NPORT-EX 2 primary-document.htm
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.