Nuveen Managed Accounts Portfolios Trust NPORT-P Municipal Total Return Managed Accounts Portfolio (Oct 2022 report)

1

Municipal

Total

Return

Managed

Accounts

Portfolio

Portfolio

of

Investments

October

31,

2022

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

95.8%  

X

1,241,067,019

MUNICIPAL

BONDS

-

95.8%

X

1,241,067,019

Alabama

-

1.1%

$

800

Birmingham

Airport

Authority,

Alabama,

Airport

Revenue

Bonds,

Series

2020,

5.000%,

7/01/34

-

BAM

Insured

7/30

at

100.00

AA  

$

827,840

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  

1,283,475

3,970

Jefferson

County,

Alabama,

Sewer

Revenue

Warrants,

Subordinate

Lien

Series

2013D,

6.500%,

10/01/53

10/23

at

105.00

BBB  

4,247,424

1,920

Mobile

County

Board

of

School

Commissioners,

Alabama,

Special

Tax

Warrants,

School

Series

2022B,

5.000%,

3/01/41

-

BAM

Insured

3/32

at

100.00

N/R  

1,955,328

Tuscaloosa

County

Board

of

Education,

Alabama,

Special

Tax

School

Warrants,

Series

2017:

960

5.000%,

2/01/36,

(Pre-refunded

2/01/27)

2/27

at

100.00

AA-

(5)

1,024,752

795

5.000%,

2/01/37,

(Pre-refunded

2/01/27)

2/27

at

100.00

AA-

(5)

848,623

1,050

5.000%,

2/01/43,

(Pre-refunded

2/01/27)

2/27

at

100.00

AA-

(5)

1,120,822

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  

2,339,637

13,075

Total

Alabama

13,647,901

Alaska

-

1.1%

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)

1,154,186

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  

1,409,884

4,470

Alaska

Municipal

Bond

Bank,

General

Obligation

Bonds,

One

Series

2022,

5.000%,

12/01/40

(6)

12/31

at

100.00

N/R  

4,601,060

1,500

Alaska

Municipal

Bond

Bank,

General

Obligation

Bonds,

Three

Series

2015,

5.250%,

10/01/31

4/25

at

100.00

A+  

1,545,705

2,860

Anchorage,

Alaska,

Port

Revenue

Bonds,

Series

2020A,

5.000%,

12/01/50,

(AMT)

12/30

at

100.00

A  

2,728,812

2,310

Anchorage,

Alaska,

Solid

Waste

Services

Revenue

Bonds,

Refunding

Series

2022A,

5.500%,

11/01/41

,

(WI/DD,

Settling

11/15/22)

11/32

at

100.00

N/R  

2,499,027

13,640

Total

Alaska

13,938,674

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

1,018,770

1,000

5.000%,

7/01/37

7/24

at

100.00

AA

1,018,450

1,250

5.000%,

7/01/38

7/24

at

100.00

AA

1,272,250

1,700

Arizona

Industrial

Development

Authority

Education

Revenue

Bonds,

Pinecrest

Academy

of

Northern

Nevada

Project,

Series

2022A,

4.500%,

7/15/29,

144A

7/25

at

100.00

N/R  

1,597,456

100

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2017D,

5.000%,

7/01/37,

144A

7/27

at

100.00

BB  

95,488

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

2

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

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  

$

881,190

100

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+  

94,688

Arizona

Industrial

Development

Authority,

Education

Facility

Revenue

Bonds,

Leman

Academy

of

Excellence

Projects,

Series

2022A:

500

4.000%,

7/01/28

No

Opt.

Call

N/R

482,260

500

4.000%,

7/01/29

No

Opt.

Call

N/R

477,425

1,405

4.000%,

7/01/30

7/29

at

100.00

N/R

1,326,278

1,000

Florence

Town

Inc.,

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Legacy

Traditional

School

Project

-

Queen

Creek

and

Casa

Grande

Campuses,

Series

2013,

6.000%,

7/01/43,

(Pre-refunded

7/01/23),

144A

7/23

at

100.00

BB+  (5)

1,017,460

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

N/R  

241,682

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

3,491,538

1,000

5.000%,

7/01/45

7/25

at

100.00

A1

980,320

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-  

213,239

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  

412,091

Yavapai

County

Industrial

Development

Authority,  Arizona,

Education

Revenue

Bonds,

Arizona

Agribusiness

and

Equine

Center

Inc

Project,

Refunding

Series

2015A:

90

3.900%,

9/01/24,

144A

No

Opt.

Call

BB+

87,885

1,500

5.000%,

9/01/34,

144A

3/25

at

100.00

BB+

1,410,405

16,580

Total

Arizona

16,118,875

Arkansas

-

0.4%

635

Boone

County,

Arkansas,

Hospital

Revenue

Bonds,

North

Arkansas

Regional

Medical

Center,

Refunding

Series

2022,

4.000%,

5/01/23

No

Opt.

Call

N/R  

632,174

Boone

County,

Arkansas,

Hospital

Revenue

Refunding

Bonds,

North

Arkansas

Regional

Medical

Center

Project,

Refunding

Series

2021:

1,035

4.000%,

5/01/26

No

Opt.

Call

N/R

990,681

1,080

4.000%,

5/01/27

No

Opt.

Call

N/R

1,015,762

2,500

University

of

Arkansas,

Various

Facilities

Revenue

Bonds,

UAMS

Campus,

Series

2022A,

5.000%,

4/01/39

4/32

at

100.00

N/R  

2,627,375

5,250

Total

Arkansas

5,265,992

California

-

7.3%

6,000

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2021B-1,

4.000%,

2/01/52,

(Mandatory

Put

8/01/31)

5/31

at

100.63

A1  

5,601,240

100

California

Educational

Facilities

Authority,

Revenue

Bonds,

Loma

Linda

University

Series

2017A,

5.000%,

4/01/35

4/27

at

100.00

A  

103,778

3

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

655

California

Educational

Facilities

Authority,

Revenue

Bonds,

Stanford

University,

Series

2013-U3,

5.000%,

6/01/43

(6)

No

Opt.

Call

AAA  

$

702,153

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+  

1,087,356

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+  

201,257

5,000

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Kaiser

Permanente

System,

Series

2017A-2,

4.000%,

11/01/38,

(UB)

11/27

at

100.00

AA-  

4,569,600

60

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

Albert

Einstein

Academies

Project,

Series

2013A,

6.000%,

8/01/23,

(ETM)

No

Opt.

Call

BB  (5)

61,159

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  

96,845

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  

1,105,424

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Partnerships

to

Uplift

Communities

Project,

Series

2012A:

1,340

5.000%,

8/01/32

12/22

at

100.00

BB

1,242,046

850

5.250%,

8/01/42

12/22

at

100.00

BB

746,376

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-  

742,446

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-  

702,824

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

1,029,720

3,015

5.000%,

7/01/33

7/27

at

100.00

Baa2

3,053,110

1,750

4.000%,

7/01/42

7/27

at

100.00

Baa2

1,447,005

6,000

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A,

5.000%,

12/31/38,

(AMT)

6/28

at

100.00

BBB-  

5,844,420

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+  

878,439

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

N/R  

1,845,861

355

California

Public

Finance

Authority,

Revenue

Bonds,

Henry

Mayo

Newhall

Hospital,

Series

2021A,

4.000%,

10/15/24

No

Opt.

Call

N/R  

353,683

650

California

School

Finance

Authority

School

Facility

Revenue

Bonds,

KIPP

LA

Projects,

Series

2015A,

3.625%,

7/01/25,

144A

No

Opt.

Call

BBB  

638,118

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  

1,001,560

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

4

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2016:

$

25

5.000%,

8/01/24,

(ETM),

144A

No

Opt.

Call

N/R

(5)

$

25,738

305

5.000%,

8/01/24,

144A

No

Opt.

Call

BBB

309,538

35

5.000%,

8/01/25,

(ETM),

144A

No

Opt.

Call

N/R

(5)

36,578

325

5.000%,

8/01/25,

144A

No

Opt.

Call

BBB

332,180

725

5.000%,

8/01/26,

144A

8/25

at

100.00

BBB

739,369

65

5.000%,

8/01/26,

(Pre-refunded

8/01/25),

144A

8/25

at

100.00

N/R

(5)

67,931

25

5.000%,

8/01/27,

(Pre-refunded

8/01/25),

144A

8/25

at

100.00

N/R

(5)

26,127

225

5.000%,

8/01/27,

144A

8/25

at

100.00

BBB

229,068

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  

980,240

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-  

1,477,783

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  

688,471

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

306,522

325

5.000%,

6/01/37,

144A

6/27

at

100.00

N/R

299,932

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  

78,049

1,075

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

KIPP

LA

Projects,

Series

2014A,

5.000%,

7/01/34,

144A

7/24

at

100.00

BBB  

1,071,356

300

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

KIPP

LA

Projects,

Series

2017A,

5.000%,

7/01/25,

144A

No

Opt.

Call

BBB  

304,557

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-

838,571

830

5.000%,

10/01/32

10/26

at

100.00

A-

841,952

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A:

3,900

5.000%,

12/01/36,

144A

6/26

at

100.00

BB

3,676,569

280

5.000%,

12/01/46,

144A

6/26

at

100.00

BB

245,073

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  

159,616

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  

1,002,390

750

California

Statewide

Community

Development

Authority,

Health

Revenue

Bonds,

Enloe

Medical

Center,

Refunding

Series

2022A,

5.125%,

8/15/47

-

AGM

Insured

,

(WI/DD,

Settling

11/09/22)

8/32

at

100.00

N/R  

733,260

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  

4,246,600

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  

681,705

5

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

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  

$

1,131,750

50

Long

Beach

Bond

Finance

Authority,

California,

Natural

Gas

Purchase

Revenue

Bonds,

Series

2007A,

5.000%,

11/15/35

No

Opt.

Call

AA-  

49,981

1,145

Long

Beach,

California,

Airport

Revenue

Bonds,

Senior

Refunding

Series

2022C,

5.250%,

6/01/47

-

AGM

Insured,

(AMT)

6/32

at

100.00

N/R  

1,142,275

1,400

Long

Beach,

California,

Harbor

Revenue

Bonds,

Series

2017,

5.000%,

5/15/29,

(AMT)

5/27

at

100.00

AA  

1,470,182

Long

Beach,

California,

Marina

Revenue

Bonds,

Alamitos

Bay

Marina

Project,

Series

2015:

320

5.000%,

5/15/24

No

Opt.

Call

BBB

325,216

745

5.000%,

5/15/26

5/25

at

100.00

BBB

758,425

2,220

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

Subordinate

Series

2022I,

5.000%,

5/15/48

11/31

at

100.00

N/R  

2,286,911

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  

763,035

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

2,218,040

500

5.000%,

5/15/34,

(AMT)

5/26

at

100.00

Aa3

502,650

2,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2017A,

5.000%,

5/15/34,

(AMT)

5/27

at

100.00

Aa3  

2,020,600

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  

1,149,846

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  

376,848

1,000

North

Lake

Tahoe

Public

Financing

Authority,

California,

Lease

Revenue

Bonds,

Health

&

Human

Services

Center

Series

2022,

5.500%,

12/01/47

12/29

at

103.00

N/R  

1,087,850

2,010

Northern

Inyo

County

Local

Hospital

District,

Inyo

County,

California,

Revenue

Bonds,

Series

2013,

5.000%,

12/01/29,

(Pre-refunded

12/01/23)

12/23

at

100.00

B+  (5)

2,045,818

Ontario

International

Airport

Authority,

California,

Revenue

Bonds,

Series

2021B:

500

4.000%,

5/15/37

-

AGM

Insured,

(AMT)

5/31

at

100.00

AA

442,300

475

4.000%,

5/15/38

-

AGM

Insured,

(AMT)

5/31

at

100.00

AA

415,715

845

4.000%,

5/15/39

-

AGM

Insured,

(AMT)

5/31

at

100.00

AA

732,184

1,215

Sacramento

Area

Flood

Control

Agency,

California,

Special

Assessment

Bonds,

Natomas

Basin

Local

Assessment

District,

Series

2014,

5.000%,

10/01/32

-

BAM

Insured

10/24

at

100.00

AA  

1,236,165

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

4

North

Natomas,

Refunding

Series

2015F:

615

5.000%,

9/01/26

9/25

at

100.00

BBB+

631,980

1,290

5.000%,

9/01/27

9/25

at

100.00

BBB+

1,325,024

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  

299,269

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

6

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

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+

$

1,000,420

500

5.000%,

7/01/35,

(AMT)

7/27

at

100.00

A+

497,980

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+

2,019,280

1,000

5.000%,

7/01/35,

(AMT)

7/29

at

100.00

A+

992,270

1,000

5.000%,

7/01/36,

(AMT)

7/29

at

100.00

A+

991,080

10,000

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2019A,

5.000%,

5/01/49,

(AMT),

(UB)

(6)

5/29

at

100.00

A1  

9,606,700

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  

1,327,693

Upland,

California,

Certificates

of

Participation,

San

Antonio

Regional

Hospital,

Series

2017:

585

5.000%,

1/01/25

No

Opt.

Call

BBB

596,501

1,110

5.000%,

1/01/26

No

Opt.

Call

BBB

1,139,781

530

5.000%,

1/01/28

No

Opt.

Call

BBB

546,483

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  

1,049,280

96,660

Total

California

94,633,127

Colorado

-

4.6%

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  

658,278

1,000

Aerotropolis

Regional

Transportation

Authority,

Colorado,

Special

Revenue

Bonds,

Series

2021,

4.375%,

12/01/52

12/26

at

103.00

N/R  

713,650

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  

1,282,535

4,275

Boulder

Valley

School

District

RE2,

Boulder

County,

Colorado,

General

Obligation

Bonds,

Series

2019A,

5.250%,

12/01/32

6/29

at

100.00

AA+  

4,665,778

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  

441,152

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

1,039,370

1,330

5.000%,

6/15/35

6/26

at

100.00

Aa2

1,371,017

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  

468,400

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Littleton

Preparatory

Charter

School,

Series

2013:

450

5.000%,

12/01/33

12/22

at

100.00

BB+

435,114

845

5.000%,

12/01/42

12/22

at

100.00

BB+

758,911

1,670

Colorado

Educational

and

Cultural

Facilities

Authority,

Revenue

Bonds,

Pinnacle

Charter

School,

Refunding

&

Improvement

Series

2021A,

4.000%,

12/01/41

12/30

at

100.00

A+  

1,463,738

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-  

728,992

7

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

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+

$

2,020,998

3,000

5.000%,

8/01/32

8/29

at

100.00

BBB+

3,059,430

3,500

5.000%,

8/01/33

8/29

at

100.00

BBB+

3,555,930

520

4.000%,

8/01/37

8/29

at

100.00

BBB+

452,535

575

4.000%,

8/01/38

8/29

at

100.00

BBB+

491,999

400

4.000%,

8/01/44

8/29

at

100.00

BBB+

323,008

550

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2,

5.000%,

8/01/44

8/29

at

100.00

BBB+  

525,250

750

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-1,

4.000%,

8/01/39

8/29

at

100.00

BBB+  

634,830

1,155

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2022A,

5.250%,

11/01/36

11/32

at

100.00

N/R  

1,190,355

1,635

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Craig

Hospital

Project,

Series

2012,

5.000%,

12/01/28

12/22

at

100.00

A+  

1,637,191

1,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Sisters

of

Charity

of

Leavenworth

Health

Services

Corporation,

Tender

Option

Bond

Trust

2015-XF2196.

Formerly

Tender

Option

Bond

Trust

3367,

13.170%,

1/01/35,

144A,

(IF)

(6)

1/24

at

100.00

AA-  

1,099,550

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  

848,313

630

Colorado

State,

Building

Excellent

Schools

Today,

Certificates

of

Participation,

Series

2020R,

4.000%,

3/15/41

3/30

at

100.00

Aa2  

564,776

2,500

Colorado

State,

Building

Excellent

Schools

Today,

Certificates

of

Participation,

Series

2021S,

4.000%,

3/15/46

3/31

at

100.00

N/R  

2,144,025

1,750

Colorado

State,

Certificates

of

Participation,

Rural

Series

2020A,

4.000%,

12/15/34

12/30

at

100.00

N/R  

1,667,663

1,665

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022A,

5.500%,

11/15/35,

(AMT)

11/32

at

100.00

N/R  

1,753,711

Denver

Convention

Center

Hotel

Authority,

Colorado,

Revenue

Bonds,

Convention

Center

Hotel,

Refunding

Senior

Lien

Series

2016:

250

5.000%,

12/01/26

No

Opt.

Call

Baa2

256,462

1,240

5.000%,

12/01/28

12/26

at

100.00

Baa2

1,267,082

500

5.000%,

12/01/36

12/26

at

100.00

Baa2

493,380

3,000

Falcon

Area

Water

and

Wastewater

Authority

(El

Paso

County,

Colorado),

Tap

Fee

Revenue

Bonds,

Series

2022A,

6.750%,

12/01/34,

144A

9/27

at

103.00

N/R  

2,768,070

300

Fiddler's

Business

Improvement

District,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Greenwood

Village

Project,

Series

2022,

5.550%,

12/01/47

12/27

at

103.00

N/R  

284,319

500

Grandview

Reserve

Metropolitan

District,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Senior

Bonds,

Series

2022A

and

Limited

Tax

General

Obligation

Subordinate

Bonds,

Series

2022B(3),

6.250%,

12/01/52

9/27

at

103.00

N/R  

435,280

500

Hogback

Metropolitan

District,

Jefferson

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2021A,

5.000%,

12/01/51,

144A

12/26

at

103.00

N/R  

396,895

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

1,333,062

1,665

5.500%,

12/01/36

12/27

at

100.00

AA

1,789,942

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

8

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

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

N/R  

$

531,012

1,300

Northern

Colorado

Water

Conservancy

District,

Certificates

of

Participation,

Series

2022,

5.250%,

7/01/52

7/31

at

100.00

N/R  

1,356,511

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  

1,167,347

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-  

1,170,978

5,000

State

of

Colorado,

Rural

Colorado,

Certificates

of

Participation,

Series

2022,

6.000%,

12/15/40

12/32

at

100.00

N/R  

5,726,250

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  

891,400

1,250

Village

Metropolitan

District

In

the

Town

of

Avon,

Eagle

County,

Colorado,

Special

Revenue

and

Limited

Property

Tax

Bonds,

Refunding

&

Improvement

Series

2020,

5.000%,

12/01/40

12/25

at

103.00

N/R  

1,122,688

1,085

Weld

County

School

District

RE8,

Colorado,

General

Obligation

Bonds,

Series

2017,

5.000%,

12/01/31

12/26

at

100.00

Aa2  

1,145,445

1,000

West

Globeville

Metropolitan

District

1,

Denver,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2022,

6.750%,

12/01/52

12/29

at

103.00

N/R  

869,510

59,645

Total

Colorado

59,002,132

Connecticut

-

0.8%

1,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Avon

Old

Farms

School,

Series

2021D-1,

4.000%,

7/01/46

7/31

at

100.00

N/R  

836,330

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

509,525

410

5.000%,

7/01/37

7/27

at

100.00

A

417,023

1,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Sacred

Heart

University,

Series

L,

5.000%,

7/01/33

7/32

at

100.00

N/R  

1,047,280

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

1,480,755

6,465

5.000%,

4/01/39,

144A

4/27

at

100.00

N/R

6,014,325

10,875

Total

Connecticut

10,305,238

Delaware

-

0.1%

460

Delaware

Economic

Development

Authority,

Delaware,

Delaware,

First

State

Montessori

Academy,

Inc.

Project,

Series

2019A,

4.000%,

8/01/29

No

Opt.

Call

BBB-  

433,141

340

Delaware

Economic

Development

Authority,

Delaware,

Revenue

Bonds,

ASPIRA

of

Delaware

Charter

Operations

Inc.

DBA

Las

Americas

ASPIRA

Academy

Project,

Series

2022A,

4.000%,

6/01/42

6/32

at

100.00

N/R  

262,592

235

Delaware

Economic

Development

Authority,

Revenue

Bonds,

Newark

Charter

School,

Refunding

Series

2016A,

2.800%,

9/01/26

No

Opt.

Call

BBB+  

219,292

540

Delaware

Economic

Development

Authority,

Revenue

Bonds,

Newark

Charter

School,

Series

2021,

4.000%,

9/01/41

9/31

at

100.00

N/R  

456,824

1,575

Total

Delaware

1,371,849

9

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

District

of

Columbia

-

2.0%

$

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+  

$

2,061,880

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  

2,104,540

1,000

District

of

Columbia,

General

Obligation

Bonds,

Series

2016A,

5.000%,

6/01/41

6/26

at

100.00

Aaa  

1,034,950

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  

1,033,040

5,000

District

of

Columbia,

Revenue

Bonds,

Georgetown

University,

Refunding

Series

2017,

5.000%,

4/01/33

4/27

at

100.00

A-  

5,109,700

District

of

Columbia,

Washington,

D.C.,

Revenue

Bonds,

Association

of

American

Medical

Colleges,

Series

2011A:

1,000

5.000%,

10/01/28,

(Pre-refunded

10/01/23)

10/23

at

100.00

AA+

(5)

1,016,280

1,000

5.000%,

10/01/29,

(Pre-refunded

10/01/23)

10/23

at

100.00

AA+

(5)

1,016,280

575

5.000%,

10/01/30,

(Pre-refunded

10/01/23)

10/23

at

100.00

AA+

(5)

584,361

2,000

District

of

Columbia,

Washington,

D.C.,

Revenue

Bonds,

KIPP

DC

Issue,

Refunding

Series

2017A,

5.000%,

7/01/37

1/28

at

100.00

BBB+  

2,012,840

2,000

District

of

Columbia,

Washington,

D.C.,

Revenue

Bonds,

KIPP

DC

Issue,

Refunding

Series

2017B,

5.000%,

7/01/37

1/28

at

100.00

BBB+  

2,012,840

District

of

Columbia,

Washington,

D.C.,

Revenue

Bonds,

KIPP

DC

Issue,

Series

2019:

250

5.000%,

7/01/28

No

Opt.

Call

BBB+

258,190

250

5.000%,

7/01/29

No

Opt.

Call

BBB+

259,318

1,325

4.000%,

7/01/39

7/29

at

100.00

N/R

1,147,185

7,000

Metropolitan

Washington

Airports

Authority,

Virginia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

Improvement

Projects,

Refunding

Second

Senior

Lien

Series

2022A,

4.000%,

10/01/52

-

AGM

Insured

10/31

at

100.00

A1  

5,739,860

26,400

Total

District

of

Columbia

25,391,264

Florida

-

10.1%

Alachua

County

Health

Facilities

Authority,

Florida,

Continuing

Care

Retirement

Community

Revenue

Bonds,

Oak

Hammock

at

the

University

of

Florida,

Inc.

Project,

Series

2021:

325

4.000%,

10/01/30

10/27

at

103.00

N/R

297,570

800

4.000%,

10/01/40

10/27

at

103.00

N/R

643,136

Babcock

Ranch

Community

Independent

Special

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

2022

Project

Series

2022:

530

4.250%,

5/01/32

No

Opt.

Call

N/R

497,145

1,000

5.000%,

5/01/42

5/32

at

100.00

N/R

923,710

1,495

Bay

County

School

Board,

Florida,

Certificates

of

Participation,

Series

2022A,

5.500%,

7/01/42

7/32

at

100.00

N/R  

1,568,599

740

Bay

County,

Florida,

Educational

Facilities

Revenue

Refunding

Bonds,

Bay

Haven

Charter

Academy,

Inc.

Project,

Series

2013A,

5.000%,

9/01/33

9/23

at

100.00

BBB  

742,242

2,000

Brevard

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Health

First

Obligated

Group,

Series

2022A,

5.000%,

4/01/47

4/32

at

100.00

N/R  

1,927,000

5,000

Brevard

County

School

Board,

Florida,

Certificates

of

Participation,

Refunding

Series

2017A,

5.000%,

7/01/31

7/27

at

100.00

Aa3  

5,241,450

1,930

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2017,

5.000%,

10/01/35,

(AMT)

10/27

at

100.00

A1  

1,915,390

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

10

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2019A:

$

2,750

5.000%,

10/01/37,

(AMT)

10/29

at

100.00

A1

$

2,713,948

1,750

5.000%,

10/01/39,

(AMT)

10/29

at

100.00

A1

1,719,620

1,000

Broward

County,

Florida,

Port

Facilities

Revenue

Bonds,

Series

2022,

5.250%,

9/01/47,

(AMT)

9/32

at

100.00

N/R  

1,010,870

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  

1,406,632

Charlotte

County

Industrial

Development

Authority,

Florida,

Utility

System

Revenue

Bonds,

Town

&

Country

Utilities

Project,

Series

2021A:

250

4.000%,

10/01/41,

(AMT),

144A

10/31

at

100.00

N/R

185,995

110

4.000%,

10/01/51,

(AMT),

144A

10/31

at

100.00

N/R

73,869

3,035

City

of

Miami

Beach,

Florida,

Stormwater

Revenue

Bonds,

Series

2015,

5.000%,

9/01/41

9/25

at

100.00

AA-  

3,131,695

Cocoa,

Florida,

Water

and

Sewer

System

Revenue

Bonds,

Refunding

Series

2018C:

1,225

5.000%,

10/01/36

10/28

at

100.00

AA

1,311,705

1,315

5.000%,

10/01/37

10/28

at

100.00

AA

1,402,395

1,000

5.000%,

10/01/38

10/28

at

100.00

AA

1,063,580

1,190

Daytona

Beach

Florida

Housing

Authority,

Multi-family

Housing

Revenue

Bonds,

WM

At

The

River

LP,

Series

2021

B,

1.250%,

12/01/25,

(Mandatory

Put

12/01/24)

12/24

at

100.00

N/R  

1,113,138

Deerfield

Beach,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2018:

2,865

5.000%,

12/01/37

12/28

at

100.00

AA

3,026,672

1,200

5.000%,

12/01/38

12/28

at

100.00

AA

1,265,544

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

2,255,131

2,295

4.000%,

7/01/38

7/29

at

100.00

A1

2,051,730

235

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Downtown

Doral

Charter

Elementary

School

Project,

Series

2014A,

5.750%,

7/01/24

No

Opt.

Call

N/R  

235,559

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

173,274

385

5.750%,

7/01/47,

144A

7/27

at

101.00

N/R

357,723

1,700

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Imagine

School

at

Broward

Project,

Series

2021A,

4.000%,

12/15/51,

144A

12/29

at

100.00

N/R  

1,277,023

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  

172,572

2,000

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Brightline

Passenger

Rail

Project,

Green

Series

2019B,

7.375%,

1/01/49,

(AMT),

144A

1/24

at

107.00

N/R  

1,693,600

4,525

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A,

6.500%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/29),

144A

12/22

at

103.00

N/R  

3,986,978

11

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

750

Florida

Development

Finance

Corporation,

Healthcare

Facilities

Revenue

Bonds,

UF

Health

-

Jacksonville

Project,

Series

2022A,

4.000%,

2/01/41

-

AGM

Insured

2/32

at

100.00

N/R  

$

651,450

1,760

Florida

Development

Finance

Corporation,

Revenue

Bonds,

Brightline

Florida

Passenger

Rail

Expansion

Project,

Series

2021A-1,

2.900%,

12/01/56,

(AMT),

(Mandatory

Put

4/04/23)

12/22

at

100.00

Aaa  

1,746,061

5,000

Florida

Development

Finance

Corporation,

Revenue

Bonds,

Brightline

Passenger

Rail

Expansion

Project,

Series

2022A,

7.250%,

7/01/57,

(AMT),

(Mandatory

Put

10/03/23),

144A

12/22

at

102.00

N/R  

4,894,550

1,000

Florida

Gulf

Coast

University

Financing

Corporation,

Capital

Improvement

Revenue

Bonds,

Refunding

Housing

Project,

Series

2019A,

3.000%,

2/01/39

2/30

at

100.00

A+  

706,420

1,000

Florida

Gulf

Coast

University

Financing

Corporation,

Capital

Improvement

Revenue

Bonds,

Refunding

Housing

Project,

Series

2022A,

5.000%,

2/01/40

,

(WI/DD,

Settling

11/03/22)

8/32

at

100.00

N/R  

1,000,630

2,000

Florida

Mid-Bay

Bridge

Authority,

Revenue

Bonds,

1st

Senior

Lien

Series

2015A,

5.000%,

10/01/35

10/25

at

100.00

N/R  

2,003,120

760

Fort

Lauderdale,

Florida,

Special

Assessment

Bonds,

Las

Olas

Isles

Undergrounding

Project,

Series

2022,

4.000%,

7/01/42,

144A

7/32

at

100.00

N/R  

619,894

1,570

Greater

Orlando

Aviation

Authority,

Florida,

Airport

Facilities

Revenue

Bonds,

Series

2022A,

4.000%,

10/01/38,

(AMT)

10/31

at

100.00

N/R  

1,410,362

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

1,024,776

400

5.000%,

10/01/34,

(AMT)

10/27

at

100.00

A1

401,112

4,000

Hernando

County,

Florida,

Non-Ad

Valorem

Revenue

Bonds,

Series

2022,

5.250%,

6/01/47

,

(WI/DD,

Settling

11/03/22)

6/32

at

100.00

N/R  

4,119,080

2,500

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Alternative

Minimum

Tax

Refunding

Subordinate

Lien

Series

2022A,

4.000%,

10/01/37,

(AMT)

10/31

at

100.00

N/R  

2,267,175

715

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Series

2018E,

5.000%,

10/01/35,

(AMT)

10/28

at

100.00

Aa3  

717,502

3,000

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Subordinate

Refunding

Series

2013A,

5.500%,

10/01/28,

(Pre-refunded

10/01/23),

(AMT)

10/23

at

100.00

A1  (5)

3,059,520

2,000

Hillsborough

County

Industrial

Development

Authority,

Florida,

Hospital

Revenue

Bonds,

Florida

Health

Sciences

Center

Inc

D/B/A

Tampa

General

Hospital,

Series

2020A,

4.000%,

8/01/45

2/31

at

100.00

A  

1,586,600

2,860

Hollywood

Beach

Community

Development

District

1,

Florida,

Revenue

Bonds,

Public

Parking

Facility

Project,

Refunding

Series

2020,

5.000%,

10/01/35

10/30

at

100.00

N/R  

2,884,024

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  

889,998

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  

1,707,569

725

Jacksonville,

Florida,

Health

Care

Facilities

Revenue

Bonds,

Brooks

Rehabilitation,

Series

2020,

4.000%,

11/01/39

11/29

at

100.00

A  

632,809

400

Lake

Worth

Beach,

Florida,

Consolidated

Utility

Revenue

Bonds,

Series

2022,

5.000%,

10/01/36

-

BAM

Insured

10/32

at

100.00

N/R  

424,136

800

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2012A,

5.000%,

6/15/24,

144A

12/22

at

100.00

BB-  

799,960

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

12

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-

$

1,123,220

605

5.000%,

10/01/26,

(AMT)

No

Opt.

Call

AA-

618,365

1,155

Marco

Island,

Florida,

Utility

System

Revenue

Bonds,

Refunding

Series

2016,

3.000%,

10/01/33

10/26

at

100.00

Aa3  

1,006,017

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-

862,563

250

5.000%,

11/15/26

11/24

at

100.00

A-

253,223

375

5.000%,

11/15/27

11/24

at

100.00

A-

379,346

500

5.000%,

11/15/28

11/24

at

100.00

A-

505,115

4,000

5.000%,

11/15/44

11/24

at

100.00

N/R

3,828,920

Miami

Dade

County,

Florida,

Rickenbacker

Causeway

Revenue

Bonds,

Series

2014:

900

5.000%,

10/01/27

10/24

at

100.00

A-

912,816

920

5.000%,

10/01/28

10/24

at

100.00

A-

932,604

500

5.000%,

10/01/30

10/24

at

100.00

A-

506,020

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)

1,807,722

1,145

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2014A,

5.000%,

10/01/28,

(AMT)

10/24

at

100.00

A2  

1,156,278

1,000

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

10/01/41

10/26

at

100.00

A  

994,790

4,000

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2018A,

5.000%,

10/01/38,

(AMT)

10/28

at

100.00

A  

3,880,640

Monroe

County,

Florida,

Airport

Revenue

Bonds,

Key

West

International

Airport,

Series

2022:

1,430

5.000%,

10/01/39,

(AMT)

10/32

at

100.00

N/R

1,377,061

1,575

5.000%,

10/01/41,

(AMT)

10/32

at

100.00

N/R

1,498,581

500

Orange

County

Health

Facilities

Authority,

Florida,

Revenue

Bonds,

Presbyterian

Retirement

Communities

Project,

Series

2014,

5.000%,

8/01/24

No

Opt.

Call

N/R  

507,100

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  

1,043,850

Osceola

County,

Florida,

Transportation

Revenue

Bonds,

Osceola

Parkway,

Refunding

&

Improvement

Series

2019A-1:

745

5.000%,

10/01/29

No

Opt.

Call

N/R

753,627

400

5.000%,

10/01/35

10/29

at

100.00

BBB+

391,176

250

5.000%,

10/01/36

10/29

at

100.00

BBB+

243,423

250

5.000%,

10/01/38

10/29

at

100.00

BBB+

240,400

250

5.000%,

10/01/39

10/29

at

100.00

BBB+

239,102

Palm

Beach

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Jupiter

Medical

Center,

Series

2022:

620

5.000%,

11/01/34

11/32

at

100.00

N/R

610,483

750

5.000%,

11/01/36

11/32

at

100.00

N/R

733,042

1,520

5.000%,

11/01/47

11/32

at

100.00

N/R

1,392,533

2,175

5.000%,

11/01/52

11/32

at

100.00

N/R

1,979,337

2,000

Palm

Beach

County

Health

Facilities

Authority,

Florida,

Revenue

Bonds,

Lifespace

Community

Inc.,

Series

2018B,

5.000%,

5/15/33

5/27

at

100.00

N/R  

1,870,620

13

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

425

Palm

Beach

County

School

Board,

Florida,

Certificates

of

Participation,

Series

2015C,

5.000%,

8/01/30

8/25

at

100.00

Aa3  

$

440,083

505

Pinellas

County

School

Board,

Florida,

Certificates

of

Participation,

Master

Lease

Program,

Series

2017A,

5.000%,

7/01/37

7/27

at

100.00

Aa3  

526,781

Pompano

Beach,

Florida,

Revenue

Bonds,

John

Knox

Village

Project,

Series

2015:

225

5.000%,

9/01/24

No

Opt.

Call

N/R

224,750

410

5.000%,

9/01/35

9/24

at

100.00

N/R

393,826

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  

900,422

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

239,131

280

4.000%,

6/15/31,

144A

No

Opt.

Call

Ba1

248,799

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

65,588

2,000

4.000%,

5/01/33

5/26

at

100.00

AA

1,907,740

500

Tallahassee,

Florida,

Consolidated

Utility

Systems

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

10/01/35,

(Pre-refunded

10/01/23)

10/23

at

100.00

AA+  (5)

507,690

1,425

Tampa

Bay,

Florida,

Regional

Water

Supply

Authority,

Utility

System

Revenue

Bonds,

Sustainability

Series

2022,

5.250%,

10/01/47

10/32

at

100.00

N/R  

1,511,170

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+  

1,373,771

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+  

443,938

5,000

Tampa,

Florida,

Water

and

Wastewater

Systems

Revenue

Bonds,

Green

Series

2022A,

5.250%,

10/01/57

10/32

at

100.00

N/R  

5,320,050

15

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-2,

0.000%,

5/01/40

(7)

12/22

at

100.00

N/R  

13,064

15

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-3,

6.610%,

5/01/40

(4)

12/22

at

100.00

N/R  

0

3,000

Village

Community

Development

District

14,

Florida,

Special

Assessment

Bonds,

Series

2022,

4.750%,

5/01/32,

144A

5/30

at

100.00

N/R  

2,946,690

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

N/R

804,150

1,000

5.000%,

10/01/41

-

BAM

Insured

10/31

at

100.00

N/R

1,039,870

1,250

5.000%,

10/01/46

-

BAM

Insured

10/31

at

100.00

N/R

1,276,887

134,890

Total

Florida

130,764,617

Georgia

-

0.8%

3,000

Atlanta,

Georgia,

Airport

General

Revenue

Bonds,

Series

2022B,

5.000%,

7/01/38,

(AMT)

7/32

at

100.00

N/R  

2,977,560

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

2,424,320

1,380

5.000%,

4/01/37

4/27

at

100.00

A

1,392,089

1,860

Georgia

Ports

Authority,

Revenue

Bonds,

Series

2022,

5.250%,

7/01/43

7/32

at

100.00

N/R  

1,978,519

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

14

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Georgia

(continued)

$

1,120

Private

Colleges

and

Universities

Authority,

Georgia,

Revenue

Bonds,

Savannah

College

of

Art

&

Design

Projects,

Series

2021,

4.000%,

4/01/39

4/31

at

100.00

N/R  

$

990,797

9,750

Total

Georgia

9,763,285

Guam

-

0.1%

1,000

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D,

5.000%,

11/15/33

11/25

at

100.00

BB

973,420

Hawaii

-

0.9%

200

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Mid-Pacific

Project,

Series

2020,

4.000%,

1/01/33

1/30

at

100.00

BBB+  

184,372

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  

1,605,904

2,000

Hawaii

State,

Airport

System

Revenue

Bonds,

Series

2015A,

5.000%,

7/01/41,

(AMT)

7/25

at

100.00

A+  

1,951,820

2,000

Honolulu

City

and

County,

Hawaii,

General

Obligation

Bonds,

Series

2015A,

5.000%,

10/01/37

10/25

at

100.00

Aa1  

2,063,240

3,840

Honolulu

City

and

County,

Hawaii,

General

Obligation

Bonds,

Series

2022B,

5.250%,

7/01/41

7/32

at

100.00

N/R  

4,197,965

Kauai

County,

Hawaii,

Special

Tax

Bonds,

Community

Facilities

District

2008-1

Kukuiula

Development

Project,

Series

2022:

440

4.000%,

5/15/29

No

Opt.

Call

N/R

412,443

470

4.000%,

5/15/30

No

Opt.

Call

N/R

435,192

375

5.000%,

5/15/31

No

Opt.

Call

N/R

369,364

250

5.000%,

5/15/32

No

Opt.

Call

N/R

244,252

11,175

Total

Hawaii

11,464,552

Idaho

-

1.0%

Boise

State

University,

Idaho,

General

Revenue

Bonds,

Series

2018A:

575

5.000%,

4/01/38

4/28

at

100.00

Aa3

597,638

600

5.000%,

4/01/39

4/28

at

100.00

Aa3

622,578

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

513,210

1,000

5.000%,

6/01/30

12/24

at

100.00

A3

1,025,210

2,090

5.000%,

6/01/31

12/24

at

100.00

A3

2,140,578

Canyon

County

School

District

139,

Idaho,

General

Obligation

Bonds,

Series

2019B:

1,000

5.000%,

9/15/37

3/29

at

100.00

Aaa

1,058,780

750

5.000%,

9/15/39

3/29

at

100.00

Aaa

791,138

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  

1,991,610

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-  

1,254,525

710

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Saint

Luke's

Health

System

Project,

Series

2021A,

4.000%,

3/01/39

3/32

at

100.00

N/R  

625,716

865

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Trinity

Health

Group,

Series

2015,

5.500%,

12/01/29

6/25

at

100.00

AA-  

899,747

15

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Idaho

(continued)

$

1,170

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Future

Public

School

Project,

Series

2022A,

4.000%,

5/01/32,

144A

5/29

at

103.00

N/R  

$

1,012,038

100

Idaho

State

University,

General

Revenue

Bonds,

Refunding

Series

2016,

5.000%,

4/01/23

No

Opt.

Call

A1  

100,692

13,610

Total

Idaho

12,633,460

Illinois

-

5.6%

Beford

Park

Village,

Illinois,

Hotel

and

Motel

Tax

Revenue

Bonds,

Refunding

Series

2015A:

920

4.000%,

12/01/22

No

Opt.

Call

Baa2

919,641

1,395

4.000%,

12/01/23

No

Opt.

Call

Baa2

1,392,406

2,155

Chicago

Park

District,

Illinois,

General

Obligation

Bonds,

Limited

Tax

Refunding

Series

2020A,

4.000%,

1/01/37

-

BAM

Insured

1/30

at

100.00

N/R  

1,876,639

633

Chicago,

Illinois,

Certificates

of

Participation,

Tax

Increment

Allocation

Revenue

Bonds,

Pullman

Park/Chicago

Redevelopment

Project,

Series

2013A,

7.125%,

3/15/33

11/22

at

100.00

N/R  

633,143

Chicago,

Illinois,

Midway

Airport

Revenue

Bonds,

Refunding

Second

Lien

Series

2014A:

2,000

5.000%,

1/01/27

1/24

at

100.00

A

2,012,380

3,000

5.000%,

1/01/30

1/24

at

100.00

A

3,008,460

Evanston,

Cook

County,

Illinois,

General

Obligation

Bonds,

Corporate

Purpose

Series

2019A:

725

5.000%,

12/01/38

12/29

at

100.00

AA+

757,966

760

5.000%,

12/01/39

12/29

at

100.00

AA+

791,464

795

5.000%,

12/01/40

12/29

at

100.00

AA+

825,154

770

5.000%,

12/01/41

12/29

at

100.00

AA+

795,795

Evanston,

Cook

County,

Illinois,

General

Obligation

Bonds,

Corporate

Purpose

Series

2019B:

930

5.000%,

12/01/38

12/29

at

100.00

AA+

972,287

975

5.000%,

12/01/39

12/29

at

100.00

AA+

1,015,365

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+  

6,695,977

100

Illinois

Finance

Authority

Revenue

Bonds,

OSF

Healthcare

System,

Refunding

Series

2018A,

5.000%,

5/15/25

No

Opt.

Call

A  

102,885

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+

871,491

750

5.000%,

10/01/35

10/30

at

100.00

BBB+

744,323

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+  

123,643

2,000

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Refunding

Series

2014,

4.000%,

8/01/38

8/24

at

100.00

N/R  

1,816,720

4,500

Illinois

Finance

Authority,

Revenue

Bonds,

Edward-Elmhurst

Healthcare,

Refunding

Series

2018A,

4.250%,

1/01/44,

(Pre-refunded

1/01/28)

1/28

at

100.00

A  (5)

4,673,025

Illinois

Finance

Authority,

Revenue

Bonds,

Edward-

Elmhurst

Healthcare,

Series

2017A:

100

5.000%,

1/01/23,

(ETM)

No

Opt.

Call

A

(5)

100,254

3,000

5.000%,

1/01/36,

(Pre-refunded

1/01/27)

1/27

at

100.00

A

(5)

3,162,960

590

Illinois

Finance

Authority,

Revenue

Bonds,

Lifespace

Community

Inc.,

Series

2015A,

5.000%,

5/15/27

5/25

at

100.00

N/R  

579,905

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

16

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

5,000

Illinois

Finance

Authority,

Revenue

Bonds,

Northwest

Community

Hospital,

Refunding

Series

2016A,

4.000%,

7/01/37,

(Pre-refunded

7/01/26)

7/26

at

100.00

AA-  (5)

$

5,112,000

1,000

Illinois

Finance

Authority,

Revenue

Bonds,

OSF

Healthcare

System,

Series

2015A,

4.000%,

11/15/33

11/25

at

100.00

A  

933,830

220

Illinois

Finance

Authority,

Revenue

Bonds,

Silver

Cross

Hospital

and

Medical

Centers,

Refunding

Series

2015C,

5.000%,

8/15/23

No

Opt.

Call

A3  

222,290

Illinois

Finance

Authority,

Revenue

Bonds,

Smith

Crossing,

Refunding

Series

2022:

725

4.000%,

10/15/30

4/29

at

103.00

N/R

648,331

6,000

4.000%,

10/15/37

4/29

at

103.00

N/R

4,862,040

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  

818,579

4,830

Knox

&

Warren

Counties

Community

Unit

School

District

205

Galesburg,

Illinois,

General

Obligation

Bonds,

Series

2019A,

5.500%,

12/01/37

12/27

at

100.00

AA-  

5,220,699

1,100

Lake

County

Consolidated

High

School

District

120

Mundelein,

Illinois,

General

Obligation

Bonds,

School

Series

2022A,

5.500%,

12/01/40

12/32

at

100.00

N/R  

1,157,255

600

Madison,

Bond

and

Montgomery

Counties

Community

Unit

School

District

05,

Highland,

Illinois,

General

Obligation

Bonds,

School

Series

2022B,

5.500%,

2/01/42

-

AGM

Insured

2/30

at

100.00

N/R  

632,352

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  

743,462

570

Mount

Prospect,

Cook

County,

Illinois,

General

Obligation

Bonds,

Series

2019B,

3.000%,

12/01/37

12/26

at

100.00

AA+  

477,632

1,250

Northern

Illinois

University,

Auxiliary

Facilities

System

Revenue

Bonds,

Refunding

Series

2020B,

4.000%,

4/01/35

-

BAM

Insured

4/30

at

100.00

N/R  

1,128,825

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

1,136,278

850

4.000%,

10/01/39

-

BAM

Insured

4/31

at

100.00

AA

736,007

400

4.000%,

10/01/41

-

BAM

Insured

4/31

at

100.00

AA

340,556

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  

1,000,970

150

Saint

Charles,

Illinois,

General

Obligation

Bonds,

Corporate

Purpose

Series

2013A,

4.000%,

12/01/32,

(Pre-refunded

12/01/22)

12/22

at

100.00

Aa1  (5)

150,102

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

651,565

140

5.000%,

2/01/34,

(Pre-refunded

2/01/28)

-

AGM

Insured

2/28

at

100.00

AA

(5)

150,661

University

of

Illinois,

Auxiliary

Facilities

System

Revenue

Bonds,

Series

2014A:

100

5.000%,

4/01/39

4/24

at

100.00

A+

100,537

6,000

5.000%,

4/01/44

4/24

at

100.00

N/R

6,028,980

50

University

of

Illinois,

UIC

South

Campus

Development

Project

Revenue

Bonds,

Series

2003,

5.000%,

1/15/23

-

NPFG

Insured

12/22

at

100.00

A+  

50,063

2,000

Will

County

School

District

114,

Manhattan,

Illinois,

General

Obligation

Bonds,

Series

2022,

5.500%,

1/01/43

-

BAM

Insured

1/33

at

100.00

N/R  

2,121,100

4,000

Will

County,

Illinois,

General

Obligation

Bonds,

Alternate

Revenue

Source

Series

2019,

4.000%,

11/15/47

11/29

at

100.00

AA+  

3,584,000

17

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

1,000

Wilmette,

Illinois,

General

Obligation

Bonds,

Series

2014,

4.000%,

12/01/43

12/22

at

100.00

Aaa  

$

911,180

73,938

Total

Illinois

72,791,177

Indiana

-

5.8%

2,500

Evansville,

Indiana,

Waterworks

District

Revenue

Bonds,

Series

2022A,

5.000%,

7/01/47

-

BAM

Insured

1/32

at

100.00

N/R  

2,557,575

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  

808,530

GCS

School

Building

Corporation

One,

Elkhart

County,

Indiana,

First

Mortgage

Bonds,

Series

2019:

655

5.000%,

1/15/29

No

Opt.

Call

AA+

708,546

685

5.000%,

1/15/30

7/29

at

100.00

AA+

740,608

720

5.000%,

1/15/31

7/29

at

100.00

AA+

774,893

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+

740,495

795

5.000%,

7/15/36

1/28

at

100.00

AA+

838,773

500

5.000%,

7/15/37

1/28

at

100.00

AA+

526,455

1,000

5.000%,

7/15/38

1/28

at

100.00

AA+

1,050,370

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-

568,988

425

5.000%,

2/01/27

2/24

at

100.00

A-

431,468

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-

1,146,277

1,350

5.000%,

2/01/35

8/29

at

100.00

A-

1,389,555

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  

2,446,281

4,000

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

DePauw

University

Project,

Series

2022A,

5.000%,

7/01/42

7/32

at

100.00

N/R  

3,962,760

3,725

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Rose

Hulman

Institute

Of

Technology

Project,

Series

2018,

5.000%,

6/01/40

12/28

at

100.00

A2  

3,800,953

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  

247,048

665

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Goshen

Health,

Series

2019A,

5.000%,

11/01/35

5/29

at

100.00

N/R  

671,510

850

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Parkview

Health,

Series

2018A,

4.000%,

11/01/48

11/28

at

100.00

AA-  

720,885

1,785

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Reid

Health

Series

2022,

5.000%,

1/01/42

-

AGM

Insured

1/32

at

100.00

N/R  

1,819,754

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  

2,961,336

3,025

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

Refunding

First

Lien

Series

2021-1,

4.000%,

10/01/40

-

BAM

Insured

10/31

at

100.00

N/R  

2,776,769

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+  

2,064,157

1,420

Indiana

Municipal

Power

Agency

Power

Supply

System

Revenue

Bonds,

Refunding

Series

2016C,

5.000%,

1/01/38

7/26

at

100.00

A+  

1,459,859

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

18

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

$

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)

$

1,013,040

670

Indiana

Municipal

Power

Agency,

Power

Supply

System

Revenue

Bonds,

Series

2017A,

5.000%,

1/01/42

1/28

at

100.00

A+  

691,005

3,000

Indiana

Municipal

Power

Agency,

Power

Supply

System

Revenue

Bonds,

Series

2022A,

5.500%,

1/01/47

1/32

at

100.00

N/R  

3,188,970

1,625

Ivy

Tech

Community

College,

Indiana,

Student

Fee

Revenue

Bonds,

Series

2018V,

5.000%,

7/01/36

7/28

at

100.00

AA  

1,688,944

Lake

Ridge

Multi-School

Building

Corporation,

Lake

County,

Indiana,

First

Mortgage

Bonds,

Ad

Valorem

Property

Tax

Series

2022:

2,960

5.500%,

7/15/36

,

(WI/DD,

Settling

11/02/22)

7/32

at

100.00

N/R

3,236,257

3,500

5.500%,

7/15/38

,

(WI/DD,

Settling

11/02/22)

7/32

at

100.00

N/R

3,792,775

1,280

5.500%,

7/15/40

,

(WI/DD,

Settling

11/02/22)

7/32

at

100.00

N/R

1,371,238

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+

2,491,280

2,480

5.000%,

7/15/36

7/26

at

100.00

AA+

2,599,660

Plymouth

Multi-School

Building

Corporation,

Indiana,

First

Mortgage

Bonds,

Series

2018:

1,655

5.000%,

1/15/34

7/28

at

100.00

AA+

1,753,357

3,655

5.000%,

7/15/36

7/28

at

100.00

AA+

3,841,076

Richmond

Hospital

Authority,

Indiana,

Revenue

Bonds,

Reid

Hospital

Project,  Refunding

Series

2015A:

500

5.000%,

1/01/28

1/25

at

100.00

A

507,540

815

5.000%,

1/01/29

1/25

at

100.00

A

825,611

4,905

Tippecanoe

County

NSE08

School

Building

Corporation,

Indiana,

Ad

Valorem

Property

Tax

First

Mortgage

Bonds,

Series

2022B,

6.000%,

7/15/39

7/32

at

100.00

N/R  

5,621,424

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+

1,684,843

3,300

5.000%,

7/15/38

1/30

at

100.00

AA+

3,487,803

1,710

5.000%,

1/15/39

1/30

at

100.00

AA+

1,803,452

71,970

Total

Indiana

74,812,120

Iowa

-

0.5%

Iowa

Finance

Authority,

State

Revolving

Fund

Revenue

Bonds,

Green

Series

2021A:

2,490

4.000%,

5/15/29

5/28

at

103.00

N/R

2,266,722

1,260

4.000%,

5/15/30

5/28

at

103.00

N/R

1,124,512

3,000

PEFA

Inc.,

Public

Energy

Facilities

Authority,

Inc.,

Iowa,

Gas

Project

Revenue

Bonds,

Series

2019,

5.000%,

9/01/49,

(Mandatory

Put

9/01/26)

6/26

at

100.62

A  

2,997,990

6,750

Total

Iowa

6,389,224

Kansas

-

1.8%

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  

998,084

4,000

Kansas

Department

of

Transportation,

Highway

Revenue

Bonds,

Series

2018A,

5.000%,

9/01/36

9/27

at

100.00

AA  

4,181,920

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  

210,711

19

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Kansas

(continued)

$

2,100

Kansas

State

Turnpike

Authority,

Turnpike

Revenue

Bonds,

Refunding

Series

2019A,

5.000%,

9/01/37

9/29

at

100.00

Aa2  

$

2,252,019

3,000

Shawnee

County

Unified

School

District

437

Auburn-

Washburn,

Kansas,

General

Obligation

Bonds,

Refunding

and

Improvement

Series

2022,

5.000%,

9/01/42

9/32

at

100.00

N/R  

3,185,340

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-  

2,021,000

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-  

2,855,731

7,000

Wichita,

Kansas,

General

Obligation

Bonds,

Airport

Series

2015C,

5.000%,

12/01/39,

(AMT)

12/25

at

100.00

AA+  

7,261,590

22,070

Total

Kansas

22,966,395

Kentucky

-

0.2%

750

Kentucky

Economic

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Owensboro

Health,

Refunding

Series

2017A,

5.000%,

6/01/26

No

Opt.

Call

Baa2  

773,175

1,250

Kentucky

State

Property

and

Buildings

Commission,

Revenue

Bonds,

Project

127,

Series

2022A,

5.250%,

6/01/39

6/32

at

100.00

N/R  

1,317,825

2,000

Total

Kentucky

2,091,000

Louisiana

-

2.3%

1,850

Ascension

Parishwide

School

District,

Louisiana,

General

Obligation

Bonds,

School

Series

2020,

4.000%,

3/01/39

3/30

at

100.00

AA  

1,703,702

Cameron

Parish

School

District

15,

Louisiana,

General

Obligation

Bonds,

Series

2021:

350

4.000%,

10/01/34

10/30

at

100.00

BBB

320,964

350

4.000%,

10/01/35

10/30

at

100.00

BBB

316,501

350

4.000%,

10/01/36

10/30

at

100.00

BBB

312,452

350

4.000%,

10/01/37

10/30

at

100.00

BBB

308,753

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

1,035,330

805

5.000%,

11/01/37

-

AGM

Insured

11/25

at

100.00

AA

832,289

4,000

5.000%,

11/01/42

-

AGM

Insured

11/25

at

100.00

AA

4,121,880

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  

628,642

200

Louisiana

Public

Facilities

Authority,

Louisiana,

Revenue

Bonds,

Lincoln

Preparatory

School

Project,

Series

2021A,

5.000%,

6/01/31,

144A

No

Opt.

Call

N/R  

186,472

Louisiana

Public

Facilities

Authority,

Louisiana,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Refunding

Series

2017:

2,000

5.000%,

5/15/33

5/27

at

100.00

A

2,045,960

2,000

5.000%,

5/15/34

5/27

at

100.00

A

2,038,560

2,640

5.000%,

5/15/35

5/27

at

100.00

A

2,683,903

3,940

New

Orleans

Aviation

Board,

Louisiana,

General

Airport

Revenue

Bonds,

North

Terminal

Project,

Series

2015B,

5.000%,

1/01/30,

(AMT)

1/25

at

100.00

N/R  

3,971,678

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

396,780

500

5.000%,

1/01/35,

(AMT)

1/27

at

100.00

A2

491,110

355

5.000%,

1/01/36,

(AMT)

1/27

at

100.00

A2

347,041

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

20

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

(continued)

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

$

2,946,570

860

5.000%,

4/01/38

-

AGM

Insured,

(AMT)

4/28

at

100.00

AA

841,063

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

7/01/24)

No

Opt.

Call

BBB-  

1,927,400

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

N/R

1,388,107

1,720

4.000%,

2/01/39

2/31

at

100.00

N/R

1,436,854

30,995

Total

Louisiana

30,282,011

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+

998,740

Maryland

-

1.2%

2,000

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Maryland,

Revenue

Bonds,

Meritus

Medical

Center,

Series

2015,

5.000%,

7/01/29

7/25

at

100.00

N/R  

2,022,780

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  

252,898

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)

1,221,912

625

5.000%,

7/01/40,

(Pre-refunded

7/01/25)

7/25

at

100.00

A+

(5)

652,712

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)

2,175,311

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  

1,037,790

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+  

7,826,280

14,895

Total

Maryland

15,189,683

Massachusetts

-

1.5%

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  

1,702,380

1,385

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Northeastern

University,

Series

2022,

5.000%,

10/01/37

10/32

at

100.00

N/R  

1,465,247

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Suffolk

University,

Series

2021:

680

4.000%,

7/01/46

7/31

at

100.00

Baa2

539,668

2,355

4.000%,

7/01/51

7/31

at

100.00

Baa2

1,810,571

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wellforce

Issue,

Series

2019A:

1,350

5.000%,

7/01/34

1/29

at

100.00

BBB+

1,331,383

1,255

5.000%,

7/01/36

1/29

at

100.00

BBB+

1,214,991

3,500

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2017A,

5.000%,

4/01/37

4/27

at

100.00

Aa1  

3,634,995

21

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Massachusetts

(continued)

$

3,885

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2017F,

5.000%,

11/01/44

11/27

at

100.00

Aa1  

$

3,984,689

4,000

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2020E,

5.000%,

11/01/50

11/30

at

100.00

Aa1  

4,134,160

20,070

Total

Massachusetts

19,818,084

Michigan

-

1.9%

Coldwater

Community

Schools,

Branch

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2018:

510

5.000%,

5/01/41

5/28

at

100.00

AA

535,643

1,220

5.000%,

5/01/42

5/28

at

100.00

AA

1,277,535

5,000

Holly

Area

School

District,

Oakland

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site,

Series

2022I,

5.250%,

5/01/48

5/32

at

100.00

N/R  

5,295,750

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)

5,271

95

5.000%,

5/15/26

No

Opt.

Call

N/R

98,572

335

Kent

Hospital

Finance

Authority,

Michigan,

Revenue

Bonds,

Mary

Free

Bed

Rehabilitation

Hospital,

Series

2021A,

4.000%,

4/01/36

4/31

at

100.00

N/R  

299,617

1,000

Michigan

Finance

Authority,

Distributable

State

Aid

Revenue

Bonds,

Charter

County

of

Wayne

Criminal

Justice

Center

Project,

Senior

Lien

Series

2018,

5.000%,

11/01/43,

(UB)

(6)

11/28

at

100.00

Aa3  

1,039,790

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-

520,039

1,205

5.000%,

9/01/37

9/31

at

100.00

A-

1,232,872

380

Michigan

Finance

Authority,

Public

School

Academy

Limited

Obligation

Revenue

Bonds,

Voyageur

Academy

Project,

Refunding

Series

2017.

Private

Placement

of

2017,

5.900%,

7/15/46,

144A

7/27

at

100.00

N/R  

295,074

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-  

887,550

1,000

Michigan

Mathematics

&

Science

Initiative,

Michigan,

Public

School

Academy

Revenue

Bonds,

Series

2021,

4.000%,

1/01/51

1/31

at

100.00

N/R  

728,590

5,000

Michigan

State,

Trunk

Line

Fund

Bonds,

Rebuilding

Michigan

Program,

Series

2021A,

4.000%,

11/15/44

11/31

at

100.00

N/R  

4,512,650

Oakland

University,

Michigan,

General

Revenue

Bonds,

Series

2019:

930

5.000%,

3/01/39

3/29

at

100.00

A1

949,418

1,000

5.000%,

3/01/40

3/29

at

100.00

A1

1,016,150

1,025

5.000%,

3/01/41

3/29

at

100.00

A1

1,040,334

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  

1,963,859

2,200

Royal

Oak

Hospital

Finance

Authority,

Michigan,

Hospital

Revenue

Bonds,

William

Beaumont

Hospital

Obligated

Group,

Refunding

Series

2014D,

5.000%,

9/01/33,

(Pre-refunded

3/01/24)

3/24

at

100.00

A+  (5)

2,249,456

1,140

Wayne

State

University,

Michigan,

General

Revenue

Bonds,

Series

2018A,

5.000%,

11/15/35

11/25

at

100.00

Aa3  

1,171,498

25,450

Total

Michigan

25,119,668

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

22

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

-

0.8%

$

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  

$

3,958,540

585

Forest

Lake,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Lakes

International

Language

Academy,

Series

2014A,

4.500%,

8/01/26

12/22

at

102.00

BB+  

575,271

1,750

Minneapolis-St.

Paul

Metropolitan

Airports

Commission,

Minnesota,

Airport

Revenue

Bonds,

Subordinate

Lien

Series

2022B,

5.000%,

1/01/37,

(AMT)

1/32

at

100.00

N/R  

1,717,450

1,000

Ramsey,

Anoka

County,

Minnesota,

Lease

Revenue

Bonds,

PACT

Charter

School

Project,  Series

2022A,

5.000%,

6/01/32

6/29

at

100.00

N/R  

952,360

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-

1,016,204

1,895

5.000%,

12/01/39

12/29

at

100.00

BBB-

1,843,039

790

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  

771,830

11,755

Total

Minnesota

10,834,694

Mississippi

-

1.0%

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  

1,180,025

Mississippi

Hospital

Equipment

and

Facilities

Authority,

Revenue

Bonds,

Baptist

Memorial

Healthcare,

Series

2016A:

4,000

5.000%,

9/01/41

9/26

at

100.00

BBB+

3,706,920

8,500

5.000%,

9/01/46

9/26

at

100.00

BBB+

7,660,880

13,635

Total

Mississippi

12,547,825

Missouri

-

2.4%

1,000

Greene

County,

Missouri,

Certificates

of

Participation,

Capital

Projects,

Series

2018,

5.000%,

9/01/36

9/28

at

100.00

Aa3  

1,051,750

1,960

Metropolitan

St.

Louis

Sewerage

District,

Missouri,

Wastewater

System

Revenue

Bonds,

Refunding

Improvement

Series

2022B,

5.250%,

5/01/52

5/32

at

100.00

N/R  

2,087,537

4,000

Missouri

Development

Finance

Board,

Revenue

Bonds,

Zoo

Projects,

Series

2022,

5.500%,

5/01/42

,

(WI/DD,

Settling

11/08/22)

5/32

at

100.00

N/R  

4,234,720

10,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2012,

4.000%,

11/15/42

12/22

at

100.00

A+  

8,704,900

650

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Lutheran

Senior

Services

Projects,

Series

2016B,

5.000%,

2/01/28

2/26

at

100.00

N/R  

651,879

5,000

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Lutheran

Senior

Services

Projects,

Series

2021,

4.000%,

2/01/42

2/29

at

103.00

N/R  

3,862,350

600

Northwest

Missouri

State

University,

Housing

System

Revenue

Bonds,

Refunding

Series

2022,

5.000%,

6/01/28

-

BAM

Insured

No

Opt.

Call

N/R  

629,772

2,330

Orchard

Farm

R-V

School

District,

Saint

Charles

County,

Missouri,

Certificates

of

Participation,

Series

2022A,

5.250%,

4/01/39

4/29

at

100.00

N/R  

2,403,465

2,200

Ozark

Reorganized

School

District

6,

Christian

County,

Missouri,

General

Obligation

Bonds,

School

Building

Series

2022,

6.000%,

3/01/42

-

AGM

Insured

9/32

at

100.00

N/R  

2,492,446

23

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

(continued)

Saint

Charles

County

Public

Water

Supply

District

2,

Missouri,

Certificates

of

Participation,

Missouri

Project

Series

2019:

$

430

4.000%,

12/01/37

12/25

at

100.00

AA+

$

418,747

850

4.000%,

12/01/38

12/25

at

100.00

AA+

816,858

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  

836,136

264

Saint

Louis,

Missouri,

Tax

Increment

Financing

Revenue

Notes,

Marquette

Building

Redevelopment

Project,

Series

2008-A,

6.500%,

1/23/28

12/22

at

100.00

N/R  

134,640

1,500

Transportation

Development

District,

Missouri,

Transportation

Sales

Tax

Revenue

Bonds,

Series

2017,

4.500%,

6/01/36

6/26

at

100.00

BBB  

1,332,855

590

Wentzville,

Missouri,

Certificates

of

Participation,

Series

2019,

5.000%,

11/01/30

11/27

at

100.00

A3  

617,594

600

Wright

City

School

District

R-II,

Warren

County,

Missouri,

General

Obligation

Bonds,

School

Building

Series

2022,

6.000%,

3/01/42

-

AGM

Insured

9/32

at

100.00

N/R  

682,848

32,809

Total

Missouri

30,958,497

Montana

-

0.8%

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

488,985

425

4.000%,

7/01/40

-

AGM

Insured

7/30

at

100.00

AA

389,045

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+  

511,698

Montana

Facility

Finance

Authority,

Montana,

Health

Facilities

Revenue

Bonds,

Bozeman

Deaconess

Health

Services

Obligated

Group,

Series

2018:

675

5.000%,

6/01/36

6/28

at

100.00

A

681,892

1,255

5.000%,

6/01/37

6/28

at

100.00

A

1,252,841

2,685

Montana

State

University,

Facilities

Revenue

Bonds,

Board

of

Regents

of

High

Education,

Improvement

Series

2018E,

5.000%,

11/15/43

11/27

at

100.00

Aa3  

2,788,775

1,470

Montana

State

University,

General

Revenue

Bonds,

Series

2022,

5.250%,

11/15/52

-

AGM

Insured

11/32

at

100.00

N/R  

1,550,424

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  

3,158,532

10,500

Total

Montana

10,822,192

Nebraska

-

1.1%

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-

1,056,746

1,070

5.000%,

11/15/37

5/27

at

100.00

AA-

1,082,241

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  

919,449

2,000

Douglas

County

Nebraska,

Sanitary

and

Improvement,

District

Number

608,

General

Obligation

Bonds,

North

Streams,

Series

2022,

6.000%,

12/15/37

6/27

at

100.00

N/R  

1,812,540

2,235

Douglas

County,

Nebraska,

Educational

Facilities

Revenue

Bonds,

Creighton

University

Projects,

Series

2021A,

4.000%,

7/01/39

1/32

at

100.00

N/R  

2,016,842

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

24

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nebraska

(continued)

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

$

1,030,030

1,500

5.000%,

7/01/28

7/27

at

100.00

BBB

1,525,455

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  

531,898

600

Omaha

Airport

Authority,

Nebraska,

Airport

Facilities

Revenue

Refunding

Bonds,

Series

2017A,

5.000%,

12/15/34,

(AMT)

12/26

at

100.00

Aa3  

602,244

1,000

Omaha

Public

Power

District,

Nebraska,

Electric

System

Revenue

Bonds,

Series

2017A,

5.000%,

2/01/42

12/27

at

100.00

AA  

1,043,900

2,800

Southeast

Community

College

Area,

Nebraska,

Certificates

of

Participation,

Series

2018,

5.000%,

12/15/47

6/28

at

100.00

Aa1  

2,912,784

14,675

Total

Nebraska

14,534,129

Nevada

-

0.6%

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-

515,176

1,000

5.000%,

9/01/33

9/27

at

100.00

A-

1,014,700

4,000

Clark

County,

Nevada  Airport

Revenue

Bonds,

Senior

Series

2015A,

5.000%,

7/01/40

7/25

at

100.00

Aa2  

4,063,400

115

Clark

County,

Nevada,

Airport

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2019D,

5.000%,

7/01/25

No

Opt.

Call

Aa3  

119,442

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

812

Summerlin

Village

24,

Series

2015:

1,160

4.000%,

12/01/23

No

Opt.

Call

N/R

1,153,585

920

4.250%,

12/01/24

No

Opt.

Call

N/R

914,370

445

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  

431,441

8,145

Total

Nevada

8,212,114

New

Hampshire

-

0.7%

580

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Catholic

Medical

Center,

Series

2012,

5.000%,

7/01/27

12/22

at

100.00

BBB+  

580,296

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+

3,089,019

1,950

5.000%,

7/01/37

7/27

at

100.00

BBB+

1,887,580

4,055

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Concord

Hospital,

Series

2017,

5.000%,

10/01/42

10/27

at

100.00

N/R  

3,933,026

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  

160,405

9,890

Total

New

Hampshire

9,650,326

New

Jersey

-

3.1%

2,000

Camden

County

Improvement

Authority,

New

Jersey,

Health

Care

Redevelopment

Revenue

Bonds,

Cooper

Health

System

Obligated

Group

Issue,

Refunding

Series

2014A,

5.000%,

2/15/28

2/24

at

100.00

BBB+  

1,996,840

25

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

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-

$

461,937

485

5.000%,

7/15/24

No

Opt.

Call

BBB-

488,162

510

5.000%,

7/15/25

No

Opt.

Call

BBB-

514,993

535

5.000%,

7/15/26

No

Opt.

Call

BBB-

540,633

560

5.000%,

7/15/27

No

Opt.

Call

BBB-

566,222

5,300

New

Jersey

Economic

Development

Authority,

New

Jersey,

Transit

Transportation

Project

Revenue

Bonds,

Portal

North

Bridge

Project

Series

2022A,

5.000%,

11/01/37

11/32

at

100.00

N/R  

5,330,528

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  

3,027,600

1,000

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Refunding

Series

2015XX,

5.000%,

6/15/25

No

Opt.

Call

Baa1  

1,026,430

1,465

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2019LLL,

5.000%,

6/15/44

12/29

at

100.00

N/R  

1,410,194

New

Jersey

Economic

Development

Authority,

Special

Facility

Revenue

Bonds,

Port

Newark

Container

Terminal

LLC

Project,

Refunding

Series

2017:

1,525

5.000%,

10/01/23,

(AMT)

No

Opt.

Call

Baa3

1,533,723

1,800

5.000%,

10/01/24,

(AMT)

No

Opt.

Call

Baa3

1,816,254

1,000

5.000%,

10/01/37,

(AMT)

10/27

at

100.00

Baa3

975,320

5,000

New

Jersey

Health

Care

Facilities

Financing

Authority,

State

Contract

Bonds,

Hospital

Asset

Transformation

Program,

Refunding

Series

2017,

5.000%,

10/01/29

4/28

at

100.00

Baa1  

5,156,750

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+  

2,304,240

1,700

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2009C,

5.250%,

6/15/32

12/24

at

100.00

Baa1  

1,722,100

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2013AA:

330

5.250%,

6/15/33

6/23

at

100.00

Baa1

331,155

645

5.000%,

6/15/36

6/23

at

100.00

Baa1

645,742

200

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2015AA,

5.250%,

6/15/32

6/25

at

100.00

Baa1  

203,180

1,000

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019BB,

4.000%,

6/15/44

12/28

at

100.00

Baa1  

827,320

2,145

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2020AA,

5.000%,

6/15/37

12/30

at

100.00

Baa1  

2,136,870

2,000

New

Jersey

Turnpike

Authority,

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

1/01/32

1/27

at

100.00

A+  

2,093,040

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

2,101,302

1,300

5.000%,

1/01/35,

(AMT)

1/28

at

100.00

Baa1

1,284,959

1,250

5.000%,

1/01/36,

(AMT)

1/28

at

100.00

Baa1

1,226,638

39,545

Total

New

Jersey

39,722,132

New

York

-

5.2%

400

Buffalo

and

Erie

County

Industrial

Land

Development

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

System,

Inc.

Project,

Series

2015,

5.000%,

7/01/27

7/25

at

100.00

N/R  

376,592

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

26

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

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-

$

302,402

300

4.000%,

6/15/28

No

Opt.

Call

BBB-

288,012

400

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Global

Community

Charter

School

Project,

Series

2022A,

4.000%,

6/15/32

No

Opt.

Call

N/R  

365,996

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  

223,660

1,335

Dormitory

Authority

of

the

State

of

New

York,

Columbia

University

Revenue

Bonds,

Series

2020A,

5.000%,

10/01/50

No

Opt.

Call

AAA  

1,414,940

Dormitory

Authority

of

the

State

of

New

York,

General

Revenue

Bonds,

Barnard

College,

Series

2022A:

785

5.000%,

7/01/37

7/30

at

100.00

N/R

794,098

500

5.000%,

7/01/38

7/30

at

100.00

N/R

504,110

1,250

Dormitory

Authority

of

the

State

of

New

York,

General

Revenue

Bonds,

Yeshiva

University,

Series

2022A,

5.000%,

7/15/32

No

Opt.

Call

N/R  

1,257,475

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Catholic

Health

System

Obligated

Group

Series

2019A:

725

5.000%,

7/01/32

7/29

at

100.00

N/R

652,203

525

5.000%,

7/01/34

7/29

at

100.00

N/R

459,721

925

4.000%,

7/01/38

7/29

at

100.00

N/R

680,569

800

5.000%,

7/01/41

7/29

at

100.00

N/R

646,040

470

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Montefiore

Obligated

Group,

Series

2020A,

5.000%,

9/01/28

No

Opt.

Call

N/R  

466,376

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-  

297,198

1,260

Hempstead

Town

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Molloy

College

Project,

Refunding

Series

2017,

5.000%,

7/01/37

7/27

at

100.00

BBB  

1,246,203

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

Aa3  

4,619,925

1,120

Liberty

Development

Corporation,

New

York,

Goldman

Sachs

Headquarter

Revenue

Bonds,

Series

2005,

5.250%,

10/01/35

No

Opt.

Call

A2  

1,159,290

340

Liberty

Development

Corporation,

New

York,

Goldman

Sachs

Headquarters

Revenue

Bonds

Series

2007,

5.500%,

10/01/37

No

Opt.

Call

A2  

357,840

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  

1,477,043

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  

1,029,160

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  

2,051,120

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+  

941,659

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+  

1,530,315

27

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

2,260

Nassau

County

Tobacco

Settlement

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Refunding

Series

2006A-2,

5.250%,

6/01/26

11/22

at

100.00

CCC+  

$

2,174,733

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

1,260,463

370

5.000%,

7/01/32

7/25

at

100.00

BBB

374,029

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)

(6)

6/25

at

100.00

AA+  

1,964,161

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+  

5,125,150

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  

3,060,780

2,500

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

Series

2023B-1,

5.250%,

11/01/36

11/32

at

100.00

N/R  

2,718,950

5,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

Series

2023D-1,

5.500%,

11/01/45

,

(WI/DD,

Settling

11/03/22)

11/32

at

100.00

N/R  

5,370,700

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  

5,116,900

New

York

Counties

Tobacco

Trust

VI,

New

York,

Tobacco

Settlement

Pass-Through

Bonds,

Series

2016B:

540

5.000%,

6/01/29

6/26

at

100.00

A

546,998

250

5.000%,

6/01/31

6/26

at

100.00

A-

252,480

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  

2,495,224

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  

3,096,510

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

AAA

(5)

546,500

1,000

5.500%,

4/15/35,

(ETM)

No

Opt.

Call

AAA

(5)

1,146,670

100

New

York

State

Thruway

Authority,

General

Revenue

Bonds,

Series

2014J,

5.000%,

1/01/23

No

Opt.

Call

A1  

100,282

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  

952,163

5,000

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2022,

5.000%,

12/01/30,

(AMT)

No

Opt.

Call

N/R  

4,971,850

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  

1,587,773

600

Poughkeepsie

City,

New

York,

General

Obligation

Bonds,

Refunding

Public

Improvement

Series

2019.,

5.000%,

6/01/31

6/26

at

100.00

Ba1  

611,358

750

Schenectady

County

Capital

Resource

Corporation,

New

York,

Revenue

Bonds,

Union

College

Project,

Series

2022,

5.250%,

7/01/52

7/32

at

100.00

N/R  

763,365

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

28

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

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-  

$

264,051

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  

384,997

67,580

Total

New

York

68,028,034

North

Carolina

-

1.7%

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

984,580

1,000

5.000%,

7/01/47,

(AMT)

7/27

at

100.00

Aa3

965,970

Charlotte,

North

Carolina,

Airport

Revenue

Bonds,

Charlotte

Douglas

International,

Series

2019B:

935

5.000%,

7/01/30,

(AMT)

7/29

at

100.00

Aa3

960,283

985

5.000%,

7/01/31,

(AMT)

7/29

at

100.00

Aa3

1,006,916

4,080

Charlotte,

North

Carolina,

Water

and

Sewer

System

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

7/01/40

(6)

7/25

at

100.00

AAA  

4,193,261

1,300

Greater

Asheville

Regional

Airport

Authority,

Airport

System

Revenue

Bonds,

Series

2022A,

5.250%,

7/01/39

-

AGM

Insured,

(AMT)

7/32

at

100.00

N/R  

1,296,386

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

298,424

2,500

4.000%,

3/01/51

3/28

at

103.00

N/R

1,676,150

750

North

Carolina

Medical

Care

Commission,

Retirement

Facilities

First

Mortgage

Revenue

Bonds,

United

Methodist

Retirement

Homes,

Refunding

Series

2017A,

5.000%,

10/01/37,

(Pre-refunded

10/01/23)

10/23

at

103.00

BBB  (5)

783,375

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  

1,005,130

3,500

North

Carolina

Turnpike

Authority,

Triangle

Expressway

System

Revenue

Bonds,

Refunding

Series

2018,

5.000%,

1/01/31

1/29

at

100.00

BBB  

3,519,810

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

1,127,616

1,750

5.000%,

5/01/32,

(AMT)

5/27

at

100.00

Aa3

1,771,105

1,135

5.000%,

5/01/33,

(AMT)

5/27

at

100.00

Aa3

1,146,270

690

Raleigh

Durham

Airport

Authority,

North

Carolina,

Airport

Revenue

Bonds,

Refunding

Series

2020A,

5.000%,

5/01/33,

(AMT)

5/30

at

100.00

Aa3  

700,688

22,040

Total

North

Carolina

21,435,964

North

Dakota

-

0.7%

3,290

City

of

Horace,

North

Dakota,

Temporary

Refunding

Improvement

Bonds,

Series

2022A,

3.250%,

8/01/24

8/23

at

100.00

N/R  

3,237,985

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  

1,017,879

Horace,

Cass

County,

North

Dakota,

General

Obligation

Bonds,

Refunding

Improvement

Series

2021:

490

3.000%,

5/01/35

5/27

at

100.00

Baa2

394,984

2,320

3.000%,

5/01/41

5/27

at

100.00

Baa2

1,706,151

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-  

1,426,302

29

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

North

Dakota

(continued)

$

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-  

$

1,329,209

10,140

Total

North

Dakota

9,112,510

Ohio

-

2.9%

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-

881,459

945

4.000%,

6/01/38

6/30

at

100.00

A-

848,260

945

4.000%,

6/01/39

6/30

at

100.00

A-

839,481

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)

1,329,005

3,045

5.000%,

12/01/43,

(Pre-refunded

6/01/23)

-

BAM

Insured

6/23

at

100.00

AA

(5)

3,077,429

Cleveland,

Ohio,

Income

Tax

Revenue

Bonds,

Bridges

&

Roadways

Improvements,

Subordinate

Lien

Series

2015A-2:

335

5.000%,

10/01/37,

(Pre-refunded

10/01/23)

10/23

at

100.00

AA+

(5)

340,454

115

5.000%,

10/01/37,

(Pre-refunded

10/01/23)

10/23

at

100.00

N/R

(5)

116,717

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  

912,413

5,000

County

of

Washington,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Series

2022,

(Memorial

Health

System

Obligated

Group),

6.375%,

12/01/37

12/32

at

100.00

N/R  

4,546,900

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  

1,038,330

2,000

Franklin

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

OhioHealth

Corporation,

Series

2015,

5.000%,

5/15/35

5/25

at

100.00

AA+  

2,028,980

Franklin

County,

Ohio,

Sales

Tax

Revenue

Bonds,

Various

Purpose

Series

2018:

2,250

5.000%,

6/01/36

6/28

at

100.00

AAA

2,391,705

2,250

5.000%,

6/01/37

6/28

at

100.00

AAA

2,386,125

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  

5,129,550

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+  

541,117

1,150

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009D,

3.375%,

8/01/29,

(Mandatory

Put

9/15/21)

No

Opt.

Call

N/R  

994,278

Ohio

Higher

Educational

Facility

Commission,

Revenue

Bonds,

Kenyon

College,

Series

2017:

500

5.000%,

7/01/34

7/27

at

100.00

A

511,270

495

5.000%,

7/01/42

7/27

at

100.00

A

499,990

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  

2,608,675

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  

2,151,670

2,450

Ohio

Water

Development

Authority,

Revenue

Bonds,

Fresh

Water

Development,

Series

2019,

5.000%,

6/01/44

12/29

at

100.00

AAA  

2,560,936

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

30

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

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-  

$

2,174,305

37,975

Total

Ohio

37,909,049

Oklahoma

-

0.7%

Clinton

Public

Works

Authority,  Oklahoma,

Educational

Facilities,

Lease

Revenue

Bonds,

Series

2022:

2,145

5.000%,

10/01/33

10/32

at

100.00

N/R

2,190,173

1,925

5.000%,

10/01/35

10/32

at

100.00

N/R

1,941,382

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-  

2,081,200

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-  

530,125

750

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Taxable

Series

2022,

5.500%,

8/15/37

8/32

at

100.00

N/R  

660,113

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-  

1,417,443

800

Pontotoc

County

Educational

Facilities

Authority,

Oklahoma,

Facilities

Lease

Revenue

Bonds,

Ada

Public

Schools

Project,

Series

2021,

4.000%,

9/01/33

9/31

at

100.00

N/R  

763,824

9,490

Total

Oklahoma

9,584,260

Oregon

-

0.1%

950

Clatsop

County,

Oregon,

General

Obligation

Bonds,

Series

2019,

5.000%,

6/15/38

6/29

at

100.00

Aa2  

1,006,478

150

Oregon

Special

Districts

Association,

Certificates

of

Participation,

Flexlease

Program,

Series

2013A,

4.000%,

1/01/24

1/23

at

100.00

N/R  

150,025

1,100

Total

Oregon

1,156,503

Pennsylvania

-

2.2%

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  

92,937

Berks

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Tower

Health

Project,

Series

2017:

650

5.000%,

11/01/24

No

Opt.

Call

BB-

621,322

710

5.000%,

11/01/29

11/27

at

100.00

BB-

602,627

50

5.000%,

11/01/37

11/27

at

100.00

BB-

37,032

160

4.000%,

11/01/47

11/27

at

100.00

BB-

91,371

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Reading

Hospital

&

Medical

Center

Project,

Series

2012A:

1,300

5.000%,

11/01/40

11/22

at

100.00

BB-

931,307

1,155

5.000%,

11/01/44

11/22

at

100.00

BB-

808,119

Delaware

County

Authority,

Pennsylvania,

Revenue

Bonds,

Elwyn,

Inc.

Project,

Series

2017:

1,750

5.000%,

6/01/32

6/25

at

102.00

BB

1,620,167

1,760

5.000%,

6/01/37

6/25

at

102.00

BB

1,556,016

1,350

Doylestown

Hospital

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Series

2019A,

5.000%,

7/01/49

7/29

at

100.00

BBB-  

1,055,835

31

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

Luzerne

County,

Pennsylvania,

General

Obligation

Bonds,

Refunding

Series

2017A:

$

1,000

5.000%,

12/15/26

No

Opt.

Call

AA

$

1,053,430

500

5.000%,

12/15/27

No

Opt.

Call

AA

528,620

Luzerne

County,

Pennsylvania,

General

Obligation

Bonds,

Refunding

Series

2017B:

500

5.000%,

12/15/26

No

Opt.

Call

AA

526,715

500

5.000%,

12/15/27

No

Opt.

Call

AA

528,620

3,600

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Series

2018A,

5.000%,

9/01/34

9/28

at

100.00

A  

3,703,140

1,125

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Series

2022B,

5.000%,

5/01/34

5/32

at

100.00

N/R  

1,164,544

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  

838,840

500

Pennsylvania

Economic

Development

Financing

Authority,

Revenue

Bonds,

University

of

Pittsburgh

Medical

Center,

Series

2022A,

5.000%,

2/15/36

2/32

at

100.00

N/R  

513,780

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  

2,241,727

500

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2015A-1,

5.000%,

12/01/45

6/25

at

100.00

A+  

498,105

1,845

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Fixed

Rate

Series

2017A,

5.000%,

9/01/36

3/27

at

100.00

A  

1,878,247

935

Philadelphia

Health

and

Educational

Facilities

Authority,

Pennsylvania,

Revenue

Bonds,

Temple

University

Health

System

Obligated

Group,

Series

2022,

5.000%,

7/01/35

-

AGM

Insured

7/32

at

100.00

N/R  

956,318

1,500

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

6/15/26,

(AMT)

6/25

at

100.00

A2  

1,526,295

3,000

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2017B,

5.000%,

7/01/35,

(AMT)

7/27

at

100.00

A2  

2,943,870

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  

644,130

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  

723,107

590

Upper

Merion

Area

School

District,

Montgomery

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2016,

5.000%,

1/15/35,

(Pre-

refunded

1/15/25)

1/25

at

100.00

Aa1  (5)

611,889

29,695

Total

Pennsylvania

28,298,110

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  

1,541,505

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

32

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Rhode

Island

(continued)

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+

$

1,504,365

2,200

5.000%,

5/15/31

5/26

at

100.00

BBB+

2,197,206

5,200

Total

Rhode

Island

5,243,076

South

Carolina

-

1.2%

Charleston

County

Airport

District,

South

Carolina,

Airport

Revenue

Bonds,

Series

2019:

1,000

5.000%,

7/01/36

7/29

at

100.00

A1

1,027,250

800

5.000%,

7/01/37

7/29

at

100.00

A1

816,920

750

Horry

County,

South

Carolina,

Limited

Obligation

Bonds,

Hospitality

Fee

&

Local

Accommodations

Fee

Pledge,

Series

2022,

5.000%,

9/01/39

9/32

at

100.00

N/R  

773,783

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-  

2,924,436

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

York

Preparatory

Academy

Project,

Series

2014A:

40

5.750%,

11/01/23,

(ETM),

144A

No

Opt.

Call

N/R

(5)

40,482

180

7.000%,

11/01/33,

(Pre-refunded

11/01/24),

144A

11/24

at

100.00

N/R

(5)

192,460

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)

811,682

South

Carolina

State

Ports

Authority,

Revenue

Bonds,

Series

2018:

2,840

5.000%,

7/01/34,

(AMT)

7/28

at

100.00

A+

2,879,220

450

5.000%,

7/01/48,

(AMT)

7/28

at

100.00

A+

439,889

870

South

Island

Public

Service

District,

South

Carolina,

Waterworks

and

Sewer

System

Revenue

Bonds,

Improvement

Series

2022,

5.250%,

4/01/42

4/32

at

100.00

N/R  

926,132

Spartanburg

County

School

District

7,

South

Carolina,

General

Obligation

Bonds,

Series

2018B:

825

5.000%,

3/01/30

3/29

at

100.00

Aa1

897,146

1,495

5.000%,

3/01/38

3/29

at

100.00

Aa1

1,575,312

Spartanburg

Regional

Health

Services

District,

Inc.,

South

Carolina,

Hospital

Revenue

Bonds,

Series

2020A:

1,000

5.000%,

4/15/33

-

AGM

Insured

4/30

at

100.00

AA

1,045,570

1,050

5.000%,

4/15/35

-

AGM

Insured

4/30

at

100.00

AA

1,087,159

15,090

Total

South

Carolina

15,437,441

South

Dakota

-

1.1%

1,555

Baltic

School

District

No.

49-1,

South

Dakota,

General

Obligation

Bonds,

Series

2022,

5.500%,

12/01/51

-

AGM

Insured

12/31

at

100.00

N/R  

1,639,592

1,960

Brandon,

Minnehaha

County,

South

Dakota,

Water

Surcharge

Revenue

Bonds,

Series

2022,

5.500%,

8/01/47

-

BAM

Insured

8/32

at

100.00

N/R  

2,075,503

350

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-  

275,737

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Avera

Health,

Refunding

Series

2017:

1,000

5.000%,

7/01/35

7/27

at

100.00

AA-

1,025,290

8,000

4.000%,

7/01/42

7/27

at

100.00

N/R

6,972,240

33

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

South

Dakota

(continued)

$

2,765

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Regional

Health,

Refunding

Series

2017,

5.000%,

9/01/40

9/27

at

100.00

AA-  

$

2,745,230

15,630

Total

South

Dakota

14,733,592

Tennessee

-

0.5%

1,420

Greeneville

Health

and

Educational

Facilities

Board,

Tennessee,

Hospital

Revenue

Bonds,

Ballad

Health,

Series

2018A,

5.000%,

7/01/37

7/28

at

100.00

A  

1,378,763

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  

1,434,034

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  

834,275

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)

1,518,105

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  

1,361,664

500

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Subordinate

Series

2019A,

5.000%,

7/01/29

No

Opt.

Call

N/R  

534,135

7,000

Total

Tennessee

7,060,976

Texas

-

9.6%

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  

1,611,121

685

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

-

Texas

Project,

Refunding

Series

2022A,

6.000%,

2/15/42,

144A

2/30

at

100.00

N/R  

640,797

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  

583,806

915

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Uplift

Education,

Series

2016A,

2.750%,

12/01/26

No

Opt.

Call

BBB-  

830,628

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+

495,235

500

5.000%,

1/01/33

1/27

at

100.00

BB+

491,805

890

Austin,

Texas,

Airport

System

Revenue

Bonds,

Series

2017A,

5.000%,

11/15/35

11/26

at

100.00

A1  

905,459

5,000

Austin,

Texas,

Airport

System

Revenue

Bonds,

Series

2017B,

5.000%,

11/15/46,

(AMT)

11/26

at

100.00

A1  

4,751,000

2,000

Austin,

Texas,

Airport

System

Revenue

Bonds,

Series

2019B,

5.000%,

11/15/33,

(AMT)

11/29

at

100.00

A1  

2,021,080

3,200

Austin,

Texas,

Electric

Utility

System

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

11/15/45,

(UB)

(6)

11/25

at

100.00

AA  

3,249,600

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+  

1,802,203

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)

1,830,548

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

34

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

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+  

$

1,239,040

900

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Senior

Lien

Series

2021B,

5.000%,

1/01/38

1/31

at

100.00

A-  

911,430

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Senior

Lien,

Series

2015A:

360

5.000%,

1/01/35,

(Pre-refunded

7/01/25)

7/25

at

100.00

A-

(5)

375,494

1,695

5.000%,

1/01/40,

(Pre-refunded

7/01/25)

7/25

at

100.00

A-

(5)

1,767,953

550

City

of

Midlothian,

Westside

Preserve

Public

Improvement

District

Improvement

Area

#1

Project,

Special

Assessment

Revenue

Bonds,

Series

2022,

5.250%,

9/15/42,

144A

9/32

at

100.00

N/R  

490,154

510

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Idea

Public

Schools,

Series

2022A,

5.000%,

8/15/32

No

Opt.

Call

N/R  

530,568

50

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Uplift

Education

Charter

School,

Series

2013A,

3.100%,

12/01/22

No

Opt.

Call

BBB-  

49,957

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)

150,842

5,345

Dallas

Area

Rapid

Transit,

Texas,

Sales

Tax

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

12/01/41,

(Pre-refunded

12/01/25)

12/25

at

100.00

AA+  (5)

5,608,295

3,055

Dallas

Fort

Worth

International

Airport,

Joint

Revenue

Bonds,

Refunding

Series

2022B,

5.000%,

11/01/40

11/32

at

100.00

N/R  

3,137,057

710

Decatur

Hospital

Authority,

Texas,

Revenue

Bonds,

Wise

Regional

Health

System,

Series

2013A,

6.625%,

9/01/31,

(Pre-refunded

9/01/23)

9/23

at

100.00

N/R  (5)

728,354

276

Decatur

Hospital

Authority,

Texas,

Revenue

Bonds,

Wise

Regional

Health

System,

Series

2021C,

4.000%,

9/01/44

9/31

at

100.00

N/R  

207,425

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-

343,469

370

4.000%,

3/01/35

3/30

at

100.00

AA-

355,359

390

4.000%,

3/01/36

3/30

at

100.00

AA-

370,512

540

4.000%,

3/01/37

3/30

at

100.00

AA-

501,773

590

4.000%,

3/01/38

3/30

at

100.00

AA-

536,918

500

4.000%,

3/01/39

3/30

at

100.00

AA-

444,145

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-  

869,560

5,000

Grand

Parkway

Transportation

Corporation,

Texas,

System

Toll

Revenue

Bonds,

Subordinate

Lien

Series

2018A

Tela

Supported,

5.000%,

10/01/43,

(UB)

(6)

4/28

at

100.00

AA+  

5,125,600

Hackberry,

Texas,

Combination

Special

Assessment

and

Contract

Revenue

Road

and

Utility

Bonds,

Hidden

Cove

Improvement

District

2,

Series

2017:

955

4.500%,

9/01/32

9/27

at

100.00

BBB-

892,954

1,230

4.500%,

9/01/32

9/27

at

100.00

BBB-

1,150,087

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  

8,595,090

1,250

Harris

County

Flood

Control

District,

Texas,

General

Obligation

Bonds,

Refunding

Improvement,  Sustainability

Green

Series

2022A,

5.250%,

10/01/40

10/32

at

100.00

N/R  

1,356,462

800

Hidalgo

County

Regional

Mobility

Authority,

Texas,

Toll

and

Vehicle

Registration

Fee

Revenue

Bonds,

Senior

Lien

Series

2022A,

5.000%,

12/01/35

12/31

at

100.00

N/R  

800,192

35

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

&

Subordinate

Lien

Series

2018A:

$

2,625

5.000%,

7/01/31,

(AMT)

7/28

at

100.00

A1

$

2,675,715

2,000

5.000%,

7/01/35,

(AMT)

7/28

at

100.00

A1

1,984,540

1,750

5.000%,

7/01/36,

(AMT)

7/28

at

100.00

A1

1,736,087

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  

1,684,647

2,000

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2021A,

4.000%,

7/01/40,

(AMT)

7/31

at

100.00

N/R  

1,705,940

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  

1,407,966

Lake

Houston

Redevelopment

Authority,

Texas,

Tax

Increment

Contract

Revenue

Bonds,

Series

2021:

350

3.000%,

9/01/38

9/31

at

100.00

BBB-

254,698

350

3.000%,

9/01/40

9/31

at

100.00

BBB-

244,720

4,220

3.000%,

9/01/44

9/31

at

100.00

BBB-

2,790,180

Martin

County

Hospital

District,

Texas,

General

Obligation

Bonds,

Refunding

Series

2021:

350

4.000%,

4/01/33

4/30

at

100.00

A3

336,511

350

4.000%,

4/01/35

4/30

at

100.00

A3

327,467

Midtown

Redevelopment

Authority,

Texas,

Tax

Increment

Contract

Revenue,

Refunding

Series

2015:

500

5.000%,

1/01/24

No

Opt.

Call

A

507,490

300

5.000%,

1/01/25

1/24

at

100.00

A

304,461

1,500

Mission

Economic

Development

Corporation,

Texas,

Revenue

Bonds,

Natgasoline

Project,

Senior

Lien

Series

2018,

4.625%,

10/01/31,

(AMT),

144A

11/22

at

104.00

BB-  

1,414,470

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-

1,593,622

1,060

5.000%,

9/15/31

9/25

at

100.00

BBB-

1,061,834

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  

594,214

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

NCCD

-

College

Station

Properties

LLC

-

Texas

A&M

University

Project,  Series

2015A:

1,500

5.000%,

7/01/23

(4)

No

Opt.

Call

Caa1

1,275,000

750

5.000%,

7/01/30

(4)

7/25

at

100.00

Caa1

637,500

2,895

North

East

Regional

Mobility

Authority,

Texas,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2016A,

5.000%,

1/01/29

1/26

at

100.00

BBB  

2,891,816

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-  

2,797,780

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)

3,191,010

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  

1,576,335

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+

1,080,880

1,105

5.000%,

6/01/35,

(AMT)

6/28

at

100.00

A+

1,134,128

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

36

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

320

Red

River

Health

Facilities

Development

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

MRC

Crossings

Project,

Series

2014A,

6.750%,

11/15/24,

(ETM)

No

Opt.

Call

N/R  (5)

$

327,968

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  

822,330

1,500

San

Antonio,

Texas,

Airport

System

Revenue

Bonds,

Improvement

Series

2015,

5.000%,

7/01/45,

(AMT)

7/25

at

100.00

A1  

1,437,570

5,455

San

Antonio,

Texas,

Electric

and

Gas

System

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

2/01/42

2/27

at

100.00

N/R  

5,568,519

1,000

San

Antonio,

Texas,

Water

System

Revenue

Bonds,

Refunding

Junior

Lien

Series

2016C,

4.000%,

5/15/37

11/26

at

100.00

AA  

933,900

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-  

928,724

3,850

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckner

Senior

Living

Ventana

Project,

Series

2017A,

6.625%,

11/15/37

5/27

at

100.00

N/R  

3,850,577

Texas

Private

Activity

Bond

Surface

Transportation

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

2,022,580

3,185

5.000%,

12/31/34

12/29

at

100.00

Baa2

3,162,386

2,420

5.000%,

12/31/36

12/29

at

100.00

Baa2

2,377,481

1,750

Texas

Private

Activity

Bond

Surface

Transportation

Corporation,

Senior

Lien

Revenue

Bonds,

LBJ

Infrastructure

Group

LLC

IH-635

Managed

Lanes

Project,

Refunding  Series

2020A,

4.000%,

6/30/35

12/30

at

100.00

Baa2  

1,562,470

Texas

Private

Activity

Bond

Surface

Transportation

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

342,052

455

6.750%,

6/30/43,

(AMT)

9/23

at

100.00

Baa3

463,103

2,000

Texas

State

Technical

College

System,

Financing

System

Revenue

Bonds,

Improvement

Series

2022A,

6.000%,

8/01/54

-

AGM

Insured

,

(WI/DD,

Settling

11/15/22)

8/32

at

100.00

N/R  

2,143,580

1,200

Texas

State,

General

Obligation

Bonds,

College

Student

Loan

Series

2014,

6.000%,

8/01/25,

(AMT)

8/24

at

100.00

AAA  

1,248,156

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-  

1,156,222

400

Town

of

Lakewood

Village,

Lakewood

Village

Public

Improvement

District

Improvement

District

No.

1

Project,

Special

Assessment

Revenue

Bonds,

Series

2022,

5.250%,

9/15/42,

144A

9/32

at

100.00

N/R  

356,896

2,000

University

of

Houston,

Texas,

Consolidated

Revenue

Bonds,

Refunding

Series

2017C,

5.000%,

2/15/29

2/26

at

100.00

AA  

2,091,120

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  

866,389

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  

1,573,673

37

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

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  

$

842,048

128,016

Total

Texas

125,038,727

Utah

-

2.4%

2,855

Holladay,

Utah,

Sales

Tax

Revenue

Bonds,

Series

2022,

5.000%,

11/15/42

11/32

at

100.00

N/R  

3,001,062

Intermountain

Power

Agency,

Utah,

Power

Supply

Revenue

Bonds,

Series

2022A:

4,000

5.000%,

7/01/39

7/31

at

100.00

N/R

4,240,720

5,000

5.000%,

7/01/40

7/31

at

100.00

N/R

5,287,400

1,255

Lehi,

Utah,

Sales

Tax

Revenue

Bonds,

Series

2018,

5.250%,

6/01/38

6/28

at

100.00

AA+  

1,340,541

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  

1,384,238

1,875

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2017A,

5.000%,

7/01/34,

(AMT)

7/27

at

100.00

A  

1,873,556

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  

2,042,940

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Bridge

Elementary

Project,

Series

2021A:

560

4.000%,

6/15/31

6/28

at

103.00

N/R

487,362

145

4.000%,

6/15/41

6/28

at

103.00

N/R

104,425

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

521,655

500

5.000%,

10/15/31

10/27

at

100.00

AA

520,970

750

Utah

Infrastructure

Agency,

Telecommunications

Revenue

Bonds,

Series

2021,

4.000%,

10/15/38

4/31

at

100.00

BBB-  

608,745

8,820

Wasatch

County

School

District

Local

Building

Authority,

Utah,

Lease

Revenue

Bonds,

Board

of

Education

Series

2022,

5.500%,

6/01/47

6/32

at

100.00

N/R  

9,396,034

30,215

Total

Utah

30,809,648

Vermont

-

0.3%

Vermont

Educational

and

Health

Buildings

Financing

Agency,

Revenue

Bonds,

University

of

Vermont

Medical

Center

Project,

Green

Series

2016B:

1,270

5.000%,

12/01/37

6/26

at

100.00

A+

1,285,862

1,500

5.000%,

12/01/38

6/26

at

100.00

A+

1,514,160

1,000

Vermont

Student

Assistance

Corporation,

Education

Loan

Revenue

Bonds,

Senior

Series

2016A,

5.000%,

6/15/23,

(AMT)

No

Opt.

Call

N/R  

1,003,910

3,770

Total

Vermont

3,803,932

Virginia

-

1.2%

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  

1,088,047

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  

1,408,764

3,000

Front

Royal

and

Warren

County

Industrial

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Valley

Health

System

Obligated

Group,

Series

2018,

4.000%,

1/01/50

1/25

at

103.00

A+  

2,492,700

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

38

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virginia

(continued)

$

1,005

Norfolk

Redevelopment

and

Housing

Authority,

Virginia,

Revenue

Bonds,

Fort

Norfolk

Retirement

Community,

Inc.

-

Harbor's

Edge

Project,

Refunding

Series

2014,

5.375%,

1/01/35

1/25

at

100.00

N/R  

$

980,830

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  

491,150

815

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Washington

and

Lee

University,

Series

2001,

5.750%,

1/01/34

No

Opt.

Call

AA  

952,262

1,750

Virginia

Small

Business

Financing

Authority,

Private

Activity

Revenue

Bonds,

Transform

66

P3

Project,

Senior

Lien

Series

2017,

5.000%,

12/31/47,

(AMT)

6/27

at

100.00

BBB  

1,622,407

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

95

Express

Lanes

LLC

Project,

Refunding

Senior

Lien

Series

2022:

3,335

5.000%,

1/01/33,

(AMT)

1/32

at

100.00

N/R

3,354,576

1,585

5.000%,

7/01/34,

(AMT)

1/32

at

100.00

N/R

1,572,732

720

5.000%,

12/31/38,

(AMT)

12/32

at

100.00

Baa1

713,722

810

5.000%,

6/30/39,

(AMT)

12/32

at

100.00

N/R

807,716

15,960

Total

Virginia

15,484,906

Washington

-

0.6%

Camas,

Washington,

Water

and

Sewer

Revenue

Bonds,

Series

2019:

720

5.000%,

12/01/44

12/28

at

100.00

Aa3

751,702

1,255

5.000%,

12/01/47

12/28

at

100.00

Aa3

1,302,401

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  

2,027,008

1,355

Lakewood

Water

District,

Pierce

County,

Washington,

Water

Revenue

Bonds,

2019A,

5.000%,

12/01/44,

(AMT)

12/28

at

100.00

AA  

1,403,604

2,000

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Seattle

Children's

Hospital,

Series

2017A,

5.000%,

10/01/47,

(UB)

(6)

10/27

at

100.00

Aa2  

2,002,740

7,245

Total

Washington

7,487,455

West

Virginia

-

0.1%

250

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

West

Virginia

United

Health

System

Obligated

Group,

Refunding

Series

2016A,

4.000%,

6/01/35

6/26

at

100.00

A  

229,783

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  

1,275,700

1,500

Total

West

Virginia

1,505,483

Wisconsin

-

1.9%

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+

2,931,238

5,585

4.000%,

6/01/45

6/30

at

100.00

A+

4,679,336

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-  

1,663,370

1,935

University

of

Wisconsin

Hospitals

and

Clinics

Authority,

Revenue

Bonds,

Refunding

Series

2013A,

5.000%,

4/01/38,

(Pre-refunded

4/01/23)

4/23

at

100.00

AA-  (5)

1,949,416

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-  

2,421,520

39

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

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+  

$

339,556

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)

1,957,889

700

5.000%,

9/01/29,

(Pre-refunded

9/01/27)

9/27

at

100.00

N/R

(5)

744,849

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  

5,160,350

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Hope

Christian

Schools

Obligated

Group,

Series

2021:

1,000

4.000%,

12/01/51

12/26

at

100.00

N/R

682,030

1,000

4.000%,

12/01/56

12/26

at

100.00

N/R

658,810

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)

1,568,466

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  

101,856

26,135

Total

Wisconsin

24,858,686

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)

1,064,270

$

1,259,153

Total

Long-Term

Investments

(cost

$1,350,205,721)

1,241,067,019

Floating

Rate

Obligations

-

(1.7)%

(21,750,000)

Other

Assets

Less

Liabilities

-  5.9%

76,722,029

Net

Assets

-

100%

$

1,296,039,048

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

40

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

1,241,067,019

$

–

$

1,241,067,019

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(3)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Ratings

below

BBB

by

Standard

&

Poor’s,

Baa

by

Moody’s

or

BBB

by

Fitch

are

considered

to

be

below

investment

grade.

Holdings

designated

N/R

are

not

rated

by

any

of

these

national

rating

agencies.

(4)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(5)

Backed

by

an

escrow

or

trust

containing

sufficient

U.S.

Government

or

U.S.

Government

agency

securities,

which

ensure

the

timely

payment

of

principal

and

interest.

(6)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

inverse

floating

rate

transactions.

(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.