,475)

17,528,312

Shares

Description

(a)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

12.7%

2,254,160

(d)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.430%(e)

$

2,254,160

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$2,254,160)

2,254,160

Total

Investments

(cost

$

19,565,635

)

-

111

.8

%

19,782,472

Other

Assets

&

Liabilities,

Net

-  (11.8)%

(

2,092,933

)

Net

Assets

-

100%

$

17,689,539

Nuveen

High

Yield

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

50

High

Yield

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Bonds

$

–

$

17,349,387

$

–

$

17,349,387

Exchange-Traded

Funds

178,925

–

–

178,925

Investments

Purchased

with

Collateral

from

Securities

Lending

2,254,160

–

–

2,254,160

Total

$

2,433,085

$

17,349,387

$

–

$

19,782,472

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.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

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

$2,150,884.

(c)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$15,825,540

or

80.0%

of

Total

Investments.

(d)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

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

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(e)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

ETF

Exchange-Traded

Fund

REIT

Real

Estate

Investment

Trust

WI/DD

When-issued

or

delayed

delivery

security.

51

Nuveen

Preferred

Securities

and

Income

Managed

Accounts

Portfolio

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

99.3% 

X

–

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

60

.1

%

X

10,474,173

Automobiles

&

Components

-

3.5%

$

650

(b)

General

Motors

Financial

Co

Inc

5.700%

N/A

(c)

$

608,311

Total

Automobiles

&

Components

608,311

Banks

-

14.0%

300

Citigroup

Inc

7.625%

N/A

(c)

309,598

540

CoBank

ACB

6.450%

N/A

(c)

533,195

100

(d)

First

Citizens

BancShares

Inc/NC

(TSFR3M

reference

rate

+

4.234%

spread)

9.563%

N/A

(c)

100,805

250

M&T

Bank

Corp

5.125%

N/A

(c)

219,729

280

PNC

Financial

Services

Group

Inc/The

6.200%

N/A

(c)

274,485

225

PNC

Financial

Services

Group

Inc/The

6.250%

N/A

(c)

211,523

560

Truist

Financial

Corp

5.100%

N/A

(c)

505,886

300

(b)

US

Bancorp

5.300%

N/A

(c)

281,207

Total

Banks

2,436,428

Capital

Goods

-

2.9%

515

AerCap

Holdings

NV

5.875%

10/10/79

508,561

Total

Capital

Goods

508,561

Energy

-

7.5%

300

Enbridge

Inc

8.500%

1/15/84

316,514

300

Enbridge

Inc

7.625%

1/15/83

298,681

275

Energy

Transfer

LP

6.500%

N/A

(c)

266,846

300

Transcanada

Trust

5.500%

9/15/79

270,574

180

Transcanada

Trust

5.600%

3/07/82

157,432

Total

Energy

1,310,047

Financial

Services

-

10.2%

400

Ally

Financial

Inc

4.700%

N/A

(c)

339,568

290

American

Express

Co

3.550%

N/A

(c)

264,592

450

(b)

Charles

Schwab

Corp/The

5.375%

N/A

(c)

444,994

310

(b)

Discover

Financial

Services

6.125%

N/A

(c)

309,984

200

(b)

Goldman

Sachs

Group

Inc/The

7.500%

N/A

(c)

206,975

205

State

Street

Corp

6.700%

N/A

(c)

205,173

Total

Financial

Services

1,771,286

Insurance

-

12.7%

300

Assurant

Inc

7.000%

3/27/48

298,666

185

AXIS

Specialty

Finance

LLC

4.900%

1/15/40

165,804

270

Enstar

Finance

LLC

5.500%

1/15/42

254,681

310

Markel

Group

Inc

6.000%

N/A

(c)

307,594

325

(e)

MetLife

Inc

9.250%

4/08/38

373,816

180

Prudential

Financial

Inc

6.500%

3/15/54

177,346

650

(e)

QBE

Insurance

Group

Ltd

5.875%

N/A

(c)

642,266

Total

Insurance

2,220,173

Media

&

Entertainment

-

1.6%

300

(b)

Paramount

Global

6.375%

3/30/62

277,457

Total

Media

&

Entertainment

277,457

Telecommunication

Services

-

1.8%

300

Vodafone

Group

PLC

7.000%

4/04/79

304,385

Total

Telecommunication

Services

304,385

Nuveen

Preferred

Securities

and

Income

Managed

Accounts

Portfolio

(con-

tinued)

Portfolio

of

Investments

April

30,

2024

52

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Utilities

-

5.9%

$

400

Emera

Inc

6.750%

6/15/76

$

395,439

330

Sempra

4.875%

N/A

(c)

321,058

325

(e)

Vistra

Corp

7.000%

N/A

(c)

321,028

Total

Utilities

1,037,525

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$9,985,642)

10,474,173

Principal

Amount

(000)

Description

(a)

,(f)

Coupon

Maturity

Value

X

–

CONTINGENT

CAPITAL

SECURITIES

-

34

.0

%

X

5,927,536

Banks

-

29.1%

$

200

Banco

Bilbao

Vizcaya

Argentaria

SA

6.500%

N/A

(c)

$

197,256

200

Banco

Bilbao

Vizcaya

Argentaria

SA

9.375%

N/A

(c)

210,043

200

Banco

Santander

SA

4.750%

N/A

(c)

171,080

200

Banco

Santander

SA

9.625%

N/A

(c)

213,518

515

Barclays

PLC

8.000%

N/A

(c)

506,427

275

(e)

BNP

Paribas

SA

7.750%

N/A

(c)

277,314

235

(e)

BNP

Paribas

SA

9.250%

N/A

(c)

248,955

200

(e)

BNP

Paribas

SA

8.500%

N/A

(c)

206,773

425

(e)

Credit

Agricole

SA

8.125%

N/A

(c)

430,313

370

HSBC

Holdings

PLC

6.000%

N/A

(c)

352,009

200

HSBC

Holdings

PLC

8.000%

N/A

(c)

206,425

340

HSBC

Holdings

PLC

6.375%

N/A

(c)

335,964

250

ING

Groep

NV

5.750%

N/A

(c)

235,956

200

ING

Groep

NV,

Reg

S

7.500%

N/A

(c)

195,500

200

Lloyds

Banking

Group

PLC

7.500%

N/A

(c)

197,980

330

NatWest

Group

PLC

6.000%

N/A

(c)

320,731

350

(e)

Societe

Generale

SA

10.000%

N/A

(c)

366,701

220

(e)

Societe

Generale

SA

9.375%

N/A

(c)

223,919

200

(e)

Standard

Chartered

PLC

7.750%

N/A

(c)

198,714

Total

Banks

5,095,578

Financial

Services

-

4.9%

200

Deutsche

Bank

AG

6.000%

N/A

(c)

185,569

200

(e)

UBS

Group

AG

9.250%

N/A

(c)

219,497

400

(e)

UBS

Group

AG

9.250%

N/A

(c)

426,892

Total

Financial

Services

831,958

Total

Contingent

Capital

Securities

(cost

$5,541,943)

5,927,536

Shares

Description

(a)

Coupon

Value

X

–

$25

PAR

(OR

SIMILAR)

RETAIL

PREFERRED

-

3

.2

%

X

550,369

Banks

-

1.7%

3,000

(e)

Farm

Credit

Bank

of

Texas

9.601%

$

298,500

Total

Banks

298,500

Energy

-

0.8%

5,000

NuStar

Energy

LP

12.357%

127,850

Total

Energy

127,850

Food,

Beverage

&

Tobacco

-

0.7%

4,900

CHS

Inc

6.750%

124,019

Total

Food,

Beverage

&

Tobacco

124,019

Total

$25

Par

(or

similar)

Retail

Preferred

(cost

$533,383)

550,369

53

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

(a)

Coupon

Maturity

Value

X

–

CORPORATE

BONDS

-

2

.0

%

X

357,511

Energy

-

0.4%

$

75

Energy

Transfer

LP

8.000%

5/15/54

$

77,235

Total

Energy

77,235

Financial

Services

-

1.6%

400

Credit

Suisse

Group

AG

7.500%

6/11/72

44,000

310

Credit

Suisse

Group

AG

7.500%

1/17/72

34,100

200

Goldman

Sachs

Group

Inc/The

7.500%

12/30/49

202,176

Total

Financial

Services

280,276

Total

Corporate

Bonds

(cost

$934,327)

357,511

Total

Long-Term

Investments

(cost

$16,995,295)

17,309,589

Shares

Description

(a)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

8.8%

1,522,604

(g)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.430%(h)

$

1,522,604

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$1,522,604)

1,522,604

Total

Investments

(cost

$

18,517,899

)

-

108

.1

%

18,832,193

Other

Assets

&

Liabilities,

Net

-  (8.1)%

(

1,406,046

)

Net

Assets

-

100%

$

17,426,147

Nuveen

Preferred

Securities

and

Income

Managed

Accounts

Portfolio

(con-

tinued)

Portfolio

of

Investments

April

30,

2024

54

Preferred

Securities

and

Income

MAPS

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

$1,000

Par

(or

similar)

Institutional

Preferred

$

–

$

10,474,173

$

–

$

10,474,173

Contingent

Capital

Securities

–

5,927,536

–

5,927,536

$25

Par

(or

similar)

Retail

Preferred

550,369

–

–

550,369

Corporate

Bonds

–

357,511

–

357,511

Investments

Purchased

with

Collateral

from

Securities

Lending

1,522,604

–

–

1,522,604

Total

$

2,072,973

$

16,759,220

$

–

$

18,832,193

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.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

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

$1,471,281.

(c)

Perpetual

security.

Maturity

date

is

not

applicable.

(d)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(e)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$4,234,688

or

22.5%

of

Total

Investments.

(f)

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.

(g)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

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

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(h)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

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.

TSFR

3M

CME

Term

SOFR

3

Month

55

Nuveen

Securitized

Credit

Managed

Accounts

Portfolio

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

99.3% 

X

–

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

-

98.3%

X

25,146,062

$

350

(b)

Affirm

Asset

Securitization

Trust

2023-B,

2023

B

6.820%

9/15/28

$

353,595

250

(b),(c)

AGL

CLO

Ltd,

(TSFR3M

reference

rate

+

2.600%

spread),

2023

25A

7.925%

7/21/36

251,885

264

(b)

Avis

Budget

Rental

Car

Funding

AESOP

LLC,

2019

3A

2.360%

3/20/26

257,840

100

(b)

Avis

Budget

Rental

Car

Funding

AESOP

LLC,

2024

1A

5.850%

6/20/30

99,003

100

Bank

2019-BNK19,

2019

BN20

3.243%

9/15/62

84,493

350

BANK

2019-BNK22,

2019

BN22

3.210%

11/15/62

299,243

500

Benchmark

2019-B11

Mortgage

Trust,

2019

B11

3.784%

5/15/52

438,396

199

Benchmark

2019-B15

Mortgage

Trust,

2019

B15

3.836%

12/15/72

147,789

100

Benchmark

2021-B28

Mortgage

Trust,

2021

B28

2.429%

8/15/54

77,390

250

(b),(c)

BX

Commercial

Mortgage

Trust

2021-CIP,

(TSFR1M

reference

rate

+

1.385%

spread),

2021

CIP

6.706%

12/15/38

246,849

221

(b),(c)

BX

Commercial

Mortgage

Trust

2021-SOAR,

(TSFR1M

reference

rate

+

0.984%

spread),

2021

SOAR

6.305%

6/15/38

218,638

570

(b)

CAMB

Commercial

Mortgage

Trust

2021-CX2,

2021

CX2

2.700%

11/10/46

456,159

244

(b)

Capital

Automotive

REIT,

2023

1A

5.750%

9/15/53

238,961

295

CFCRE

Commercial

Mortgage

Trust

2016-C6,

2016

C6

3.217%

11/10/49

272,305

200

Citigroup

Commercial

Mortgage

Trust

2015-GC29,

2015

GC29

3.457%

4/10/48

192,699

200

Citigroup

Commercial

Mortgage

Trust

2016-C3,

2016

C3

3.366%

11/15/49

184,707

295

COMM

2018-COR3

Mortgage

Trust,

2018

COR3

4.664%

5/10/51

250,078

300

(b),(c)

Connecticut

Avenue

Securities

Trust

2022-R04,

(SOFR30A

reference

rate

+

3.100%

spread),

2022

R04

8.430%

3/25/42

312,758

300

(b),(c)

Connecticut

Avenue

Securities

Trust

2022-R05,

(SOFR30A

reference

rate

+

3.000%

spread),

2022

R05

8.330%

4/25/42

309,726

300

(b),(c)

Connecticut

Avenue

Securities

Trust

2022-R07,

(SOFR30A

reference

rate

+

4.650%

spread),

2022

R07

9.980%

6/25/42

326,736

240

(b),(c)

Connecticut

Avenue

Securities

Trust

2022-R09,

(SOFR30A

reference

rate

+

4.750%

spread),

2022

R09

10.080%

9/25/42

262,521

315

(b),(c)

Connecticut

Avenue

Securities

Trust

2023-R01,

(SOFR30A

reference

rate

+

3.750%

spread),

2023

R01

9.080%

12/25/42

337,099

45

CSAIL

2017-CX10

Commercial

Mortgage

Trust,

2017

CX10

3.458%

11/15/50

40,634

200

CSAIL

2020-C19

Commercial

Mortgage

Trust,

2020

C19

2.971%

3/15/53

159,470

87

(b)

DBWF

Mortgage

Trust,

2015

LCM

2.998%

6/10/34

82,758

144

Fannie

Mae

Pool,

FN

MA4699,

2022

1

3.500%

7/01/52

124,072

101

Fannie

Mae

Pool,

FN

MA5165,

(WI/DD)

5.500%

10/01/53

97,835

144

Fannie

Mae

Pool,

FN

MA4842,

2022

1

5.500%

12/01/52

139,946

117

Fannie

Mae

Pool,

FN

CB2795

3.000%

2/01/52

96,443

184

Fannie

Mae

Pool,

FN

310210,

2022

1

4.000%

5/01/44

169,588

103

Fannie

Mae

Pool,

FN

FS7299

3.000%

5/01/52

86,102

237

Fannie

Mae

Pool,

FN

FS0403

3.000%

1/01/52

198,426

88

Fannie

Mae

Pool,

FN

FS5179

5.000%

6/01/53

84,272

94

Fannie

Mae

Pool,

FN

MA4761

5.000%

9/01/52

89,302

178

Fannie

Mae

Pool,

FN

CB3905

3.500%

6/01/52

153,623

177

Fannie

Mae

Pool,

FN

MA5039

5.500%

6/01/53

171,877

115

Fannie

Mae

Pool,

FN

MA4625,

2022

1

3.500%

6/01/52

99,137

278

Fannie

Mae

Pool,

FN

MA4920

6.000%

2/01/53

275,363

315

Fannie

Mae

Pool,

FN

MA4600,

2022

2

3.500%

5/01/52

271,942

349

Fannie

Mae

Pool,

FN

MA4962

4.000%

3/01/53

312,312

396

Fannie

Mae

Pool,

FN

MA4783

4.000%

10/01/52

354,889

374

Fannie

Mae

Pool,

FN

MA4919

5.500%

2/01/53

364,116

403

Fannie

Mae

Pool,

FN

MA5070

4.500%

7/01/53

371,893

439

Fannie

Mae

Pool,

FN

MA4700,

2022

1

4.000%

7/01/52

393,050

430

Fannie

Mae

Pool,

FN

MA4701,

2022

1

4.500%

7/01/52

396,113

321

Fannie

Mae

Pool,

FN

MA5106

5.000%

8/01/53

304,133

455

Fannie

Mae

Pool,

FN

MA4784

4.500%

10/01/52

419,140

454

Fannie

Mae

Pool,

FN

MA4655

4.000%

7/01/52

405,938

Nuveen

Securitized

Credit

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

56

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

475

Fannie

Mae

Pool,

FN

MA4805,

2022

1

4.500%

11/01/52

$

437,513

539

Fannie

Mae

Pool,

FN

FS1535

3.000%

4/01/52

448,740

507

Fannie

Mae

Pool,

FN

MA4732

4.000%

9/01/52

454,297

506

Fannie

Mae

Pool,

FN

MA4733

4.500%

9/01/52

466,575

497

Fannie

Mae

Pool,

FN

MA4737,

2022

1

5.000%

8/01/52

471,389

360

Fannie

Mae

Pool,

FN

CB2804

2.500%

2/01/52

289,212

358

Fannie

Mae

Pool,

FN

CB2211

2.500%

11/01/51

284,413

310

Fannie

Mae

Pool,

FN

MA4918

5.000%

2/01/53

294,166

79

Freddie

Mac

Pool,

FR

SD4810

3.000%

4/01/52

65,938

55

Freddie

Mac

Pool,

FR

SD8220

3.000%

6/01/52

45,270

42

Freddie

Mac

Pool,

FR

RA7211,

2022

1

4.000%

4/01/52

38,080

193

Freddie

Mac

Pool,

FR

RA9629

5.500%

8/01/53

187,674

45

Freddie

Mac

REMICS,

2018

4776

4.000%

3/15/48

39,744

36

Freddie

Mac

REMICS,

2018

4783

4.000%

4/15/48

31,945

157

(b),(c)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA5,

(SOFR30A

reference

rate

+

4.500%

spread),

2022

DNA5

9.830%

6/25/42

170,071

300

(b),(c)

Freddie

Mac

STACR

REMIC

Trust

2022-HQA2,

(SOFR30A

reference

rate

+

4.000%

spread),

2022

HQA2

9.330%

7/25/42

319,150

300

(b),(c)

Freddie

Mac

STACR

REMIC

Trust

2022-HQA3,

(SOFR30A

reference

rate

+

3.550%

spread),

2022

HQA3

8.880%

8/25/42

317,072

69

Ginnie

Mae

II

Pool,

G2

MA8428

5.000%

11/20/52

66,153

118

Ginnie

Mae

II

Pool,

G2

MA8201

4.500%

8/20/52

109,971

351

Ginnie

Mae

II

Pool,

G2

MA8149

3.500%

7/20/52

309,715

62

Ginnie

Mae

II

Pool,

G2

MA7419,

2021

MTGE,

(WI/DD)

3.000%

6/20/51

52,797

251

Ginnie

Mae

II

Pool,

G2

MA8200

4.000%

8/20/52

227,909

79

Ginnie

Mae

II

Pool,

G2

MA8043

3.000%

5/20/52

67,504

345

GM

Financial

Consumer

Automobile

Receivables

Trust

2020-4,

2020

4

0.500%

2/17/26

339,873

102

Government

National

Mortgage

Association,

2023

111

3.000%

2/20/52

64,613

248

(b),(c)

Gracie

Point

International

Fun,

(SOFR90A

reference

rate

+

1.950%

spread),

2023

1A

7.308%

9/01/26

249,824

78

(b),(c)

GRACIE

POINT

INTERNATIONAL

FUNDING

2023-2,

(SOFR90A

reference

rate

+

2.250%

spread),

2023

2A

7.608%

3/01/27

78,475

575

GS

Mortgage

Securities

Trust

2017-GS6,

2017

GS6

3.638%

5/10/50

514,986

245

GS

Mortgage

Securities

Trust

2018-GS9,

2018

GS9

3.992%

3/10/51

224,542

45

GS

Mortgage

Securities

Trust

2019-GSA1,

2019

GSA1

3.340%

11/10/52

38,576

244

(b)

GS

Mortgage-Backed

Securities

Trust

2021-PJ6,

2021

PJ6

2.500%

11/25/51

186,494

94

(b)

GS

Mortgage-Backed

Securities

Trust

2023-PJ1,

2023

PJ1

3.500%

2/25/53

78,084

250

(b)

Hertz

Vehicle

Financing

III

LLC,

2023

3A

5.940%

2/25/28

248,944

100

(b)

Hertz

Vehicle

Financing

III

LP,

2021

2A

2.120%

12/27/27

90,189

154

(b)

Hilton

Grand

Vacations

Trust

2019-A,

2019

AA

2.340%

7/25/33

147,268

187

(b)

J.P.

Morgan

Mortgage

Trust

2021-INV5,

2021

INV5

3.187%

12/25/51

147,032

267

(b)

J.P.

Morgan

Mortgage

Trust

2022-6,

2022

6

3.000%

11/25/52

213,383

255

(b)

JP

Morgan

Mortgage

Trust

2017-5,

2017

5

4.720%

10/26/48

252,194

253

(b)

JP

MORGAN

MORTGAGE

TRUST

2018-5,

2018

5

3.500%

10/25/48

215,544

250

(b)

JP

Morgan

Mortgage

Trust

2020-1,

2020

1

3.823%

6/25/50

211,060

408

(b)

JP

Morgan

Mortgage

Trust

2020-7,

2020

7

3.000%

1/25/51

336,070

239

(b)

JP

Morgan

Mortgage

Trust

2021-11,

2021

11

2.500%

1/25/52

183,111

23

(b)

JP

Morgan

Mortgage

Trust

2021-4,

2021

4

2.881%

8/25/51

17,701

250

JPMBB

Commercial

Mortgage

Securities

Trust

2014-C23,

2014

C23

4.631%

9/15/47

246,250

300

(b),(c)

Magnetite

XXXVII

Ltd,

(TSFR3M

reference

rate

+

2.300%

spread),

2023

37A

7.625%

10/20/36

302,807

100

(b)

MetroNet

Infrastructure

Issuer

LLC,

2024

1A

6.230%

4/20/54

98,728

279

(b)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2023-1,

2023

1

4.000%

2/25/53

241,730

202

(b)

MVW

2020-1

LLC,

2020

1A

1.740%

10/20/37

188,698

201

(b)

MVW

Owner

Trust

2019-1,

2019

1A

2.890%

11/20/36

195,030

220

(b),(c)

Myers

Park

CLO

Ltd,

(TSFR3M

reference

rate

+

1.862%

spread),

2018

1A

7.186%

10/20/30

220,153

82

(b),(c)

OBX

2018-1

Trust,

(TSFR1M

reference

rate

+

0.764%

spread),

2018

1

4.658%

6/25/57

79,530

57

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).

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

280

(b)

OBX

2022-INV5

Trust,

2022

INV5

4.000%

10/25/52

$

242,074

89

(b)

Oceanview

Mortgage

Trust

2022-1,

2022

1

4.500%

11/25/52

80,037

250

(b)

One

Bryant

Park

Trust

2019-OBP,

2019

OBP

2.516%

9/15/54

207,854

250

(b),(c)

OneMain

Financial

Issuance

Trust

2021-1,

(SOFR30A

reference

rate

+

0.760%

spread),

2021

1A

6.090%

6/16/36

249,453

250

(b)

PenFed

Auto

Receivables

Owner

Trust

2022-A,

2022

A

4.830%

12/15/28

244,093

100

(b)

PFS

Financing

Corp,

2024

D

5.340%

4/16/29

99,302

286

(b)

RCKT

Mortgage

Trust

2022-4,

2022

4

4.000%

6/25/52

247,412

223

(b)

Sequoia

Mortgage

Trust

2020-1,

2020

1

3.852%

2/25/50

169,625

205

(b)

Sequoia

Mortgage

Trust

2021-4,

2021

4

2.500%

6/25/51

157,245

141

(b)

Taco

Bell

Funding

LLC,

2016

1A

4.970%

5/25/46

137,550

142

(b)

Taco

Bell

Funding

LLC,

2021

1A

1.946%

8/25/51

127,910

260

(b)

Tesla

Auto

Lease

Trust,

2023

B

6.570%

8/20/27

261,468

250

(b),(c)

Texas

Debt

Capital

CLO

2024-I

Ltd,

(TSFR3M

reference

rate

+

1.950%

spread),

2024

1A

7.220%

4/22/37

250,318

50

Volkswagen

Auto

Lease

Trust,

2024

A

5.210%

6/21/27

49,641

500

Wells

Fargo

Commercial

Mortgage

Trust

2015-NXS2,

2015

NXS2

3.767%

7/15/58

483,654

165

Wells

Fargo

Commercial

Mortgage

Trust

2017-C38,

2017

C38

3.917%

7/15/50

151,120

100

(b)

Ziply

Fiber

Issuer

LLC,

2024

1A

6.640%

4/20/54

99,875

Total

Asset-Backed

and

Mortgage-Backed

Securities

(cost

$24,993,539)

25,146,062

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

CORPORATE

BONDS

-

1

.0

%

X

253,757

Equity

Real

Estate

Investment

Trusts

(REITs)

-

1.0%

$

250

(b)

SBA

Tower

Trust

6.599%

1/15/28

$

253,757

Total

Equity

Real

Estate

Investment

Trusts

(REITs)

253,757

Total

Corporate

Bonds

(cost

$254,205)

253,757

Total

Long-Term

Investments

(cost

$25,247,744)

25,399,819

Other

Assets

&

Liabilities,

Net

-  0.7%

177,138

Net

Assets

-

100%

$

25,576,957

Nuveen

Securitized

Credit

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

58

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

$

–

$

25,146,062

$

–

$

25,146,062

Corporate

Bonds

–

253,757

–

253,757

Total

$

–

$

25,399,819

$

–

$

25,399,819

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.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$11,370,843

or

44.8%

of

Total

Investments.

(c)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

REIT

Real

Estate

Investment

Trust

SOFR

30A

30

Day

Average

Secured

Overnight

Financing

Rate

TSFR

1M

CME

Term

SOFR

1

Month

TSFR

3M

CME

Term

SOFR

3

Month

WI/DD

When-issued

or

delayed

delivery

security.

59

Nuveen

Ultra

Short

Municipal

Managed

Accounts

Portfolio

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

SHORT-TERM

INVESTMENTS

-

98.5% 

X

–

MUNICIPAL

BONDS

-

98

.5

%

X

9,845,000

California

-

18.9%

$

335

(c)

Bay

Area

Toll

Authority,

California,

Revenue

Bonds,

San

Francisco

Bay

Area

Toll

Bridge,

Series

2024D,

3.650%,

4/01/59,

(Mandatory

Put

4/30/24)

4/24

at

100.00

$

335,000

215

(c)

California

State,

General

Obligation

Bonds,

Kindergarten

University,

Series

2004A-2,

3.500%,

5/01/34,

(Mandatory

Put

4/30/24)

4/24

at

100.00

215,000

335

(c)

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Rady

Children's

Hospital

of

San

Diego,

Variable

Rate

Revenue

Bonds,

Series

2008B,

3.600%,

8/15/47,

(Mandatory

Put

4/30/24)

4/24

at

100.00

335,000

335

(c)

Irvine

Ranch

Water

District,

California,

Certificates

of

Participation,

Series

2009S,

3.750%,

10/01/41,

(Mandatory

Put

4/30/24)

4/24

at

100.00

335,000

335

(c)

Metropolitan

Water

District

of

Southern

California,

Water

Revenue

Bonds,

Refunding

Variable

Rate

Demand

Series

2016B-2,

3.650%,

7/01/37,

(Mandatory

Put

4/30/24)

4/24

at

100.00

335,000

335

(c)

San

Mateo

County

Transportation

Authority,

California,

Sales

Tax

Revenue

Bonds,

Limited

Tax

Variable

Rate

Demand

Subordinate

Series

2020B,

3.600%,

6/01/49,

(Mandatory

Put

4/30/24)

4/24

at

100.00

335,000

Total

California

1,890,000

Colorado

-

3.2%

325

(c)

Colorado

Health

Facilities

Authority,

Revenue

Bonds,

Boulder

Community

Hospital

Project,

Variable

Rate

Demand

Obligations

Series

2000,

3.930%,

10/01/30,

(Mandatory

Put

5/07/24)

5/24

at

100.00

325,000

Total

Colorado

325,000

Connecticut

-

6.7%

335

(c)

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2013A,

3.000%,

7/01/42,

(Mandatory

Put

4/30/24)

4/24

at

100.00

335,000

335

(c)

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2016A-3,

3.750%,

11/15/45,

(Mandatory

Put

5/07/24)

4/24

at

100.00

335,000

Total

Connecticut

670,000

District

of

Columbia

-

3.4%

335

(c)

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Series

2010D,

3.780%,

10/01/40,

(Mandatory

Put

5/07/24)

4/24

at

100.00

335,000

Total

District

of

Columbia

335,000

Florida

-

1.0%

100

(c)

JEA,

Florida,

Water

and

Sewerage

System

Revenue

Bonds,

Variable

Rate

Demand

Obligations

Series

2008A-1

&

2008A-2,

3.750%,

10/01/42,

(Mandatory

Put

5/07/24)

4/24

at

100.00

100,000

Total

Florida

100,000

Louisiana

-

3.4%

335

(c)

Louisiana

State,

Gasoline

and

Fuels

Tax

Second

Lien

Revenue

Bonds,

Refunding

Series

2023A-2,

3.750%,

5/01/43,

(Mandatory

Put

4/30/24)

4/24

at

100.00

335,000

Total

Louisiana

335,000

Massachusetts

-

6.3%

300

(c)

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

University,

Series

2008U-6E,

3.750%,

10/01/42,

(Mandatory

Put

4/30/24)

4/24

at

100.00

300,000

335

(c)

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Mass

General

Brigham,

Series

2024E-2,

3.450%,

7/01/52,

(Mandatory

Put

4/30/24)

4/24

at

100.00

335,000

Total

Massachusetts

635,000

Nuveen

Ultra

Short

Municipal

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

60

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Michigan

-

3.4%

$

335

(c)

University

of

Michigan,

General

Revenue

Bonds,

Refunding

Series

2012D-

1,

3.600%,

12/01/24,

(Mandatory

Put

4/30/24)

4/24

at

100.00

$

335,000

Total

Michigan

335,000

Missouri

-

3.0%

300

(c)

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Washington

University,

Variable

Rate

Demand

Obligations,

Series

2000B,

3.650%,

3/01/40,

(Mandatory

Put

4/30/24)

5/24

at

100.00

300,000

Total

Missouri

300,000

New

Jersey

-

3.0%

300

(c)

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Virtua

Health,

Series

2009D,

3.700%,

7/01/43,

(Mandatory

Put

5/07/24)

4/24

at

100.00

300,000

Total

New

Jersey

300,000

New

York

-

20.1%

335

(c)

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Variable

Rate

Series

2005D-2,

3.750%,

11/01/35,

(Mandatory

Put

4/30/24)

4/24

at

100.00

335,000

335

(c)

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2014

Adjustable

Rate

Series

AA-6,

3.700%,

6/15/48,

(Mandatory

Put

4/30/24)

4/24

at

100.00

335,000

335

(c)

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2013

Series

A-4,

3.800%,

8/01/39,

(Mandatory

Put

4/30/24)

4/24

at

100.00

335,000

335

(c)

New

York

City,

New

York,

General

Obligation

Bonds,

Subseries

G-6

Fiscal

Series

2012,

3.850%,

4/01/42,

(Mandatory

Put

4/30/24)

4/24

at

100.00

335,000

335

(c)

New

York

State

Housing

Finance

Agency,

3.750%,

5/15/41,

(Mandatory

Put

5/07/24)

4/24

at

100.00

335,000

335

(c)

Trust

for

Cultural

Resources

of

The

City

of

New

York/The,

3.670%,

2/01/34,

(Mandatory

Put

5/07/24)

4/24

at

100.00

335,000

Total

New

York

2,010,000

North

Carolina

-

3.3%

330

(c)

Charlotte-Mecklenburg

Hospital

Authority,

North

Carolina,

Health

Care

Revenue

Bonds,

DBA

Carolinas

HealthCare

System,

Variable

Rate

Demand

Series

2007E,

3.750%,

1/15/44

-

AGM

Insured,

(Mandatory

Put

4/30/24)

4/24

at

100.00

330,000

Total

North

Carolina

330,000

Ohio

-

3.4%

335

(c)

Allen

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2010C,

3.750%,

6/01/34,

(Mandatory

Put

4/30/24)

4/24

at

100.00

335,000

Total

Ohio

335,000

Pennsylvania

-

6.7%

335

(c)

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Variable

Rate

Series

2020,

3.800%,

12/01/39,

(Mandatory

Put

5/07/24)

5/24

at

100.00

335,000

335

(c)

Philadelphia

Gas

Works,

Pennsylvania,

Revenue

Bonds,

Eighth

Series,

Variable

Rate

Demand

Obligations,

Series

2009C,

3.780%,

8/01/31,

(Mandatory

Put

5/07/24)

5/24

at

100.00

335,000

Total

Pennsylvania

670,000

Tennessee

-

3.3%

335

(c)

Metropolitan

Government

of

Nashville

and

Davidson

County

Industrial

Development

Board,

Tennessee,

Multifamily

Housing

Revenue

Bonds,

Summit

Apartments

Project,

Refunding

Series

2006,

3.800%,

7/15/36,

(Mandatory

Put

5/07/24)

5/24

at

100.00

335,000

Total

Tennessee

335,000

61

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

(a)

Optional

Call

Provisions

(b)

Value

Virginia

-

9.4%

$

355

(c)

Fairfax

County

Economic

Development

Authority,

Virginia,

Revenue

Bonds,

Smithsonian

Institution,

Series

2003B,

3.720%,

12/01/33,

(Mandatory

Put

5/07/24)

4/24

at

100.00

$

355,000

250

(c)

Loudoun

County

Industrial

Development

Authority,

Virginia,

Revenue

Bonds,

Howard

Hughes

Medical

Institute,

Variable

Rate

Demand

Obligations,

Series

2003D,

3.570%,

2/15/38,

(Mandatory

Put

5/07/24)

5/24

at

100.00

250,000

335

(c)

Roanoke

Economic

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Carilion

Clinic

Obligated

Group,

Refunding

Series

2020C,

3.850%,

7/01/52,

(Mandatory

Put

5/07/24)

4/24

at

100.00

335,000

Total

Virginia

940,000

Total

Municipal

Bonds

(cost

$9,845,000)

9,845,000

Total

Short-Term

Investments

(cost

$9,845,000)

9,845,000

Total

Investments

(cost

$

9,845,000

)

-

98

.5

%

9,845,000

Other

Assets

&

Liabilities,

Net

-  1.5%

155,000

Net

Assets

-

100%

$

10,000,000

Ultra

Short

Municipal

Level

1

Level

2

Level

3

Total

Short-Term

Investments:

Municipal

Bonds

–

9,845,000

–

9,845,000

Total

$

–

$

9,845,000

$

–

$

9,845,000

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(c)

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.