1
Municipal
Total
Return
Managed
Accounts
Portfolio
Portfolio
of
Investments
October
31,
2021
(Unaudited)
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
LONG-TERM
INVESTMENTS
-
104.9%
MUNICIPAL
BONDS
-
104.9%
Alabama
-
1.0%
$
3,980
Baldwin
County
Public
Building
Authority,
Alabama,
Building
Revenue
Warrants,
Jail
Project,
Series
2020,
4.000%,
3/01/45
3/30
at
100.00
AA
$
4,566,015
800
Birmingham
Airport
Authority,
Alabama,
Airport
Revenue
Bonds,
Series
2020,
5.000%,
7/01/34
-
BAM
Insured
7/30
at
100.00
AA
1,014,056
1,270
DCH
Health
Care
Authority,
Alabama,
Healthcare
Facilities
Revenue
Bonds,
Refunding Series
2015,
5.000%,
6/01/33
6/25
at
100.00
A
1,416,596
2,660
Huntsville
Healthcare
Authority,
Alabama,
Revenue
Bonds,
Series
2020B,
3.000%,
6/01/50
-
AGM
Insured,
(UB)(4)
6/30
at
100.00
AA
2,772,279
930
Huntsville
Healthcare
Authority,
Alabama,
Revenue
Bonds,
Series
2020B,
3.000%,
6/01/50
-
AGM
Insured(4)
6/30
at
100.00
AA
969,255
Tuscaloosa
County
Board
of
Education,
Alabama,
Special
Tax
School
Warrants,
Series
2017:
960
5.000%,
2/01/36
2/27
at
100.00
AA-
1,149,062
795
5.000%,
2/01/37
2/27
at
100.00
AA-
949,961
1,050
5.000%,
2/01/43
2/27
at
100.00
AA-
1,247,999
2,310
University
of
South
Alabama,
University
Facilities
Revenue
Bonds,
Series
2019A,
5.000%,
4/01/39
-
BAM
Insured
4/29
at
100.00
AA
2,835,179
14,755
Total
Alabama
16,920,402
Alaska
-
0.6%
1,100
Alaska
Housing
Finance
Corporation,
General
Obligation
Bonds,
State
Capital
Project
II,
Series
2015C,
5.000%,
6/01/31,
(Pre-refunded
12/01/25)
12/25
at
100.00
AA+(5)
1,300,629
1,400
Alaska
Industrial
Development
and
Export
Authority,
Power
Revenue
Bonds,
Snettisham
Hydroelectric
Project,
Refunding
Series
2015,
5.000%,
1/01/30,
(AMT)
7/25
at
100.00
Baa2
1,532,692
1,500
Alaska
Municipal
Bond
Bank,
General
Obligation
Bonds,
Three
Series
2015,
5.250%,
10/01/31
4/25
at
100.00
A+
1,708,095
2,860
Anchorage,
Alaska,
Port
Revenue
Bonds,
Series
2020A,
5.000%,
12/01/50,
(AMT)
12/30
at
100.00
A
3,378,604
Northern
Tobacco
Securitization
Corporation,
Alaska,
Tobacco
Settlement
Asset-Backed
Bonds,
Senior
Series
2021A
Class
1:
545
5.000%,
6/01/32
6/31
at
100.00
A-
701,862
540
5.000%,
6/01/33
6/31
at
100.00
A-
692,112
7,945
Total
Alaska
9,313,994
Arizona
-
1.2%
Arizona
Board
of
Regents,
Arizona
State
University
System
Revenue
Bonds,
Series
2017A:
1,000
5.000%,
7/01/36
7/24
at
100.00
AA
1,112,480
1,000
5.000%,
7/01/37
7/24
at
100.00
AA
1,113,040
1,250
5.000%,
7/01/38
7/24
at
100.00
AA
1,390,250
1,000
Arizona
Health
Facilities
Authority,
Hospital
Revenue
Bonds,
Banner
Health
Systems,
Tender
Option
Bond
Trust
3256.
As
of
6/4/2015
Converted
to
Trust
2015-XF2046,
17.762%,
1/01/43,
(Pre-refunded
1/01/22),
144A,
(IF)(4)
1/22
at
100.00
AA-(5)
1,031,810
Arizona
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
Basis
Schools,
Inc.
Projects,
Series
2017D:
35
3.000%,
7/01/22,
144A
No
Opt.
Call
BB
35,427
100
5.000%,
7/01/37,
144A
7/27
at
100.00
BB
115,754
1,000
Arizona
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
Basis
Schools,
Inc.
Projects,
Series
2017G,
5.000%,
7/01/51,
144A
7/27
at
100.00
BB
1,141,440
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
2
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Arizona
(continued)
$
115
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds, Arizona
Agribusiness
and
Equine
Center,
Inc.
Project,
Series
2017B,
4.000%,
3/01/27,
144A
No
Opt.
Call
BB+
$
122,591
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
GreatHearts
Arizona
Projects,
Series
2021A:
875
3.000%,
7/01/38
7/31
at
100.00
AA-
932,549
910
3.000%,
7/01/39
7/31
at
100.00
AA-
967,312
1,000
Florence
Town
Inc.,
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Legacy
Traditional
School
Project
-
Queen
Creek
and
Casa
Grande
Campuses,
Series
2013,
6.000%,
7/01/43
7/23
at
100.00
BB+
1,068,510
350
Maricopa
County
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Arizona
Autism
Charter
Schools
Project,
Social
Series
2021A,
4.000%,
7/01/51,
144A
7/29
at
100.00
BB
376,026
775
Maricopa
County
Industrial
Development
Authority,
Arizona,
Hospital
Revenue
Bonds,
HonorHealth,
Series
2021A,
3.000%,
9/01/39
3/31
at
100.00
A+
830,389
1,325
Maricopa
County
Industrial
Development
Authority,
Arizona,
Revenue
Bonds,
Banner
Health,
Variable
Rate
Demand
Series
2019F,
3.000%,
1/01/49
7/30
at
100.00
AA-
1,395,251
Phoenix
Civic
Improvement
Corporation,
Arizona,
Airport
Revenue
Bonds,
Junior
Lien
Series
2015A:
3,450
5.000%,
7/01/35
7/25
at
100.00
A1
3,970,950
1,000
5.000%,
7/01/45
7/25
at
100.00
A1
1,147,480
225
Phoenix
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
Great
Hearts
Academies
Project,
Series
2014A,
5.000%,
7/01/44
7/24
at
100.00
BBB-
241,432
130
Pima
County
Industrial
Development
Authority,
Arizona,
Charter
School
Revenue
Bonds,
Cambridge
Academy-East,
Inc.
Project,
Series
2010,
5.875%,
4/01/22
11/21
at
100.00
N/R
130,055
410
Pima
County
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
San
Tan
Montessori
School
Project,
Series
2017,
6.750%,
2/01/50,
144A
2/28
at
100.00
N/R
463,046
1,040
Pima
County
Industrial
Development
Authority,
Arizona,
Revenue
Bonds,
Tucson
Medical
Center,
Series
2021A,
4.000%,
4/01/40
4/31
at
100.00
A
1,221,875
Yavapai
County
Industrial
Development
Authority, Arizona,
Education
Revenue
Bonds,
Arizona
Agribusiness
and
Equine
Center
Inc
Project,
Refunding
Series
2015A:
135
3.900%,
9/01/24,
144A
No
Opt.
Call
BB+
140,980
1,500
5.000%,
9/01/34,
144A
3/25
at
100.00
BB+
1,628,580
60
Yavapai
County
Industrial
Development
Authority, Arizona,
Education
Revenue
Bonds,
Arizona
Agribusiness
and
Equine
Center
Inc
Project,
Series
2012,
4.625%,
3/01/22,
144A
No
Opt.
Call
BB+
60,683
18,685
Total
Arizona
20,637,910
Arkansas
-
0.5%
1,000
Cabot,
Arkansas,
Sales
and
Use
Tax
Revenue
Bonds,
Refunding
&
Improvement
Series
2021B,
3.000%,
12/01/56,
(WI/DD,
Settling
11/17/21)
12/28
at
100.00
A+
1,022,210
655
Gravette
School
District
20,
Benton
County,
Arkansas,
General
Obligation
Bonds,
Refunding
Series
2020,
2.000%,
6/01/29
12/25
at
100.00
Aa2
673,137
Hot
Springs
School
District
6,
Garland
County,
Arkansas,
General
Obligation
Bonds,
Refunding
Series
2021:
3,270
2.000%,
6/01/37
12/26
at
100.00
Aa2
3,150,482
3,335
2.000%,
6/01/38
12/26
at
100.00
Aa2
3,193,629
550
Saint
Francis
County,
Arkansas,
Sales
and
Use
Tax
Bonds,
Series
2020,
4.000%,
8/01/27
-
BAM
Insured
8/26
at
100.00
AA
626,670
8,810
Total
Arkansas
8,666,128
3
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
California
-
9.1%
$
100
Alum
Rock
Union
Elementary
School
District,
Santa
Clara
County,
California,
General
Obligation
Bonds,
2012
Election
Series
2016C,
5.000%,
8/01/32
8/25
at
100.00
A1
$
115,625
125
Bay
Area
Toll
Authority,
California,
Revenue
Bonds,
San
Francisco
Bay
Area
Toll
Bridge,
Series
2012F-1,
5.000%,
4/01/22
No
Opt.
Call
AA
127,520
2,485
California
Community
Choice
Financing
Authority,
Clean
Energy
Project
Revenue
Bonds,
Green
Series
2021B-1,
4.000%,
2/01/52,
(Mandatory
Put
8/1/2031)
5/31
at
100.63
A1
2,986,995
100
California
Educational
Facilities
Authority,
Revenue
Bonds,
Loma
Linda
University
Series
2017A,
5.000%,
4/01/35
4/27
at
100.00
A
117,960
655
California
Educational
Facilities
Authority,
Revenue
Bonds,
Stanford
University,
Series
2013-U3,
5.000%,
6/01/43
No
Opt.
Call
AAA
965,431
5,000
California
Health
Facilities
Financing
Authority,
California,
Revenue
Bonds,
Sutter
Health,
Refunding
Series
2017A,
5.000%,
11/15/38,
(UB)(4)
11/27
at
100.00
A1
6,126,250
1,185
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Adventist
Health
System/West,
Refunding
Series
2016A,
4.000%,
3/01/35
3/26
at
100.00
A
1,311,428
205
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Children's
Hospital
Los
Angeles,
Series
2017A,
5.000%,
8/15/35
8/27
at
100.00
BBB+
244,528
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Kaiser
Permanente
System,
Series
2017A-2:
5,000
4.000%,
11/01/38,
(UB)(4)
11/27
at
100.00
AA-
5,767,350
5,000
5.000%,
11/01/47,
(UB)(4)
No
Opt.
Call
AA-
7,332,800
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Lucile
Salter
Packard
Children's
Hosptial
at
Stanford,
Series
2017A:
775
5.000%,
11/15/37,
(UB)(4)
11/27
at
100.00
AA-
943,462
1,000
5.000%,
11/15/42,
(UB)(4)
11/27
at
100.00
AA-
1,211,780
115
California
Municipal
Finance
Authority
Charter
School
Revenue
Bonds,
Albert
Einstein
Academies
Project,
Series
2013A,
6.000%,
8/01/23,
(ETM)
No
Opt.
Call
BB(5)
122,772
100
California
Municipal
Finance
Authority
Charter
School
Revenue
Bonds,
River
Charter
Schools
Project,
Series
2018A,
5.500%,
6/01/38,
144A
6/26
at
100.00
BB
111,940
1,180
California
Municipal
Finance
Authority,
Charter
School
Revenue
Bonds,
Palmdale
Aerospace
Academy
Project,
Series
2016A,
5.000%,
7/01/36,
144A
7/26
at
100.00
BB
1,328,999
California
Municipal
Finance
Authority,
Charter
School
Revenue
Bonds,
Partnerships
to
Uplift
Communities
Project,
Series
2012A:
90
4.750%,
8/01/22
No
Opt.
Call
BB
92,197
675
5.000%,
8/01/32
8/22
at
100.00
BB
687,487
365
California
Municipal
Finance
Authority,
Charter
School
Revenue
Bonds,
Rocketship
Education?Multiple
Projects,
Series
2014A,
6.000%,
6/01/23
6/22
at
102.00
N/R
381,907
735
California
Municipal
Finance
Authority,
Mobile
Home
Park
Revenue
Bonds,
Caritas
Affordable
Housing
Inc
Projects,
Senior
Series
2014A,
5.000%,
8/15/30
8/24
at
100.00
A-
798,658
685
California
Municipal
Finance
Authority,
Mobile
Home
Park
Revenue
Bonds,
Caritas
Projects
Series
2017A,
5.000%,
8/15/30
8/27
at
100.00
A-
808,314
California
Municipal
Finance
Authority,
Revenue
Bonds,
Eisenhower
Medical
Center,
Refunding
Series
2017A:
1,000
5.000%,
7/01/29
7/27
at
100.00
Baa2
1,204,350
3,015
5.000%,
7/01/33
7/27
at
100.00
Baa2
3,608,623
1,750
4.000%,
7/01/42
7/27
at
100.00
Baa2
1,942,815
6,735
California
Municipal
Finance
Authority,
Revenue
Bonds,
Linxs
APM
Project,
Senior
Lien
Series
2018A,
5.000%,
12/31/36,
(AMT)
6/28
at
100.00
BBB-
8,042,735
890
California
Municipal
Finance
Authority,
Revenue
Bonds,
Southern
California
Institute
of
Architecture
Project,
Series
2017,
5.000%,
12/01/39
12/27
at
100.00
BBB+
1,037,687
2,050
California
Municipal
Finance
Authority,
Student
Housing
Revenue
Bonds,
CHF-Davis
II,
LLC
-
Orchard
Park
Student
Housing
Project,
Series
2021,
4.000%,
5/15/39
-
BAM
Insured
5/31
at
100.00
AA
2,390,730
855
California
School
Finance
Authority
School
Facility
Revenue
Bonds,
KIPP
LA
Projects,
Series
2015A,
3.625%,
7/01/25,
144A
No
Opt.
Call
BBB
903,914
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
4
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
California
(continued)
$
1,000
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Aspire
Public
Schools,
Refunding
Series
2015A,
5.000%,
8/01/35,
144A
8/25
at
100.00
BBB
$
1,129,530
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Aspire
Public
Schools,
Refunding
Series
2016:
25
5.000%,
8/01/24,
(ETM),
144A
No
Opt.
Call
N/R(5)
28,151
305
5.000%,
8/01/24,
144A
No
Opt.
Call
BBB
340,386
35
5.000%,
8/01/25,
(ETM),
144A
No
Opt.
Call
N/R(5)
40,842
325
5.000%,
8/01/25,
144A
No
Opt.
Call
BBB
374,478
725
5.000%,
8/01/26,
144A
8/25
at
100.00
BBB
833,025
65
5.000%,
8/01/26,
(Pre-refunded
8/01/25),
144A
8/25
at
100.00
N/R(5)
75,849
25
5.000%,
8/01/27,
(Pre-refunded
8/01/25),
144A
8/25
at
100.00
N/R(5)
29,173
225
5.000%,
8/01/27,
144A
8/25
at
100.00
BBB
257,778
1,000
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Aspire
Public
Schools,
Series
2020A-3,
5.000%,
8/01/40,
144A
8/28
at
100.00
BBB
1,183,810
1,485
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Classical
Academies
Project,
Series
2017A,
5.000%,
10/01/37,
144A
10/27
at
100.00
BBB-
1,727,783
755
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Coastal
Academy
Project,
Series
2013A,
5.000%,
10/01/33,
144A
10/22
at
100.00
BBB-
776,359
700
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Rocketship
Education
?
Obligated
Group,
Series
2016A,
5.000%,
6/01/31,
144A
6/25
at
100.00
N/R
766,864
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Rocketship
Public
Schools
?
Obligated
Group,
Series
2017G:
310
5.000%,
6/01/30,
144A
6/27
at
100.00
N/R
355,344
325
5.000%,
6/01/37,
144A
6/27
at
100.00
N/R
365,807
100
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Santa
Clarita
Valley
International
School
Project,
Series
2021A,
4.000%,
6/01/41
6/31
at
100.00
N/R
106,460
640
California
School
Finance
Authority,
School
Facility
Revenue
Bonds,
Alliance
for
College-Ready
Public
Schools
Project,
Series
2016C,
5.000%,
7/01/22
No
Opt.
Call
BBB
659,155
1,075
California
School
Finance
Authority,
School
Facility
Revenue
Bonds,
KIPP
LA
Projects,
Series
2014A,
5.000%,
7/01/34
7/24
at
100.00
BBB
1,175,244
300
California
School
Finance
Authority,
School
Facility
Revenue
Bonds,
KIPP
LA
Projects,
Series
2017A,
5.000%,
7/01/25,
144A
No
Opt.
Call
BBB
342,378
5,000
California
State,
General
Obligation
Bonds,
Refunding
Various
Purpose
Series
2017,
5.000%,
8/01/36,
(UB)(4)
8/26
at
100.00
Aa2
5,995,850
1,400
California
State,
General
Obligation
Bonds,
Refunding
Various
Purpose
Series
2021,
5.000%,
12/01/43
12/30
at
100.00
Aa2
1,793,568
California
Statewide
Communities
Development
Authority,
California,
Redlands
Community
Hospital,
Revenue
Bonds,
Series
2016:
825
5.000%,
10/01/31
10/26
at
100.00
A-
968,690
830
5.000%,
10/01/32
10/26
at
100.00
A-
972,951
100
California
Statewide
Communities
Development
Authority,
California,
Revenue
Bonds,
Loma
Linda
University
Medical
Center,
Series
2014A,
5.500%,
12/01/54
12/24
at
100.00
BB
113,121
3,900
California
Statewide
Communities
Development
Authority,
California,
Revenue
Bonds,
Loma
Linda
University
Medical
Center,
Series
2016A,
5.000%,
12/01/36,
144A
6/26
at
100.00
BB
4,477,005
165
California
Statewide
Communities
Development
Authority,
California,
Revenue
Bonds,
Loma
Linda
University
Medical
Center,
Series
2018A,
5.250%,
12/01/38,
144A
6/28
at
100.00
BB
200,185
1,000
California
Statewide
Communities
Development
Authority,
Student
Housing
Revenue
Bonds,
University
of
California,
Irvine
East
Campus
Apartments,
Phase
IV-A
CHF-Irvine,
LLC,
Series
2017,
5.000%,
5/15/36
5/27
at
100.00
Baa1
1,190,530
1,600
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Orange
City
Portfolio,
Senior
Lien
Series
2021A-1,
2.800%,
3/01/47,
144A
3/32
at
100.00
N/R
1,504,080
5
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
California
(continued)
$
4,000
El
Cajon
Redevelopment
Agency
Successor
Agency,
San
Diego
County,
California,
Tax
Allocation
Bonds,
Refunding
Series
2018,
5.000%,
10/01/34
-
BAM
Insured
10/28
at
100.00
AA
$
4,960,720
3,500
Foothill-De
Anza
Community
College
District,
Santa
Clara
County,
California,
General
Obligation
Bonds,
Election
of
2020
Refunding
Series
2021A,
3.000%,
8/01/39
8/31
at
100.00
AAA
3,867,185
750
Irvine,
California,
Special
Tax
Bonds,
Community
Facilities
District
2004-1
Central
Park,
Series
2015A,
4.000%,
9/01/35
9/25
at
100.00
N/R
821,355
1,250
Irvine,
California,
Special
Tax
Bonds,
Community
Facilities
District
2013-3
Great
Park,
Improvement
Area
4,
Series
2016,
4.000%,
9/01/35
9/23
at
103.00
N/R
1,354,462
50
Long
Beach
Bond
Finance
Authority,
California,
Natural
Gas
Purchase
Revenue
Bonds,
Series
2007A,
5.000%,
11/15/35
No
Opt.
Call
AA-
67,894
1,400
Long
Beach,
California,
Harbor
Revenue
Bonds,
Series
2017,
5.000%,
5/15/29,
(AMT)
5/27
at
100.00
AA
1,689,478
Long
Beach,
California,
Harbor
Revenue
Bonds,
Series
2019A:
2,500
5.000%,
5/15/44,
(UB)(4)
5/29
at
100.00
Aa2
3,112,675
2,500
5.000%,
5/15/49,
(UB)(4)
5/29
at
100.00
Aa2
3,109,075
Long
Beach,
California,
Marina
Revenue
Bonds,
Alamitos
Bay
Marina
Project,
Series
2015:
320
5.000%,
5/15/24
No
Opt.
Call
BBB
352,429
745
5.000%,
5/15/26
5/25
at
100.00
BBB
841,470
750
Los
Angeles
Department
of
Airports,
California,
Revenue
Bonds,
Los
Angeles
International
Airport,
Senior
Lien
Series
2015D,
5.000%,
5/15/30,
(AMT)
5/25
at
100.00
Aa2
856,552
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
Aa3
2,585,968
500
5.000%,
5/15/34,
(AMT)
5/26
at
100.00
Aa3
587,635
Los
Angeles
Department
of
Airports,
California,
Revenue
Bonds,
Los
Angeles
International
Airport,
Subordinate
Lien
Series
2017A:
1,000
5.000%,
5/15/33,
(AMT)
5/27
at
100.00
Aa3
1,205,250
2,000
5.000%,
5/15/34,
(AMT)
5/27
at
100.00
Aa3
2,411,280
1,135
Los
Angeles
Department
of
Airports,
California,
Revenue
Bonds,
Los
Angeles
International
Airport,
Subordinate
Lien
Series
2018C,
5.000%,
5/15/33,
(AMT)
11/27
at
100.00
Aa3
1,382,362
3,000
Los
Angeles
Regional
Airports
Improvement
Corporation,
California,
Lease
Revenue
Bonds,
LAXFUEL
Corporation
at
Los
Angeles
International
Airport,
Refunding
Series
2012,
5.000%,
1/01/32
1/22
at
100.00
A-
3,022,140
365
Menifee
Union
School
District
Public
Financing
Authority,
California,
Special
Tax
Revenue
Bonds,
Series
2016A,
5.000%,
9/01/32
-
BAM
Insured
9/25
at
100.00
AA
418,823
2,010
Northern
Inyo
County
Local
Hospital
District,
Inyo
County,
California,
Revenue
Bonds,
Series
2013,
5.000%,
12/01/29
12/23
at
100.00
B+
2,065,074
Ontario
International
Airport
Authority,
California,
Revenue
Bonds,
Series
2021B:
500
4.000%,
5/15/37
-
AGM
Insured,
(AMT)
5/31
at
100.00
AA
587,850
475
4.000%,
5/15/38
-
AGM
Insured,
(AMT)
5/31
at
100.00
AA
557,142
565
4.000%,
5/15/39
-
AGM
Insured,
(AMT)
5/31
at
100.00
AA
661,038
150
Pittsburg
Unified
School
District,
Contra
Costa
County,
California,
General
Obligation
Bonds,
Election
2010
Series
2012C,
4.250%,
8/01/52,
(Pre-
refunded
8/01/22)
8/22
at
100.00
A1(5)
154,566
Rancho
Mirage
Redevelopment
Agency
Successor
Agency,
California,
Tax
Allocation
Bonds,
Merged
Redevelopment
Project,
Northside
Sub-Area,
Refunding
Series
2016A:
1,085
3.000%,
4/01/30
-
BAM
Insured
4/26
at
100.00
AA
1,153,214
2,245
3.000%,
4/01/31
-
BAM
Insured
4/26
at
100.00
AA
2,368,565
1,215
Sacramento
Area
Flood
Control
Agency,
California,
Spcial
Assessment
Bonds,
Natomas
Basin
Local
Assessment
District,
Series
2014,
5.000%,
10/01/32
-
BAM
Insured
10/24
at
100.00
AA
1,365,709
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
6
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
California
(continued)
Sacramento
Regional
Transit
District,
California,
Revenue
Bonds,
Refunding
Series
2021A:
$
1,000
4.000%,
3/01/40
3/31
at
100.00
A2
$
1,180,000
1,050
4.000%,
3/01/41
3/31
at
100.00
A2
1,235,682
Sacramento,
California,
Special
Tax
Bonds,
North
Natomas
Community
Facilities
District
4,
Refunding
Series
2015F:
615
5.000%,
9/01/26
9/25
at
100.00
BBB+
707,853
1,290
5.000%,
9/01/27
9/25
at
100.00
BBB+
1,476,624
295
San
Clemente,
California,
Special
Tax
Revenue
Bonds,
Community
Facilities
District
2006-1
Marblehead
Coastal,
Series
2015,
5.000%,
9/01/32
9/25
at
100.00
N/R
331,869
San
Diego
County
Regional
Airport
Authority,
California,
Airport
Revenue
Bonds,
Subordinate
Series
2017A:
1,000
5.000%,
7/01/34,
(AMT)
7/27
at
100.00
A+
1,197,170
500
5.000%,
7/01/35,
(AMT)
7/27
at
100.00
A+
597,830
San
Diego
County
Regional
Airport
Authority,
California,
Airport
Revenue
Bonds,
Subordinate
Series
2019B:
2,000
5.000%,
7/01/34,
(AMT)
7/29
at
100.00
A+
2,475,620
1,000
5.000%,
7/01/35,
(AMT)
7/29
at
100.00
A+
1,235,770
1,000
5.000%,
7/01/36,
(AMT)
7/29
at
100.00
A+
1,232,600
10,000
San
Francisco
Airports
Commission,
California,
Revenue
Bonds,
San
Francisco
International
Airport,
Second
Series
2019E,
5.000%,
5/01/45,
(AMT),
(UB)(4)
5/29
at
100.00
A1
12,104,900
1,280
San
Francisco
City
and
County
Redevelopment
Agency
Successor
Agency,
California,
Tax
Allocation
Bonds,
Mission
Bay
North
Redevelopment
Project,
Refunding
Series
2016A,
5.000%,
8/01/33
8/26
at
100.00
A
1,509,824
2,000
State
of
California,
4.000%,
10/01/37,
(UB)(4)
4/31
at
100.00
N/R
2,404,360
Upland,
California,
Certificates
of
Participation,
San
Antonio
Regional
Hospital,
Series
2017:
585
5.000%,
1/01/25
No
Opt.
Call
BBB
661,062
1,110
5.000%,
1/01/26
No
Opt.
Call
BBB
1,291,363
530
5.000%,
1/01/28
No
Opt.
Call
BBB
646,658
1,000
Yuba
Levee
Financing
Authority,
California,
Revenue
Bonds,
Yuba
County
Levee
Refinancing
Project,
Refunding
Series
2017A,
5.000%,
9/01/31
-
BAM
Insured
9/26
at
100.00
AA
1,180,670
128,575
Total
California
151,528,419
Colorado
-
4.4%
640
Adams
and
Weld
Counties
School
District
27J,
Brighton,
Colorado,
General
Obligation
Bonds,
Series
2015,
5.000%,
12/01/40
12/25
at
100.00
AA
743,110
1,000
Aerotropolis
Regional
Transportation
Authority,
Colorado,
Special
Revenue
Bonds,
Series
2021,
4.375%,
12/01/52
12/26
at
103.00
N/R
991,560
1,270
Arkansas
River
Power
Authority,
Colorado,
Power
Supply
System
Revenue
Bonds,
Refunding
Series
2018A,
5.000%,
10/01/30
10/28
at
100.00
BBB
1,529,397
4,275
Boulder
Valley
School
District
RE2,
Boulder
County,
Colorado,
General
Obligation
Bonds,
Series
2019A,
5.250%,
12/01/32
6/29
at
100.00
AA+
5,536,980
Castle
Oaks
Metropolitan
District
3,
Castle
Rock,
Douglas
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Refunding
&
Improvement
Series
2020:
600
4.000%,
12/01/35
-
AGM
Insured
12/30
at
100.00
AA
715,452
780
4.000%,
12/01/50
-
AGM
Insured
12/30
at
100.00
AA
897,663
520
Chambers
Highpoint
Metropolitan
District
No.
2,
Colorado,
Limited
Tax
General
Obligation
and
Special
Revenue
Bonds,
Series
2021,
5.000%,
12/01/41
9/26
at
103.00
N/R
547,305
Colorado
Department
of
Transportation,
Headquarters
Facilities
Lease
Purchase
Agreement
Certificates
of
Participation,
Series
2016:
1,000
5.000%,
6/15/33
6/26
at
100.00
Aa2
1,174,850
1,330
5.000%,
6/15/35
6/26
at
100.00
Aa2
1,557,975
500
Colorado
Educational
and
Cultural
Facilities
Authority,
Charter
School
Revenue
Bonds,
Aspen
Ridge
School
Project,
Series
2015A,
5.000%,
7/01/36,
144A
7/25
at
100.00
BB
539,480
7
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Colorado
(continued)
$
1,250
Colorado
Educational
and
Cultural
Facilities
Authority,
Charter
School
Revenue
Bonds,
DSST
?
Northeast
Campus
Project,
Series
2021,
3.000%,
8/01/41
8/31
at
100.00
Aa3
$
1,307,000
300
Colorado
Educational
and
Cultural
Facilities
Authority,
Charter
School
Revenue
Bonds,
Littleton
Preparatory
Charter
School,
Series
2013,
5.000%,
12/01/42
12/22
at
100.00
BB+
306,936
Colorado
Educational
and
Cultural
Facilities
Authority,
Revenue
Bonds,
Pinnacle
Charter
School,
Refunding
&
Improvement
Series
2021A:
1,370
4.000%,
12/01/36
12/30
at
100.00
A+
1,608,380
1,670
4.000%,
12/01/41
12/30
at
100.00
A+
1,932,474
3,000
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
AdventHealth
Obligated
Group,
Series
2021A,
5.000%,
11/15/40
11/31
at
100.00
AA
3,875,670
800
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
Boulder
Community
Health
Project,
Series
2020,
4.000%,
10/01/35
10/30
at
100.00
A-
926,536
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019A-1:
1,975
5.000%,
8/01/31
8/29
at
100.00
BBB+
2,480,758
3,000
5.000%,
8/01/32
8/29
at
100.00
BBB+
3,753,240
3,500
5.000%,
8/01/33
8/29
at
100.00
BBB+
4,364,710
1,635
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
Craig
Hospital
Project,
Series
2012,
5.000%,
12/01/28,
(UB)(4)
12/22
at
100.00
A+
1,701,708
1,225
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
Sanford
Health,
Series
2019A,
5.000%,
11/01/30
11/29
at
100.00
AA-
1,567,363
1,000
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
Sisters
of
Charity
of
Leavenworth
Health
Services
Corporation,
Tender
Option
Bond
Trust
2015-XF2196.
Formerly
Tender
Option
Bond
Trust
3367,
19.740%,
1/01/35,
144A,
(IF)(4)
1/24
at
100.00
AA-
1,422,490
900
Colorado
Science
and
Technology
Park
Metropolitan
District
No.1,
Special
Revenue Improvement
Bonds,
Refunding
Series
2018,
5.000%,
12/01/33
12/23
at
103.00
N/R
965,052
630
Colorado
State,
Building
Excellent
Schools
Today,
Certificates
of
Participation,
Series
2020R,
4.000%,
3/15/41
3/30
at
100.00
Aa2
737,736
Colorado
State,
Certificates
of
Participation,
Lease
Purchase
Agreement
Department
of
Transportation
Second
Amended
&
Restated
Headquaters
Facilities,
Refunding
Series
2020:
1,000
4.000%,
6/15/39
6/30
at
100.00
Aa2
1,172,270
1,320
4.000%,
6/15/40
6/30
at
100.00
Aa2
1,544,347
1,765
Colorado
State,
Certificates
of
Participation,
Rural
Series
2020A,
4.000%,
12/15/37
12/30
at
100.00
Aa2
2,095,108
2,500
Colorado
State,
Certificates
of
Participation,
Rural
Series
2021A,
5.000%,
12/15/34
12/31
at
100.00
Aa2
3,322,775
140
Costilla
County
School
District
R-30
Sierra
Grande,
Colorado,
General
Obligation
Bonds,
Series
2019,
5.000%,
12/01/26
No
Opt.
Call
Aa2
167,670
4,000
Denver
City
and
County,
Colorado,
Airport
System
Revenue
Bonds,
Subordinate
Lien
Series
2018A,
5.000%,
12/01/38,
(AMT)
12/28
at
100.00
A+
4,859,440
1,240
Denver
Convention
Center
Hotel
Authority,
Colorado,
Revenue
Bonds,
Convention
Center
Hotel,
Refunding
Senior
Lien
Series
2016,
5.000%,
12/01/28
12/26
at
100.00
Baa2
1,456,144
2,985
Groundwater
Management
Subdistrict,
Adams,
Morgan
and
Weld
Counties,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2021,
4.000%,
12/01/40
-
BAM
Insured
12/31
at
100.00
AA
3,591,910
Gunnison
County,
Colorado,
Certificates
of
Participation,
Series
2020B:
310
5.000%,
12/01/30
No
Opt.
Call
Aa3
402,324
200
5.000%,
12/01/31
12/30
at
100.00
Aa3
258,548
Mesa
County
Valley
School
District
51,
Grand
Junction,
Colorado,
General
Obligation
Bonds,
Series
2018:
1,250
5.250%,
12/01/33
12/27
at
100.00
AA
1,558,738
1,665
5.500%,
12/01/36
12/27
at
100.00
AA
2,103,228
600
North
Pine
Vistas
Metropolitan
District
3,
Castle
Pines,
Douglas
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Refunding
&
Improvement
Senior
Series
2021A,
4.000%,
12/01/41
-
AGM
Insured
12/31
at
100.00
AA
689,520
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
8
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Colorado
(continued)
$
1,130
Rampart
Range
Metropolitan
District
1,
Lone
Tree,
Colorado,
Limited
Tax
Supported
and
Special
Revenue
Bonds,
Refunding
&
Improvement
Series
2017,
5.000%,
12/01/42
12/27
at
100.00
AA
$
1,353,469
1,270
Regional
Transportation
District,
Colorado,
Private
Activity
Bonds,
Denver
Transit
Partners
Eagle
P3
Project,
Series
2020A,
4.000%,
7/15/33
No
Opt.
Call
A-
1,556,779
3,320
Regional
Transportation
District,
Colorado,
Sales
Tax
Revenue
Bonds,
Fastracks
Project,
Series
2012A,
5.000%,
11/01/32,
(Pre-refunded
11/01/22)
11/22
at
100.00
AA+(5)
3,479,294
595
Sorrel
Ranch
Metropolitan
District,
Arapahoe
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Refunding
Series
2020,
4.000%,
12/01/31
-
AGM
Insured
12/30
at
100.00
AA
718,921
1,000
Verve
Metropolitan
District
1,
Jefferson
County
and
the
City
and
County
of
Broomfield,
Colorado,
General
Obligation
Bonds,
Refunding
and
Improvement
Limited
Tax
Series
2021,
5.000%,
12/01/41
3/26
at
103.00
N/R
1,093,210
1,085
Weld
County
School
District
RE8,
Colorado,
General
Obligation
Bonds,
Series
2017,
5.000%,
12/01/31
12/26
at
100.00
Aa2
1,306,004
61,545
Total
Colorado
73,913,524
Connecticut
-
1.9%
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Sacred
Heart
University,
Series
2017I-1:
500
5.000%,
7/01/36
7/27
at
100.00
A
591,570
410
5.000%,
7/01/37
7/27
at
100.00
A
484,214
Connecticut
State
Health
&
Educational
Facilities
Authority:
5,000
3.000%,
7/01/39,
(UB)(4)
7/31
at
100.00
N/R
5,288,150
2,275
4.000%,
7/01/40,
(UB)(4)
7/31
at
100.00
N/R
2,660,590
Connecticut
State,
General
Obligation
Bonds,
Series
2021A:
4,000
3.000%,
1/15/35
1/31
at
100.00
Aa3
4,395,880
8,200
3.000%,
1/15/37
1/31
at
100.00
Aa3
8,943,658
Harbor
Point
Infrastructure
Improvement
District,
Connecticut,
Special
Obligation
Revenue
Bonds,
Harbor
Point
Project,
Refunding
Series
2017:
1,500
5.000%,
4/01/30,
144A
4/27
at
100.00
N/R
1,735,260
6,465
5.000%,
4/01/39,
144A
4/27
at
100.00
N/R
7,353,097
28,350
Total
Connecticut
31,452,419
Delaware
-
0.1%
515
Delaware
Economic
Development
Authority,
Delaware,
Delaware,
First
State
Montessori
Academy,
Inc.
Project,
Series
2019A,
4.000%,
8/01/29
No
Opt.
Call
BBB-
554,336
290
Delaware
Economic
Development
Authority,
Revenue
Bonds,
Newark
Charter
School,
Refunding
Series
2016A,
2.800%,
9/01/26
No
Opt.
Call
BBB+
303,238
240
Delaware
Economic
Development
Authority,
Revenue
Bonds,
Newark
Charter
School,
Series
2012,
3.875%,
9/01/22
3/22
at
100.00
BBB+
242,479
540
Delaware
Economic
Development
Authority,
Revenue
Bonds,
Newark
Charter
School,
Series
2021,
4.000%,
9/01/41,
(WI/DD,
Settling
12/07/21)
9/31
at
100.00
BBB+
616,572
1,585
Total
Delaware
1,716,625
District
of
Columbia
-
2.7%
2,000
District
of
Columbia
Water
and
Sewer
Authority,
Public
Utility
Revenue
Bonds,
Refunding
Subordinate
Lien
Series
2016A,
5.000%,
10/01/39
4/26
at
100.00
AA+
2,347,540
2,000
District
of
Columbia
Water
and
Sewer
Authority,
Public
Utility
Revenue
Bonds,
Senior
Lien
Series
2017B,
5.000%,
10/01/34
4/27
at
100.00
AAA
2,408,880
5,000
District
of
Columbia
Water
and
Sewer
Authority,
Public
Utility
Revenue
Bonds,
Senior
Lien
Series
2018B,
5.000%,
10/01/49,
(UB)(4)
4/28
at
100.00
AAA
6,059,250
1,000
District
of
Columbia,
General
Obligation
Bonds,
Series
2016A,
5.000%,
6/01/41
6/26
at
100.00
Aaa
1,175,650
1,000
District
of
Columbia,
Hospital
Revenue
Bonds,
Children's
Hospital
Obligated
Group,
Refunding
Series
2015,
5.000%,
7/15/28
1/26
at
100.00
A1
1,170,500
5,000
District
of
Columbia,
Income
Tax
Secured
Revenue
Bonds,
Series
2019A,
4.000%,
3/01/40,
(UB)(4)
9/29
at
100.00
AAA
5,857,000
9
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
District
of
Columbia
(continued)
District
of
Columbia,
Income
Tax
Secured
Revenue
Bonds,
Series
2020C:
$
3,110
4.000%,
5/01/40
5/30
at
100.00
AAA
$
3,679,970
5,000
4.000%,
5/01/45,
(UB)(4)
5/30
at
100.00
AAA
5,834,600
District
of
Columbia,
Revenue
Bonds,
Association
of
Amercian
Medical
Colleges,
Series
2011A:
1,000
5.000%,
10/01/28,
(Pre-refunded
10/01/23)
10/23
at
100.00
AA+(5)
1,090,660
1,000
5.000%,
10/01/29,
(Pre-refunded
10/01/23)
10/23
at
100.00
AA+(5)
1,090,660
575
5.000%,
10/01/30,
(Pre-refunded
10/01/23)
10/23
at
100.00
AA+(5)
627,129
1,600
District
of
Columbia,
Revenue
Bonds,
Gallaudet
University,
Series
2021A,
5.000%,
4/01/46
4/31
at
100.00
A+
1,998,496
5,000
District
of
Columbia,
Revenue
Bonds,
Georgetown
University,
Refunding
Series
2017,
5.000%,
4/01/33
4/27
at
100.00
A-
5,915,800
2,000
District
of
Columbia,
Revenue
Bonds,
KIPP
DC
Issue,
Refunding
Series
2017A,
5.000%,
7/01/37
1/28
at
100.00
BBB+
2,348,800
2,000
District
of
Columbia,
Revenue
Bonds,
KIPP
DC
Issue,
Refunding
Series
2017B,
5.000%,
7/01/37
1/28
at
100.00
BBB+
2,348,800
District
of
Columbia,
Revenue
Bonds,
KIPP
DC
Issue,
Series
2019:
250
5.000%,
7/01/28
No
Opt.
Call
BBB+
305,780
250
5.000%,
7/01/29
No
Opt.
Call
BBB+
311,663
1,250
4.000%,
7/01/44
7/29
at
100.00
BBB+
1,391,737
39,035
Total
District
of
Columbia
45,962,915
Florida
-
9.6%
Alachua
County
Health
Facilities
Authority:
325
4.000%,
10/01/30,
(WI/DD,
Settling
11/17/21)
10/27
at
103.00
BBB
363,321
800
4.000%,
10/01/40,
(WI/DD,
Settling
11/17/21)
10/27
at
103.00
BBB
875,224
210
Alachua
County
Health
Facilities
Authority,
Florida,
Health
Facilties
Revenue
Bonds,
Shands
Teaching
Hospital
&
Clinics,
Inc.
at
the
University
of
Florida
Project,
Refunding
Series
2019B-1,
5.000%,
12/01/21
No
Opt.
Call
A
210,792
750
Bay
County,
Florida,
Educational
Facilities
Revenue
Refunding
Bonds,
Bay
Haven
Charter
Academy,
Inc.
Project,
Series
2013A,
5.000%,
9/01/33
9/23
at
100.00
BBB
792,743
5,000
Brevard
County
School
Board,
Florida,
Certificates
of
Participation,
Refunding
Series
2017A,
5.000%,
7/01/31
7/27
at
100.00
Aa3
6,051,500
1,930
Broward
County,
Florida,
Airport
System
Revenue
Bonds,
Series
2017,
5.000%,
10/01/35,
(AMT)
10/27
at
100.00
A1
2,323,083
Broward
County,
Florida,
Airport
System
Revenue
Bonds,
Series
2019A:
2,750
5.000%,
10/01/37,
(AMT)
10/29
at
100.00
A1
3,391,795
1,750
5.000%,
10/01/39,
(AMT)
10/29
at
100.00
A1
2,149,682
1,425
Capital
Projects
Finance
Authority,
Florida,
Student
Housing
Revenue
Bonds,
Capital
Projects
Loan
Program,
Refunding
Series
2020A-1,
5.000%,
10/01/30
No
Opt.
Call
Baa3
1,759,319
3,680
Central
Florida
Expressway
Authority,
Revenue
Bonds,
Senior
Lien
Series
2018,
5.000%,
7/01/43
7/28
at
100.00
A+
4,454,051
3,035
City
of
Miami
Beach,
Florida,
Stormwater
Revenue
Bonds,
Series
2015,
5.000%,
9/01/41
9/25
at
100.00
AA-
3,481,964
500
Clearwater,
Florida,
Water
and
Sewer
Revenue
Bonds,
Refunding
Series
2020,
5.000%,
12/01/32
12/29
at
100.00
AA+
645,050
Cocoa,
Florida,
Water
and
Sewer
System
Revenue
Bonds,
Refunding
Series
2018C:
1,225
5.000%,
10/01/36
10/28
at
100.00
AA
1,516,072
1,315
5.000%,
10/01/37
10/28
at
100.00
AA
1,623,959
1,000
5.000%,
10/01/38
10/28
at
100.00
AA
1,232,050
Deerfield
Beach,
Florida,
Capital
Improvement
Revenue
Bonds,
Series
2018:
2,865
5.000%,
12/01/37
12/28
at
100.00
AA
3,575,434
1,200
5.000%,
12/01/38
12/28
at
100.00
AA
1,494,888
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
10
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Florida
(continued)
Florida
Atlantic
University
FAU
Finance
Corporation,
Capital
Improvement
Revenue
Bonds,
Student
Housing
Project,
Series
2019B:
$
2,495
4.000%,
7/01/37
7/29
at
100.00
A1
$
2,892,079
2,295
4.000%,
7/01/38
7/29
at
100.00
A1
2,646,181
340
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Downtown
Doral
Charter
Elementary
School
Project,
Series
2014A,
5.750%,
7/01/24
No
Opt.
Call
N/R
356,174
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Downtown
Doral
Charter
Upper
School
Project,
Series
2017C:
175
5.150%,
7/01/27,
144A
No
Opt.
Call
N/R
191,104
385
5.750%,
7/01/47,
144A
7/27
at
101.00
N/R
430,195
170
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Renaissance
Charter
School
Income
Projects,
Series
2015A,
6.000%,
6/15/35,
144A
6/25
at
100.00
N/R
190,963
2,000
Florida
Development
Finance
Corporation,
Florida,
Surface
Transportation
Facility
Revenue
Bonds,
Brightline
Passenger
Rail
Project,
Green
Series
2019B,
7.375%,
1/01/49,
(AMT),
144A
1/24
at
107.00
N/R
2,159,960
4,525
Florida
Development
Finance
Corporation,
Florida,
Surface
Transportation
Facility
Revenue
Bonds,
Virgin
Trains
USA
Passenger
Rail
Project
,
Series
2019A,
6.500%,
1/01/49,
(AMT),
(Mandatory
Put
1/1/2029),
144A
11/21
at
104.00
N/R
4,586,223
560
Florida
Governmental
Utility
Authority,
Utility
Revenue
Bonds,
Aloha
Utility
System,
Refunding
Series
2019,
5.000%,
10/01/29
-
AGM
Insured
No
Opt.
Call
AA
720,132
1,000
Florida
Gulf
Coast
University
Finanacing
Corporation,
Capital
Improvement
Revenue
Bonds,
Refunding
Housing
Project,
Series
2019A,
3.000%,
2/01/39
2/30
at
100.00
A+
1,056,120
Florida
State
Board
of
Governors,
Dormitory
Revenue
Bonds,
Florida
International
University,
Refunding
Series
2021A:
1,200
2.000%,
7/01/38
-
BAM
Insured
7/31
at
100.00
AA
1,155,384
1,080
2.000%,
7/01/40
-
BAM
Insured
7/31
at
100.00
AA
1,026,799
1,385
2.000%,
7/01/41
-
BAM
Insured
7/31
at
100.00
AA
1,300,529
3,465
Fort
Myers,
Florida,
Utility
System
Revenue
Bonds,
Refunding
Series
2019A,
4.000%,
10/01/44
10/28
at
100.00
Aa3
3,955,367
Greater
Orlando
Aviation
Authority,
Florida,
Airport
Facilities
Revenue
Bonds,
Series
2019A:
2,560
5.000%,
10/01/26,
(AMT)
No
Opt.
Call
Aa3
3,053,107
4,000
5.000%,
10/01/28,
(AMT)
No
Opt.
Call
Aa3
4,969,320
Greater
Orlando
Aviation
Authority,
Florida,
Orlando
Airport
Facilities
Revenue
Bonds,
Priority
Subordinated
Series
2017A:
1,010
5.000%,
10/01/32,
(AMT)
10/27
at
100.00
A1
1,221,151
400
5.000%,
10/01/34,
(AMT)
10/27
at
100.00
A1
481,964
715
Hillsborough
County
Aviation
Authority,
Florida,
Revenue
Bonds,
Tampa
International
Airport,
Series
2018E,
5.000%,
10/01/35,
(AMT)
10/28
at
100.00
AA-
880,372
3,000
Hillsborough
County
Aviation
Authority,
Florida,
Revenue
Bonds,
Tampa
International
Airport,
Subordinate
Refunding
Series
2013A,
5.500%,
10/01/28,
(AMT)
10/23
at
100.00
A+
3,282,990
10,535
Hillsborough
County
Industrial
Development
Authority,
Florida,
Hospital
Revenue
Bonds,
Florida
Health
Sciences
Center
Inc
D/B/A
Tampa
General
Hospital,
Series
2020A,
4.000%,
8/01/50
2/31
at
100.00
A
11,951,852
1,110
Jacksonville,
Florida,
Educational
Facilities
Revenue
Bonds,
Jacksonville
University
Project,
Series
2018B,
5.000%,
6/01/53,
144A
6/28
at
100.00
N/R
1,266,543
1,650
Jacksonville,
Florida,
Health
Care
Facilities
Revenue
Bonds,
Baptist
Health
Properties,
Refunding
Series
2017,
5.000%,
8/15/35
8/27
at
100.00
AA
1,976,254
725
Jacksonville,
Florida,
Health
Care
Facilities
Revenue
Bonds,
Brooks
Rehabilitation,
Series
2020,
4.000%,
11/01/39
11/29
at
100.00
A
828,769
1,200
Lee
County
Industrial
Development
Authority,
Florida,
Charter
School
Revenue
Bonds,
Lee
County
Community
Charter
Schools,
Series
2012A,
5.000%,
6/15/24
6/22
at
100.00
BB-
1,219,032
11
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Florida
(continued)
Lee
County,
Florida,
Solid
Waste
System
Revenue
Bonds,
Refunding
Series
2016:
$
1,110
5.000%,
10/01/24,
(AMT)
No
Opt.
Call
AA-
$
1,249,061
605
5.000%,
10/01/26,
(AMT)
No
Opt.
Call
AA-
720,573
1,225
Lee
County,
Florida,
Tourist
Development
Tax
Revenue
Bonds,
Refunding
Series
2019A,
5.000%,
10/01/30
10/29
at
100.00
Aa2
1,577,555
1,155
Marco
Island,
Florida,
Utility
System
Revenue
Bonds,
Refunding
Series
2016,
3.000%,
10/01/33
10/26
at
100.00
Aa3
1,220,385
5,000
Martin
County
Health
Facilities
Authority,
Florida,
Hospital
Revenue
Bonds,
Martin
Memorial
Medical
Center,
Series
2019,
4.000%,
1/01/46,
(UB)(4)
1/29
at
100.00
AA
5,695,050
Miami
Beach
Health
Facilities
Authority,
Florida,
Hospital
Revenue
Bonds,
Mount
Sinai
Medical
Center
of
Florida
Project,
Refunding
2014:
850
5.000%,
11/15/23
No
Opt.
Call
A-
927,953
250
5.000%,
11/15/26
11/24
at
100.00
A-
281,725
375
5.000%,
11/15/27
11/24
at
100.00
A-
420,690
500
5.000%,
11/15/28
11/24
at
100.00
A-
559,095
Miami
Dade
County,
Florida,
Rickenbacker
Causeway
Revenue
Bonds,
Series
2014:
900
5.000%,
10/01/27
10/24
at
100.00
A-
1,006,065
920
5.000%,
10/01/28
10/24
at
100.00
A-
1,027,079
500
5.000%,
10/01/30
10/24
at
100.00
A-
557,750
1,800
Miami,
Florida,
Special
Obligation
Non-Ad
Valorem
Revenue
Bonds,
Port
of
Miami
Tunnel
Project,
Refunding
Series
2012,
5.000%,
3/01/30,
(Pre-
refunded
3/01/23),
144A
3/23
at
100.00
N/R(5)
1,912,104
4,870
Miami-Dade
County
Health
Facilities
Authority,
4.000%,
8/01/42,
(UB),
(WI/
DD,
Settling
11/10/21)
8/31
at
100.00
A+
5,616,863
705
Miami-Dade
County,
Florida,
Aviation
Revenue
Bonds,
Miami
International
Airport,
Refunding
Series
2012A,
5.000%,
10/01/25,
(Pre-refunded
10/01/22),
(AMT)
10/22
at
100.00
A2(5)
735,364
1,145
Miami-Dade
County,
Florida,
Aviation
Revenue
Bonds,
Refunding
Series
2014A,
5.000%,
10/01/28,
(AMT)
10/24
at
100.00
A2
1,285,263
1,000
Miami-Dade
County,
Florida,
Aviation
Revenue
Bonds,
Refunding
Series
2016A,
5.000%,
10/01/41
10/26
at
100.00
A
1,182,340
4,000
Miami-Dade
County,
Florida,
Aviation
Revenue
Bonds,
Refunding
Series
2018A,
5.000%,
10/01/38,
(AMT)
10/28
at
100.00
A
4,849,080
8,000
Miami-Dade
County,
Florida,
Seaport
Revenue
Bonds,
Refunding
Series
2021A-1,
4.000%,
10/01/41
-
AGM
Insured,
(AMT)
10/31
at
100.00
AA
9,330,160
1,400
Miami-Dade
County,
Florida,
Water
and
Sewer
System
Revenue
Bonds,
Series
2021,
4.000%,
10/01/44
4/31
at
100.00
AA-
1,645,364
2,290
Orange
County,
Florida,
Tourist
Development
Tax
Revenue
Bonds,
Refunding
Series
2016B,
4.000%,
10/01/34
10/26
at
100.00
Aa2
2,600,959
1,000
Orlando,
Florida,
Tourist
Development
Tax
Revenue
Bonds,
6th
Cent
Contract
Payments,
Refunding
Senior
Series
2017A,
5.000%,
11/01/35
-
AGM
Insured
11/27
at
100.00
AA
1,203,780
Osceola
County,
Florida,
Transportation
Revenue
Bonds,
Osceola
Parkway,
Refunding
&
Improvement
Series
2019A-1:
400
5.000%,
10/01/35
10/29
at
100.00
BBB+
502,236
250
5.000%,
10/01/36
10/29
at
100.00
BBB+
313,145
250
5.000%,
10/01/38
10/29
at
100.00
BBB+
311,840
250
5.000%,
10/01/39
10/29
at
100.00
BBB+
311,018
495
Palm
Beach
County
Health
Facilities
Authority,
Florida,
Hospital
Revenue
Bonds,
Baptist
Health
Systems
of
South
Florida
Obligated
Group,
Series
2019,
5.000%,
8/15/27
No
Opt.
Call
AA-
607,504
425
Palm
Beach
County
School
Board,
Florida,
Certificates
of
Participation,
Series
2015C,
5.000%,
8/01/30
8/25
at
100.00
Aa3
491,406
505
Pinellas
County
School
Board,
Florida,
Certificates
of
Participation,
Master
Lease
Program,
Seris
2017A,
5.000%,
7/01/37
7/27
at
100.00
Aa3
607,005
850
Reedy
Creek
Improvement
District,
Orange
and
Osceola
Counties,
Florida,
Utilities
Revenue
Bonds,
Series
2018-1,
5.000%,
10/01/36
10/28
at
100.00
A1
1,040,043
1,360
Saint
Petersburg,
Florida,
Public
Utility
Revenue
Bonds,
Series
2021A,
4.000%,
10/01/41
4/31
at
100.00
Aa2
1,629,661
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
12
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Florida
(continued)
Seminole
County
Industrial
Development
Authority,
Florida,
Educational
Facilities
Revenue
Bonds,
Galileo
Schools
for
Gifted
Learning,
Series
2021A:
$
265
4.000%,
6/15/30,
144A
No
Opt.
Call
Ba1
$
299,813
280
4.000%,
6/15/31,
144A
No
Opt.
Call
Ba1
318,013
South
Broward
Hospital
District,
Florida,
Hospital
Revenue
Bonds,
South
Broward
Hospital
District
Obligated
Group,
Refunding
Series
2016:
65
5.000%,
5/01/23
No
Opt.
Call
AA
69,603
2,000
4.000%,
5/01/33
5/26
at
100.00
AA
2,237,920
500
Tallahassee,
Florida,
Consolidated
Utility
Systems
Revenue
Bonds,
Refunding
Series
2015,
5.000%,
10/01/35
10/23
at
100.00
AA+
543,115
1,310
Tampa,
Florida,
Capital
Improvement
Cigarette
Tax
Allocation
Bonds,
H.
Lee
Moffitt
Cancer
Center
Project,
Series
2016A,
5.500%,
9/01/29
9/26
at
100.00
A+
1,581,013
1,100
Tampa,
Florida,
Capital
Improvement
Cigarette
Tax
Allocation
Bonds,
H.
Lee
Moffitt
Cancer
Center
Project,
Series
2020A,
0.000%,
9/01/39
9/30
at
70.57
A+
623,370
Tampa,
Florida,
Water
and
Wastewater
Systems
Revenue
Bonds,
Series
2020A:
1,500
4.000%,
10/01/44,
(UB)(4)
10/30
at
100.00
AAA
1,787,955
6,000
4.000%,
10/01/48,
(UB)(4)
10/30
at
100.00
AAA
7,111,020
10
Tolomato
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Convertible,
Capital
Appreciation,
Series
2012A-4,
0.000%,
5/01/40(6)
5/22
at
100.00
N/R
8,913
5
Tolomato
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Hope
Note,
Series
2007-3,
6.375%,
5/01/22(7)
No
Opt.
Call
N/R
0
20
Tolomato
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Refunding
Series
2015-1,
0.000%,
5/01/40(6)
11/21
at
100.00
N/R
20,057
15
Tolomato
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Refunding
Series
2015-2,
0.000%,
5/01/40(6)
11/21
at
100.00
N/R
11,668
15
Tolomato
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Refunding
Series
2015-3,
6.610%,
5/01/40(7)
11/21
at
100.00
N/R
0
1,500
Village
Community
Development
District
13,
Wildwood,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2021,
2.850%,
5/01/36
5/29
at
100.00
N/R
1,499,985
Wildwood
Utility
Dependent
District,
Florida,
Revenue
Bonds,
South
Sumter
Utility
Project,
Series
2021:
750
5.000%,
10/01/36
-
BAM
Insured
10/31
at
100.00
AA
946,485
1,000
5.000%,
10/01/41
-
BAM
Insured
10/31
at
100.00
AA
1,247,110
1,250
5.000%,
10/01/46
-
BAM
Insured
10/31
at
100.00
AA
1,534,725
139,710
Total
Florida
160,998,372
Georgia
-
1.3%
2,210
Atlanta,
Georgia,
Airport
General
Revenue
Bonds,
Series
2012C,
5.000%,
1/01/31,
(Pre-refunded
1/01/22),
(AMT)
1/22
at
100.00
Aa3(5)
2,227,017
5,000
Atlanta,
Georgia,
Airport
Passenger
Facilities
Charge
and
General
Revenue
Bonds,
Subordinate
Lien
Series
2019D,
4.000%,
7/01/40,
(AMT),
(UB)(4)
7/29
at
100.00
Aa3
5,674,150
220
Atlanta,
Georgia,
Water
and
Wastewater
Revenue
Bonds,
Tender
Option
Trust
2015-XF0234,
22.645%,
3/01/23,
144A,
(IF)(4)
No
Opt.
Call
Aa2
377,408
Brookhaven
Development
Authority,
Georgia,
Revenue
Bonds,
Children's
Healthcare
of
Atlanta,
Inc.
Project,
Series
2019A:
1,335
4.000%,
7/01/44,
(UB)(4)
7/29
at
100.00
AA+
1,538,894
3,665
4.000%,
7/01/49,
(UB)(4)
7/29
at
100.00
AA+
4,197,195
Cobb
County
Kennestone
Hospital
Authority,
Georgia,
Revenue
Anticipation
Certificates,
Wellstar
Health
System,
Series
2017A:
2,390
5.000%,
4/01/35
4/27
at
100.00
A
2,846,633
1,380
5.000%,
4/01/37
4/27
at
100.00
A
1,641,303
100
Dalton
Development
Authority,
Georgia,
Revenue
Bonds,
Hamilton
Health
Care
System
Inc.,
Series
2012A,
3.000%,
8/15/25
8/22
at
100.00
AA-
101,895
13
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Georgia
(continued)
Georgia
Housing
and
Finance
Authority,
Single
Family
Mortgage
Bonds,
Series
2019A:
$
600
2.300%,
6/01/27
No
Opt.
Call
AAA
$
635,184
675
2.350%,
12/01/27
No
Opt.
Call
AAA
716,884
1,120
Private
Colleges
&
Universities
Authority,
4.000%,
4/01/39,
(WI/DD,
Settling
11/10/21)
4/31
at
100.00
AA-
1,303,590
18,695
Total
Georgia
21,260,153
Hawaii
-
1.5%
Hawaii
Department
of
Budget
and
Finance,
Special
Purpose
Revenue
Bonds,
Mid-Pacific
Project,
Series
2020:
300
4.000%,
1/01/25
No
Opt.
Call
BBB+
326,412
500
4.000%,
1/01/26
No
Opt.
Call
BBB+
554,000
665
4.000%,
1/01/27
No
Opt.
Call
BBB+
748,232
350
4.000%,
1/01/28
No
Opt.
Call
BBB+
398,556
360
4.000%,
1/01/29
No
Opt.
Call
BBB+
414,554
250
4.000%,
1/01/30
No
Opt.
Call
BBB+
290,190
275
4.000%,
1/01/31
1/30
at
100.00
BBB+
316,976
270
4.000%,
1/01/32
1/30
at
100.00
BBB+
309,671
200
4.000%,
1/01/33
1/30
at
100.00
BBB+
228,830
1,600
Hawaii
Department
of
Transportation
-
Airports
Division,
Lease
Revenue
Certificates
of
Participation,
Series
2013,
5.000%,
8/01/28,
(AMT)
8/23
at
100.00
A
1,719,648
2,000
Hawaii
State,
Airport
System
Revenue
Bonds,
Series
2015A,
5.000%,
7/01/41,
(AMT)
7/25
at
100.00
A+
2,279,420
8,800
Hawaii
State,
Airport
System
Revenue
Bonds,
Taxable
Series
2020A,
5.000%,
7/01/34,
(AMT)
7/30
at
100.00
A+
11,033,704
Hawaii
State,
General
Obligation
Bonds,
Series
2011DZ:
990
5.000%,
12/01/30,
(Pre-refunded
12/01/21)
12/21
at
100.00
N/R(5)
993,831
610
5.000%,
12/01/30,
(Pre-refunded
12/01/21)
12/21
at
100.00
AA+(5)
612,385
2,000
Hawaii
State,
General
Obligation
Bonds,
Series
2019FW,
5.000%,
1/01/37
1/29
at
100.00
AA+
2,493,740
500
Honolulu
Board
of
Water
Supply,
Hawaii,
Water
System
Revenue
Bonds,
Series
2021A,
3.000%,
7/01/41
7/31
at
100.00
AAA
544,165
2,000
Honolulu
City
and
County,
Hawaii,
General
Obligation
Bonds,
Series
2015A,
5.000%,
10/01/37
10/25
at
100.00
Aa1
2,306,360
21,670
Total
Hawaii
25,570,674
Idaho
-
0.9%
Boise
State
University,
Idaho,
General
Revenue
Bonds,
Series
2018A:
575
5.000%,
4/01/38
4/28
at
100.00
Aa3
696,480
600
5.000%,
4/01/39
4/28
at
100.00
Aa3
725,490
Boise-Kuna
Irrigation
District,
Ada
and
Canyon
Counties,
Idaho,
Arrowrock
Hydroelectric
Project
Revenue
Bonds,
Refunding
Series
2015:
500
5.000%,
6/01/29
12/24
at
100.00
A3
563,540
1,000
5.000%,
6/01/30
12/24
at
100.00
A3
1,125,120
2,090
5.000%,
6/01/31
12/24
at
100.00
A3
2,348,115
Canyon
County
School
District
139,
Idaho,
General
Obligation
Bonds,
Series
2019B:
1,000
5.000%,
9/15/37
3/29
at
100.00
Aaa
1,249,640
750
5.000%,
9/15/39
3/29
at
100.00
Aaa
933,645
3,000
Idaho
Falls
Auditorium
District,
Idaho,
Certifications
of
Participation, Annual
Appropriation
Series
2021,
5.250%,
5/15/51,
144A
5/26
at
102.00
N/R
3,003,210
1,250
Idaho
Health
Facilities
Authority,
Revenue
Bonds,
Saint
Luke's
Health
System
Project,
Series
2018A,
5.000%,
3/01/37
9/28
at
100.00
A
1,531,187
865
Idaho
Health
Facilities
Authority,
Revenue
Bonds,
Trinity
Health
Group,
Series
2015,
5.500%,
12/01/29
6/25
at
100.00
AA-
1,007,708
100
Idaho
State
University,
General
Revenue
Bonds,
Refunding
Series
2016,
5.000%,
4/01/23
No
Opt.
Call
A1
106,270
1,070
Idaho
Water
Resource
Board,
Water
Resource
Loan
Program
Revenue,
Ground
Water
Rights
Mitigation
Series
2012A,
4.600%,
9/01/27
9/22
at
100.00
A3
1,107,493
12,800
Total
Idaho
14,397,898
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
14
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Illinois
-
5.3%
Beford
Park
Village,
Illinois,
Hotel
and
Motel
Tax
Revenue
Bonds,
Refunding
Series
2015A:
$
920
4.000%,
12/01/22
No
Opt.
Call
Baa2
$
945,879
1,395
4.000%,
12/01/23
No
Opt.
Call
Baa2
1,473,148
1,000
Board
of
Trustees
of
Southern
Illinois
University,
Housing
and
Auxiliary
Facilities
System
Revenue
Bonds,
Refunding
Series
2021A,
4.000%,
4/01/40
-
BAM
Insured
4/31
at
100.00
AA
1,154,420
1,985
Chanpaign
County
Community
Unit
School
District
4,
Illinois,
General
Obligation
Bonds,
School
Building
Series
2020A,
5.000%,
1/01/34
1/28
at
100.00
AA
2,425,253
662
Chicago,
Illinois,
Certificates
of
Participation,
Tax
Increment
Allocation
Revenue
Bonds,
Pullman
Park/Chicago
Redevelopement
Project,
Series
2013A,
7.125%,
3/15/33
11/21
at
100.00
N/R
662,429
Chicago,
Illinois,
Midway
Airport
Revenue
Bonds,
Refunding
Second
Lien
Series
2014A:
2,000
5.000%,
1/01/27
1/24
at
100.00
A
2,189,760
3,000
5.000%,
1/01/30
1/24
at
100.00
A
3,279,870
Evanston,
Cook
County,
Illinois,
General
Obligation
Bonds,
Corporate
Purpose
Series
2019A:
725
5.000%,
12/01/38
12/29
at
100.00
AA+
914,957
760
5.000%,
12/01/39
12/29
at
100.00
AA+
949,879
795
5.000%,
12/01/40
12/29
at
100.00
AA+
989,107
770
5.000%,
12/01/41
12/29
at
100.00
AA+
957,102
Evanston,
Cook
County,
Illinois,
General
Obligation
Bonds,
Corporate
Purpose
Series
2019B:
930
5.000%,
12/01/38
12/29
at
100.00
AA+
1,177,705
975
5.000%,
12/01/39
12/29
at
100.00
AA+
1,233,746
6,415
Hoffman
Estates
Park
District,
Cook
County,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2020A,
5.000%,
12/01/40
-
BAM
Insured
12/30
at
100.00
AA+
7,929,582
100
Illinois
Finance
Authority
Revenue
Bonds,
OSF
Healthcare
System,
Refunding
Series
2018A,
5.000%,
5/15/25
No
Opt.
Call
A
115,302
Illinois
Finance
Authority,
Health
Services
Facility
Lease
Revenue
Bonds,
Provident
Group
-
UIC
Surgery
Center,
LLC
-
University
of
Illinois
Health
Services
Facility
Project,
Series
2020:
875
5.000%,
10/01/34
10/30
at
100.00
BBB+
1,101,380
750
5.000%,
10/01/35
10/30
at
100.00
BBB+
942,653
115
Illinois
Finance
Authority,
Local
Government
Program
Revenue
Bonds,
Elmhurst
Community
Unit
School
District
205
Project,
Series
2019,
5.000%,
1/01/29
1/28
at
100.00
AA+
142,659
360
Illinois
Finance
Authority,
Revenue
Bonds, Centegra
Health
System,
Tender
Option
Bond
Trust
2016-XF2339,
17.722%,
9/01/32,
144A,
(IF)(4)
9/22
at
100.00
AA+
417,013
Illinois
Finance
Authority,
Revenue
Bonds,
Advocate
Health
Care
Network,
Refunding
Series
2015:
900
5.000%,
5/01/45,
(Pre-refunded
5/01/25),
(UB)
5/25
at
100.00
AA(5)
1,040,850
145
5.000%,
5/01/45,
(UB)(4)
5/25
at
100.00
N/R
167,147
4,000
Illinois
Finance
Authority,
Revenue
Bonds,
Ann
&
Robert
H
Lurie
Children's
Hospital
of
Chicago,
Refunding
Series
2017,
5.000%,
8/15/35,
(UB)(4)
8/27
at
100.00
AA
4,808,160
4,500
Illinois
Finance
Authority,
Revenue
Bonds,
Edward-Elmhurst
Healthcare,
Refunding
Series
2018A,
4.250%,
1/01/44
1/28
at
100.00
A
5,100,300
Illinois
Finance
Authority,
Revenue
Bonds,
Edward-Elmhurst
Healthcare,
Series
2017A:
100
5.000%,
1/01/23
No
Opt.
Call
A
105,415
3,000
5.000%,
1/01/36
1/27
at
100.00
A
3,515,880
5,000
Illinois
Finance
Authority,
Revenue
Bonds,
Northwest
Community
Hospital,
Refunding
Series
2016A,
4.000%,
7/01/37
7/26
at
100.00
AA-
5,592,100
Illinois
Finance
Authority,
Revenue
Bonds,
Northwestern
Memorial
Healthcare,
Series
2017A:
170
5.000%,
7/15/22
No
Opt.
Call
AA+
175,702
2,400
4.000%,
7/15/36,
(UB)(4)
1/28
at
100.00
AA+
2,765,736
1,500
4.000%,
7/15/37,
(UB)(4)
1/28
at
100.00
AA+
1,724,175
475
4.000%,
7/15/47,
(UB)(4)
1/28
at
100.00
AA+
540,312
1,000
Illinois
Finance
Authority,
Revenue
Bonds,
OSF
Healthcare
System,
Series
2015A,
4.000%,
11/15/33
11/25
at
100.00
A
1,106,450
15
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Illinois
(continued)
$
220
Illinois
Finance
Authority,
Revenue
Bonds,
Silver
Cross
Hospital
and
Medical
Centers,
Refunding
Series
2015C,
5.000%,
8/15/23
No
Opt.
Call
A3
$
237,664
5,000
Illinois
Finance
Authority,
Revenue
Bonds,
The
Carle
Foundation,
Fixed
Period
Series
2021A,
4.000%,
8/15/39
8/31
at
100.00
AA-
5,923,550
830
Illinois
Finance
Authority,
Student
Housing
&
Academic
Facility
Revenue
Bonds,
CHF-Collegiate
Housing
Foundation
-
Chicago
LLC
University
of
Illinois
at
Chicago
Project,
Series
2017A,
5.000%,
2/15/26
No
Opt.
Call
Baa3
947,536
4,830
Knox
&
Warren
Counties
Community
Unit
School
District
205
Galesburg,
Illinois,
General
Obligation
Bonds,
Series
2019A,
5.500%,
12/01/37
12/27
at
100.00
AA-
6,092,852
710
Madison,
Macoupin,
Jersey,
Calhoun,
Morgan,
Scott,
and
Greene
Counties
Community
College
District
536,
Illinois,
General
Obligation
Bonds,
Lewis
&
Clark
Community
College,
Refunding
Series
2017A,
5.000%,
11/01/33
-
AGM
Insured
11/26
at
100.00
AA
845,539
2,275
McHenry
and
Lake
Counties
Community
High
School
District
156,
Illinois,
General
Obligation
Bonds,
Series
2019,
5.000%,
2/01/30
2/28
at
100.00
Aa3
2,819,203
570
Mount
Prospect,
Cook
County,
Illinois,
General
Obligation
Bonds,
Series
2019B,
3.000%,
12/01/37
12/26
at
100.00
AA+
606,776
Northern
Illinois
University,
Auxiliary
Facilities
System
Revenue
Bonds,
Series
2021:
1,300
4.000%,
10/01/38
-
BAM
Insured
4/31
at
100.00
AA
1,520,961
850
4.000%,
10/01/39
-
BAM
Insured
4/31
at
100.00
AA
992,001
400
4.000%,
10/01/41
-
BAM
Insured
4/31
at
100.00
AA
464,588
1,000
Romeoville,
Will
County,
Illinois,
Revenue
Bonds,
Lewis
University
Project,
Refunding
Series
2018B,
5.000%,
10/01/39
4/25
at
100.00
BBB
1,097,100
150
Saint
Charles,
Illinois,
General
Obligation
Bonds,
Corporate
Purpose
Series
2013A,
4.000%,
12/01/32
12/22
at
100.00
Aa1
155,585
Saint
Charles,
Illinois,
General
Obligation
Bonds,
Corporate
Purpose
Series
2020A:
610
4.000%,
12/01/29
12/28
at
100.00
Aa1
734,354
535
4.000%,
12/01/31
12/28
at
100.00
Aa1
634,232
425
Saint
Charles,
Illinois,
General
Obligation
Bonds,
Refunding
Corporate
Purpose
Series
2020B,
4.000%,
12/01/29
12/28
at
100.00
Aa1
511,641
Stephenson
County
School
District
145,
Freeport,
Illinois,
General
Obligation
Bonds,
Limited
School
Series
2018A:
610
5.000%,
2/01/34
-
AGM
Insured
2/28
at
100.00
AA
746,914
140
5.000%,
2/01/34,
(Pre-refunded
2/01/28)
-
AGM
Insured
2/28
at
100.00
AA(5)
173,813
100
University
of
Illinois,
Auxiliary
Facilities
System
Revenue
Bonds,
Series
2014A,
5.000%,
4/01/39
4/24
at
100.00
A+
109,705
100
University
of
Illinois,
UIC
South
Campus
Development
Project
Revenue
Bonds,
Series
2003,
5.000%,
1/15/23
-
NPFG
Insured
11/21
at
100.00
A+
100,356
4,000
Will
County,
Illinois,
General
Obligation
Bonds,
Alternate
Revenue
Source
Series
2019,
4.000%,
11/15/47
11/29
at
100.00
AA+
4,649,880
1,000
Wilmette,
Illinois,
General
Obligation
Bonds,
Series
2014,
4.000%,
12/01/43
12/22
at
100.00
Aaa
1,031,900
2,500
Winnetka,
Cook
County,
Illinois,
General
Obligation
Bonds,
Series
2014,
5.000%,
12/15/43,
(Pre-refunded
12/15/21)
12/21
at
100.00
Aaa
2,514,500
75,877
Total
Illinois
88,554,721
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
16
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Indiana
-
5.9%
$
5,195
Center
Grove
Multi-Facility
School
Building
Corporation,
Johnson
County,
Indiana,
Ad
Valorem
Property
Tax
First
Mortgage
Bonds,
Series
2020C,
5.500%,
7/10/39
1/31
at
100.00
AA+
$
6,857,192
1,000
Gary
Local
Public
Improvement
Bond
Bank,
Indiana,
Economic
Development
Revenue
Bonds,
Drexel
Foundation
for
Educational
Excellence
Project,
Refunding
Series
2020A,
5.875%,
6/01/55,
144A
6/30
at
100.00
N/R
1,080,300
GCS
School
Building
Corporation
One,
Elkhart
County,
Indiana,
First
Mortgage
Bonds,
Series
2019:
565
5.000%,
1/15/26
No
Opt.
Call
AA+
662,350
580
5.000%,
7/15/26
No
Opt.
Call
AA+
689,324
590
5.000%,
1/15/27
No
Opt.
Call
AA+
710,012
605
5.000%,
7/15/27
No
Opt.
Call
AA+
736,194
620
5.000%,
1/15/28
No
Opt.
Call
AA+
762,922
635
5.000%,
7/15/28
No
Opt.
Call
AA+
789,629
655
5.000%,
1/15/29
No
Opt.
Call
AA+
822,883
670
5.000%,
7/15/29
No
Opt.
Call
AA+
849,674
685
5.000%,
1/15/30
7/29
at
100.00
AA+
867,237
405
5.000%,
7/15/30
7/29
at
100.00
AA+
512,803
720
5.000%,
1/15/31
7/29
at
100.00
AA+
909,295
740
5.000%,
7/15/31
7/29
at
100.00
AA+
934,761
Hamilton
Southeastern
Consolidated
School
Building
Corporation,
Hamilton
County,
Indiana,
First
Mortgage
Bonds,
Series
2018:
700
5.000%,
7/15/35
1/28
at
100.00
AA+
846,629
795
5.000%,
7/15/36
1/28
at
100.00
AA+
958,460
500
5.000%,
7/15/37
1/28
at
100.00
AA+
601,630
1,000
5.000%,
7/15/38
1/28
at
100.00
AA+
1,200,690
850
IIndiana
Finance
Authority,
Hospital
Revenue
Bonds,
Parkview
Health,
Series
2018A,
4.000%,
11/01/48
11/28
at
100.00
AA-
960,041
Indiana
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Butler
University
Project,
Refunding
Series
2014A:
560
5.000%,
2/01/26
2/24
at
100.00
A-
612,847
425
5.000%,
2/01/27
2/24
at
100.00
A-
463,900
Indiana
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Butler
University
Project,
Series
2019:
1,100
5.000%,
2/01/33
8/29
at
100.00
A-
1,370,237
1,350
5.000%,
2/01/35
8/29
at
100.00
A-
1,674,567
Indiana
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Butler
University
Project,
Series
2021:
1,610
4.000%,
2/01/42
8/31
at
100.00
A-
1,877,356
1,675
4.000%,
2/01/43
8/31
at
100.00
A-
1,948,846
2,420
Indiana
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Depauw
University
Project,
Series
2019,
5.000%,
7/01/37
7/29
at
100.00
Baa1
2,871,040
3,725
Indiana
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Rose
Hulman
Institute
Of
Technology
Project,
Series
2018,
5.000%,
6/01/40
12/28
at
100.00
A2
4,492,946
250
Indiana
Finance
Authority,
Health
Facilities
Revenue
Bonds,
Good
Samaritan
Hospital
Project,
Series
2016A,
5.000%,
4/01/37
4/26
at
100.00
Baa3
280,180
2,800
Indiana
Finance
Authority,
State
Revolving
Fund
Program
Bonds,
Green
Bond
Series
2019A,
5.000%,
2/01/38
2/29
at
100.00
AAA
3,505,656
3,500
Indiana
Finance
Authority,
State
Revolving
Fund
Program
Bonds,
Green
Bonds,
Series
2019C,
5.000%,
2/01/32
2/29
at
100.00
AAA
4,448,255
Indiana
Finance
Authority,
State
Revolving
Fund
Program
Bonds,
Series
2019D:
1,715
5.000%,
2/01/35,
(AMT)
2/29
at
100.00
AAA
2,140,749
1,800
5.000%,
2/01/36,
(AMT)
2/29
at
100.00
AAA
2,237,472
800
Indiana
Finance
Authority,
Wastewater
Utility
Revenue
Bonds,
CWA
Authority
Project,
Refunding
First
Lien
Series
2021-1,
4.000%,
10/01/36
10/31
at
100.00
AA-
964,448
2,020
Indiana
Health
Facility
Financing
Authority,
Revenue
Bonds,
Ascension
Health,
Series
2011A-1,
5.000%,
11/15/34
11/25
at
100.00
AA+
2,343,341
17
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Indiana
(continued)
Indiana
Municipal
Power
Agency
Power
Supply
System
Revenue
Bonds,
Refunding
Series
2016C:
$
1,240
5.000%,
1/01/27
7/26
at
100.00
A+
$
1,481,478
1,420
5.000%,
1/01/38
7/26
at
100.00
A+
1,681,805
1,000
Indiana
Municipal
Power
Agency,
Power
Supply
System
Revenue
Bonds,
Series
2013A,
5.250%,
1/01/32,
(Pre-refunded
7/01/23)
7/23
at
100.00
A+(5)
1,082,610
670
Indiana
Municipal
Power
Agency,
Power
Supply
System
Revenue
Bonds,
Series
2017A,
5.000%,
1/01/42
1/28
at
100.00
A+
804,221
5,000
Indianapolis
Local
Public
Improvement
Bond
Bank,
Indiana,
Community
Justice
Campus
Bonds,
Courthouse
&
Jail
Project,
Series
2019A,
5.000%,
2/01/49,
(UB)(4)
2/29
at
100.00
AAA
6,101,150
1,625
Ivy
Tech
Community
College,
Indiana,
Student
Fee
Revenue
Bonds,
Series
2018V,
5.000%,
7/01/36
7/28
at
100.00
AA
1,985,051
400
Knox
County,
Indiana,
Economic
Development
Revenue
and
Refunding
Bonds,
Good
Samaritan
Hospital
Project,
Series
2012A,
5.000%,
4/01/27
4/22
at
100.00
Baa3
407,588
1,000
Lawrence
Township
School
Building
Corporation,
Indiana,
First
Mortgage
Bonds,
Series
2020,
2.000%,
7/15/34
7/30
at
100.00
AA+
996,500
2,240
Lawrenceburg
Multi-School
Building
Corporation,
Indiana,
Ad
Valorem
Property
Tax
First Mortgage
Bonds,
Series
2021,
4.000%,
7/15/39
7/31
at
100.00
AA+
2,668,019
720
Noblesville
Multi
School
Building
Corporation,
Hamilton
County,
Indiana,
First
Mortgage
Revenue
Bonds,
Series
2021,
3.000%,
7/15/37
7/29
at
100.00
AA+
775,958
North
Montgomery
High
School
Building
Corporation,
Indiana,
First
Mortgage
Bonds,
Series
2018:
2,375
5.000%,
7/15/35
7/26
at
100.00
AA+
2,800,078
2,480
5.000%,
7/15/36
7/26
at
100.00
AA+
2,919,059
Plymouth
Multi-School
Building
Corporation,
Indiana,
First
Mortgage
Bonds,
Series
2018:
1,655
5.000%,
1/15/34
7/28
at
100.00
AA+
2,035,898
3,655
5.000%,
7/15/36
7/28
at
100.00
AA+
4,464,108
Richmond
Hospital
Authority,
Indiana,
Revenue
Bonds,
Reid
Hospital
Project, Refunding
Series
2015A:
500
5.000%,
1/01/28
1/25
at
100.00
A
558,180
815
5.000%,
1/01/29
1/25
at
100.00
A
906,345
Silver
Creek
School
Building
Corporation,
Indiana,
Ad
Valorem
Property
Tax
First
Mortgage
Bonds,
Series
2021:
1,300
3.000%,
1/15/36
7/31
at
100.00
AA+
1,423,240
725
3.000%,
1/15/37
7/31
at
100.00
AA+
791,316
Vinton-Tecumseh
School
Building
Corporation,
Tippecanoe
County,
Indiana,
First
Mortgage
Bonds,
Series
2021:
1,200
3.000%,
7/15/39
1/31
at
100.00
AA+
1,306,680
1,250
3.000%,
7/15/40
1/31
at
100.00
AA+
1,358,213
500
3.000%,
1/15/41
1/31
at
100.00
AA+
541,805
Whitley
County
Middle
School
Building
Corporation,
Columbia
City,
Indiana,
First
Mortgage
Bonds,
Series
2019:
1,590
5.000%,
7/15/37
1/30
at
100.00
AA+
1,987,357
3,300
5.000%,
7/15/38
1/30
at
100.00
AA+
4,116,387
1,710
5.000%,
1/15/39
1/30
at
100.00
AA+
2,128,420
81,630
Total
Indiana
98,305,332
Iowa
-
0.3%
Iowa
Tobacco
Settlement
Authority,
Tobacco
Settlement
Asset-Backed
Bonds,
Senior
Class
1
Series
2021A-2:
800
4.000%,
6/01/36
6/31
at
100.00
A-
943,440
800
4.000%,
6/01/37
6/31
at
100.00
A-
940,376
800
4.000%,
6/01/38
6/31
at
100.00
A-
933,840
1,000
4.000%,
6/01/39
6/31
at
100.00
A-
1,167,870
1,000
4.000%,
6/01/40
6/31
at
100.00
A-
1,164,090
4,400
Total
Iowa
5,149,616
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
18
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Kansas
-
1.1%
$
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
Ba1
$
1,227,575
4,000
Kansas
Department
of
Transportation,
Highway
Revenue
Bonds,
Series
2018A,
5.000%,
9/01/36
9/27
at
100.00
AA
4,849,880
205
Kansas
Power
Pool,
a
Municipal
Energy
Agency
Electric
Utility
Revenue
Bonds,
DogWood
Facility,
Series
2015A,
5.000%,
12/01/28
12/25
at
100.00
A3
237,611
1,250
Kansas
State
Independent
College
Finance
Authority,
Revenue
Anticipation
Notes,
Ottawa
University,
Private
Education
Short-Term
Loan
Program,
Series
2021C,
4.125%,
5/01/22
No
Opt.
Call
N/R
1,264,225
2,100
Kansas
State
Turnpike
Authority,
Turnpike
Revenue
Bonds,
Refunding
Series
2019A,
5.000%,
9/01/37
9/29
at
100.00
Aa2
2,662,380
1,495
Sedgwick
County
Unified
School
District
266
Maize,
Harvey
County,
Kansas,
General
Obligation
Bonds,
Series
2019A,
4.000%,
9/01/31
9/27
at
100.00
AA
1,731,644
2,000
University
of
Kansas
Hospital
Authority,
Health
Facilities
Revenue
Bonds,
KU
Health
System,
Refunding
&
Improvement
Series
2015,
5.000%,
9/01/35
9/25
at
100.00
AA-
2,305,120
2,690
University
of
Kansas
Hospital
Authority,
Health
Facilities
Revenue
Bonds,
University
of
Kansas
Health
System,
Series
2019B,
5.000%,
3/01/33
3/30
at
100.00
AA-
3,445,083
14,815
Total
Kansas
17,723,518
Kentucky
-
0.5%
775
Carroll
County,
Kentucky,
Environmental
Facilities
Revenue
Bonds,
Kentucky
Utilities
Company
Project,
Series
2008A,
2.000%,
2/01/32,
(AMT)
6/31
at
100.00
A1
789,268
375
Hazard,
Kentucky,
Healthcare
Revenue
Bonds,
Appalachian
Regional
Healthcare
Project,
Series
2021,
3.000%,
7/01/46
7/31
at
100.00
A
389,891
750
Kentucky
Economic
Development
Finance
Authority,
Hospital
Revenue
Bonds,
Owensboro
Health,
Refunding
Series
2017A,
5.000%,
6/01/26
No
Opt.
Call
Baa2
880,267
1,180
Trimble
County,
Kentucky,
Pollution
Control
Revenue
Bonds,
Louisville
Gas
and
Electric
Company
Project,
Series
2016A,
1.300%,
9/01/44,
(AMT),
(Mandatory
Put
9/1/2027)
No
Opt.
Call
A1
1,177,829
University
of
Louisville,
Kentucky,
Revenue
Bonds,
General
Reciepts
Series
2020A:
1,315
4.000%,
9/01/29
-
AGM
Insured
9/28
at
100.00
AA
1,548,084
1,415
2.000%,
9/01/32
-
AGM
Insured
9/28
at
100.00
AA
1,408,010
1,525
2.125%,
9/01/34
-
AGM
Insured
9/28
at
100.00
AA
1,525,823
7,335
Total
Kentucky
7,719,172
Louisiana
-
1.9%
1,850
Ascension
Parishwide
School
District,
Louisiana,
General
Obligation
Bonds,
School
Series
2020,
4.000%,
3/01/39
3/30
at
100.00
AA
2,188,587
Cameron
Parish
School
District
15,
Louisiana,
General
Obligtion
Bonds,
Series
2021:
350
4.000%,
10/01/34
10/30
at
100.00
BBB
389,946
350
4.000%,
10/01/35
10/30
at
100.00
BBB
388,479
350
4.000%,
10/01/36
10/30
at
100.00
BBB
386,582
350
4.000%,
10/01/37
10/30
at
100.00
BBB
384,664
Greater
New
Orleans
Expressway
Commission,
Louisiana,
Toll
Revenue
Bonds,
Subordinate
Lien
Series
2017:
1,000
5.000%,
11/01/36
-
AGM
Insured
11/25
at
100.00
AA
1,158,730
805
5.000%,
11/01/37
-
AGM
Insured
11/25
at
100.00
AA
931,546
4,000
5.000%,
11/01/42
-
AGM
Insured
11/25
at
100.00
AA
4,598,880
700
Louisiana
Local
Government
Environmental
Facilities
and
Community
Development
Authority,
Louisiana,
Revenue
Bonds,
Ragin
Cajun
Facilities,
Inc.?Lewis
Street
Parking
Garage
Project,
Refunding
Series
2021,
4.000%,
10/01/40
-
AGM
Insured
10/30
at
100.00
AA
806,561
200
Louisiana
Publc
Facilities
Authority,
Lousiana,
Revenue
Bonds,
Lincoln
Preparatory
School
Project,
Series
2021A,
5.000%,
6/01/31,
144A
No
Opt.
Call
N/R
220,834
860
Louisiana
Publc
Facilities
Authority,
Lousiana,
Revenue
Bonds,
Loyola
University
of
New
Orleans
Project,
Series
2021,
4.000%,
10/01/38
10/31
at
100.00
Baa1
979,187
19
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Louisiana
(continued)
Louisiana
Publc
Facilities
Authority,
Lousiana,
Revenue
Bonds,
Ochsner
Clinic
Foundation
Project,
Refunding
Series
2017:
$
2,000
5.000%,
5/15/33
5/27
at
100.00
A
$
2,380,940
2,000
5.000%,
5/15/34
5/27
at
100.00
A
2,377,000
2,640
5.000%,
5/15/35
5/27
at
100.00
A
3,133,337
100
Louisiana
State
University
and
Agricultural
and
Mechanical
College
Board
of
Supervisors,
Auxiliary
Revenue
Bonds,
Refunding
Series
2014,
5.000%,
7/01/22
No
Opt.
Call
A+
103,054
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
A2
472,584
500
5.000%,
1/01/35,
(AMT)
1/27
at
100.00
A2
589,745
355
5.000%,
1/01/36,
(AMT)
1/27
at
100.00
A2
418,559
Port
New
Orleans
Board
of
Commissioners,
Louisiana,
Revenue
Bonds,
Port
Facilities,
Refunding
Series
2018B:
3,000
5.000%,
4/01/37
-
AGM
Insured,
(AMT)
4/28
at
100.00
AA
3,553,080
860
5.000%,
4/01/38
-
AGM
Insured,
(AMT)
4/28
at
100.00
AA
1,015,755
2,000
Saint
John
the
Baptist
Parish,
Louisiana,
Revenue
Bonds,
Marathon
Oil
Corporation
Project,
Refunding
Series
2017B-1,
2.125%,
6/01/37,
(Mandatory
Put
7/1/2024)
No
Opt.
Call
BBB-
2,062,180
Tangipahoa
Parish
Hospital
Service
District
1,
Louisiana,
Hospital
Revenue
Bonds,
North
Oaks
Health
System
Project,
Refunding
Series
2021:
1,625
4.000%,
2/01/37
2/31
at
100.00
A-
1,886,202
1,720
4.000%,
2/01/39
2/31
at
100.00
A-
1,987,013
28,015
Total
Louisiana
32,413,445
Maine
-
0.1%
1,155
Portland,
Maine,
General
Airport
Revenue
Bonds,
Refunding
Green
Series
2019,
4.000%,
1/01/40
1/30
at
100.00
BBB+
1,299,733
Maryland
-
1.5%
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
Baa3
285,575
Maryland
Health
and
Higher
Educational
Facilities
Authority,
Revenue
Bonds, Mercy
Medical
Center,
Series
2012:
1,000
5.000%,
7/01/25
7/22
at
100.00
BBB+
1,029,850
1,000
5.000%,
7/01/26
7/22
at
100.00
BBB+
1,029,420
500
Maryland
Health
and
Higher
Educational
Facilities
Authority,
Revenue
Bonds,
Adventist
Healthcare,
Series
2011A,
6.125%,
1/01/36
1/22
at
100.00
Baa3
504,860
Maryland
Health
and
Higher
Educational
Facilities
Authority,
Revenue
Bonds,
LifeBridge
Health
System,
Series
2015:
1,200
4.000%,
7/01/35,
(Pre-refunded
7/01/25)
7/25
at
100.00
A+(5)
1,350,108
625
5.000%,
7/01/40,
(Pre-refunded
7/01/25)
7/25
at
100.00
A+(5)
725,819
2,120
Maryland
Health
and
Higher
Educational
Facilities
Authority,
Revenue
Bonds,
Peninsula
Regional
Medical
Center
Issue,
Refunding
Series
2015,
5.000%,
7/01/39,
(Pre-refunded
7/01/24)
7/24
at
100.00
A(5)
2,380,039
1,000
Maryland
Health
and
Higher
Educational
Facilities
Authority,
Revenue
Bonds,
University
of
Maryland
Medical
System
Issue,
Series
2017B,
5.000%,
7/01/28
7/27
at
100.00
A
1,223,270
650
Maryland
Transportation
Authority,
Revenue
Bonds,
Transportation
Facilities
Projects,
Series
2021A,
3.000%,
7/01/38
7/31
at
100.00
Aa2
719,556
7,700
Prince
George's
County,
Maryland,
Certificates
of
Participation,
University
of
Maryland
Capital
Region
Medical
Center,
Series
2018,
5.000%,
10/01/48
10/28
at
100.00
AA+
9,397,080
5,000
Prince
George's
County,
Maryland,
General
Obligation
Consolidated
Public
Improvement
Bonds,
Series
2018A,
5.000%,
7/15/31
7/28
at
100.00
AAA
6,258,250
21,045
Total
Maryland
24,903,827
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
20
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Massachusetts
-
2.3%
$
4,335
Massachusetts
Bay
Transportation
Authority,
Sales
Tax
Revenue
Bonds,
Subordinated
Series
2021A-1,
4.000%,
7/01/39
7/31
at
100.00
AA
$
5,207,072
1,060
Massachusetts
College
Building
Authority,
Project
Revenue
Bonds,
Green
Series
2021A,
2.000%,
5/01/37
5/30
at
100.00
Aa2
1,021,437
1,660
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Lahey
Health
System
Obligated
Group
Issue,
Series
2015F,
5.000%,
8/15/30
8/25
at
100.00
A
1,909,498
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Southcoast
Health
System
Obligated
Group
Issue,
Series
2021G:
350
5.000%,
7/01/38
7/31
at
100.00
A-
448,963
400
5.000%,
7/01/39
7/31
at
100.00
A-
511,824
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Suffolk
University,
Series
2021:
680
4.000%,
7/01/46
7/31
at
100.00
Baa2
769,950
2,355
4.000%,
7/01/51
7/31
at
100.00
Baa2
2,656,134
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Wellforce
Issue,
Series
2019A:
1,350
5.000%,
7/01/34
1/29
at
100.00
BBB+
1,649,281
1,255
5.000%,
7/01/36
1/29
at
100.00
BBB+
1,527,147
Massachusetts
Port
Authority,
Revenue
Bonds,
Refunding
Series
2021B:
1,060
5.000%,
7/01/36,
(AMT)
7/31
at
100.00
Aa2
1,358,093
1,000
5.000%,
7/01/37,
(AMT)
7/31
at
100.00
Aa2
1,277,560
3,500
Massachusetts
Port
Authority,
Revenue
Bonds,
Series
2019B,
5.000%,
7/01/44
7/29
at
100.00
Aa2
4,362,820
2,085
Massachusetts
School
Building
Authority,
Dedicated
Sales
Tax
Revenue
Bonds,
Subordinated
Series
2018B,
4.000%,
2/15/43
2/24
at
100.00
AA+
2,233,202
3,500
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2017A,
5.000%,
4/01/37
4/27
at
100.00
Aa1
4,244,205
3,885
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2017F,
5.000%,
11/01/44
11/27
at
100.00
Aa1
4,771,441
4,000
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2020D,
5.000%,
7/01/48
7/30
at
100.00
Aa1
5,019,760
32,475
Total
Massachusetts
38,968,387
Michigan
-
2.4%
1,200
Byron
Center
Public
Schools,
Kent
County,
Michigan,
General
Obligation
Bonds,
School
Building
&
Site
Series
2020-I,
4.000%,
5/01/39
5/30
at
100.00
AA
1,428,984
Coldwater
Communiuty
Schools,
Branch
County,
Michigan,
General
Obligation
Bonds,
School
Building
&
Site
Series
2018:
510
5.000%,
5/01/41
5/28
at
100.00
AA
619,038
1,220
5.000%,
5/01/42
5/28
at
100.00
AA
1,477,823
Kalamazoo
Hospital
Finance
Authority,
Michigan,
Hospital
Revenue
Bonds,
Bronson
Healthcare
Group,
Inc.,
Refunding
Series
2016:
5
5.000%,
5/15/26,
(ETM)
No
Opt.
Call
N/R(5)
5,963
95
5.000%,
5/15/26
No
Opt.
Call
A2
112,996
1,000
Michigan
Finance
Authority,
Distributable
State
Aid
Revenue
Bonds,
Charter
County
of
Wayne
Criminal
Justice
Center
Project,
Senior
Lien
Series
2018,
5.000%,
11/01/43,
(UB)(4)
11/28
at
100.00
Aa3
1,212,930
Michigan
Finance
Authority,
Public
School
Academy
Limited
Obligation
Revenue
Bonds,
Calvin
University,
Refunding
Series
2021:
505
5.000%,
9/01/36
9/31
at
100.00
A-
638,860
1,205
5.000%,
9/01/37
9/31
at
100.00
A-
1,520,011
385
Michigan
Finance
AuthorIty,
Public
School
Academy
Limited
Obligation
Revenue
Bonds,
Voyageur
Academy
Project,
Refunding
Series
2017.
Private
Placement
of
2017,
5.900%,
7/15/46,
144A
7/27
at
100.00
N/R
357,627
3,315
Michigan
Finance
Authority,
Revenue
Bonds,
Trinity
Health
Credit
Group,
Refunding
Series
2011MI,
5.000%,
12/01/39,
(Pre-refunded
12/01/21)
12/21
at
100.00
AA-(5)
3,327,962
4,450
Michigan
Finance
Authority,
Revenue
Bonds,
Trinity
Health
Credit
Group,
Refunding
Series
2015MI,
5.000%,
12/01/34,
(Pre-refunded
6/01/22)
6/22
at
100.00
AA-(5)
4,574,778
21
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Michigan
(continued)
$
1,000
Michigan
Finance
Authority,
Tobacco
Settlement
Asset-
Backed
Bonds,
2007
Sold
Tobacco
Receipts,
Series
2020A-CL-1,
4.000%,
6/01/36
12/30
at
100.00
A-
$
1,174,370
1,000
Michigan
Mathematics
&
Science
Initiative,
Michigan,
Public
School
Academy
Revenue
Bonds,
Series
2021,
4.000%,
1/01/41
1/31
at
100.00
BB+
1,098,060
810
Michigan
State,
General
Obligation
Bonds,
Environmental
Program,
Series
2020A,
4.000%,
5/15/40
5/30
at
100.00
Aa1
960,498
5,000
Michigan
State,
Trunk
Line
Fund
Bonds,
Rebuilding
Michigan
Program
Series
2020B,
4.000%,
11/15/45,
(UB)(4)
11/30
at
100.00
AA+
5,833,400
5,100
Michigan
State,
Trunk
Line
Fund
Bonds,
Rebuilding
Michigan
Program,
Series
2021A,
5.000%,
11/15/35
11/31
at
100.00
AA+
6,733,734
Oakland
University,
Michigan,
General
Revenue
Bonds,
Series
2019:
930
5.000%,
3/01/39
3/29
at
100.00
A1
1,147,852
1,000
5.000%,
3/01/40
3/29
at
100.00
A1
1,232,190
1,025
5.000%,
3/01/41
3/29
at
100.00
A1
1,261,109
1,900
Ottawa
County,
Michigan,
General
Obligation
Bonds,
Refunding
Water
Supply
System
Series
2015,
5.000%,
8/01/30
2/25
at
100.00
Aaa
2,176,944
2,200
Royal
Oak
Hospital
Finance
Authority,
Michigan,
Hospital
Revenue
Bonds,
William
Beaumont
Hospital
Obligated
Group,
Refunding
Series
2014D,
5.000%,
9/01/33
3/24
at
100.00
A+
2,426,006
1,140
Wayne
State
University,
Michigan,
General
Revenue
Bonds,
Series
2018A,
5.000%,
11/15/35
11/25
at
100.00
Aa3
1,321,294
34,995
Total
Michigan
40,642,429
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
N/R
5,071,617
710
Forest
Lake,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Lakes
International
Language
Academy,
Series
2014A,
4.500%,
8/01/26
8/22
at
102.00
BB+
739,572
Saint
Paul
Housing
&
Redevelopment
Authority,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Community
of
Peace
Academy
Project,
Series
2019:
1,155
3.000%,
12/01/29
No
Opt.
Call
BBB-
1,215,176
1,895
5.000%,
12/01/39
12/29
at
100.00
BBB-
2,304,547
1,165
Sauk
Rapids,
Minnesota,
Health
Care
and
Housing
Facilities
Revenue
Bonds,
Good
Shepherd
Luthran
Home,
Refunding
Series
2013,
4.000%,
1/01/24
1/23
at
100.00
N/R
1,166,130
9,505
Total
Minnesota
10,497,042
Mississippi
-
0.5%
750
Medical
Center
Educational
Building
Corporation,
Mississippi,
Revenue
Bonds,
University
of
Mississippi
Medical
Center
Facilities
Expansion
and
Renovation
Project,
Series
2012A,
5.000%,
6/01/41,
(Pre-refunded
6/01/22)
6/22
at
100.00
Aa2(5)
771,030
Mississippi
Development
Bank,
Special
Obligation
Bonds,
Meridian
Water
and
Sewer
System,
Green
Series
2020:
350
4.000%,
7/01/39
-
BAM
Insured
7/30
at
100.00
AA
412,114
500
4.000%,
7/01/40
-
BAM
Insured
7/30
at
100.00
AA
587,570
2,500
4.000%,
7/01/45
-
BAM
Insured
7/30
at
100.00
AA
2,903,075
1,135
Mississippi
Development
Bank,
Special
Obligation
Bonds,
Rankin
County
School
District
General
Obligation
Project,
Series
2019,
5.000%,
6/01/40
6/29
at
100.00
AA
1,417,082
2,000
Mississippi
State,
General
Obligation
Bonds,
Series
2021A,
3.000%,
6/01/40
6/30
at
100.00
AA
2,192,220
7,235
Total
Mississippi
8,283,091
Missouri
-
1.2%
Central
Southwest
Missouri
Community
College
District,
Missouri,
Certificates
of
Participation,
Ozarks
Technical
Community
College,
Series
2021:
585
3.000%,
3/01/40
3/29
at
100.00
AA-
621,130
500
3.000%,
3/01/41
3/29
at
100.00
AA-
529,700
1,000
Greene
County,
Missouri,
Certificates
of
Participation,
Capital
Projects,
Series
2018,
5.000%,
9/01/36
9/28
at
100.00
Aa3
1,223,920
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
22
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Missouri
(continued)
$
2,000
Missouri
Health
and
Educational
Facilities
Authority,
Health
Facilities
Revenue
Bonds,
BJC
Health
System,
Series
2021A,
3.000%,
7/01/38
7/31
at
100.00
AA
$
2,167,760
5,000
Missouri
Health
and
Educational
Facilities
Authority,
Health
Facilities
Revenue
Bonds,
Mercy
Health,
Series
2020,
4.000%,
6/01/50
6/30
at
100.00
A+
5,716,400
500
Missouri
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Children's
Mercy
Hospital,
Series
2017A,
4.000%,
5/15/42,
(UB)(4)
5/25
at
102.00
A+
549,880
Saint
Charles
County
Public
Water
Supply
District
2,
Missouri,
Certificates
of
Participation,
Missouri
Project
Series
2019:
250
4.000%,
12/01/35
12/25
at
100.00
AA+
278,917
430
4.000%,
12/01/37
12/25
at
100.00
AA+
477,076
850
4.000%,
12/01/38
12/25
at
100.00
AA+
938,443
835
Saint
Louis,
Missouri,
Airport
Revenue
Bonds,
Lambert-St.
Louis
International
Airport,
Refunding
Series
2019A,
5.000%,
7/01/39
7/29
at
100.00
A2
1,030,824
269
Saint
Louis,
Missouri,
Tax
Increment
Financing
Revenue
Notes,
Marquette
Building
Redevelopment
Project,
Series
2008-A,
6.500%,
1/23/28
11/21
at
100.00
N/R
140,200
1,500
Transportation
Development
District,
Missouri,
Transportation
Sales
Tax
Revenue
Bonds,
Series
2017,
4.500%,
6/01/36
6/26
at
100.00
BBB
1,603,275
Wentzville,
Missouri,
Certificates
of
Participation,
Series
2019:
895
5.000%,
11/01/28
11/27
at
100.00
A3
1,094,692
590
5.000%,
11/01/30
11/27
at
100.00
A3
716,012
1,040
5.000%,
11/01/31
11/27
at
100.00
A3
1,257,911
1,090
5.000%,
11/01/32
11/27
at
100.00
A3
1,316,568
17,334
Total
Missouri
19,662,708
Montana
-
0.6%
Bozeman,
Montana,
Tax
Increment
Revenue
Bonds,
Bozeman
Midtown
Urban
Renewal
District,
Serie
2020:
500
4.000%,
7/01/35
-
AGM
Insured
7/30
at
100.00
AA
585,905
425
4.000%,
7/01/40
-
AGM
Insured
7/30
at
100.00
AA
492,048
510
Montana
Facility
Finance
Authority,
Hospital
Revenue
Bonds,
Benefis
Health
System
Obligated
Group,
Refunding
Series
2016,
5.000%,
2/15/23
No
Opt.
Call
A+
539,427
Montana
Facility
Finance
Authority,
Montana,
Health
Facilities
Reveue
Bonds,
Bozeman
Deaconess
Health
Services
Obligated
Group,
Series
2018:
675
5.000%,
6/01/36
6/28
at
100.00
A
818,538
1,255
5.000%,
6/01/37
6/28
at
100.00
A
1,518,751
2,685
Montana
State
University,
Facilities
Revenue
Bonds,
Series
2018E,
5.000%,
11/15/43
11/27
at
100.00
Aa3
3,242,057
2,980
Yellowstone
County
K-12
School
District
26
Lockwood,
Montana,
General
Obligation
Bonds,
School
Building
Series
2018,
5.000%,
7/01/35
7/28
at
100.00
A
3,640,100
9,030
Total
Montana
10,836,826
Nebraska
-
0.7%
Douglas
County
Hospital
Authority
2,
Nebraska,
Health
Facilities
Revenue
Bonds,
Children's
Hospital
Obligated
Group,
Series
2017:
1,045
5.000%,
11/15/36
5/27
at
100.00
AA-
1,234,082
1,070
5.000%,
11/15/37
5/27
at
100.00
AA-
1,261,380
900
Douglas
County
Hospital
Authority
3,
Nebraska,
Health
Facilities
Revenue
Bonds,
Nebraska
Methodist
Health
System,
Refunding
Series
2015,
5.000%,
11/01/29
11/25
at
100.00
A
1,039,464
Madison
County
Hospital
Authority
1,
Nebraska,
Hospital
Revenue
Bonds,
Faith
Regional
Health
Services
Project,
Refunding
Series
2017A:
1,000
5.000%,
7/01/27
No
Opt.
Call
BBB
1,206,650
1,500
5.000%,
7/01/28
7/27
at
100.00
BBB
1,774,875
525
Madison
County
Hospital
Authority
1,
Nebraska,
Hospital
Revenue
Bonds,
Faith
Regional
Health
Services
Project,
Series
2018,
5.000%,
7/01/29
7/25
at
100.00
BBB
594,857
600
Omaha
Airport
Authority,
Nebraska,
Airport
Facilities
Revenue
Refunding
Bonds,
Series
2017A,
5.000%,
12/15/34,
(AMT)
12/26
at
100.00
Aa3
712,380
23
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Nebraska
(continued)
$
1,000
Omaha
Public
Power
District,
Nebraska,
Electric
System
Revenue
Bonds,
Series
2017A,
5.000%,
2/01/42
12/27
at
100.00
AA
$
1,211,970
2,800
Southeast
Community
College
Area,
Nebraska,
Certificates
of
Participation,
Series
2018,
5.000%,
12/15/47
6/28
at
100.00
Aa1
3,347,484
10,440
Total
Nebraska
12,383,142
Nevada
-
1.0%
Carson
City,
Nevada,
Hospital
Revenue
Bonds,
Carson
Tahoe
Regional
Healthcare
Project,
Series
2017A:
505
5.000%,
9/01/31
9/27
at
100.00
A-
601,687
1,000
5.000%,
9/01/33
9/27
at
100.00
A-
1,187,380
4,000
Clark
County,
Nevada Airport
Revenue
Bonds,
Senior
Series
2015A,
5.000%,
7/01/40
7/25
at
100.00
Aa2
4,583,680
115
Clark
County,
Nevada,
Airport
Revenue
Bonds,
Refunding
Subordinate
Lien
Series
2019D,
5.000%,
7/01/25
No
Opt.
Call
Aa3
133,542
2,000
Las
Vegas
Valley
Water
District,
Nevada,
General
Obligation
Bonds,
Refunding
Water
Improvement
Series
2016A,
5.000%,
6/01/41,
(UB)(4)
6/26
at
100.00
Aa1
2,347,380
Las
Vegas,
Nevada,
Local
Improvement
Bonds,
Special
Improvement
District
812
Summerlin
Village
24,
Series
2015:
1,190
4.000%,
12/01/23
No
Opt.
Call
N/R
1,247,537
950
4.250%,
12/01/24
No
Opt.
Call
N/R
1,022,399
450
Las
Vegas,
Nevada,
Local
Improvement
Bonds,
Special
Improvement
District
814
Summerlin
Village
21&
24A,
Series
2019,
3.250%,
6/01/24
No
Opt.
Call
N/R
467,730
2,425
Nevada
System
of
Higher
Education,
Certificates
of
Participation,
Series
2020A,
3.000%,
7/01/40
7/29
at
100.00
AA
2,516,447
Nevada
System
of
Higher
Education,
Universities
Revenue
Bonds,
Series
2021:
1,255
3.000%,
7/01/40
7/31
at
100.00
Aa2
1,351,384
1,295
3.000%,
7/01/41
7/31
at
100.00
Aa2
1,390,506
15,185
Total
Nevada
16,849,672
New
Hampshire
-
0.5%
580
New
Hampshire
Health
and
Education
Facilities
Authority,
Revenue
Bonds,
Catholic
Medical
Center,
Series
2012,
5.000%,
7/01/27
7/22
at
100.00
BBB+
594,819
New
Hampshire
Health
and
Education
Facilities
Authority,
Revenue
Bonds,
Catholic
Medical
Center,
Series
2017:
3,145
5.000%,
7/01/35
7/27
at
100.00
BBB+
3,663,359
1,950
5.000%,
7/01/37
7/27
at
100.00
BBB+
2,262,877
750
New
Hampshire
Health
and
Education
Facilities
Authority,
Revenue
Bonds,
Concord
Hospital,
Series
2021A,
4.000%,
10/01/37
4/31
at
100.00
AA-
885,173
160
New
Hampshire
Health
and
Education
Facilities
Authority,
Revenue
Bonds,
Dartmouth-Hitchcock
Obligated
Group,
Series
2018A,
5.000%,
8/01/36
2/28
at
100.00
A
194,613
6,585
Total
New
Hampshire
7,600,841
New
Jersey
-
2.8%
1,050
Essex
County
Improvement
Authority,
New
Jersey,
General
Obligation
Lease
Revenue
Bonds,
Institute
of
Technology
CHF-Newark,
LLC-NJIT
Student
Housing
Project,
Series
2021A,
4.000%,
8/01/46
-
BAM
Insured
8/31
at
100.00
AA
1,231,671
New
Jersey
Economic
Development
Authority,
Charter
School
Revenue
Bonds,
North
Star
Academy
Charter
School
of
Newark,
Series
2017:
460
5.000%,
7/15/23
No
Opt.
Call
BBB-
492,416
485
5.000%,
7/15/24
No
Opt.
Call
BBB-
534,373
510
5.000%,
7/15/25
No
Opt.
Call
BBB-
577,096
535
5.000%,
7/15/26
No
Opt.
Call
BBB-
618,979
560
5.000%,
7/15/27
No
Opt.
Call
BBB-
659,697
3,000
New
Jersey
Economic
Development
Authority,
New
Jersey,
Transit
Transportation
Project
Revenue
Bonds,
Series
2020A,
5.000%,
11/01/34
11/29
at
100.00
Baa1
3,715,380
1,000
New
Jersey
Economic
Development
Authority,
School
Facilities
Construction
Bonds,
Refunding
Series
2015XX,
5.000%,
6/15/25
No
Opt.
Call
Baa1
1,153,130
1,465
New
Jersey
Economic
Development
Authority,
School
Facilities
Construction
Bonds,
Series
2019LLL,
5.000%,
6/15/44
12/29
at
100.00
Baa1
1,773,734
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
24
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
New
Jersey
(continued)
New
Jersey
Economic
Development
Authority,
Special
Facility
Revenue
Bonds,
Port
Newark
Container
Terminal
LLC
Project,
Refunding
Series
2017:
$
1,755
5.000%,
10/01/22,
(AMT)
No
Opt.
Call
Baa3
$
1,821,462
1,525
5.000%,
10/01/23,
(AMT)
No
Opt.
Call
Baa3
1,643,355
1,800
5.000%,
10/01/24,
(AMT)
No
Opt.
Call
Baa3
2,007,342
1,000
5.000%,
10/01/37,
(AMT)
10/27
at
100.00
Baa3
1,161,660
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
Baa1
6,089,400
625
New
Jersey
State,
General
Obligation
Bonds,
Various
Purpose
Series
2014,
5.000%,
6/01/28
6/25
at
100.00
A3
717,400
2,235
New
Jersey
Transportation
Trust
Fund
Authority,
Federal
Highway
Reimbursement
Revenue
Notes,
Series
2018A,
5.000%,
6/15/28
6/26
at
100.00
A+
2,630,103
1,700
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2009C,
5.250%,
6/15/32
12/24
at
100.00
Baa1
1,930,520
265
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2012A,
5.000%,
6/15/42,
(Pre-refunded
6/15/22)
6/22
at
100.00
Baa1(5)
272,796
325
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2012AA,
5.000%,
6/15/33
6/22
at
100.00
Baa1
334,458
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2013AA:
330
5.250%,
6/15/33
6/23
at
100.00
Baa1
353,605
645
5.000%,
6/15/36
6/23
at
100.00
Baa1
687,183
200
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2015AA,
5.250%,
6/15/32
6/25
at
100.00
Baa1
230,938
1,000
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2019BB,
4.000%,
6/15/44
12/28
at
100.00
Baa1
1,113,800
2,145
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2020AA,
5.000%,
6/15/37
12/30
at
100.00
Baa1
2,695,772
1,060
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2021A,
4.000%,
6/15/36
6/31
at
100.00
Baa1
1,232,780
2,000
New
Jersey
Turnpike
Authority,
Revenue
Bonds,
Refunding
Series
2017A,
5.000%,
1/01/32
1/27
at
100.00
A+
2,400,840
New
Jersey
Turnpike
Authority,
Revenue
Bonds,
Tender
Option
Bond
Trust
2016-XF1057:
194
17.437%,
1/01/43,
(Pre-refunded
7/01/22),
144A,
(IF)(4)
7/22
at
100.00
N/R
219,061
116
17.437%,
1/01/43,
(Pre-refunded
7/01/22),
144A,
(IF)(4)
7/22
at
100.00
A+
130,805
900
Newark,
New
Jersey,
General
Obligation
Bonds,
Refunding
General
Improvement
Series
2020A,
5.000%,
10/01/27
-
AGM
Insured
No
Opt.
Call
AA
1,090,485
Passaic
County
Improvement
Authority,
New
Jersey,
County
Guaranteed
Governmental
Loan
Revenue
Bond,
Patterson
City
Board
of
Education
Project,
Green
Series
2020:
500
3.000%,
2/01/39
2/30
at
100.00
Aa1
542,575
1,055
3.000%,
2/01/40
2/30
at
100.00
Aa1
1,142,607
South
Jersey
Port
Corporation,
New
Jersey,
Marine
Terminal
Revenue
Bonds,
Subordinate
Series
2017B:
2,100
5.000%,
1/01/34,
(AMT)
1/28
at
100.00
Baa1
2,476,992
1,300
5.000%,
1/01/35,
(AMT)
1/28
at
100.00
Baa1
1,530,035
1,250
5.000%,
1/01/36,
(AMT)
1/28
at
100.00
Baa1
1,466,725
40,090
Total
New
Jersey
46,679,175
New
Mexico
-
0.3%
850
Albuquerque,
New
Mexico,
Refuse
Removal
and
Disposal
Revenue
Bonds,
Series
2020,
5.000%,
7/01/38
7/30
at
100.00
AA
1,086,946
1,000
Las
Cruces,
New
Mexico,
Utility
Revenue
Bonds,
Improvement
Series
2018,
4.000%,
6/01/32
6/26
at
100.00
Aa3
1,126,760
2,880
New
Mexico
Hospital
Equipment
Loan
Council,
Hospital
Revenue
Bonds,
Presbyterian
Healthcare
Services,
Series
2012A,
5.000%,
8/01/42,
(Pre-
refunded
8/01/22)
8/22
at
100.00
AA(5)
2,983,766
4,730
Total
New
Mexico
5,197,472
25
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
New
York
-
5.1%
Build
New
York
City
Resource
Corporation,
New
York,
Revenue
Bonds,
Academic
Leadership
Charter
School,
Series
2021:
$
310
4.000%,
6/15/26
No
Opt.
Call
BBB-
$
348,641
300
4.000%,
6/15/28
No
Opt.
Call
BBB-
346,320
250
Build
NYC
Resource
Corporation,
New
York,
Revenue
Bonds,
Richmond
Preparatory
Charter
School
Project,
Social
Impact
Project
Series
2021A,
4.000%,
6/01/31,
144A
6/29
at
100.00
N/R
268,940
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Memorial
Sloan
Kettering
Cancer
Center,
Series
2017-1:
1,750
4.000%,
7/01/36,
(UB)(4)
7/27
at
100.00
AA
2,005,727
1,750
4.000%,
7/01/37,
(UB)(4)
7/27
at
100.00
AA
2,004,083
3,000
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Montefiore
Obligated
Group,
Series
2020A,
3.000%,
9/01/50
-
AGM
Insured
3/30
at
100.00
AA
3,098,100
250
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Northwell
Healthcare
Inc,
Series
2019A,
5.000%,
5/01/30
5/29
at
100.00
A-
312,638
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
NYU
Langone
Hospitals
Obligated
Group,
Series
2020A:
2,670
4.000%,
7/01/50,
(UB)(4)
7/30
at
100.00
A
3,067,296
2,670
4.000%,
7/01/53,
(UB)(4)
7/30
at
100.00
A
3,060,327
300
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Orange
Regional
Medical
Center
Obligated
Group,
Series
2017,
5.000%,
12/01/29,
144A
6/27
at
100.00
BBB-
360,288
750
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Rockefeller
University,
Series
2012B,
5.000%,
7/01/38
7/22
at
100.00
Aa1
772,958
1,260
Hempstead
Town
Local
Development
Corporation,
New
York,
Revenue
Bonds,
Molloy
College
Project,
Refundng
Series
2017,
5.000%,
7/01/37
7/27
at
100.00
BBB
1,462,898
4,500
Hudson
Yards
Infrastructure
Corporation,
New
York,
Revenue
Bonds,
Second
Indenture
Fiscal
2017
Series
A,
5.000%,
2/15/36
2/27
at
100.00
Aa2
5,346,765
320
Liberty
Development
Corporation,
New
York,
Goldman
Sachs
Headquarter
Revenue
Bonds,
Series
2005,
5.250%,
10/01/35
No
Opt.
Call
A2
445,322
340
Liberty
Development
Corporation,
New
York,
Goldman
Sachs
Headquarters
Revenue
Bonds
Series
2007,
5.500%,
10/01/37
No
Opt.
Call
A2
495,115
1,455
Long
Island
Power
Authority,
New
York,
Electric
System
General
Revenue
Bonds,
Series
2014A,
5.000%,
9/01/44
9/24
at
100.00
A
1,619,415
1,000
Long
Island
Power
Authority,
New
York,
Electric
System
General
Revenue
Bonds,
Series
2015B,
5.000%,
9/01/36
9/25
at
100.00
A
1,151,740
2,000
Long
Island
Power
Authority,
New
York,
Electric
System
General
Revenue
Bonds,
Series
2017,
5.000%,
9/01/36
9/27
at
100.00
A
2,429,960
150
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Series
2015B,
5.000%,
11/15/33
5/25
at
100.00
A3
168,535
925
Monroe
County
Industrial
Development
Corporation,
New
York,
Revenue
Bonds,
Nazareth
College
of
Rochester,
Series
2017A,
5.000%,
10/01/31
10/27
at
100.00
BBB+
1,100,815
1,500
Monroe
County
Industrial
Development
Corporation,
New
York,
Revenue
Bonds,
Rochester
Regional
Health
Project,
Series
2020A,
5.000%,
12/01/31
12/30
at
100.00
BBB+
1,937,640
2,500
Nassau
County
Tobacco
Settlement
Corporation,
New
York,
Tobacco
Settlement
Asset-Backed
Bonds,
Refunding
Series
2006A-2,
5.250%,
6/01/26
11/21
at
100.00
CCC+
2,562,700
New
Rochelle
Corporation,
New
York,
Local
Development
Revenue
Bonds,
Iona
College
Project,
Series
2015A:
1,245
5.000%,
7/01/31
7/25
at
100.00
BBB
1,385,922
370
5.000%,
7/01/32
7/25
at
100.00
BBB
411,162
1,020
New
York
City
Industrial
Development
Agency,
New
York,
PILOT
Payment
in
Lieu
of
Taxes
Revenue
Bonds,
Queens
Baseball
Stadium
Project,
Refunding
Series
2021A,
3.000%,
1/01/39
-
AGM
Insured
1/31
at
100.00
AA
1,082,118
1,930
New
York
City
Municipal
Water
Finance
Authority,
New
York,
Water
and
Sewer
System
Second
General
Resolution
Revenue
Bonds,
Fiscal
2016
Series
BB-1,
5.000%,
6/15/46,
(UB)(4)
6/25
at
100.00
AA+
2,206,550
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
26
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
New
York
(continued)
$
5,000
New
York
City
Municipal
Water
Finance
Authority,
New
York,
Water
and
Sewer
System
Second
General
Resolution
Revenue
Bonds,
Fiscal
2016
Subseries
CC-1,
5.000%,
6/15/38
12/26
at
100.00
AA+
$
5,996,550
5,000
New
York
City
Municipal
Water
Finance
Authority,
New
York,
Water
and
Sewer
System
Second
General
Resolution
Revenue
Bonds,
Fiscal
2018
Series
EE,
5.000%,
6/15/39
12/25
at
100.00
AA+
5,820,700
3,000
New
York
City
Transitional
Finance
Authority,
New
York,
Future
Tax
Secured
Bonds,
Subordinate
Fiscal
2017
Series
B-1,
5.000%,
8/01/38
8/26
at
100.00
AAA
3,528,510
2,500
New
York
City
Transitional
Finance
Authority,
New
York,
Future
Tax
Secured
Bonds,
Subordinate
Fiscal
2021
Subseries
C-1,
4.000%,
5/01/39
11/30
at
100.00
AAA
2,920,975
775
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2017
Series
A-1,
5.000%,
8/01/38,
(UB)(4)
8/26
at
100.00
AA
917,840
5,000
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2019
Series
D-1,
5.000%,
12/01/39
12/28
at
100.00
AA
6,167,450
New
York
Counties
Tobacco
Trust
VI,
New
York,
Tobacco
Settlement
Pass-Through
Bonds,
Series
Series
2016B:
540
5.000%,
6/01/29
6/26
at
100.00
A
627,853
250
5.000%,
6/01/31
6/26
at
100.00
A
288,480
2,840
New
York
Liberty
Development
Corporation,
New
York,
Liberty
Revenue
Bonds,
3
World
Trade
Center
Project,
Class
1
Series
2014,
5.000%,
11/15/44,
144A
11/24
at
100.00
N/R
3,098,497
3,000
New
York
State
Environmental
Facilities
Corporation,
State
Clean
Water
and
Drinking
Water
Revolving
Funds
Revenue
Bonds,
New
York
City
Municipal
Water
Finance
Authority
Projects-Second
Resolution
Bonds,
Subordinated
SRF
Series
2017E,
5.000%,
6/15/42
6/27
at
100.00
AAA
3,640,170
New
York
State
Environmental
Facilities
Corporation,
State
Clean
Water
and
Drinking
Water
Revolving
Funds
Revenue
Bonds,
Pooled
Loan
Issue,
Series
2005B:
500
5.500%,
10/15/27,
(ETM)
No
Opt.
Call
N/R(5)
630,360
1,000
5.500%,
4/15/35,
(ETM)
No
Opt.
Call
N/R(5)
1,411,420
100
New
York
State
Thruway
Authority,
General
Revenue
Bonds,
Series
2014J,
5.000%,
1/01/23
No
Opt.
Call
A1
105,512
1,065
New
York
Transportation
Development
Corporation,
New
York,
Special
Facilities
Bonds,
LaGuardia
Airport
Terminal
B
Redevelopment
Project,
Series
2016A,
4.000%,
7/01/33,
(AMT)
7/24
at
100.00
BBB
1,144,843
Newburgh,
Orange
County,
New
York,
General
Obligation
Bonds,
Deficit
Liquidation,
Series
2012B:
605
5.000%,
6/15/24
6/22
at
100.00
Baa2
623,029
635
5.000%,
6/15/25
6/22
at
100.00
Baa2
653,923
915
Newburgh,
Orange
County,
New
York,
General
Obligation
Bonds,
Series
2012A,
5.000%,
6/15/25
6/22
at
100.00
Baa2
942,267
1,530
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Seventh
Series
2018,
5.000%,
9/15/27,
(AMT)
No
Opt.
Call
Aa3
1,865,651
600
Poughkeepsie
City,
New
York,
General
Obligation
Bonds,
Refunding
Public
Improvement
Series
2019.,
5.000%,
6/01/31
6/26
at
100.00
Ba1
682,374
100
Suffolk
County,
New
York,
General
Obligation
Bonds,
Public
Improvement
Series
2018A,
5.000%,
6/01/26
-
AGM
Insured
No
Opt.
Call
AA
118,649
260
Triborough
Bridge
and
Tunnel
Authority,
New
York,
General
Purpose
Revenue
Bonds,
Refunding
Subordinate
Lien
Series
2017A2,
5.000%,
11/15/42
5/27
at
100.00
AA-
313,440
2,895
Triborough
Bridge
and
Tunnel
Authority,
New
York,
General
Revenue
Bonds,
MTA
Bridges
&
Tunnels,
Series
2020A,
5.000%,
11/15/54
11/30
at
100.00
AA-
3,625,466
465
Yonkers
Economic
Development
Corporation,
New
York,
Educational
Revenue
Bonds,
Lamartine/Warburton
LLC-Charter
School
of
Educational
Excellence
Project,
Series
2019A,
5.000%,
10/15/54
10/29
at
100.00
N/R
528,947
73,090
Total
New
York
85,104,881
North
Carolina
-
2.2%
Charlotte,
North
Carolina,
Airport
Revenue
Bonds,
Charlotte
Douglas
International,
Refunding
Series
2017B:
1,000
5.000%,
7/01/42,
(AMT)
7/27
at
100.00
Aa3
1,194,370
1,000
5.000%,
7/01/47,
(AMT)
7/27
at
100.00
Aa3
1,187,090
27
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
North
Carolina
(continued)
Charlotte,
North
Carolina,
Airport
Revenue
Bonds,
Charlotte
Douglas
International,
Series
2019B:
$
890
5.000%,
7/01/29,
(AMT)
No
Opt.
Call
Aa3
$
1,116,096
935
5.000%,
7/01/30,
(AMT)
7/29
at
100.00
Aa3
1,163,729
985
5.000%,
7/01/31,
(AMT)
7/29
at
100.00
Aa3
1,222,946
4,080
Charlotte,
North
Carolina,
Water
and
Sewer
System
Revenue
Bonds,
Refunding
Series
2015,
5.000%,
7/01/40
7/25
at
100.00
AAA
4,701,180
New
Hanover
County,
North
Carolina,
Limited
Obligation
Bonds,
New
Hanover
County
Financing
Corporation,
Series
2021:
1,635
4.000%,
8/01/33
8/31
at
100.00
AA+
2,026,632
1,635
4.000%,
8/01/34
8/31
at
100.00
AA+
2,020,533
North
Carolina
Capital
Facilities
Finance
Agency,
Revenue
Bonds,
Duke
University
Project,
Series
2015
A:
125
5.000%,
10/01/41,
(Pre-refunded
10/01/25),
(UB)(4)
10/25
at
100.00
AA+(5)
146,778
1,020
5.000%,
10/01/55,
(Pre-refunded
10/01/25),
(UB)(4)
10/25
at
100.00
AA+(5)
1,197,704
350
North
Carolina
Eastern
Municipal
Power
Agency,
Power
System
Revenue
Bonds,
Refunding
Series
1993B,
6.000%,
1/01/22
-
FGIC
Insured,
(ETM)
No
Opt.
Call
Baa2(5)
353,356
North
Carolina
Eastern
Municipal
Power
Agency,
Power
System
Revenue
Bonds,
Series
2012A:
1,000
5.000%,
1/01/25,
(Pre-refunded
7/01/22)
7/22
at
100.00
N/R(5)
1,032,220
1,500
5.000%,
1/01/26,
(Pre-refunded
7/01/22)
7/22
at
100.00
N/R(5)
1,548,330
3,155
North
Carolina
Medial
Care
Commission,
Health
Care
Facilities
Revenue
Bonds,
Rex
Healthcare,
Series
2020A,
4.000%,
7/01/49,
(UB)(4)
1/30
at
100.00
AA-
3,551,899
North
Carolina
Medical
Care
Commission,
Health
Care
Facilities
Revenue
Bonds,
Lutheran
Services
for
the
Aging,
Series
2021A:
305
5.000%,
3/01/28
No
Opt.
Call
N/R
357,759
2,500
4.000%,
3/01/51
3/28
at
103.00
N/R
2,681,000
750
North
Carolina
Medical
Care
Commission,
Retirement
Facilities
First
Mortgage
Revenue
Bonds,
United
Methodist
Retirement
Homes,
Refunding
Series
2017A,
5.000%,
10/01/37
10/23
at
103.00
BBB
814,583
3,500
North
Carolina
Turnpike
Authority,
Triangle
Expressway
System
Revenue
Bonds,
Refunding Series
2018,
5.000%,
1/01/31
1/29
at
100.00
BBB
4,287,290
1,000
North
Carolina
Turnpike
Authority,
Triangle
Expressway
System
Revenue
Bonds,
Refunding
Senior
Lien
Series
2017,
5.000%,
1/01/32
1/27
at
100.00
BBB
1,169,090
Raleigh
Durham
Airport
Authority,
North
Carolina,
Airport
Revenue
Bonds,
Refunding
Series
2017A:
1,110
5.000%,
5/01/31,
(AMT)
5/27
at
100.00
Aa3
1,332,133
1,750
5.000%,
5/01/32,
(AMT)
5/27
at
100.00
Aa3
2,097,690
1,135
5.000%,
5/01/33,
(AMT)
5/27
at
100.00
Aa3
1,361,092
500
Raleigh
Durham
Airport
Authority,
North
Carolina,
Airport
Revenue
Bonds,
Refunding
Series
2020A,
5.000%,
5/01/33,
(AMT)
5/30
at
100.00
Aa3
627,335
31,860
Total
North
Carolina
37,190,835
North
Dakota
-
0.5%
1,190
Grand
Forks,
North
Dakota,
Health
Care
System
Revenue
Bonds,
Altru
Health
System
Obligated
Group,
Series
2021,
4.000%,
12/01/37
12/31
at
100.00
Baa2
1,374,557
Horace,
Cass
County,
North
Dakota,
General
Obligation
Bonds,
Refunding
Improvement
Series
2021:
490
3.000%,
5/01/35
5/27
at
100.00
Baa2
507,312
2,320
3.000%,
5/01/41
5/27
at
100.00
Baa2
2,369,578
1,365
North
Dakota
Public
Finance
Authority,
Capital
Financing
Program
Revenue
Bonds,
Series
2015B,
5.250%,
6/01/27
6/25
at
100.00
AA-
1,586,062
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
BBB-
1,756,740
6,850
Total
North
Dakota
7,594,249
Ohio
-
3.0%
Bethel
Local
School
District,
Miami
County,
Ohio,
Certificates
of
Participation,
Series
2020:
500
4.000%,
12/01/32
-
BAM
Insured
6/28
at
100.00
AA
570,665
1,000
4.000%,
12/01/36
-
BAM
Insured
6/28
at
100.00
AA
1,133,670
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
28
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Ohio
(continued)
Buckeye
Tobacco
Settlement
Financing
Authority,
Ohio,
Tobacco
Settlement
Asset-Backed
Revenue
Bonds,
Refunding
Senior
Lien
Series
2020A-2
Class
1:
$
975
4.000%,
6/01/37
6/30
at
100.00
A-
$
1,116,365
945
4.000%,
6/01/38
6/30
at
100.00
A-
1,078,595
945
4.000%,
6/01/39
6/30
at
100.00
A-
1,074,956
City
of
Elyria,
Ohio,
General
Obligation
Various
Purpose
Bonds,
Series
2018:
1,315
5.000%,
12/01/39,
(Pre-refunded
6/01/23)
-
BAM
Insured
6/23
at
100.00
AA(5)
1,414,020
3,045
5.000%,
12/01/43,
(Pre-refunded
6/01/23)
-
BAM
Insured
6/23
at
100.00
AA(5)
3,274,288
2,920
Cleveland,
Ohio,
General
Obligation
Bonds,
Various
Purpose
Series
2019A,
4.000%,
12/01/34
12/29
at
100.00
AA+
3,472,493
Cleveland,
Ohio,
Income
Tax
Revenue
Bonds,
Bridges
&
Roadways
Improvements,
Subordinate
Lien
Series
2015A-2:
115
5.000%,
10/01/37,
(Pre-refunded
10/01/23)
10/23
at
100.00
N/R(5)
125,013
335
5.000%,
10/01/37,
(Pre-refunded
10/01/23)
10/23
at
100.00
AA+(5)
365,371
870
Cleveland,
Ohio,
Income
Tax
Revenue
Bonds,
Public
Facilities
Improvements,
Subordinate
Lien
Series
2018A,
5.000%,
10/01/38
4/28
at
100.00
AA
1,064,515
1,000
Cuyahoga
Community
College
District,
Ohio,
General
Obligation
Bonds,
Facilities
Construction
&
Improvement
Series
2018,
5.000%,
12/01/37
6/26
at
100.00
Aa1
1,173,210
2,000
Franklin
County,
Ohio,
Hospital
Facilities
Revenue
Bonds,
OhioHealth
Corporation,
Series
2015,
5.000%,
5/15/35
5/25
at
100.00
AA+
2,276,640
Franklin
County,
Ohio,
Sales
Tax
Revenue
Bonds,
Various
Purpose
Series
2018:
2,250
5.000%,
6/01/36
6/28
at
100.00
AAA
2,767,950
2,250
5.000%,
6/01/37
6/28
at
100.00
AAA
2,762,257
5,000
Hamilton
County,
Ohio,
Hospital
Facilities
Revenue
Bonds,
Cincinnati
Children's
Hospital
Medical
Center,
Series
2019CC,
5.000%,
11/15/49
No
Opt.
Call
AA
7,573,900
550
Muskingum
County,
Ohio,
Hospital
Facilities
Revenue
Bonds,
Genesis
HealthCare
System
Obligated
Group
Project,
Series
2013,
5.000%,
2/15/27
2/23
at
100.00
BB+
577,715
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
9/15/2021)
No
Opt.
Call
N/R
1,142,582
Ohio
Higher
Educational
Facility
Commission,
Revenue
Bonds,
Kenyon
College,
Series
2017:
500
5.000%,
7/01/34
7/27
at
100.00
A
594,980
495
5.000%,
7/01/42
7/27
at
100.00
A
584,412
455
Ohio
Higher
Educational
Facility
Commission,
Senior
Hospital
Parking
Revenue
Bonds,
University
Circle
Incorporated
2020
Project,
Series
2020,
5.000%,
1/15/37
1/30
at
100.00
A3
553,926
2,500
Ohio
State,
Capital
Facilities
Lease-Appropriation
Bonds,
Special
Obligation,
Administrative
Building
Fund
Projects,
Series
2017A,
5.000%,
4/01/35
4/27
at
100.00
AA
2,990,650
3,350
Ohio
State,
General
Obligation
Bonds,
Common
Schools
Series
2019A,
5.000%,
6/15/35
6/29
at
100.00
AA+
4,234,099
2,040
Ohio
State,
Hospital
Revenue
Bonds,
Cleveland
Clinic
Health
System
Obligated
Group,
Refunding
Series
2017A,
5.000%,
1/01/32
1/28
at
100.00
AA
2,511,893
2,450
Ohio
Water
Development
Authority,
Revenue
Bonds,
Fresh
Water
Development,
Series
2019,
5.000%,
6/01/44
12/29
at
100.00
AAA
3,078,450
2,245
Ross
County,
Ohio,
Hospital
Facilities
Revenue
Bonds,
Adena
Health
System
Obligated
Group
Project,
Refunding
&
Improvement
Series
2019,
5.000%,
12/01/44
12/29
at
100.00
A-
2,739,057
41,200
Total
Ohio
50,251,672
29
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Oklahoma
-
0.7%
$
4,000
Cleveland
County
Educational
Facilities
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Moore
Public
Schools
Project,
Series
2021,
5.000%,
6/01/31
No
Opt.
Call
Aa3
$
5,266,320
2,000
Edmond
Public
Works
Authority,
Oklahoma,
Sales
Tax
and
Utility
Systems
Revenue
Bonds,
Series
2017,
5.000%,
7/01/42
7/27
at
100.00
AA-
2,400,800
2,170
Kingfisher
Special
Projects
Authority,
Oklahoma,
Educational
Facilities
Lease
Revenue
Bonds,
Kingfisher
Public
Schools
Project,
Series
2020,
4.000%,
3/01/28
No
Opt.
Call
A
2,527,182
500
Marshall
County
Educational
Facilities
Authority,
Oklahoma,
Lease
Revenue
Bonds,
Madill
Public
Schools
Project,
Series
2017A,
5.000%,
9/01/32
9/27
at
100.00
A-
602,580
1,370
Oklahoma
State
Turnpike
Authority,
Turnpike
System
Revenue
Bonds,
Second
Senior
Series
2017A,
5.000%,
1/01/37
1/26
at
100.00
AA-
1,589,282
10,040
Total
Oklahoma
12,386,164
Oregon
-
0.3%
950
Clatsop
County,
Oregon,
General
Obligation
Bonds,
Series
2019,
5.000%,
6/15/38
6/29
at
100.00
Aa2
1,188,612
2,000
Lane
County
School
District
4J
Eugene,
Oregon,
General
Obligation
Bonds,
Series
2017,
5.000%,
6/15/31
6/27
at
100.00
Aa1
2,426,180
245
Oregon
Special
Districts
Association,
Certificates
of
Participation,
Flexlease
Program,
Series
2013A,
4.000%,
1/01/24
1/22
at
100.00
N/R
246,203
1,060
Oregon
State,
General
Obligation
Bonds,
Article
XI-M
Seismic
Projects
Series
2017C,
5.000%,
6/01/34
6/27
at
100.00
AA+
1,282,112
4,255
Total
Oregon
5,143,107
Pennsylvania
-
3.8%
650
Allegheny
County
Higher
Education
Building
Authority,
Pennsylvania,
Revenue
Bonds,
Robert
Morris
University,
Series
2016,
5.000%,
10/15/22
No
Opt.
Call
Baa3
675,285
100
Allentown
Neighborhood
Improvement
Zone
Development
Authority,
Pennsylvania,
Tax
Revenue
Bonds,
City
Center
Project,
Series
2018,
5.000%,
5/01/33,
144A
5/28
at
100.00
Ba3
116,931
Berks
County
Industrial
Development
Authority,
Pennsylvania,
Health
System
Revenue
Bonds,
Tower
Health
Project,
Series
2017:
420
5.000%,
11/01/21
No
Opt.
Call
BB-
420,000
650
5.000%,
11/01/24
No
Opt.
Call
BB-
709,020
710
5.000%,
11/01/29
11/27
at
100.00
BB-
804,004
50
5.000%,
11/01/37
11/27
at
100.00
BB-
55,684
160
4.000%,
11/01/47
11/27
at
100.00
BB-
165,275
Berks
County
Municipal
Authority,
Pennsylvania,
Revenue
Bonds,
Reading
Hospital
&
Medical
Center
Project,
Series
2012A:
1,300
5.000%,
11/01/40
5/22
at
100.00
BB-
1,314,742
1,155
5.000%,
11/01/44
5/22
at
100.00
BB-
1,167,382
835
Bucks
County
Industrial
Development
Authority,
Pennsylvania,
Hospital
Revenue
Bonds,
Saint
Luke's
University
Health
Network
Project,
Series
2021,
3.000%,
8/15/53
8/30
at
100.00
A-
851,049
1,000
Central
Bradford
Progress
Authority,
Pennsylvania,
Revenue
Bonds,
Guthrie
Health,
Refunding
Series
2011,
5.000%,
12/01/26,
(Pre-refunded
12/01/21)
12/21
at
100.00
A+(5)
1,003,880
2,595
Chester
County
Health
and
Education
Facilities
Authority,
Pennsylvania,
Health
System
Revenue
Bonds,
Main
Line
Health
System,
Series
2020A,
4.000%,
9/01/41
9/30
at
100.00
AA
3,038,226
Delaware
County
Authority,
Pennsylvania,
Revenue
Bonds,
Elwyn,
Inc.
Project,
Series
2017:
1,750
5.000%,
6/01/32
6/25
at
102.00
BB
1,903,143
1,760
5.000%,
6/01/37
6/25
at
102.00
BB
1,902,102
1,350
Doylestown
Hospital
Authority,
Pennsylvania,
Hospital
Revenue
Bonds,
Series
2019A,
5.000%,
7/01/49
7/29
at
100.00
BBB-
1,556,482
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
30
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Pennsylvania
(continued)
$
1,140
Lancaster
County
Hospital
Authority,
Pennsylvania,
Health
System
Revenue
Bonds,
Lancaster
General
Hospital
Project,
Tender
Option
Bond
Trust
2015-XF0065,
17.633%,
7/01/42,
(Pre-refunded
1/01/22),
144A,
(IF)
1/22
at
100.00
N/R(5)
$
1,175,602
Luzerne
County,
Pennsylvania,
General
Obligation
Bonds,
Refunding
Series
2017A:
1,000
5.000%,
12/15/26
No
Opt.
Call
AA
1,190,490
500
5.000%,
12/15/27
No
Opt.
Call
AA
608,140
Luzerne
County,
Pennsylvania,
General
Obligation
Bonds,
Refunding
Series
2017B:
500
5.000%,
12/15/26
No
Opt.
Call
AA
595,245
500
5.000%,
12/15/27
No
Opt.
Call
AA
608,140
3,600
Montgomery
County
Higher
Education
and
Health
Authority,
Pennsylvania,
Revenue
Bonds,
Thomas
Jefferson
University,
Series
2018A,
5.000%,
9/01/34
9/28
at
100.00
A
4,418,640
1,000
Pennsylvania
Economic
Development
Financing
Authority,
Private
Activity
Revenue
Bonds,
Pennsylvania
Rapid
Bridge
Replacement
Project,
Series
2015,
4.125%,
12/31/38,
(AMT)
6/26
at
100.00
BBB
1,120,170
2,290
Pennsylvania
HIgher
Educational
Facilities
Authority,
Revenue
Bonds,
Thomas
Jefferson
University,
Refunding
Series
2015A,
5.000%,
9/01/45
3/25
at
100.00
A
2,569,517
Pennsylvania
Higher
Educational
Facilities
Authority,
Revenue
Bonds,
University
of
Pennsylvania
Health
System,
Series
2019:
2,000
4.000%,
8/15/44,
(UB)(4)
8/29
at
100.00
AA
2,310,000
3,000
4.000%,
8/15/49,
(UB)(4)
8/29
at
100.00
AA
3,435,060
3,000
Pennsylvania
Turnpike
Commission,
Oil
Franchise
Tax
Revenue
Bonds,
Subordinate
Series
2021B,
4.000%,
12/01/38
12/31
at
100.00
A+
3,533,550
500
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Series
2015A-1,
5.000%,
12/01/45
6/25
at
100.00
A+
565,515
5,385
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Series
2019A,
5.000%,
12/01/38
12/29
at
100.00
A1
6,749,451
3,050
Pennsylvania
Turnpike
Commission,
Turnpike
Revenue
Bonds,
Subordinate
Series
2021A,
4.000%,
12/01/44
12/30
at
100.00
A
3,506,982
1,845
Philadelphia
Authority
for
Industrial
Development,
Pennsylvania,
Revenue
Bonds,
Thomas
Jefferson
University,
Fixed
Rate
Series
2017A,
5.000%,
9/01/36
3/27
at
100.00
A
2,191,860
430
Philadelphia
Gas
Works,
Pennsylvania,
Revenue
Bonds,
Refunding
Thirteenth
Series
2015,
5.000%,
8/01/27
8/25
at
100.00
A
498,744
1,500
Philadelphia,
Pennsylvania,
Airport
Revenue
Bonds,
Refunding
Series
2015A,
5.000%,
6/15/26,
(AMT)
6/25
at
100.00
A2
1,724,760
3,000
Philadelphia,
Pennsylvania,
Airport
Revenue
Bonds,
Refunding
Series
2017B,
5.000%,
7/01/35,
(AMT)
7/27
at
100.00
A2
3,586,980
600
Pittsburgh
Water
and
Sewer
Authority,
Pennsylvania,
Water
and
Sewer
System
Revenue
Bonds,
First
Lien
Series
2019A,
5.000%,
9/01/32
-
AGM
Insured
9/29
at
100.00
AA
762,156
4,740
Southcentral
Pennsylvania
General
Authority,
Revenue
Bonds,
Wellspan
Health
Obligated
Group,
Series
2019A,
5.000%,
6/01/38,
(UB)(4)
6/29
at
100.00
Aa3
5,909,453
725
Susquehanna
Area
Regional
Airport
Authority,
Pennsylvania,
Airport
System
Revenue
Bonds,
Series
2017,
5.000%,
1/01/35,
(AMT)
1/28
at
100.00
Baa3
846,133
590
Upper
Merion
Area
School
District,
Montgomery
County,
Pennsylvania,
General
Obligation
Bonds,
Series
2016,
5.000%,
1/15/35
1/25
at
100.00
Aa1
669,921
55,380
Total
Pennsylvania
64,259,714
Rhode
Island
-
0.4%
1,500
Rhode
Island
Health
and
Educational
Building
Corporation,
Higher
Education
Facility
Revenue
Bonds,
Providence
College,
Refunding
Series
2015,
5.000%,
11/01/40
11/25
at
100.00
A
1,710,660
Rhode
Island
Health
and
Educational
Building
Corporation,
Hospital
Financing
Revenue
Bonds,
Lifespan
Obligated
Group,
Refunding
Series
2016:
1,500
5.000%,
5/15/30
5/26
at
100.00
BBB+
1,724,865
2,200
5.000%,
5/15/31
5/26
at
100.00
BBB+
2,520,122
5,200
Total
Rhode
Island
5,955,647
31
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
South
Carolina
-
1.0%
Charleston
County
Airport
District,
South
Carolina,
Airport
Revenue
Bonds,
Series
2019:
$
1,000
5.000%,
7/01/36
7/29
at
100.00
A1
$
1,249,680
800
5.000%,
7/01/37
7/29
at
100.00
A1
997,392
3,005
South
Carolina
Jobs-Economic
Development
Authority,
Economic
Development
Revenue
Bonds,
Wofford
College,
Series
2019,
5.000%,
4/01/49
4/29
at
100.00
A-
3,582,020
South
Carolina
Jobs-Economic
Development
Authority,
Economic
Development
Revenue
Bonds,
York
Preparatory
Academy
Project,
Series
2014A:
75
5.750%,
11/01/23,
(ETM)
No
Opt.
Call
N/R(5)
79,095
180
7.000%,
11/01/33,
(Pre-refunded
11/01/24)
11/24
at
100.00
N/R(5)
214,231
785
South
Carolina
State
Ports
Authority,
Revenue
Bonds,
Series
2015,
5.000%,
7/01/33,
(Pre-refunded
7/01/25),
(AMT)
7/25
at
100.00
A+(5)
911,628
South
Carolina
State
Ports
Authority,
Revenue
Bonds,
Series
2018:
2,840
5.000%,
7/01/34,
(AMT)
7/28
at
100.00
A+
3,472,156
450
5.000%,
7/01/48,
(AMT)
7/28
at
100.00
A+
541,368
Spartanburg
County
School
District
7,
South
Carolina,
General
Obligation
Bonds,
Series
2018B:
825
5.000%,
3/01/30
3/29
at
100.00
Aa1
1,050,085
1,495
5.000%,
3/01/38
3/29
at
100.00
Aa1
1,872,338
Spartanburg
Regional
Health
Services
District,
Inc.,
South
Carolina,
Hosptial
Revenue
Bonds,
Series
2020A:
1,000
5.000%,
4/15/33
-
AGM
Insured
4/30
at
100.00
AA
1,274,240
1,050
5.000%,
4/15/35
-
AGM
Insured
4/30
at
100.00
AA
1,332,040
13,505
Total
South
Carolina
16,576,273
South
Dakota
-
0.3%
250
Lincoln
County,
South
Dakota,
Economic
Development
Revenue
Bonds,
The
Augustana
College
Association
Project,
Series
2021A,
4.000%,
8/01/41
8/31
at
100.00
BBB-
278,350
1,000
South
Dakota
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Avera
Health,
Refunding
Series
2017,
5.000%,
7/01/35
7/27
at
100.00
AA-
1,187,860
2,765
South
Dakota
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Regional
Health,
Refunding
Series
2017,
5.000%,
9/01/40
9/27
at
100.00
AA-
3,271,603
4,015
Total
South
Dakota
4,737,813
Tennessee
-
0.8%
1,820
Greeneville
Health
and
Educational
Facilities
Board,
Tennessee,
Hospital
Revenue
Bonds,
Ballad
Health,
Series
2018A,
5.000%,
7/01/35
7/28
at
100.00
A
2,215,413
1,400
Knox
County
Health,
Educational
and
Housing
Facilities
Board,
Tennessee,
Revenue
Bonds,
University
Health
System,
Inc.,
Series
2017,
5.000%,
4/01/27
No
Opt.
Call
BBB
1,668,842
Metropolitan
Government
of
Nashville-Davidson
County
Health
and
Educational
Facilities
Board,
Tennessee,
Revenue
Bonds,
Knowledge
Academy
Charter
School,
Series
2017A:
105
0.000%,
6/15/27,
144A(7)
No
Opt.
Call
N/R
63,000
300
0.000%,
6/15/37,
144A(7)
6/27
at
100.00
N/R
180,000
830
Metropolitan
Government
of
Nashville-Davidson
County
Health
and
Educational
Facilities
Board,
Tennessee,
Revenue
Bonds,
Vanderbilt
University
Medical
Center,
Series
2016A,
5.000%,
7/01/35
7/26
at
100.00
A3
979,873
1,500
Metropolitan
Government
of
Nashville-Davidson
County,
Tennessee,
Water
and
Sewerage
Revenue
Bonds,
Series
2013,
5.000%,
7/01/40,
(Pre-refunded
7/01/23)
7/23
at
100.00
AA(5)
1,617,435
1,350
Metropolitan
Nashville
Airport
Authority,
Tennessee,
Airport
Revenue
Bonds,
Refunding
&
Improvement
Series
2015B,
5.000%,
7/01/32,
(AMT)
7/25
at
100.00
A1
1,541,741
3,000
Tennergy
Corporation,
Tennessee,
Gas
Revenue
Bonds,
Series
2021A,
4.000%,
12/01/51,
(Mandatory
Put
9/1/2028)
6/28
at
100.68
A1
3,508,080
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
32
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Tennessee
(continued)
$
1,245
Tennessee
State
School
Bond
Authority,
Higher
Educational
Facilities
Second
Program
Bonds,
Refunding
Series
2015B,
5.000%,
11/01/35,
(Pre-refunded
11/01/25)
11/25
at
100.00
AA+(5)
$
1,463,062
11,550
Total
Tennessee
13,237,446
Texas
-
15.8%
1,535
Alamo
Community
College
District,
Bexar
County,
Texas,
General
Obligation
Bonds,
Refunding
Limited
Tax
Series
2017,
5.000%,
8/15/36
8/27
at
100.00
AAA
1,873,130
2,000
Arlington
Higher
Education
Finance
Corporation,
Texas,
Education
Revenue
Bonds,
Great
Hearts
America
-
Texas,
Series
2021A,
3.000%,
8/15/41
8/31
at
100.00
Aaa
2,136,420
560
Arlington
Higher
Education
Finance
Corporation,
Texas,
Education
Revenue
Bonds,
Uplift
Education,
Refunding
Series
2017A,
5.000%,
12/01/35
6/27
at
100.00
AAA
669,721
1,125
Arlington
Higher
Education
Finance
Corporation,
Texas,
Education
Revenue
Bonds,
Uplift
Education,
Series
2016A,
2.750%,
12/01/26
No
Opt.
Call
BBB-
1,154,689
485
Austin
Community
College
District
Public
Facility
Corporation,
Texas,
Lease
Revenue
Bonds,
Round
Rock
Campus,
Refunding
Series
2015,
5.000%,
8/01/27
8/25
at
100.00
AA
560,975
Austin
Convention
Enterprises
Inc.,
Texas,
Convention
Center
Hotel
Revenue
Bonds,
Refunding
First
Tier
Series
2017A:
500
5.000%,
1/01/32
1/27
at
100.00
BB+
561,295
500
5.000%,
1/01/33
1/27
at
100.00
BB+
558,610
Austin,
Texas,
Airport
System
Revenue
Bonds,
Series
2017A:
890
5.000%,
11/15/35
11/26
at
100.00
A1
1,058,032
5,000
5.000%,
11/15/41
11/26
at
100.00
A1
5,931,050
5,000
Austin,
Texas,
Airport
System
Revenue
Bonds,
Series
2017B,
5.000%,
11/15/46,
(AMT)
11/26
at
100.00
A1
5,892,600
2,000
Austin,
Texas,
Airport
System
Revenue
Bonds,
Series
2019B,
5.000%,
11/15/33,
(AMT)
11/29
at
100.00
A1
2,499,740
3,200
Austin,
Texas,
Electric
Utility
System
Revenue
Bonds,
Refunding
Series
2015A,
5.000%,
11/15/45,
(UB)(4)
11/25
at
100.00
AA
3,664,320
Brazoria
County
Municipal
Utility
District
28,
Texas,
General
Obligation
Bonds,
Refunding
Series
2021:
285
3.000%,
9/01/26
-
AGM
Insured
No
Opt.
Call
AA
312,172
910
2.000%,
9/01/27
-
AGM
Insured
9/26
at
100.00
AA
944,498
645
2.000%,
9/01/28
-
AGM
Insured
9/26
at
100.00
AA
665,111
985
2.000%,
9/01/29
-
AGM
Insured
9/26
at
100.00
AA
1,009,192
505
2.000%,
9/01/30
-
AGM
Insured
9/26
at
100.00
AA
514,539
520
2.000%,
9/01/31
-
AGM
Insured
9/26
at
100.00
AA
527,145
360
2.000%,
9/01/32
-
AGM
Insured
9/26
at
100.00
AA
362,797
1,750
Brazoria
County
Toll
Road
Authority,
Texas,
Toll
Road
Revenue
Bond,
Refunding
Limited
Contract
Tax
&
Subordinate
Lien
Series
2020,
5.000%,
3/01/49
3/27
at
100.00
AA+
2,059,610
1,825
Central
Texas
Regional
Mobility
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2013A,
5.000%,
1/01/33,
(Pre-refunded
1/01/23)
1/23
at
100.00
A-(5)
1,925,156
1,210
Central
Texas
Regional
Mobility
Authority,
Revenue
Bonds,
Refunding
Subordinate
Lien
Series
2016,
5.000%,
1/01/28
1/26
at
100.00
BBB+
1,400,708
Central
Texas
Regional
Mobility
Authority,
Revenue
Bonds,
Senior
Lien
Series
2021B:
900
5.000%,
1/01/38
1/31
at
100.00
A-
1,136,286
1,150
5.000%,
1/01/39
1/31
at
100.00
A-
1,448,471
Central
Texas
Regional
Mobility
Authority,
Revenue
Bonds,
Senior
Lien,
Series
2015A:
360
5.000%,
1/01/35,
(Pre-refunded
7/01/25)
7/25
at
100.00
A-(5)
418,187
1,695
5.000%,
1/01/40,
(Pre-refunded
7/01/25)
7/25
at
100.00
A-(5)
1,968,963
95
Clifton
Higher
Education
Finance
Corporation,
Texas,
Education
Revenue
Bonds,
Uplift
Education
Charter
School,
Series
2013A,
3.100%,
12/01/22
No
Opt.
Call
BBB-
96,237
150
Corpus
Christi,
Texas,
General
Obligation
Bonds,
General
Improvement
Series
2013,
5.000%,
3/01/27,
(Pre-refunded
3/01/23)
3/23
at
100.00
AA(5)
159,549
4,120
Cypress-Fairbanks
Independent
School
District,
Harris
County,
Texas,
General
Obligation
Bonds,
Refunding
Series
2015,
4.000%,
2/15/32
2/25
at
100.00
AAA
4,558,244
33
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Texas
(continued)
$
5,345
Dallas
Area
Rapid
Transit,
Texas,
Sales
Tax
Revenue
Bonds,
Refunding
Series
2016A,
5.000%,
12/01/41
12/25
at
100.00
AA+
$
6,201,483
5,980
Dallas-Fort
Worth
International
Airport,
Texas,
Joint
Revenue
Bonds,
Improvement
Series
2014B,
4.500%,
11/01/45,
(AMT)
11/22
at
100.00
A+
6,227,931
765
Decatur
Hospital
Authority,
Texas,
Revenue
Bonds,
Wise
Regional
Health
System,
Series
2013A,
6.625%,
9/01/31
9/23
at
100.00
N/R
835,036
100
Fort
Bend
County
Municipal
Utility
District
169,
Texas,
Contract
Revenue
Bonds,
Water/Sewer/Drainage
Facilities,
Series
2013,
4.750%,
12/01/35
-
AGM
Insured
12/21
at
100.00
AA
100,366
290
Galveston
County
Municipal
Utuility
District
56,
Texas,
General
Obligation
Bonds,
Series
2020,
4.500%,
12/01/25
-
AGM
Insured
No
Opt.
Call
AA
335,982
Garland,
Dallas,
Collin
and
Rockwell
Counties,
Texas,
Electric
Utility
System
Revenue
Bonds,
Refunding
Series
2019:
1,280
5.000%,
3/01/30
3/29
at
100.00
AA-
1,584,499
1,190
5.000%,
3/01/31
3/29
at
100.00
AA-
1,475,695
1,790
5.000%,
3/01/32
3/29
at
100.00
AA-
2,210,328
Garland,
Dallas,
Collin
and
Rockwell
Counties,
Texas,
Electric
Utility
System
Revenue
Bonds,
Refunding
Series
2019A:
350
4.000%,
3/01/34
3/30
at
100.00
AA-
413,273
370
4.000%,
3/01/35
3/30
at
100.00
AA-
435,871
390
4.000%,
3/01/36
3/30
at
100.00
AA-
457,934
540
4.000%,
3/01/37
3/30
at
100.00
AA-
632,880
590
4.000%,
3/01/38
3/30
at
100.00
AA-
690,029
500
4.000%,
3/01/39
3/30
at
100.00
AA-
583,460
1,000
Garland,
Dallas,
Collin
and
Rockwell
Counties,
Texas,
Electric
Utility
System
Revenue
Bonds,
Refunding
Series
2020,
4.000%,
3/01/45
3/30
at
100.00
AA-
1,151,370
Garland,
Dallas,
Collin
and
Rockwell
Counties,
Texas,
Electric
Utility
System
Revenue
Bonds,
Refunding
Series
2021A:
1,250
3.000%,
3/01/37
3/31
at
100.00
AA-
1,340,463
1,330
4.000%,
3/01/38
3/31
at
100.00
AA-
1,574,108
Grand
Parkway
Transportation
Corporation,
Texas,
System
Toll
Revenue
Bonds,
Refunding
First
Tier
Series
2020C:
4,165
4.000%,
10/01/45,
(UB)(4)
4/30
at
100.00
A+
4,783,919
4,990
4.000%,
10/01/49
4/30
at
100.00
A+
5,692,592
5,000
Grand
Parkway
Transportation
Corporation,
Texas,
System
Toll
Revenue
Bonds,
Subordinate
Lien
Series
2018A
Tela
Supported,
5.000%,
10/01/43,
(UB)(4)
4/28
at
100.00
6,126,900
Hackberry,
Texas,
Combination
Special
Assessment
and
Contract
Revenue
Road
and
Utility
Bonds,
Hidden
Cove
Improvement
District
2,
Series
2017:
1,230
4.500%,
9/01/32
9/27
at
100.00
BBB-
1,396,886
955
4.500%,
9/01/32
9/27
at
100.00
BBB-
1,084,575
9,000
Harris
County
Flood
Control
District,
Texas,
Contract
Tax
Bonds,
Refunding
Series
2017A,
4.000%,
10/01/37
10/27
at
100.00
AAA
10,318,050
6,000
Highland
Park
Independent
School
District,
Dallas
County,
Texas,
General
Obligation
Bonds,
School
Building
Series
2016,
4.000%,
2/15/33
2/25
at
100.00
Aaa
6,621,720
Houston,
Texas,
Airport
System
Revenue
Bonds,
Refunding
&
Subordinate
Lien
Series
2018A:
2,625
5.000%,
7/01/31,
(AMT)
7/28
at
100.00
A1
3,193,733
2,000
5.000%,
7/01/35,
(AMT)
7/28
at
100.00
A1
2,435,940
1,750
5.000%,
7/01/36,
(AMT)
7/28
at
100.00
A1
2,129,067
1,665
Houston,
Texas,
Airport
System
Revenue
Bonds,
Refunding
&
Subordinate
Lien
Series
2018C,
5.000%,
7/01/32,
(AMT)
7/28
at
100.00
AA
2,044,470
1,630
Houston,
Texas,
Airport
System
Revenue
Bonds,
Refunding
Subordinate
Lien
Series
Series
2012A,
5.000%,
7/01/29,
(Pre-refunded
7/01/22),
(AMT)
7/22
at
100.00
A(5)
1,681,117
2,000
Houston,
Texas,
Airport
System
Revenue
Bonds,
Refunding
Subordinate
Lien
Series
2021A,
4.000%,
7/01/46,
(AMT)
7/31
at
100.00
A1
2,277,480
2,855
Houston,
Texas,
General
Obligation
Bonds,
Refunding
Public
Improvement
Series
2013A,
5.000%,
3/01/28,
(Pre-refunded
3/01/23)
3/23
at
100.00
AA(5)
3,036,749
2,500
Keller
Independent
School
District,
Tarrant
County,
Texas,
General
Obligation
Bonds,
Refunding
Series
2015A,
4.000%,
2/15/34,
(Pre-
refunded
2/15/25)
2/25
at
100.00
AAA(5)
2,794,275
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
34
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
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
A
$
1,568,196
Lake
Houston
Redevelopment
Authority,
Texas,
Tax
Increment
Contract
Revenue
Bonds,
Series
2021:
350
3.000%,
9/01/38
9/31
at
100.00
BBB-
364,567
350
3.000%,
9/01/40
9/31
at
100.00
BBB-
360,937
4,220
3.000%,
9/01/44
9/31
at
100.00
BBB-
4,316,554
Lazy
Nine
Municipal
Utility
District
1B,
Travis
County,
Texas,
General
Obligation
Water
and
Sewer
Bonds,
Series
2021A:
525
2.000%,
3/01/35
-
AGM
Insured
3/27
at
100.00
AA
495,952
530
2.000%,
3/01/37
-
AGM
Insured
3/27
at
100.00
AA
494,484
4,825
Little
Elm
Independent
School
District,
Denton
County,
Texas,
General
Obligation
Bonds,
School
Building
Series
2018,
5.000%,
8/15/46
2/28
at
100.00
AAA
5,823,437
1,695
Lone
Star
College
System,
Harris,
Montgomery
and
San
Jacinto
Counties,
Texas,
Revenue
Financing
System
Bonds,
Refunding
Series
2021,
3.000%,
2/15/36
2/31
at
100.00
AA
1,834,363
1,250
Lower
Colorado
River
Authority,
Texas,
Transmission
Contract
Revenue
Bonds,
LCRA
Transmission
Services
Corporation
Project,
Refunding
Series
2021,
5.000%,
5/15/41
5/30
at
100.00
A+
1,556,175
2,550
Lubbock,
Texas,
Electric
Light
and
Power
Revenue
Bonds,
Series
2021,
4.000%,
4/15/39
4/30
at
100.00
A+
2,974,932
Martin
County
Hospital
District,
Texas,
General
Obligation
Bonds,
Refunding
Series
2021:
350
4.000%,
4/01/33
4/30
at
100.00
A3
396,767
350
4.000%,
4/01/35
4/30
at
100.00
A3
395,265
Midtown
Redevelopment
Authority,
Texas,
Tax
Increment
Contract
Revenue,
Refunding
Series
2015:
500
5.000%,
1/01/24
No
Opt.
Call
A
545,400
300
5.000%,
1/01/25
1/24
at
100.00
A
328,533
1,000
Montgomery
County
Municipal
Utility
District
47,
Texas,
Waterworks
and
Sewer
System
Unlimited
Tax
Bonds,
Series
2020,
1.500%,
10/01/29
10/25
at
100.00
Aa3
1,002,980
Montgomery
County
Toll
Road
Authority,
Texas,
Toll
Road
Revenue
Bonds,
Senior
Lien
Series
2018:
1,585
5.000%,
9/15/29
9/25
at
100.00
BBB-
1,799,403
1,060
5.000%,
9/15/31
9/25
at
100.00
BBB-
1,197,047
585
New
Hope
Cultural
Education
Facilities
Finance
Corporation,
Texas,
Capital
Improvement
Revenue
Bonds,
CHF-Collegiate
Housing
Denton,
LLC
-
Texas
Woman's
University
Housing
Project,
Series
2018A-1,
5.000%,
7/01/38
-
AGM
Insured
7/27
at
100.00
AA
702,135
New
Hope
Cultural
Education
Facilities
Finance
Corporation,
Texas,
Student
Housing
Revenue
Bonds,
NCCD
-
College
Station
Properties
LLC
-
Texas
A&M
University
Project, Series
2015A:
1,500
5.000%,
7/01/23
No
Opt.
Call
Caa1
1,290,000
750
5.000%,
7/01/30
7/25
at
100.00
Caa1
645,000
2,895
North
East
Regional
Mobility
Authority,
Texas,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2016A,
5.000%,
1/01/29
1/26
at
100.00
BBB
3,326,413
2,950
North
East
Regional
Mobility
Authority,
Texas,
Revenue
Bonds,
Subordinate
Lien
Series
2016B,
5.000%,
1/01/36
1/26
at
100.00
BBB-
3,334,060
2,120
North
Fort
Bend
Water
Authority,
Texas,
Water
System
Revenue
Bonds,
Refunding Series
2019A,
4.000%,
12/15/38
12/29
at
100.00
AA-
2,509,635
North
Houston
Development
Corporation,
Texas,
Tax
Increment
Contract
Revenue
Bonds,
Refunding
Series
2019:
880
3.000%,
9/01/36
-
AGM
Insured
9/29
at
100.00
AA
910,835
1,000
3.000%,
9/01/37
-
AGM
Insured
9/29
at
100.00
AA
1,034,620
1,000
North
Texas
Education
Finance
Corporation,
Texas,
Education
Revenue
Bonds,
Uplift
Education,
Series
2012A,
5.125%,
12/01/42,
(Pre-refunded
6/01/22)
6/22
at
100.00
BBB-(5)
1,028,300
3,000
North
Texas
Tollway
Authority,
System
Revenue
Bonds,
Refunding
First
Tier
Capital
Appreciation
Series
2008I,
6.500%,
1/01/43,
(Pre-refunded
1/01/25)
1/25
at
100.00
A+(5)
3,566,190
35
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Texas
(continued)
$
1,500
North
Texas
Tollway
Authority,
System
Revenue
Bonds,
Refunding
Second
Tier
Series
2018,
5.000%,
1/01/31
1/28
at
100.00
A
$
1,826,040
Port
Freeport,
Brazoria
County,
Texas,
Revenue
Bonds,
Senior
Lien
Series
2018:
1,050
5.000%,
6/01/34,
(AMT)
6/28
at
100.00
A+
1,257,155
1,105
5.000%,
6/01/35,
(AMT)
6/28
at
100.00
A+
1,320,972
1,000
San
Antonio
Education
Facilities
Corporation,
Texas,
Higher
Education
Revenue
Bonds,
University
Incarnate
Word
Project,
Refunding
&
Improvement
Series
2021A,
4.000%,
4/01/41
4/31
at
100.00
Baa1
1,123,280
1,500
San
Antonio,
Texas,
Airport
System
Revenue
Bonds,
Improvement
Series
2015,
5.000%,
7/01/45,
(AMT)
7/25
at
100.00
A1
1,709,565
4,140
San
Antonio,
Texas,
Water
System
Revenue
Bonds,
Refunding
Series
2012A,
5.000%,
5/15/29
5/22
at
100.00
AA+
4,244,742
890
Southwest
Higher
Education
Authority
Inc,
Texas,
Revenue
Bonds,
Southern
Methodist
University
Project,
Refunding
Series
2017,
5.000%,
10/01/39
10/27
at
100.00
AA-
1,077,959
3,975
Tarrant
County
Cultural
Education
Facilities
Finance
Corporation,
Texas,
Hospital
Revenue
Bonds,
Cook
Childrens
Medical
Center,
Series
2020,
3.000%,
12/01/40
12/29
at
100.00
AA
4,216,203
1,405
Texas
Municipal
Gas
Acquisition
and
Supply
Corporation
III,
Gas
Supply
Revenue
Bonds,
Refunding
Series
2021,
5.000%,
12/15/30
No
Opt.
Call
A3
1,787,708
Texas
Municipal
Power
Agency,
Revenue
Bonds,
Transmisison
System,
Refunding
Series
2021:
3,000
2.000%,
9/01/33
-
AGM
Insured
9/26
at
100.00
AA
2,956,620
1,000
3.000%,
9/01/36
-
AGM
Insured
9/26
at
100.00
AA
1,060,790
Texas
Private
Activity
Bond
Surface
Transporation
Corporation,
Revenue
Bonds,
NTE
Mobility
Partners
LLC
North
Tarrant
Express
Managed
Lanes
Project,
Refunding
Senior
Lien
Series
2019A:
2,000
5.000%,
12/31/31
12/29
at
100.00
Baa2
2,503,320
3,185
5.000%,
12/31/34
12/29
at
100.00
Baa2
3,956,662
2,420
5.000%,
12/31/36
12/29
at
100.00
Baa2
2,994,242
Texas
Private
Activity
Bond
Surface
Transporation
Corporation,
Senior
Lien
Revenue
Bonds,
NTE
Mobility
Partners
Segments
3
LLC
Segments
3A
&
3B
Facility,
Series
2013:
335
7.000%,
12/31/38,
(AMT)
9/23
at
100.00
Baa3
373,314
455
6.750%,
6/30/43,
(AMT)
9/23
at
100.00
Baa3
504,709
1,000
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
Baa2
1,187,730
215
Texas
Public
Finance
Authority
Charter
School
Finance
Corporation,
Charter
School
Revenue
Bonds,
School
of
Excellence
Education
Project,
Series
2004A,
7.000%,
12/01/34
11/21
at
100.00
B-
215,056
1,200
Texas
State,
General
Obligation
Bonds,
College
Student
Loan
Series
2014,
6.000%,
8/01/25,
(AMT)
8/24
at
100.00
AAA
1,386,756
3,955
Texas
State,
General
Obligation
Bonds,
College
Student
Loan
Series
2020A,
4.500%,
8/01/30,
(AMT)
2/30
at
100.00
AAA
4,912,347
Texas
State,
General
Obligation
Bonds,
Refunding
College
Student
Loan
Series
2019:
4,230
5.000%,
8/01/32,
(AMT)
No
Opt.
Call
AAA
5,640,832
4,445
5.000%,
8/01/33,
(AMT)
No
Opt.
Call
AAA
6,002,795
2,000
Texas
State,
General
Obligation
Bonds,
Transportation
Commission
Mobility
Fund,
Refunding
Series
2014A,
5.000%,
10/01/26
10/24
at
100.00
AAA
2,265,480
7,000
Texas
State,
General
Obligation
Bonds,
Transportation
Commission
Mobility
Fund,
Refunding
Series
2015A,
5.000%,
10/01/34
10/25
at
100.00
AAA
8,133,720
1,330
Texas
Transportation
Commission,
Central
Texas
Turnpike
System
Revenue
Bonds,
Refunding
First
Tier
Series
2012A,
5.000%,
8/15/41,
(Pre-
refunded
8/15/22)
8/22
at
100.00
A(5)
1,380,740
1,140
Texas
Transportation
Commission,
Central
Texas
Turnpike
System
Revenue
Bonds,
Refunding
Second
Tier
Series
2015C,
5.000%,
8/15/29
8/24
at
100.00
A-
1,276,481
7,000
Texas
Water
Development
Board,
State
Water
Implementation
Revenue
Fund
Bonds,
Master
Trust
Series
2015A,
4.000%,
10/15/34
10/25
at
100.00
AAA
7,842,030
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
36
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Texas
(continued)
$
1,250
Texas
Water
Development
Board,
State
Water
Implementation
Revenue
Fund
Bonds,
Master
Trust
Series
2016,
5.000%,
10/15/46
10/26
at
100.00
AAA
$
1,488,262
Travis
County
Water
Control
and
Improvement
District
17,
Steiner
Ranch
Defined
Area,
Texas,
General
Obligation
Bonds,
Refunding
Series
2020:
1,250
3.000%,
5/01/28
-
BAM
Insured
No
Opt.
Call
AA
1,384,187
1,105
3.000%,
5/01/29
-
BAM
Insured
No
Opt.
Call
AA
1,228,683
2,000
University
of
Houston,
Texas,
Consolidated
Revenue
Bonds,
Refunding
Series
2017C,
5.000%,
2/15/29
2/26
at
100.00
AA
2,336,080
1,185
Uptown
Development
Authority,
Houston,
Texas,
Tax
Increment
Contract
Revenue
Bonds,
Infrastructure
Improvement
Facilities,
Refunding
Series
2021,
3.000%,
9/01/38
9/31
at
100.00
Baa2
1,240,648
1,645
Uptown
Development
Authority,
Houston,
Texas,
Tax
Increment
Contract
Revenue
Bonds,
Infrastructure
Improvement
Facilities,
Series
2017A,
5.000%,
9/01/39
9/26
at
100.00
BBB
1,853,306
2,000
Viridian
Municipal
Management
District,
Texas,
Unlimited
Tax
Revenue
Bonds,
Road
Improvement
Series
2021,
2.250%,
12/01/37
-
AGM
Insured
12/27
at
100.00
AA
1,898,320
1,070
Viridian
Municipal
Management
District,
Texas,
Unlimited
Tax
Revenue
Bonds,
Utility
Improvement
Series
2021,
2.250%,
12/01/37
-
AGM
Insured
12/27
at
100.00
AA
1,015,601
Washington
County
Junior
College
District,
Texas,
Combined
Fee
Revenue
Bonds,
Refunding
Series
2020:
1,700
5.000%,
10/01/29
-
AGM
Insured
No
Opt.
Call
AA
2,166,956
1,775
5.000%,
10/01/30
-
AGM
Insured
No
Opt.
Call
AA
2,282,969
1,385
4.000%,
10/01/31
-
AGM
Insured
10/30
at
100.00
AA
1,646,599
800
Wylie
Independent
School
District,
Collin
County,
Texas,
General
Obligation
Bonds,
Refunding
Series
2015C,
6.500%,
8/15/28
8/24
at
100.00
Aaa
931,168
230,845
Total
Texas
264,367,835
Utah
-
1.6%
2,870
Emery
County
School
District,
Utah,
General
Obligation
Bonds,
Series
2021,
2.000%,
6/15/41
12/30
at
100.00
Aaa
2,738,812
1,255
Lehi,
Utah,
Sales
Tax
Revenue
Bonds,
Series
2018,
5.250%,
6/01/38
6/28
at
100.00
AA+
1,544,503
1,955
MIDA
Military
Installation
Development
Authority
Golf
and
Equestrian
Center
Public
Infrastructure
District,
Utah,
Limited
Tax
and
Tax
Allocation
Revenue
Bonds,
Series
2021,
4.500%,
6/01/51,
144A
12/26
at
103.00
N/R
1,948,588
Salt
Lake
City,
Utah,
Airport
Revenue
Bonds,
International
Airport
Series
2017A:
1,875
5.000%,
7/01/34,
(AMT)
7/27
at
100.00
A
2,240,175
2,280
5.000%,
7/01/35,
(AMT)
7/27
at
100.00
A
2,723,369
2,000
Salt
Lake
City,
Utah,
Airport
Revenue
Bonds,
International
Airport
Series
2018A,
5.000%,
7/01/30,
(AMT)
7/28
at
100.00
A
2,437,220
Utah
Charter
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Utah
Charter
Academies
Project,
Series
2018:
500
5.000%,
10/15/29
10/27
at
100.00
AA
596,905
500
5.000%,
10/15/31
10/27
at
100.00
AA
595,255
Utah
Charter
School
Finance
Authority,
Utah,
Charter
School
Revenue
Bonds,
Spectrum
Academy
Project,
Series
2020:
250
4.000%,
4/15/29
No
Opt.
Call
Aa2
291,690
705
4.000%,
4/15/30
No
Opt.
Call
Aa2
830,603
760
4.000%,
4/15/32
4/30
at
100.00
Aa2
887,475
5,000
Utah
County,
Utah,
Hospital
Revenue
Bonds,
IHC
Health
Services
Inc,
Series
2020A,
5.000%,
5/15/43,
(UB)(4)
5/30
at
100.00
AA+
6,268,350
400
Utah
County,
Utah,
Hospital
Revenue
Bonds,
IHC
Health
Services
Inc.,
Series
2016B,
4.000%,
5/15/47
5/24
at
100.00
AA+
430,940
750
Utah
Infrastructure
Agency,
Telecommunications
Revenue
Bonds,
Series
2021,
4.000%,
10/15/38
4/31
at
100.00
BBB-
860,565
1,600
Weber
Basin
Water
Conservancy
District,
Utah,
Water
Revenue
Bonds,
Series
2021A,
4.000%,
4/01/46
4/29
at
100.00
AAA
1,845,200
22,700
Total
Utah
26,239,650
37
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
Vermont
-
0.2%
Vermont
Educational
and
Health
Buildings
Financing
Agency,
Revenue
Bonds,
University
of
Vermont
Medical
Center
Project,
Green
Series
2016B:
$
1,270
5.000%,
12/01/37
6/26
at
100.00
A+
$
1,486,865
1,500
5.000%,
12/01/38
6/26
at
100.00
A+
1,753,950
2,770
Total
Vermont
3,240,815
Virginia
-
1.1%
1,065
Chesapeake
Bay
Bridge
and
Tunnel
District,
Virginia,
General
Resolution
Revenue
Bonds,
First
Tier
Series
2016,
5.000%,
7/01/41
-
AGM
Insured
7/26
at
100.00
AA
1,245,262
3,375
Fairfax
County
Economic
Development
Authority,
Virginia,
Transportation
Contract
Revenue
Bonds,
Route
28
Project,
Refunding
Series
2016B,
3.000%,
4/01/36
4/26
at
100.00
AA+
3,592,755
2,000
Fairfax
County
Industrial
Development
Authority,
Virginia,
Healthcare
Revenue
Bonds,
Inova
Health
System,
Series
2018A,
4.000%,
5/15/48,
(UB)(4)
5/28
at
100.00
AA+
2,256,020
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
A3
1,546,160
3,000
Front
Royal
and
Warren
County
Industrial
Development
Authority,
Virginia,
Hospital
Revenue
Bonds,
Valley
Health
System
Obligated
Group,
Series
2018,
4.000%,
1/01/50
1/25
at
103.00
A+
3,300,720
2,135
Lynchburg,
Virginia,
General
Obligation
Bonds,
Public
Improvement,
Series
2020,
5.000%,
8/01/28
No
Opt.
Call
AA+
2,701,693
475
Stafford
County
Economic
Development
Authority,
Virginia,
Hospital
Facilities
Revenue
Bonds,
Mary
Washington
Healthcare
Obligated
Group,
Refunding
Series
2016,
5.000%,
6/15/27
6/26
at
100.00
A3
562,523
815
Virginia
College
Building
Authority,
Educational
Facilities
Revenue
Bonds,
Washington
and
Lee
University,
Series
2001,
5.750%,
1/01/34
No
Opt.
Call
AA
1,183,763
1,750
Virginia
Small
Business
Financing
Authority,
Private
Activity
Revenue
Bonds,
Transform
66
P3
Project,
Senior
Lien
Series
2017,
5.000%,
12/31/47,
(AMT)
6/27
at
100.00
BBB
2,073,663
40
Virginia
Small
Business
Financing
Authority,
Senior
Lien
Revenue
Bonds,
Elizabeth
River
Crossing,
Opco
LLC
Project,
Series
2012,
4.750%,
1/01/25,
(AMT)
7/22
at
100.00
BBB
41,084
16,055
Total
Virginia
18,503,643
Washington
-
1.4%
Camas,
Washington,
Water
and
Sewer
Revenue
Bonds,
Series
2019:
720
5.000%,
12/01/44
12/28
at
100.00
Aa3
873,432
1,255
5.000%,
12/01/47
12/28
at
100.00
Aa3
1,516,404
3,000
Central
Puget
Sound
Regional
Transit
Authority,
Washington,
Sales
Tax
and
Motor
Vehicle
Excise
Tax
Bonds,
Green
Series
2016S-1,
5.000%,
11/01/35,
(UB)(4)
11/26
at
100.00
AAA
3,582,360
1,915
Energy
Northwest,
Washington,
Electric
Revenue
Bonds,
Columbia
Generating
Station,
Refunding
Series
2019A,
5.000%,
7/01/36
7/29
at
100.00
Aa2
2,408,898
1,705
King
County
School
District
415
Kent,
Washington,
General
Obligation
Bonds,
Series
2019,
4.000%,
12/01/38
12/29
at
100.00
Aaa
2,031,200
1,355
Lakewood
Water
District,
Pierce
County,
Washington,
Water
Revenue
Bonds,
2019A,
5.000%,
12/01/44,
(AMT)
12/28
at
100.00
AA
1,605,133
2,500
Pierce
County
School
District
403,
Bethel,
Washington,
General
Obligation
Bonds,
Series
2019,
5.000%,
12/01/37
6/29
at
100.00
Aaa
3,141,050
400
Washington
Health
Care
Facilities
Authority,
Revenue
Bonds,
CommonSpirit
Health,
Series
2019A-2,
5.000%,
8/01/28
No
Opt.
Call
BBB+
499,644
2,000
Washington
Health
Care
Facilities
Authority,
Revenue
Bonds,
Seattle
Children's
Hospital,
Series
2017A,
5.000%,
10/01/47,
(UB)(4)
10/27
at
100.00
Aa2
2,378,760
Washington
State,
Certificates
of
Participation,
State
&
Local
Agency
Real
&
Personal
Property
Series
2020B:
2,100
5.000%,
7/01/39
7/30
at
100.00
Aa1
2,669,562
2,190
5.000%,
7/01/40
7/30
at
100.00
Aa1
2,774,555
19,140
Total
Washington
23,480,998
Municipal
Total
Return
Managed
Accounts
Portfolio
(continued)
Portfolio
of
Investments
October
31,
2021
(Unaudited)
38
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.
Principal
Amount
(000)
Description(1)
Optional
Call
Provisions(2)
Ratings(3)
Value
West
Virginia
-
0.6%
$
1,000
Marshall
University,
West
Virginia,
University
Revenue
Bonds,
Refunding
&
Improvement
Series
2020A,
3.000%,
5/01/46
-
AGM
Insured
5/30
at
100.00
AA
$
1,045,570
250
West
Virginia
Hospital
Finance
Authority,
Hospital
Revenue
Bonds,
West
Virginia
United
Health
System
Obligated
Group,
Refunding
Series
2016A,
4.000%,
6/01/35
6/26
at
100.00
A
278,230
2,545
West
Virginia
State,
General
Obligation
Bonds,
State
Road
Series
2019A,
5.000%,
6/01/41
6/29
at
100.00
Aa2
3,174,684
2,840
West
Virginia
State,
General
Obligation
Bonds,
State
Road
Series
2021A,
5.000%,
6/01/38
6/31
at
100.00
Aa2
3,685,979
1,250
West
Virginia
Water
Development
Authority,
Infrastructure
Excess
Lottery
Revenue
Bonds,
Chesapeake
Bay/Greenbrier
River
Projects,
Series
2014A,
5.000%,
7/01/34
7/24
at
100.00
AAA
1,393,763
7,885
Total
West
Virginia
9,578,226
Wisconsin
-
1.7%
Public
Finance
Authority
of
Wisconsin,
Hospital
Revenue
Bonds,
Renown
Regional
Medical
Center
Project,
Refunding
Series
2020A:
2,950
5.000%,
6/01/38
6/30
at
100.00
A+
3,719,035
5,000
4.000%,
6/01/39
6/30
at
100.00
A+
5,818,950
1,775
Public
Finance
Authority,
Wisconsin,
Educational
Revenue
Bonds,
Lake
Norman
Charter
School,
Series
2018A,
5.000%,
6/15/38,
144A
6/26
at
100.00
BBB-
1,948,773
485
University
of
Wisconsin
Hospitals
and
Clinics
Authority,
Revenue
Bonds,
Tender
Option
Bond
Trust
2015-XF0127,
17.724%,
4/01/38,
(Pre-
refunded
4/01/23),
144A,
(IF)(4)
4/23
at
100.00
AA-(5)
614,296
2,410
Wisconsin
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Marshfield
Clinic,
Series
2016B,
5.000%,
2/15/34
2/26
at
100.00
A-
2,759,378
335
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Fort
Healthcare,
Series
2014,
5.000%,
5/01/25
5/24
at
100.00
BBB+
369,438
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Franciscan
Sisters
of
Christian
Charity
Sponsored
Ministry,
Series
2017A:
1,840
5.000%,
9/01/28,
(Pre-refunded
9/01/27)
9/27
at
100.00
N/R(5)
2,254,662
700
5.000%,
9/01/29,
(Pre-refunded
9/01/27)
9/27
at
100.00
N/R(5)
857,752
5,000
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Froedtert
Health,
Inc.
Obligated
Group,
Series
2017A,
5.000%,
4/01/35
4/27
at
100.00
AA
5,940,900
1,505
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Monroe
Clinic
Inc.,
Refunding
Series
2016,
5.000%,
2/15/30,
(Pre-refunded
8/15/25)
8/25
at
100.00
N/R(5)
1,752,618
100
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Rogers
Memorial
Hospital,
Inc.,
Series
2014A,
5.000%,
7/01/26
7/24
at
100.00
A
111,473
1,850
Wisconsin
State,
Transportation
Revenue
Bonds,
Series
2021A,
3.000%,
7/01/41
7/30
at
100.00
AAA
2,030,375
23,950
Total
Wisconsin
28,177,650
Wyoming
-
0.1%
1,000
Wyoming
Municipal
Power
Agency,
Power
Supply
System
Revenue
Bonds,
Refunding
Series
2017A,
5.000%,
1/01/34,
(Pre-refunded
1/01/27)
-
BAM
Insured
1/27
at
100.00
A2(5)
1,214,380
$
1,505,326
Total
Long-Term
Investments
(cost
$1,672,377,833)
1,753,250,580
Floating
Rate
Obligations
-
(7.7)%
(129,195,000)
Other
Assets
Less
Liabilities
-
2.8%
46,888,461
Net
Assets
-
100%
$
1,670,944,041
39
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:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Municipal
Bonds
$
–
$
1,753,250,580
$
–
$
1,753,250,580
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(2)
Optional
Call
Provisions:
Dates
(month
and
year)
and
prices
of
the
earliest
optional
call
or
redemption.
There
may
be
other
call
provisions
at
varying
prices
at
later
dates.
Certain
mortgage-backed
securities
may
be
subject
to
periodic
principal
paydowns.
(3)
For
financial
reporting
purposes,
the
ratings
disclosed
are
the
highest
of
the
Standard
&
Poor's
Group
("Standard
&
Poor's"),
Moody's
Investors
Service,
Inc.
("Moody's")
or
Fitch,
Inc.
("Fitch")
rating.
This
treatment
of
split-rated
securities
may
differ
from
that
used
for
other
purposes,
such
as
for
Fund
investment
policies.
Ratings
below
BBB
by
Standard
&
Poor's,
Baa
by
Moody's
or
BBB
by
Fitch
are
considered
to
be
below
investment
grade.
Holdings
designated
N/R
are
not
rated
by
any
of
these
national
rating
agencies.
(4)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(5)
Backed
by
an
escrow
or
trust
containing
sufficient
U.S.
Government
or
U.S.
Government
agency
securities,
which
ensure
the
timely
payment
of
principal
and
interest.
(6)
Investment,
or
portion
of
investment,
has
been
pledged
to
collateralize
the
net
payment
obligations
for
investments
in
inverse
floating
rate
transactions.
(7)
Step-up
coupon
bond,
a
bond
with
a
coupon
that
increases
("steps
up"),
usually
at
regular
intervals,
while
the
bond
is
outstanding.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
AMT
Alternative
Minimum
Tax
ETM
Escrowed
to
maturity
IF
Inverse
floating
rate
security
issued
by
a
tender
option
bond
(“TOB”)
trust,
the
interest
rate
on
which
varies
inversely
with
the
Securities
Industry
Financial
Markets
Association
(SIFMA)
short-term
rate,
which
resets
weekly,
or
a
similar
short-term
rate,
and
is
reduced
by
the
expenses
related
to
the
TOB
trust.
UB
Underlying
bond
of
an
inverse
floating
rate
trust
reflected
as
a
financing
transaction.
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.