Nuveen Managed Accounts Portfolios Trust NPORT-P Nuveen Preferred Securities and Income Managed Accounts Portfolio (Oct 2023 report)

1

Municipal

Total

Return

Managed

Accounts

Portfolio

Portfolio

of

Investments

October

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

LONG-TERM

INVESTMENTS

-

93.3% 

X

–

MUNICIPAL

BONDS

-

93

.3

%

X

1,254,388,608

Alabama

-

0.8%

$

1,270

DCH

Health

Care

Authority,

Alabama,

Healthcare

Facilities

Revenue

Bonds,

Refunding  Series

2015,

5.000%,

6/01/33

6/25

at

100.00

$

1,265,375

2,960

Huntsville,

Alabama,

General

Obligation

Warrants,

Series

2023B,

5.000%,

3/01/40

3/33

at

100.00

3,059,471

3,970

Jefferson

County,

Alabama,

Sewer

Revenue

Warrants,

Subordinate

Lien

Series

2013D,

6.500%,

10/01/53

11/23

at

105.00

4,124,603

1,205

The

Public

Educational

Building

Authority

of

Jacksonville,

Alabama,

Jacksonville

State

University

Foundation,

Higher

Educational

Facilities

Revenue

Bonds,

Jackson

State

University

Project

Series

2023A,

5.000%,

8/01/54

-

AGM

Insured

2/33

at

100.00

1,136,181

1,050

(c)

Tuscaloosa

County

Board

of

Education,

Alabama,

Special

Tax

School

Warrants,

Series

2017,

5.000%,

2/01/43,

(Pre-refunded

2/01/27)

2/27

at

100.00

1,092,827

Total

Alabama

10,678,457

Alaska

-

0.5%

1,100

(c)

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

1,125,073

1,400

Alaska

Industrial

Development

and

Export

Authority,

Power

Revenue

Bonds,

Snettisham

Hydroelectric

Project,

Refunding

Series

2015,

5.000%,

1/01/30,

(AMT)

7/25

at

100.00

1,395,788

1,500

Alaska

Municipal

Bond

Bank,

General

Obligation

Bonds,

Three

Series

2015,

5.250%,

10/01/31

4/25

at

100.00

1,523,372

2,310

Anchorage,

Alaska,

Solid

Waste

Services

Revenue

Bonds,

Refunding

Series

2022A,

5.500%,

11/01/41

11/32

at

100.00

2,448,267

Total

Alaska

6,492,500

Arizona

-

1.8%

2,200

Arizona

Industrial

Development

Authority

Education

Revenue

Bonds,

Pinecrest

Academy

of

Northern

Nevada

Project,

Series

2022A,

4.500%,

7/15/29,

144A

7/25

at

100.00

2,021,450

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

91,894

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

818,344

80

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,  Arizona

Agribusiness

and

Equine

Center,

Inc.

Project,

Series

2017B,

4.000%,

3/01/27,

144A

No

Opt.

Call

75,806

750

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Pinecrest

Academy

of

Nevada

Horizon,

Inspirada

and

St.

Rose

Campus

Projects,

Series

2018A,

5.000%,

7/15/28,

144A

7/26

at

100.00

743,755

Arizona

Industrial

Development

Authority,

Education

Facility

Revenue

Bonds,

Leman

Academy

of

Excellence

Projects,

Series

2022A

:

500

4.000%,

7/01/28

No

Opt.

Call

480,002

500

4.000%,

7/01/29

No

Opt.

Call

475,182

1,405

4.000%,

7/01/30

7/29

at

100.00

1,321,671

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

2

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Arizona

-

1.8%

(continued)

Phoenix

Civic

Improvement

Corporation,

Arizona,

Airport

Revenue

Bonds,

Junior

Lien

Series

2015A

:

$

3,450

5.000%,

7/01/35

7/25

at

100.00

$

3,421,475

1,000

5.000%,

7/01/45

7/25

at

100.00

982,319

3,785

Phoenix

Civic

Improvement

Corporation,

Arizona,

Wastewater

System

Revenue

Bonds,

Junior

Lien

Series

2023,

5.250%,

7/01/47,

(WI/DD)

7/33

at

100.00

3,936,691

5,025

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Great

Hearts

Academies

Project,

Series

2014A,

5.000%,

7/01/44

7/24

at

100.00

4,362,585

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

404,487

3,300

Salt

River

Project

Agricultural

Improvement

and

Power

District,

Arizona,

Electric

System

Revenue

Bonds,

Series

2023A,

5.000%,

1/01/50

1/33

at

100.00

3,364,945

Yavapai

County

Industrial

Development

Authority,  Arizona,

Education

Revenue

Bonds,

Arizona

Agribusiness

and

Equine

Center

Inc

Project,

Refunding

Series

2015A

:

45

3.900%,

9/01/24,

144A

No

Opt.

Call

44,349

1,500

5.000%,

9/01/34,

144A

3/25

at

100.00

1,377,176

Total

Arizona

23,922,131

Arkansas

-

0.2%

2,015

Arkansas

Tech

University,

Revenue

Bonds,

Refunding

Student

Fee

Series

2022A,

5.000%,

12/01/42

-

BAM

Insured

12/30

at

100.00

1,962,943

1,000

Pulaski

County,

Arkansas,

Hospital

Revenue

Bonds,

Arkansas

Children's

Hospital,

Series

2023,

5.000%,

3/01/41

3/33

at

100.00

1,004,776

Total

Arkansas

2,967,719

California

-

4.8%

655

California

Educational

Facilities

Authority,

Revenue

Bonds,

Stanford

University,

Series

2013-U3,

5.000%,

6/01/43

No

Opt.

Call

700,661

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

1,079,045

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

206,355

3,540

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health

System,

Series

2009C,

5.000%,

7/01/33

1/33

at

100.00

3,634,803

5,130

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

Brightline

West

Passenger

Rail

Project,

Series

2020A,

3.650%,

1/01/50,

(AMT),

(Mandatory

Put

1/31/24)

12/23

at

100.00

5,101,437

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

94,346

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

1,109,626

1,500

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Palmdale

Aerospace

Academy

Project,

Series

2018A,

5.000%,

7/01/38,

144A

7/28

at

100.00

1,372,739

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

739,345

3

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

California

-

4.8%

(continued)

California

Municipal

Finance

Authority,

Revenue

Bonds,

Eisenhower

Medical

Center,

Refunding

Series

2017A

:

$

3,015

5.000%,

7/01/33

7/27

at

100.00

$

3,041,189

1,750

4.000%,

7/01/42

7/27

at

100.00

1,400,031

6,000

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A,

5.000%,

12/31/38,

(AMT)

6/28

at

100.00

5,888,353

4,000

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

Poseidon

Resources

Channelside

LP

Desalination

Project,

Series

2012,

5.000%,

11/21/45,

(AMT),

144A

1/24

at

100.00

3,707,624

355

California

Public

Finance

Authority,

Revenue

Bonds,

Henry

Mayo

Newhall

Hospital,

Series

2021A,

4.000%,

10/15/24

No

Opt.

Call

351,710

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

1,000,397

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Aspire

Public

Schools,

Refunding

Series

2016

:

305

5.000%,

8/01/24,

144A

No

Opt.

Call

305,534

25

(c)

5.000%,

8/01/24,

(ETM),

144A

No

Opt.

Call

25,219

325

5.000%,

8/01/25,

144A

No

Opt.

Call

324,599

35

(c)

5.000%,

8/01/25,

(ETM),

144A

No

Opt.

Call

35,725

725

5.000%,

8/01/26,

144A

8/25

at

100.00

728,523

65

(c)

5.000%,

8/01/26,

(Pre-refunded

8/01/25),

144A

8/25

at

100.00

66,347

225

5.000%,

8/01/27,

144A

8/25

at

100.00

226,254

25

(c)

5.000%,

8/01/27,

(Pre-refunded

8/01/25),

144A

8/25

at

100.00

25,518

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

1,433,098

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

692,153

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

307,249

325

5.000%,

6/01/37,

144A

6/27

at

100.00

303,307

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

76,820

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

1,078,127

300

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

KIPP

LA

Projects,

Series

2017A,

5.000%,

7/01/25,

144A

No

Opt.

Call

300,209

1,195

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2023,

5.250%,

10/01/45

4/33

at

100.00

1,285,371

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

3,718,824

280

5.000%,

12/01/46,

144A

6/26

at

100.00

247,427

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

156,939

750

California

Statewide

Community

Development

Authority,

Health

Revenue

Bonds,

Enloe

Medical

Center,

Refunding

Series

2022A,

5.125%,

8/15/47

-

AGM

Insured

8/32

at

100.00

765,295

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

688,082

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

4

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

California

-

4.8%

(continued)

$

50

Long

Beach

Bond

Finance

Authority,

California,

Natural

Gas

Purchase

Revenue

Bonds,

Series

2007A,

5.000%,

11/15/35

No

Opt.

Call

$

49,027

1,145

Long

Beach,

California,

Airport

Revenue

Bonds,

Senior

Refunding

Series

2022C,

5.250%,

6/01/47

-

AGM

Insured,

(AMT)

6/32

at

100.00

1,140,912

320

Long

Beach,

California,

Marina

Revenue

Bonds,

Alamitos

Bay

Marina

Project,

Series

2015,

5.000%,

5/15/24

No

Opt.

Call

320,879

1,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

&

Subordinate

Green

Series

2023A,

5.250%,

5/15/40,

(AMT)

5/33

at

100.00

1,017,006

2,220

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

Subordinate

Series

2022I,

5.000%,

5/15/48

11/31

at

100.00

2,264,109

1,475

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Senior

Lien

Series

2015D,

5.000%,

5/15/31,

(AMT)

5/25

at

100.00

1,471,828

5,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Senior

Series

2022H,

5.500%,

5/15/38,

(AMT)

11/31

at

100.00

5,211,379

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2016B

:

2,200

5.000%,

5/15/33,

(AMT)

5/26

at

100.00

2,210,572

500

5.000%,

5/15/34,

(AMT)

5/26

at

100.00

502,055

1,000

North

Lake

Tahoe

Public

Financing

Authority,

California,

Lease

Revenue

Bonds,

Health

&

Human

Services

Center

Series

2022,

5.500%,

12/01/47

12/29

at

103.00

1,059,423

2,010

(c)

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

2,011,625

1,290

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

4

North

Natomas,

Refunding

Series

2015F,

5.000%,

9/01/27

9/25

at

100.00

1,300,587

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

296,621

3,000

San

Francisco

Airport

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Refunding

Second

Series

2023C,

5.500%,

5/01/38,

(AMT),

(WI/DD)

5/33

at

100.00

3,121,555

Total

California

64,195,859

Colorado

-

4.5%

1,000

Aerotropolis

Regional

Transportation

Authority,

Colorado,

Special

Revenue

Bonds,

Series

2021,

4.250%,

12/01/41

12/26

at

103.00

771,561

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

430,007

1,330

Colorado

Department

of

Transportation,

Headquarters

Facilities

Lease

Purchase

Agreement

Certificates

of

Participation,

Series

2016,

5.000%,

6/15/35

6/26

at

100.00

1,343,962

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

457,705

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Littleton

Preparatory

Charter

School,

Series

2013

:

450

5.000%,

12/01/33

12/23

at

100.00

432,595

845

5.000%,

12/01/42

12/23

at

100.00

739,920

5

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Colorado

-

4.5%

(continued)

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2022A

:

$

1,155

5.250%,

11/01/36

11/32

at

100.00

$

1,183,224

5,300

5.250%,

11/01/52

11/32

at

100.00

4,985,422

4,000

(c)

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Sisters

of

Charity

of

Leavenworth

Health

Services

Corporation,

Series

2013A,

5.500%,

1/01/35,

(Pre-refunded

1/01/24)

1/24

at

100.00

4,009,834

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

844,550

4,000

Colorado

Springs,

Colorado,

Utilities

System

Revenue

Bonds,

Improvement

Series

2023A,

5.250%,

11/15/48

11/33

at

100.00

4,141,959

1,665

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022A,

5.500%,

11/15/35,

(AMT)

11/32

at

100.00

1,769,740

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022D

:

1,725

5.750%,

11/15/34,

(AMT)

11/32

at

100.00

1,909,326

805

5.750%,

11/15/35,

(AMT)

11/32

at

100.00

885,324

3,500

5.750%,

11/15/40,

(AMT)

11/32

at

100.00

3,724,738

2,500

5.750%,

11/15/41,

(AMT)

11/32

at

100.00

2,650,400

2,000

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2013A,

5.500%,

11/15/26,

(AMT)

12/23

at

100.00

2,000,438

Denver

Convention

Center

Hotel

Authority,

Colorado,

Revenue

Bonds,

Convention

Center

Hotel,

Refunding

Senior

Lien

Series

2016

:

1,100

5.000%,

12/01/25

No

Opt.

Call

1,099,570

1,240

5.000%,

12/01/28

12/26

at

100.00

1,240,963

500

5.000%,

12/01/36

12/26

at

100.00

474,537

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

2,784,978

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

278,819

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

432,708

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

394,067

2,550

Ledge

Rock

Center

Commercial

Metropolitan

District

(In

the

Town

of

Johnstown,

Weld

County,

Colorado),

Limited

Tax

General

Obligation

Bonds,

Series

2022,

7.125%,

11/01/42,

144A

11/29

at

103.00

2,370,207

500

Meridian

Ranch

Metropolitan

District

2018,

Subdistrict,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2022,

6.250%,

12/01/37

12/27

at

103.00

464,614

1,300

Northern

Colorado

Water

Conservancy

District,

Certificates

of

Participation,

Series

2022,

5.250%,

7/01/52

7/31

at

100.00

1,327,391

1,330

Peak

Metropolitan

District

3,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2022A-1,

7.500%,

12/01/52

12/27

at

103.00

1,228,669

1,035

Plaza

Metropolitan

District

1,

Lakewood,

Colorado,

Tax

Increment

Revenue

Bonds,

Refunding

Series

2013,

5.000%,

12/01/40,

144A

12/23

at

100.00

913,080

1,130

Rampart

Range

Metropolitan

District

1,

Lone

Tree,

Colorado,

Limited

Tax

Supported

and

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017,

5.000%,

12/01/42

12/27

at

100.00

1,135,644

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

6

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Colorado

-

4.5%

(continued)

State

of

Colorado,

Rural

Colorado,

Certificates

of

Participation,

Series

2022

:

$

2,060

6.000%,

12/15/39

12/32

at

100.00

$

2,307,340

7,870

6.000%,

12/15/41

12/32

at

100.00

8,752,649

900

Thompson

Crossing

Metropolitan

District

4,

Johnstown,

Larimer

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Refunding

&

Improvement

Series

2019,

5.000%,

12/01/39

9/24

at

103.00

794,940

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

737,956

1,250

Village

Metropolitan

District

In

the

Town

of

Avon,

Eagle

County,

Colorado,

Special

Revenue

and

Limited

Property

Tax

Bonds,

Refunding

&

Improvement

Series

2020,

5.000%,

12/01/40

12/25

at

103.00

1,114,557

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

864,606

Total

Colorado

60,998,000

Connecticut

-

0.8%

5,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2021A,

4.000%,

7/01/51

7/31

at

100.00

3,932,013

Harbor

Point

Infrastructure

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Harbor

Point

Project,

Refunding

Series

2017

:

1,315

5.000%,

4/01/30,

144A

4/27

at

100.00

1,306,485

6,465

5.000%,

4/01/39,

144A

4/27

at

100.00

6,125,192

Total

Connecticut

11,363,690

Delaware

-

0.0%

340

Delaware

Economic

Development

Authority,

Delaware,

Revenue

Bonds,

ASPIRA

of

Delaware

Charter

Operations

Inc.

DBA

Las

Americas

ASPIRA

Academy

Project,

Series

2022A,

4.000%,

6/01/42

6/32

at

100.00

249,057

180

Delaware

Economic

Development

Authority,

Revenue

Bonds,

Newark

Charter

School,

Refunding

Series

2016A,

2.800%,

9/01/26

No

Opt.

Call

169,862

Total

Delaware

418,919

District

of

Columbia

-

1.3%

3,000

District

of

Columbia,

General

Obligation

Bonds,

Series

2023A,

5.000%,

1/01/45

1/33

at

100.00

3,071,575

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

1,977,627

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

1,977,627

1,240

District

of

Columbia,

Washington,

D.C.,

Revenue

Bonds,

KIPP

DC

Issue,

Series

2019,

4.000%,

7/01/44

7/29

at

100.00

1,013,285

1,540

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

improvement

Projects,

Refunding

&

Subordinate

Lien

Series

2019B,

5.000%,

10/01/47

10/29

at

100.00

1,450,605

3,500

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2014A,

5.000%,

10/01/28,

(AMT)

10/24

at

100.00

3,495,101

5,000

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

10/01/34,

(AMT)

10/24

at

100.00

4,969,895

Total

District

of

Columbia

17,955,715

7

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Florida

-

11.6%

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

$

491,156

1,000

5.000%,

5/01/42

5/32

at

100.00

895,343

1,495

Bay

County

School

Board,

Florida,

Certificates

of

Participation,

Series

2022A,

5.500%,

7/01/42

7/32

at

100.00

1,555,007

715

Bay

County,

Florida,

Educational

Facilities

Revenue

Refunding

Bonds,

Bay

Haven

Charter

Academy,

Inc.

Project,

Series

2013A,

5.000%,

9/01/33

12/23

at

100.00

715,087

2,000

Brevard

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Health

First

Obligated

Group,

Series

2022A,

5.000%,

4/01/52

4/32

at

100.00

1,875,324

5,000

Brevard

County

School

Board,

Florida,

Certificates

of

Participation,

Refunding

Series

2017A,

5.000%,

7/01/31

7/27

at

100.00

5,187,220

4,100

Broward

County

School

District,

Florida,

General

Obligation

Bonds,

School

Series

2022,

5.000%,

7/01/47

7/32

at

100.00

4,163,676

1,930

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2017,

5.000%,

10/01/35,

(AMT)

10/27

at

100.00

1,903,369

1,000

Broward

County,

Florida,

Port

Facilities

Revenue

Bonds,

Series

2022,

5.250%,

9/01/47,

(AMT)

9/32

at

100.00

984,926

2,095

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Odyssey

Charter

School

Project,

Series

2019,

5.000%,

7/01/54,

144A

7/26

at

103.00

1,663,149

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

194,699

110

4.000%,

10/01/51,

(AMT),

144A

10/31

at

100.00

76,858

3,035

City

of

Miami

Beach,

Florida,

Stormwater

Revenue

Bonds,

Series

2015,

5.000%,

9/01/41

9/25

at

100.00

3,047,250

Collier

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

Ave

Maria

University,

Refunding

Series

2023

:

2,235

5.500%,

6/01/30

No

Opt.

Call

2,272,089

2,625

5.500%,

6/01/33

No

Opt.

Call

2,662,710

Corkscrew

Crossing

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2023

:

500

4.300%,

5/01/33

No

Opt.

Call

466,963

1,000

5.100%,

5/01/43

5/33

at

100.00

902,685

1,190

Daytona

Beach

Florida

Housing

Authority,Multi-family

Housing

Revenue

Bonds,

WM

At

The

River

LP,

Series

2021

B,

1.250%,

12/01/25,

(Mandatory

Put

12/01/24)

12/24

at

100.00

1,142,851

120

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Downtown

Doral

Charter

Elementary

School

Project,

Series

2014A,

5.750%,

7/01/24

No

Opt.

Call

120,020

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

171,731

385

5.750%,

7/01/47,

144A

7/27

at

101.00

348,169

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

1,186,379

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

166,649

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

8

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Florida

-

11.6%

(continued)

$

2,000

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Brightline

Passenger

Rail

Project,

Green

Series

2019B,

7.375%,

1/01/49,

(AMT),

144A

1/24

at

107.00

$

1,950,002

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

12/23

at

102.00

4,276,794

5,000

Florida

Development

Finance

Corporation,

Revenue

Bonds,

Brightline

Florida

Passenger

Rail

Expansion

Project,

Series

2023A,

7.500%,

7/01/57,

(AMT),

(Mandatory

Put

8/15/24)

12/23

at

103.50

4,916,207

1,000

Florida

Gulf

Coast

University

Financing

Corporation,

Capital

Improvement

Revenue

Bonds,

Refunding

Housing

Project,

Series

2022A,

5.000%,

2/01/40

8/32

at

100.00

971,590

12,000

Florida

Mid-Bay

Bridge

Authority,

Revenue

Bonds,

1st

Senior

Lien

Series

2015A,

5.000%,

10/01/35

10/25

at

100.00

11,823,932

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

587,657

4,000

Hernando

County,

Florida,

Non-Ad

Valorem

Revenue

Bonds,

Series

2022,

5.250%,

6/01/47

6/32

at

100.00

4,033,912

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Senior

Lien

Series

2015A

:

7,415

5.000%,

10/01/34,

(AMT)

10/24

at

100.00

7,370,353

3,250

(c)

5.000%,

10/01/40,

(Pre-refunded

10/01/24),

(AMT)

10/24

at

100.00

3,267,738

715

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Series

2018E,

5.000%,

10/01/35,

(AMT)

10/28

at

100.00

716,328

2,860

Hollywood

Beach

Community

Development

District

1,

Florida,

Revenue

Bonds,

Public

Parking

Facilitiy

Project,

Refunding

Series

2020,

5.000%,

10/01/35

10/30

at

100.00

2,892,203

1,110

Jacksonville,

Florida,

Educational

Facilities

Revenue

Bonds,

Jacksonville

University

Project,

Series

2018B,

5.000%,

6/01/53,

144A

6/28

at

100.00

883,880

1,875

Julington

Creek

Plantation

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2023,

5.500%,

5/01/43

-

AGM

Insured

5/33

at

100.00

1,922,094

400

Lake

Worth

Beach,

Florida,

Consolidated

Utility

Revenue

Bonds,

Series

2022,

5.000%,

10/01/36

-

BAM

Insured

10/32

at

100.00

421,822

1,665

Lakeland,

Florida,

Energy

System

Revenue

Bonds,

Refunding

Series

2023,

5.000%,

10/01/42

10/33

at

100.00

1,697,215

10,000

Lakeland,

Florida,

Energy

System

Revenue

Bonds,

Series

2021,

5.000%,

10/01/48

No

Opt.

Call

9,749,269

970

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2007A,

5.250%,

6/15/27

12/23

at

100.00

934,869

525

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2012A,

5.000%,

6/15/24,

144A

12/23

at

100.00

522,038

605

Lee

County,

Florida,

Solid

Waste

System

Revenue

Bonds,

Refunding

Series

2016,

5.000%,

10/01/26,

(AMT)

No

Opt.

Call

609,556

2,895

Manatee

County,

Florida,

Public

Utilities

Revenue

Bonds,

Improvement

and

Refunding

Series

2023,

4.000%,

10/01/48

4/33

at

100.00

2,438,981

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

850,231

250

5.000%,

11/15/26

11/24

at

100.00

250,297

9

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Florida

-

11.6%

(continued)

$

9,250

5.000%,

11/15/39

11/24

at

100.00

$

8,801,147

6,550

5.000%,

11/15/44

11/24

at

100.00

6,121,357

Miami

Dade

County,

Florida,

Rickenbacker

Causeway

Revenue

Bonds,

Series

2014

:

900

5.000%,

10/01/27

10/24

at

100.00

901,965

920

5.000%,

10/01/28

10/24

at

100.00

922,391

500

5.000%,

10/01/30

10/24

at

100.00

501,085

325

Miami-Dade

County

Expressway

Authority,

Florida,

Toll

System

Revenue

Bonds,

Series

2010A,

5.000%,

7/01/40

12/23

at

100.00

314,516

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2014A

:

1,145

5.000%,

10/01/28,

(AMT)

10/24

at

100.00

1,140,937

4,000

5.000%,

10/01/33,

(AMT)

10/24

at

100.00

3,929,435

4,000

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2018A,

5.000%,

10/01/38,

(AMT)

10/28

at

100.00

3,910,235

Monroe

County,

Florida,

Airport

Revenue

Bonds,

Key

West

International

Airport,

Series

2022

:

1,430

5.000%,

10/01/39,

(AMT)

10/32

at

100.00

1,371,219

1,575

5.000%,

10/01/41,

(AMT)

10/32

at

100.00

1,486,417

500

Orange

County

Health

Facilities

Authority,

Florida,

Revenue

Bonds,

Presbyterian

Retirement

Communities

Project,

Series

2014,

5.000%,

8/01/24

No

Opt.

Call

499,530

745

Osceola

County,

Florida,

Transportation

Revenue

Bonds,

Osceola

Parkway,

Refunding

&

Improvement

Series

2019A-1,

5.000%,

10/01/29

No

Opt.

Call

764,156

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

618,139

750

5.000%,

11/01/36

11/32

at

100.00

731,072

1,520

5.000%,

11/01/47

11/32

at

100.00

1,384,317

2,175

5.000%,

11/01/52

11/32

at

100.00

1,946,300

1,000

Pasco

County,

Florida,

Cigarette

Tax

Allocation

Bonds,

H.

Lee

Moffitt

Cancer

Center

and

Research

Institute

Capital

Improvement

Series

2023A,

5.500%,

9/01/41

-

AGM

Insured

3/33

at

100.00

1,046,979

1,000

Poitras

East

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2023,

4.200%,

5/01/33

No

Opt.

Call

931,483

Pompano

Beach,

Florida,

Revenue

Bonds,

John

Knox

Village

Project,

Series

2015

:

225

5.000%,

9/01/24

No

Opt.

Call

224,172

410

5.000%,

9/01/35

9/24

at

100.00

387,199

5,000

Sarasota

County

Public

Hospital

District,

Florida,

Hospital

Revenue

Bonds,

Sarasota

Memorial

Hospital

Project,

Series

2018,

5.000%,

7/01/38

7/28

at

100.00

4,971,058

2,120

Sarasota

County,

Florida,

Utility

System

Revenue

Bonds,

Series

2022,

5.250%,

10/01/52

10/32

at

100.00

2,193,340

4,440

Sarasota

County,

Florida,

Utility

System

Revenue

Bonds,

Series

2023,

5.000%,

10/01/48

4/33

at

100.00

4,472,981

280

Seminole

County

Industrial

Development

Authority,

Florida,

Educational

Facilities

Revenue

Bonds,

Galileo

Schools

for

Gifted

Learning,

Series

2021A,

4.000%,

6/15/31,

144A

No

Opt.

Call

250,732

1,425

Tampa

Bay,

Florida,

Regional

Water

Supply

Authority,

Utility

System

Revenue

Bonds,

Sustainability

Series

2022,

5.250%,

10/01/47

10/32

at

100.00

1,469,510

4,090

Tampa,

Florida,

Water

and

Wastewater

Systems

Revenue

Bonds,

Green

Series

2022A,

5.250%,

10/01/57

10/32

at

100.00

4,209,645

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

10

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Florida

-

11.6%

(continued)

$

15

(d)

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-2,

0.000%,

5/01/40

12/23

at

100.00

$

13,959

15

(e)

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-3,

6.610%,

5/01/40

12/23

at

100.00

0

Village

Community

Development

District

10,

Sumter

County,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2023

:

1,130

5.000%,

5/01/39

-

AGM

Insured

5/33

at

100.00

1,146,431

1,000

5.000%,

5/01/40

-

AGM

Insured

5/33

at

100.00

1,010,314

2,970

Village

Community

Development

District

14,

Leesburg,

Florida,

Special

Assessment

Bonds,

Series

2022,

4.750%,

5/01/32,

144A

5/30

at

100.00

2,913,065

Total

Florida

155,865,364

Georgia

-

1.3%

3,000

Atlanta,

Georgia,

Airport

General

Revenue

Bonds,

Series

2022B,

5.000%,

7/01/38,

(AMT)

7/32

at

100.00

2,957,522

2,390

Cobb

County

Kennestone

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Wellstar

Health

System,

Series

2017A,

5.000%,

4/01/35

4/27

at

100.00

2,427,285

1,000

Columbia

County

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

WellStar

Health

System,

Inc.

Project,

Series

2023B,

5.750%,

4/01/53,

(WI/DD)

4/33

at

100.00

1,044,690

8,425

Coweta

County

Development

Authority,

Georgia,

Revenue

Bonds,

Piedmont

Healthcare,

Inc.

Project,

Series

2019A,

5.000%,

7/01/44

7/29

at

100.00

8,077,891

1,860

Georgia

Ports

Authority,

Revenue

Bonds,

Series

2022,

5.250%,

7/01/43

7/32

at

100.00

1,939,787

950

Henry

County

Hospital

Authority,

Georgia,

Revenue

Certificates,

Piedmont

Henry

Hospital

Project,

Series

2014A,

5.000%,

7/01/34

7/24

at

100.00

949,101

Total

Georgia

17,396,276

Guam

-

0.1%

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D

:

1,035

5.000%,

11/15/23

No

Opt.

Call

1,035,014

1,000

5.000%,

11/15/33

11/25

at

100.00

970,609

Total

Guam

2,005,623

Hawaii

-

0.5%

1,600

Hawaii

Department

of

Transportation

-

Airports

Division,

Lease

Revenue

Certificates

of

Participation,

Series

2013,

5.000%,

8/01/28,

(AMT)

11/23

at

100.00

1,598,060

3,840

Honolulu

City

and

County,

Hawaii,

General

Obligation

Bonds,

Series

2022B,

5.250%,

7/01/41

7/32

at

100.00

4,031,598

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

412,455

470

4.000%,

5/15/30

No

Opt.

Call

435,135

375

5.000%,

5/15/31

No

Opt.

Call

368,076

250

5.000%,

5/15/32

No

Opt.

Call

243,393

Total

Hawaii

7,088,717

Idaho

-

1.0%

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

504,227

1,000

5.000%,

6/01/30

12/24

at

100.00

1,007,822

11

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Idaho

-

1.0%

(continued)

$

2,090

5.000%,

6/01/31

12/24

at

100.00

$

2,105,250

610

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Madison

Memorial

Hospital

Project,

Refunding

Series

2016,

5.000%,

9/01/29

9/26

at

100.00

591,692

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

1,220,910

6,105

Idaho

Housing

&

Finance

Association,

Idaho,

Sales

Tax

Revenue

Bonds,

Transportation

Expansion

&

Congestion

Mitigation

Fund,

Series

2023A,

5.250%,

8/15/48

8/33

at

100.00

6,365,541

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

1,020,964

Total

Idaho

12,816,406

Illinois

-

7.2%

1,395

Beford

Park

Village,

Illinois,

Hotel

and

Motel

Tax

Revenue

Bonds,

Refunding

Series

2015A,

4.000%,

12/01/23

No

Opt.

Call

1,393,087

602

Chicago,

Illinois,

Certificates

of

Participation,

Tax

Increment

Allocation

Revenue

Bonds,

Pullman

Park/Chicago

Redevelopement

Project,

Series

2013A,

7.125%,

3/15/33

11/23

at

100.00

601,782

600

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Refunding

Senior

Lien

Series

2020A,

5.000%,

1/01/35

1/30

at

100.00

627,772

Chicago,

Illinois,

General

Obligation

Bonds,

Chicago

Works

Series

2023A

:

3,850

5.000%,

1/01/35

1/32

at

100.00

3,905,698

1,685

5.500%,

1/01/39

1/32

at

100.00

1,705,532

3,000

Chicago,

Illinois,

General

Obligation

Bonds,

Project

and

Refunding

Series

2005D,

5.500%,

1/01/40

1/25

at

100.00

2,950,919

Chicago,

Illinois,

Midway

Airport

Revenue

Bonds,

Refunding

Second

Lien

Series

2014A

:

2,500

5.000%,

1/01/25

1/24

at

100.00

2,500,066

3,000

5.000%,

1/01/30

1/24

at

100.00

2,967,540

4,320

Chicago,

Illinois,

Water

Revenue

Bonds,

Refunding

Second

Lien

Series

2012,

4.000%,

11/01/37

12/23

at

100.00

3,796,866

4,650

DuPage

County

School

District

58

Downers

Grove,

Illinois,

General

Obligation

Bonds,  School

Series

2022,

5.250%,

12/15/40

12/32

at

100.00

4,847,768

100

Illinois

Finance

Authority

Revenue

Bonds,

OSF

Healthcare

System,

Refunding

Series

2018A,

5.000%,

5/15/25

No

Opt.

Call

101,022

2,000

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Refunding

Series

2014,

4.000%,

8/01/38

8/24

at

100.00

1,791,273

525

Illinois

Finance

Authority,

Revenue

Bonds,

Bradley

University,

Refunding

Series

2021A,

4.000%,

8/01/39

8/31

at

100.00

444,811

Illinois

Finance

Authority,

Revenue

Bonds,

DePaul

College

Prep

Foundation,

Series

2023A

:

1,220

4.300%,

8/01/28,

144A

No

Opt.

Call

1,182,221

1,000

5.250%,

8/01/38,

144A

8/33

at

100.00

951,577

4,500

(c)

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

4,568,954

3,000

(c)

Illinois

Finance

Authority,

Revenue

Bonds,

Edward-Elmhurst

Healthcare,

Series

2017A,

5.000%,

1/01/36,

(Pre-refunded

1/01/27)

1/27

at

100.00

3,100,750

5,000

(c)

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

5,024,957

9,885

Illinois

Finance

Authority,

Revenue

Bonds,

Northwestern

Memorial

Healthcare,

Series

2017A,

4.000%,

7/15/47

1/28

at

100.00

8,209,255

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

12

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Illinois

-

7.2%

(continued)

$

2,750

Illinois

Finance

Authority,

Revenue

Bonds,

Rush

University

Medical

Center

Obligated

Group,

Series

2015A,

5.000%,

11/15/38

5/25

at

100.00

$

2,684,356

Illinois

Finance

Authority,

Revenue

Bonds,

Smith

Crossing,

Refunding

Series

2022

:

725

4.000%,

10/15/30

4/29

at

103.00

613,621

6,000

4.000%,

10/15/37

4/29

at

103.00

4,614,357

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

826,224

1,455

Illinois

Housing

Development

Authority,

Revenue

Bonds,

Social

Series

2022G,

6.250%,

10/01/52

4/32

at

100.00

1,514,934

5,425

Illinois

Sports

Facility

Authority,

State

Tax

Supported

Bonds,

Refunding

Series

2014,

5.250%,

6/15/32

-

AGM

Insured

6/24

at

100.00

5,425,101

2,000

Illinois

State,

General

Obligation

Bonds,

December

Series

2017B,

5.000%,

12/01/24

No

Opt.

Call

2,013,136

6,000

Illinois

State,

General

Obligation

Bonds,

November

Series

2017D,

5.000%,

11/01/28

11/27

at

100.00

6,135,949

5,330

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Senior

Lien

Series

2015B,

5.000%,

1/01/40

1/26

at

100.00

5,319,743

4,830

Knox

&

Warren

Counties

Community

Unit

School

District

205

Galesburg,

Illinois,

General

Obligation

Bonds,

Series

2019A,

5.500%,

12/01/37

12/27

at

100.00

5,017,531

1,100

Lake

County

Consolidated

High

School

District

120

Mundelein,

Illinois,

General

Obligation

Bonds,

School

Series

2022A,

5.500%,

12/01/40

12/32

at

100.00

1,137,382

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

620,146

1,000

Romeoville,

Will

County,

Illinois,

Revenue

Bonds,

Lewis

University

Project,

Refunding

Series

2018B,

5.000%,

10/01/39

4/25

at

100.00

923,662

1,000

Sangamon

County

School

District

186

Springfield,

Illinois,

General

Obligation

Bonds,

Alternate

Revenue

Source

Series

2023,

5.500%,

6/01/48

-

AGM

Insured

6/33

at

100.00

1,023,883

2,250

Southwestern

Illinois

Development

Authority,

Local

Government

Revenue

Bonds,

Edwardsville

Community

Unit

School

District

7

Project,

Series

2023A,

5.500%,

12/01/35

-

BAM

Insured

12/31

at

100.00

2,439,527

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

631,055

140

(c)

5.000%,

2/01/34,

(Pre-refunded

2/01/28)

-

AGM

Insured

2/28

at

100.00

147,117

100

University

of

Illinois,

Auxiliary

Facilities

System

Revenue

Bonds,

Series

2014A,

5.000%,

4/01/39

4/24

at

100.00

98,439

2,000

Will

County

School

District

114,

Manhattan,

Illinois,

General

Obligation

Bonds,

Series

2022,

5.500%,

1/01/43

-

BAM

Insured

1/33

at

100.00

2,080,484

4,000

Will

County,

Illinois,

General

Obligation

Bonds,

Alternate

Revenue

Source

Series

2019,

4.000%,

11/15/47

11/29

at

100.00

3,346,776

Total

Illinois

97,285,273

Indiana

-

4.1%

3,500

Brownsburg

1999

School

Building

Corporation,

Indiana,

First

Mortgage

Bonds,

Series

2023,

5.500%,

7/15/40,

(WI/DD)

7/31

at

100.00

3,656,989

2,500

Evansville,

Indiana,

Waterworks

District

Revenue

Bonds,

Series

2022A,

5.000%,

7/01/47

-

BAM

Insured

1/32

at

100.00

2,436,171

13

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Indiana

-

4.1%

(continued)

$

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

$

787,136

1,000

Hamilton

Southeastern

Consolidated

School

Building

Corporation,

Hamilton

County,

Indiana,

First

Mortgage

Bonds,

Series

2018,

5.000%,

7/15/38

1/28

at

100.00

1,024,560

850

IIndiana

Finance

Authority,

Hospital

Revenue

Bonds,

Parkview

Health,

Series

2018A,

4.000%,

11/01/48

11/28

at

100.00

680,659

4,000

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

DePauw

University

Project,

Series

2022A,

5.000%,

7/01/42

7/32

at

100.00

3,675,170

3,725

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Rose

Hulman

Institute

Of

Technology

Project,

Series

2018,

5.000%,

6/01/40

12/28

at

100.00

3,656,555

4,195

Indiana

Finance

Authority,

Health

System

Revenue

Bonds,

Franciscan

Alliance,

Inc

Obligated

Group,

Series

2016B,

5.000%,

11/01/41

11/25

at

100.00

4,089,434

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Goshen

Health,

Series

2019A

:

1,020

5.000%,

11/01/31

5/29

at

100.00

987,029

1,110

5.000%,

11/01/33

5/29

at

100.00

1,059,961

760

5.000%,

11/01/34

5/29

at

100.00

721,106

665

5.000%,

11/01/35

5/29

at

100.00

627,350

235

4.000%,

11/01/36

5/29

at

100.00

201,379

1,125

4.000%,

11/01/43

5/29

at

100.00

885,777

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Reid

Health

Series

2022

:

1,785

5.000%,

1/01/42

-

AGM

Insured

1/32

at

100.00

1,730,689

1,700

5.000%,

1/01/52

-

AGM

Insured

1/32

at

100.00

1,590,396

2,020

Indiana

Health

Facility

Financing

Authority,

Revenue

Bonds,

Ascension

Health,

Series

2001A-1,

5.000%,

11/15/34

11/25

at

100.00

2,008,128

3,000

Indiana

Municipal

Power

Agency,

Power

Supply

System

Revenue

Bonds,

Series

2022A,

5.500%,

1/01/47

1/32

at

100.00

3,104,276

1,000

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Airport

Authority

Project

Revenue

Bonds,

Series

2022G-2,

5.000%,

1/01/33,

(AMT)

1/32

at

100.00

1,025,425

2,235

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Circle

City

Forward

Phase

II

Project

Revenue

Bonds,

Series

2023B,

5.250%,

2/01/48

8/33

at

100.00

2,291,392

IPS

Multi-School

Building

Corporation,

Indiana,

First

Mortgage

Revenue

Bonds,

Social

Series

2022

:

630

5.500%,

7/15/37

7/32

at

100.00

675,859

500

5.500%,

7/15/39

7/32

at

100.00

529,462

Lake

Ridge

Multi-School

Building

Corporation,

Lake

County,

Indiana,

First

Mortgage

Bonds,

Ad

Valorem

Property

Tax

Series

2022

:

2,960

5.500%,

7/15/36

7/32

at

100.00

3,207,666

3,500

5.500%,

7/15/38

7/32

at

100.00

3,728,072

1,280

5.500%,

7/15/40

7/32

at

100.00

1,348,240

1,150

Mount

Vernon

of

Hancock

County

Multi-School

Building

Corporation,

Indiana,

First

Mortgage

Bonds,

Series

2022,

5.500%,

1/15/42

7/31

at

100.00

1,206,145

2,480

North

Montgomery

High

School

Building

Corporation,

Indiana,

First

Mortgage

Bonds,

Series

2018,

5.000%,

7/15/36

7/26

at

100.00

2,507,625

4,000

Terre

Haute

Sanitary

District,

Indiana,

Revenue

Bonds,

Bond

Anticipation

Notes

Series

2023,

5.250%,

9/28/28

7/24

at

100.00

3,928,421

Tippecanoe

County

NSE08

School

Building

Corporation,

Indiana,

Ad

Valorem

Property

Tax

First

Mortgage

Bonds,

Series

2023B

:

465

6.000%,

7/15/41

7/33

at

100.00

512,886

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

14

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Indiana

-

4.1%

(continued)

$

1,325

6.000%,

1/15/43

7/33

at

100.00

$

1,451,155

Total

Indiana

55,335,113

Iowa

-

0.2%

3,000

PEFA

Inc.,

Public

Energy

Facilities

Authority,

Inc.,

Iowa,

Gas

Project

Revenue

Bonds,

Series

2019,

5.000%,

9/01/49,

(Mandatory

Put

9/01/26)

6/26

at

100.62

2,980,337

Total

Iowa

2,980,337

Kansas

-

0.4%

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

948,833

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

207,734

2,700

Unified

School

District

No.

491,

Douglas

County.

Kansas,

General

Obligation

Bonds,

Refunding

and

School

Building,

Eudora

Series

2023A,

5.000%,

9/01/42

-

AGM

Insured

9/32

at

100.00

2,709,673

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

2,006,554

Total

Kansas

5,872,794

Kentucky

-

0.1%

1,250

Kentucky

State

Property

and

Buildings

Commission,

Revenue

Bonds,

Project

127,

Series

2022A,

5.250%,

6/01/39

6/32

at

100.00

1,288,358

Total

Kentucky

1,288,358

Louisiana

-

2.2%

4,000

Greater

New

Orleans

Expressway

Commission,

Louisiana,

Toll

Revenue

Bonds,

Subordinate

Lien

Series

2017,

5.000%,

11/01/42

-

AGM

Insured

11/25

at

100.00

4,013,179

5,000

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Louisiana,

Insurance

Assessment

Revenue

Bonds,

Louisiana

Insurance

Guaranty

Association

Project,

Series

2022B,

5.000%,

8/15/33

8/27

at

100.00

5,081,589

200

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Lincoln

Preparatory

School

Project,

Series

2021A,

5.000%,

6/01/31,

144A

No

Opt.

Call

183,265

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Refunding

Series

2017

:

2,000

5.000%,

5/15/33

5/27

at

100.00

2,022,771

2,000

5.000%,

5/15/34

5/27

at

100.00

2,022,812

2,640

5.000%,

5/15/35

5/27

at

100.00

2,665,141

3,940

New

Orleans

Aviation

Board,

Louisiana,

General

Airport

Revenue

Bonds,

North

Terminal

Project,

Series

2015B,

5.000%,

1/01/30,

(AMT)

1/25

at

100.00

3,911,696

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

393,773

500

5.000%,

1/01/35,

(AMT)

1/27

at

100.00

491,558

355

5.000%,

1/01/36,

(AMT)

1/27

at

100.00

348,385

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

2,913,330

860

5.000%,

4/01/38

-

AGM

Insured,

(AMT)

4/28

at

100.00

815,545

4,900

Saint

John

the

Baptist

Parish

School

District

1,

Louisiana,

General

Obligation

Bonds,

Series

2023,

5.250%,

3/01/37

3/33

at

100.00

4,952,194

Total

Louisiana

29,815,238

15

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Maine

-

0.1%

$

500

Maine

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Series

2022C,

5.500%,

7/01/38

-

AGM

Insured

7/32

at

100.00

$

524,933

700

Maine

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Series

2023A,

5.000%,

7/01/42

-

AGM

Insured

7/33

at

100.00

693,045

Total

Maine

1,217,978

Maryland

-

0.8%

2,000

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Maryland,

Revenue

Bonds,

Meritus

Medical

Center,

Series

2015,

5.000%,

7/01/29

7/25

at

100.00

2,009,479

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

250,653

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LifeBridge

Health

System,

Series

2015

:

1,200

(c)

4.000%,

7/01/35,

(Pre-refunded

7/01/25)

7/25

at

100.00

1,204,524

625

(c)

5.000%,

7/01/40,

(Pre-refunded

7/01/25)

7/25

at

100.00

637,340

2,120

(c)

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Peninsula

Regional

Medical

Center

Issue,

Refunding

Series

2015,

5.000%,

7/01/39,

(Pre-refunded

7/01/24)

7/24

at

100.00

2,131,638

4,615

Maryland

Transportation

Authority,

Passenger

Facility

Charge

Revenue

Bonds,

Baltimore/Washington

Internatonal

Thurgood

Marshall

Airport

Project,

Series

2019,

5.000%,

6/01/26,

(AMT)

No

Opt.

Call

4,667,492

Total

Maryland

10,901,126

Massachusetts

-

0.7%

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

1,680,496

3,885

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2017F,

5.000%,

11/01/44

11/27

at

100.00

3,905,939

3,280

Massachusetts

State,

General

Obligation

Bonds,

Refunding

Series

2023B,

5.000%,

5/01/43

5/33

at

100.00

3,376,959

Total

Massachusetts

8,963,394

Michigan

-

2.7%

5,000

Flat

Rock

Community

School

District,

Wayne

County,

Michigan,

General

Obligation

Bonds,

Refunding

School

Building

and

Site

Series

2023,

5.250%,

5/01/52

5/32

at

100.00

5,005,517

Kalamazoo

Hospital

Finance

Authority,

Michigan,

Hospital

Revenue

Bonds,

Bronson

Healthcare

Group,

Inc.,

Refunding

Series

2016

:

95

5.000%,

5/15/26

No

Opt.

Call

96,580

5

(c)

5.000%,

5/15/26,

(ETM)

No

Opt.

Call

5,130

335

Kent

Hospital

Finance

Authority,

Michigan,

Revenue

Bonds,

Mary

Free

Bed

Rehabilitatin

Hospital,

Series

2021A,

4.000%,

4/01/36

4/31

at

100.00

297,189

4,000

Lansing,

Ingham

and

Eaton

Counties,

Michigan,

General

Obligation

Bonds,

Refunding

&

Capital

Improvement

Series

2023B,

5.000%,

6/01/42

-

AGM

Insured

6/33

at

100.00

4,069,173

825

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

McLaren

Health

Care,

Refunding

Series

2015B,

5.000%,

5/15/34

5/25

at

100.00

821,613

2,500

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

McLaren

Health

Care,

Series

2019A,

5.000%,

2/15/32

No

Opt.

Call

2,571,314

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

Sparrow

Obligated

Group,

Refunding

Series

2022A

:

3,600

(c)

5.000%,

11/15/33,

(Pre-refunded

11/15/32)

11/32

at

100.00

3,965,391

3,785

(c)

5.000%,

11/15/34,

(Pre-refunded

11/15/32)

11/32

at

100.00

4,169,168

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

16

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Michigan

-

2.7%

(continued)

$

3,975

(c)

5.000%,

11/15/35,

(Pre-refunded

11/15/32)

11/32

at

100.00

$

4,378,453

375

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

274,324

1,000

Michigan

Mathematics

&

Science

Initiative,

Michigan,

Public

School

Academy

Revenue

Bonds,

Series

2021,

4.000%,

1/01/51

1/31

at

100.00

705,567

5,000

Michigan

State,

Trunk

Line

Fund

Bonds,

Rebuilding

Michigan

Program,

Series

2021A,

4.000%,

11/15/44

11/31

at

100.00

4,374,665

2,200

(c)

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

2,205,760

3,000

Wyoming

Public

Schools,

Kent

County,

Michigan,

General

Obligation

Bonds,

School

Building

&

Site

Series

2023,

5.000%,

5/01/43

-

AGM

Insured

5/33

at

100.00

3,024,357

Total

Michigan

35,964,201

Minnesota

-

1.2%

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

3,872,652

450

Forest

Lake,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Lakes

International

Language

Academy,

Series

2014A,

4.500%,

8/01/26

12/23

at

101.00

435,856

Minneapolis,

Minnesota,

Health

Care

System

Revenue

Bonds,

Fairview

Health

Services,

Series

2015A

:

1,380

5.000%,

11/15/28

11/25

at

100.00

1,381,031

3,665

5.000%,

11/15/31

11/25

at

100.00

3,617,772

1,750

Minneapolis-St.

Paul

Metropolitan

Airports

Commission,

Minnesota,

Airport

Revenue

Bonds,

Subordinate

Lien

Series

2022B,

5.000%,

1/01/37,

(AMT)

1/32

at

100.00

1,716,159

1,000

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2022M,

5.100%,

7/01/42

1/32

at

100.00

1,002,960

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

952,965

1,895

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Community

of

Peace

Academy

Project,

Series

2019,

5.000%,

12/01/39

12/29

at

100.00

1,694,391

400

Sauk

Rapids,

Minnesota,

Health

Care

and

Housing

Facilities

Revenue

Bonds,

Good

Shepherd

Luthran

Home,

Refunding

Series

2013,

4.000%,

1/01/24

12/23

at

100.00

397,955

750

St.

Paul

Housing

and

Redevelopment

Authority,

Minnesota,

Charter

School

Revenue

Bonds,

Higher

Ground

Academy

Charter

School,

Series

2023,

5.500%,

12/01/38

12/29

at

102.00

724,624

Total

Minnesota

15,796,365

Mississippi

-

1.4%

3,180

Medical

Center

Educational

Building

Corporation,

Mississippi,

Revenue

Bonds,

University

of

Mississippi

Medical

Center,

Colony

Park

Teaching

Campus,

Series

2023A,

5.000%,

6/01/42

6/33

at

100.00

3,175,111

5,000

Mississippi

Home

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Series

2023C,

4.550%,

12/01/43

6/32

at

100.00

4,643,533

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

3,788,590

17

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Mississippi

-

1.4%

(continued)

$

8,500

5.000%,

9/01/46

9/26

at

100.00

$

7,683,156

Total

Mississippi

19,290,390

Missouri

-

2.1%

1,960

Metropolitan

St.

Louis

Sewerage

District,

Missouri,

Wastewater

System

Revenue

Bonds,

Refunding

Improvement

Series

2022B,

5.250%,

5/01/52

5/32

at

100.00

2,034,286

4,000

Missouri

Development

Finance

Board,

Revenue

Bonds,

Zoo

Projects,

Series

2022,

5.500%,

5/01/42

5/32

at

100.00

4,131,487

1,030

Missouri

Health

and

Education

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Saint

Luke's

Health

System,

Inc.,

Series

2016,

5.000%,

11/15/24

No

Opt.

Call

1,039,460

3,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

BJC

Health

System,

Series

2015A,

4.000%,

1/01/45

1/25

at

100.00

2,563,715

10,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2012,

4.000%,

11/15/42

12/23

at

100.00

8,536,343

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

641,162

2,330

Orchard

Farm

R-V

School

District,

Saint

Charles

County,

Missouri,

Certificates

of

Participation,

Series

2022A,

5.250%,

4/01/39

4/29

at

100.00

2,355,341

2,200

Ozark

Reorganized

School

District

6,

Christian

County,

Missouri,

General

Obligation

Bonds,

School

Building

Series

2022,

6.000%,

3/01/42

-

AGM

Insured

9/32

at

100.00

2,424,237

253

Saint

Louis,

Missouri,

Tax

Increment

Financing

Revenue

Notes,

Marquette

Building

Redevelopment

Project,

Series

2008-A,

6.500%,

1/23/28

12/23

at

100.00

116,380

510

Taney

County

Industrial

Development

Authority,

Missouri,

Sales

Tax

Revenue

Improvement

Bonds,

Big

Cedar

Infrastructure

Project

Series

2023,

6.000%,

10/01/49,

144A

10/30

at

100.00

460,000

1,500

Transportation

Development

District,

Missouri,

Transportation

Sales

Tax

Revenue

Bonds,

Series

2017,

4.500%,

6/01/36

6/26

at

100.00

1,401,332

2,500

Universal

City

Industrial

Development

Authority,

Missouri,

Revenue

Bonds,

Tax

Increment

and

Special

District

Markets

at

Olive

Project

Series

2023A,

4.875%,

6/15/36

6/33

at

100.00

2,343,855

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

663,911

Total

Missouri

28,711,509

Montana

-

0.9%

3,000

Montana

Board

of

Housing,

Single

Family

Mortgage

Bonds,

Series

2023A,

4.450%,

12/01/43

12/32

at

100.00

2,723,305

1,220

Montana

Facility

Finance

Authority,

Hospital

Revenue

Bonds,

Benefis

Health

System

Obligated

Group,

Refunding

Series

2016,

5.000%,

2/15/31

2/27

at

100.00

1,223,780

1,255

Montana

Facility

Finance

Authority,

Montana,

Health

Facilities

Reveue

Bonds,

Bozeman

Deaconess

Health

Services

Obligated

Group,

Series

2018,

5.000%,

6/01/37

6/28

at

100.00

1,241,049

5,000

Montana

Facility

Finance

Authority,

Revenue

Bonds,

Billings

Clinic

Obligated

Group,

Series

2018A,

5.000%,

8/15/48

8/28

at

100.00

4,797,255

1,470

Montana

State

Board

of

Regents

of

Higher

Education,

General

Revenue

Bonds,

Series

2022,

5.250%,

11/15/52

-

AGM

Insured

11/32

at

100.00

1,495,367

Total

Montana

11,480,756

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

18

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

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

$

1,051,117

1,070

5.000%,

11/15/37

5/27

at

100.00

1,071,188

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

906,872

2,000

Douglas

County

Nebraska,

Sanitary

and

Improvement,

District

Number

608,

General

Obligation

Bonds,

North

Streams,

Series

2022,

6.000%,

12/15/37

6/27

at

100.00

1,796,687

Madison

County

Hospital

Authority

1,

Nebraska,

Hospital

Revenue

Bonds,

Faith

Regional

Health

Services

Project,

Refunding

Series

2017A

:

1,765

5.000%,

7/01/25

No

Opt.

Call

1,767,626

1,500

5.000%,

7/01/28

7/27

at

100.00

1,485,167

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

526,572

2,500

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2023G,

5.150%,

9/01/43,

(WI/DD)

9/32

at

100.00

2,516,044

1,000

Omaha

Public

Power

District,

Nebraska,

Electric

System

Revenue

Bonds,

Series

2017A,

5.000%,

2/01/42

12/27

at

100.00

1,016,600

2,800

Southeast

Community

College

Area,

Nebraska,

Certificates

of

Participation,

Series

2018,

5.000%,

12/15/47

6/28

at

100.00

2,862,438

Total

Nebraska

15,000,311

Nevada

-

2.0%

1,000

Carson

City,

Nevada,

Hospital

Revenue

Bonds,

Carson

Tahoe

Regional

Healthcare

Project,

Series

2017A,

5.000%,

9/01/33

9/27

at

100.00

987,045

Clark

County

Water

Reclamation

District,

Nevada,

General

Obligation

Water

Bonds,

Limited

Tax

Series

2023

:

2,425

5.000%,

7/01/41

7/33

at

100.00

2,500,403

12,335

5.000%,

7/01/47

7/33

at

100.00

12,450,663

4,000

Clark

County,

Nevada  Airport

Revenue

Bonds,

Senior

Series

2015A,

5.000%,

7/01/40

7/25

at

100.00

3,962,671

2,000

Clark

County,

Nevada,

Airport

Revenue

Bonds,

Jet

Aviation

Fuel

Tax,

Refunding

Series

2022A,

5.000%,

7/01/26,

(AMT)

No

Opt.

Call

2,025,744

115

Clark

County,

Nevada,

Airport

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2019D,

5.000%,

7/01/25

No

Opt.

Call

116,973

1,370

Clark

County,

Nevada,

Passenger

Facility

Charge

Revenue

Bonds,

Las

Vegas-McCarran

International

Airport,

Refunding

Series

2017B,

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

1,375,645

775

Henderson,

Nevada,

Local

Improvement

Bonds,

Local

Improvement

District

T-22

Rainbow

Canyon

Phase

II,

Series

2023,

5.000%,

3/01/38

3/33

at

100.00

718,716

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

812

Summerlin

Village

24,

Series

2015

:

1,125

4.000%,

12/01/23

No

Opt.

Call

1,124,279

900

4.250%,

12/01/24

No

Opt.

Call

894,540

440

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

814

Summerlin

Village

21&

24A,

Series

2019,

3.250%,

6/01/24

No

Opt.

Call

434,198

Total

Nevada

26,590,877

19

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

New

Hampshire

-

0.8%

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Catholic

Medical

Center,

Series

2017

:

$

3,145

5.000%,

7/01/35

7/27

at

100.00

$

3,059,711

1,950

5.000%,

7/01/37

7/27

at

100.00

1,799,853

670

5.000%,

7/01/44

7/27

at

100.00

551,290

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

3,911,940

1,350

New

Hampshire

Housing

Finance

Authority,

Single

Family

Mortgage

Acquisition

Bonds,

Social

Series

2023B,

4.450%,

7/01/43

7/32

at

100.00

1,226,968

Total

New

Hampshire

10,549,762

New

Jersey

-

2.7%

2,000

(c)

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,

(Pre-refunded

2/15/24)

2/24

at

100.00

2,004,760

Middlesex

County

Improvement

Authority,

New

Jersey,

General

Obligation

Lease

Revenue

Bonds,

New

Jersey

Health

+

Life

Science

Exchange

-

H-1

Project

Series

2023A

:

3,920

5.000%,

8/15/49

8/33

at

100.00

4,020,589

2,715

5.000%,

8/15/53

8/33

at

100.00

2,733,309

New

Jersey

Economic

Development

Authority,

Charter

School

Revenue

Bonds,

North

Star

Academy

Charter

School

of

Newark,

Series

2017

:

485

5.000%,

7/15/24

No

Opt.

Call

485,191

510

5.000%,

7/15/25

No

Opt.

Call

510,780

535

5.000%,

7/15/26

No

Opt.

Call

537,157

560

5.000%,

7/15/27

No

Opt.

Call

563,851

5,300

New

Jersey

Economic

Development

Authority,

New

Jersey,

Transit

Transportation

Project

Revenue

Bonds,

Portal

North

Bridge

Project

Series

2022A,

5.000%,

11/01/37

11/32

at

100.00

5,446,890

1,000

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Refunding

Series

2015XX,

5.000%,

6/15/25

No

Opt.

Call

1,014,350

New

Jersey

Economic

Development

Authority,

Special

Facility

Revenue

Bonds,

Port

Newark

Container

Terminal

LLC

Project,

Refunding

Series

2017

:

1,800

5.000%,

10/01/24,

(AMT)

No

Opt.

Call

1,797,856

3,500

5.000%,

10/01/37,

(AMT)

10/27

at

100.00

3,370,727

5,000

New

Jersey

Health

Care

Facilities

Financing

Authority,

State

Contract

Bonds,

Hospital

Asset

Transformatiom

Program,

Refunding

Series

2017,

5.000%,

10/01/29

4/28

at

100.00

5,166,953

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

2,276,135

1,700

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

Program

Bonds,

Series

2022CC,

5.250%,

6/15/36

12/32

at

100.00

1,800,627

1,700

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2009C,

5.250%,

6/15/32

12/24

at

100.00

1,710,168

200

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2015AA,

5.250%,

6/15/32

6/25

at

100.00

202,026

South

Jersey

Port

Corporation,

New

Jersey,

Marine

Terminal

Revenue

Bonds,

Subordinate

Series

2017B

:

1,300

5.000%,

1/01/35,

(AMT)

1/28

at

100.00

1,284,548

1,250

5.000%,

1/01/36,

(AMT)

1/28

at

100.00

1,228,917

Total

New

Jersey

36,154,834

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

20

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

New

Mexico

-

0.2%

$

2,000

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2023D,

5.150%,

9/01/43,

(WI/DD)

9/32

at

100.00

$

2,012,864

Total

New

Mexico

2,012,864

New

York

-

6.6%

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

371,293

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

300,594

300

4.000%,

6/15/28

No

Opt.

Call

285,708

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

366,976

Build

New

York

Resource

Corporation

Revenue

Bonds,

East

Harlem

Scholars

Academy

Charter

School

Project,

Series

2022

(Social

Bonds)

:

400

5.000%,

6/01/32,

144A

6/30

at

100.00

390,986

1,250

5.750%,

6/01/42,

144A

6/30

at

100.00

1,215,209

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

228,453

1,335

Dormitory

Authority

of

the

State

of

New

York,

Columbia

University

Revenue

Bonds,

Series

2020A,

5.000%,

10/01/50

No

Opt.

Call

1,376,209

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

791,254

500

5.000%,

7/01/38

7/30

at

100.00

500,367

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

1,253,474

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

617,569

525

5.000%,

7/01/34

7/29

at

100.00

434,831

925

4.000%,

7/01/38

7/29

at

100.00

670,313

800

5.000%,

7/01/41

7/29

at

100.00

613,649

9,000

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Icahn

School

of

Medicine

at

Mount

Sinai,

Refunding

Series

2015A,

5.000%,

7/01/32

7/25

at

100.00

8,867,357

2,535

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Montefiore

Obligated

Group,

Series

2018A,

5.000%,

8/01/25

No

Opt.

Call

2,506,903

470

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Montefiore

Obligated

Group,

Series

2020A,

5.000%,

9/01/28

No

Opt.

Call

468,288

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

284,219

1,000

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose

Series

2023A,

5.000%,

3/15/32

No

Opt.

Call

1,077,968

1,575

Liberty

Development

Corporation,

New

York,

Goldman

Sachs

Headquarter

Revenue

Bonds,

Series

2005,

5.250%,

10/01/35

No

Opt.

Call

1,652,402

580

Liberty

Development

Corporation,

New

York,

Goldman

Sachs

Headquarters

Revenue

Bonds

Series

2007,

5.500%,

10/01/37

No

Opt.

Call

602,941

21

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

New

York

-

6.6%

(continued)

$

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

$

1,439,345

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

999,665

1,975

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Rochester

General

Hospital

Project,

Series

2017,

5.000%,

12/01/46

12/26

at

100.00

1,805,541

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Rochester

Regional

Health

Project,

Series

2020A

:

600

5.000%,

12/01/24

No

Opt.

Call

601,644

750

5.000%,

12/01/25

No

Opt.

Call

753,970

2,065

Nassau

County

Tobacco

Settlement

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Refunding

Series

2006A-2,

5.250%,

6/01/26

11/23

at

100.00

2,013,699

370

New

Rochelle

Corporation,

New

York,

Local

Development

Revenue

Bonds,

Iona

College

Project,

Series

2015A,

5.000%,

7/01/32

7/25

at

100.00

367,175

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

5,004,734

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

3,014,270

2,500

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

Series

2023B-1,

5.250%,

11/01/36

11/32

at

100.00

2,694,873

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

Series

2023D-1

:

1,500

5.250%,

11/01/37

11/32

at

100.00

1,599,560

5,000

5.500%,

11/01/45

11/32

at

100.00

5,269,848

6,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

Series

2023E-1,

5.000%,

11/01/40

5/33

at

100.00

6,186,212

4,035

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

Series

2024A-1,

5.000%,

5/01/44

5/33

at

100.00

4,092,893

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

2,543,647

3,000

New

York

State

Environmental

Facilities

Corporation,

State

Clean

Water

and

Drinking

Water

Revolving

Funds

Revenue

Bonds,

New

York

City

Municipal

Water

Finance

Authority

Projects-Second

Resolution

Bonds,

Subordinated

SRF

Series

2017E,

5.000%,

6/15/42

6/27

at

100.00

3,031,222

New

York

State

Environmental

Facilities

Corporation,

State

Clean

Water

and

Drinking

Water

Revolving

Funds

Revenue

Bonds,

Pooled

Loan

Issue,

Series

2005B

:

500

(c)

5.500%,

10/15/27,

(ETM)

No

Opt.

Call

530,447

1,000

(c)

5.500%,

4/15/35,

(ETM)

No

Opt.

Call

1,131,282

500

New

York

State

Power

Authority,

Green

Transmission

Project

Revenue

Bonds,

Green

Series

2023A,

5.250%,

11/15/42

-

AGM

Insured,

(WI/DD)

11/33

at

100.00

524,839

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2022

:

5,000

5.000%,

12/01/30,

(AMT)

No

Opt.

Call

5,064,975

1,660

5.000%,

12/01/42,

(AMT)

12/32

at

100.00

1,567,766

2,500

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

One

Hundred

Seventy

Eighth

Series

2013,

5.000%,

12/01/27,

(AMT)

12/23

at

100.00

2,502,648

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

22

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

New

York

-

6.6%

(continued)

$

600

Poughkeepsie

City,

New

York,

General

Obligation

Bonds,

Refunding

Public

Improvement

Series

2019.,

5.000%,

6/01/31

6/26

at

100.00

$

593,842

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

763,760

7,625

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Sales

Tax

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

TBTA

Capital

Lockbox-City

Sales

Tax,

Series

2022A,

5.250%,

5/15/52

11/32

at

100.00

7,806,978

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

367,870

915

Yonkers

Industrial

Development

Agency,

New

York,

School

Facility

Revenue

Bonds,

New

Community

School

Project

Series

2022,

5.250%,

5/01/51

5/32

at

100.00

932,072

1,155

Yonkers,

New

York,

General

Obligation

Bonds,

Serial

Series

2022F,

5.000%,

11/15/38

-

BAM

Insured

11/32

at

100.00

1,190,722

Total

New

York

89,272,462

North

Carolina

-

0.8%

Charlotte,

North

Carolina,

Airport

Revenue

Bonds,

Charlotte

Douglas

International,

Refunding

Series

2017B

:

1,000

5.000%,

7/01/42,

(AMT)

7/27

at

100.00

970,126

1,000

5.000%,

7/01/47,

(AMT)

7/27

at

100.00

949,880

1,090

Greater

Asheville

Regional

Airport

Authority,  North

Carolina,

Airport

System

Revenue

Bonds,

Series

2023,

5.250%,

7/01/42

-

AGM

Insured,

(AMT)

7/33

at

100.00

1,093,816

1,300

Greater

Asheville

Regional

Airport

Authority,

North

Carolina,

Airport

System

Revenue

Bonds,

Series

2022A,

5.250%,

7/01/39

-

AGM

Insured,

(AMT)

7/32

at

100.00

1,319,111

Greater

Asheville

Regional

Airport

Authority,

North

Carolina,

Airport

System

Revenue

Bonds,

Series

2023

:

430

5.250%,

7/01/41

-

AGM

Insured,

(AMT)

7/33

at

100.00

433,632

620

5.250%,

7/01/43

-

AGM

Insured,

(AMT)

7/33

at

100.00

620,788

North

Carolina

Turnpike

Authority,

Triangle

Expressway

System

Revenue

Bonds,

Senior

Lien

Series

2019

:

1,500

5.000%,

1/01/44

1/30

at

100.00

1,457,219

500

5.000%,

1/01/49

1/30

at

100.00

478,619

Raleigh

Durham

Airport

Authority,

North

Carolina,

Airport

Revenue

Bonds,

Refunding

Series

2017A

:

1,750

5.000%,

5/01/32,

(AMT)

5/27

at

100.00

1,757,298

1,135

5.000%,

5/01/33,

(AMT)

5/27

at

100.00

1,139,502

Total

North

Carolina

10,219,991

North

Dakota

-

0.2%

375

City

of

Horace,

North

Dakota,

Temporary

Refunding

Improvement

Bonds,

Series

2022A,

3.250%,

8/01/24

12/23

at

100.00

373,347

1,000

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Social

Series

2023D,

4.500%,

7/01/43

7/32

at

100.00

927,101

1,485

Ward

County

Health

Care,

North

Dakota,

Revenue

Bonds,

Trinity

Obligated

Group,

Series

2017C,

5.000%,

6/01/34

6/28

at

100.00

1,300,154

Total

North

Dakota

2,600,602

23

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Ohio

-

1.3%

$

1,315

Brunswick

City

School

District,

Medina

County,

Ohio,

General

Obligation

Bonds,

Classroom

Facilities

School

Improvement

Series

2023,

5.250%,

12/01/53

-

BAM

Insured

6/31

at

100.00

$

1,341,175

1,000

Dayton,

Ohio,

Water

System

Revenue

Bonds,

Series

2022,

5.500%,

12/01/42

12/30

at

100.00

1,049,817

2,000

Franklin

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

OhioHealth

Corporation,

Series

2015,

5.000%,

5/15/35

5/25

at

100.00

2,012,331

550

Muskingum

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Genesis

HealthCare

System

Obligated

Group

Project,

Series

2013,

5.000%,

2/15/27

12/23

at

100.00

535,973

5,000

New

Albany

Plain

Local

Joint

Park

District,

Franklin

and

Licking

Counties,

Ohio,

General

Obligation

Bonds,

Park

Facilities

Series

2023,

5.500%,

12/01/48

-

BAM

Insured

12/32

at

100.00

5,194,643

1,150

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009D,

3.375%,

8/01/29,

(Mandatory

Put

9/15/21)

No

Opt.

Call

1,013,129

1,575

Ohio

State,

Major

New

State

Infrastructure

Project

Revenue

Bonds,

Series

2022-1,

5.000%,

12/15/23

No

Opt.

Call

1,577,056

5,000

Washington

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Memorial

Health

System

Obligated

Group,

Series

2022,

6.375%,

12/01/37

12/32

at

100.00

4,626,544

Total

Ohio

17,350,668

Oklahoma

-

0.4%

Clinton

Public

Works

Authority,  Oklahoma,

Educational

Facilities,

Lease

Revenue

Bonds,

Series

2022

:

2,145

5.000%,

10/01/33

10/32

at

100.00

2,171,489

1,925

5.000%,

10/01/35

10/32

at

100.00

1,935,326

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

679,680

Total

Oklahoma

4,786,495

Oregon

-

0.2%

50

Oregon

Special

Districts

Association,

Certificates

of

Participation,

Flexlease

Program,

Series

2013A,

4.000%,

1/01/24

7/23

at

100.00

49,959

West

Linn,

Oregon,

General

Obligation

Bonds,

Series

2023

:

1,530

4.000%,

6/01/41

6/32

at

100.00

1,326,512

1,465

4.000%,

6/01/43

6/32

at

100.00

1,241,073

Total

Oregon

2,617,544

Pennsylvania

-

2.5%

2,095

Allegheny

County

Hospital

Development

Authority,

Pennsylvania,

Revenue

Bonds,

University

of

Pittsburgh

Medical

Center,

Series

2019A,

4.000%,

7/15/37

7/29

at

100.00

1,889,463

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

99,263

Berks

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Tower

Health

Project,

Series

2017

:

50

5.000%,

11/01/37

11/27

at

100.00

27,346

160

4.000%,

11/01/47

11/27

at

100.00

87,202

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Reading

Hospital

&

Medical

Center

Project,

Series

2012A

:

1,300

5.000%,

11/01/40

11/23

at

100.00

710,335

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

24

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Pennsylvania

-

2.5%

(continued)

$

1,155

5.000%,

11/01/44

11/23

at

100.00

$

630,573

Cumberland

Valley

School

District,

Cumberland

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2023A

:

1,000

5.000%,

11/15/44

-

AGM

Insured

11/32

at

100.00

1,012,957

1,420

5.000%,

11/15/47

-

AGM

Insured

11/32

at

100.00

1,433,611

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

3,635,893

Pennsylvania

Economic

Development

Financing

Authority,

Pennsylvania,

Private

Activity

Revenue

Bonds,

The

PennDOT

Major

Bridges

Package

One

Project,

Series

2022

:

6,000

5.000%,

6/30/33,

(AMT)

12/32

at

100.00

6,083,623

5,000

5.250%,

6/30/36,

(AMT)

12/32

at

100.00

5,094,325

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

842,543

1,000

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2023-143A,

4.800%,

4/01/35,

(WI/DD)

4/33

at

100.00

998,876

2,500

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2022B,

5.250%,

12/01/47

12/32

at

100.00

2,571,101

1,845

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Fixed

Rate

Series

2017A,

5.000%,

9/01/36

3/27

at

100.00

1,815,514

1,500

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

6/15/26,

(AMT)

6/25

at

100.00

1,499,442

3,000

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2017B,

5.000%,

7/01/35,

(AMT)

7/27

at

100.00

2,964,814

1,215

South

Western

School

District

of

York

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2023,

5.250%,

2/15/50,

(WI/DD)

2/31

at

100.00

1,221,189

725

Susquehanna

Area

Regional

Airport

Authority,

Pennsylvania,

Airport

System

Revenue

Bonds,

Series

2017,

5.000%,

1/01/35,

(AMT)

1/28

at

100.00

701,434

Total

Pennsylvania

33,319,504

Rhode

Island

-

0.1%

1,900

Rhode

Island

Student

Loan

Authority,

Student

Loan

Program

Revenue

Bonds,

Senior

Series

2018A,

5.000%,

12/01/24,

(AMT)

No

Opt.

Call

1,910,176

Total

Rhode

Island

1,910,176

South

Carolina

-

0.9%

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

766,742

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

York

Preparatory

Academy

Project,

Series

2014A

:

40

(c)

5.750%,

11/01/23,

(ETM),

144A

No

Opt.

Call

40,000

180

(c)

7.000%,

11/01/33,

(Pre-refunded

11/01/24),

144A

11/24

at

100.00

184,739

3,500

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

Series

2022B,

4.000%,

12/01/49

6/32

at

100.00

2,753,703

South

Carolina

State

Ports

Authority,

Revenue

Bonds,

Series

2015

:

785

(c)

5.000%,

7/01/33,

(Pre-refunded

7/01/25),

(AMT)

7/25

at

100.00

791,659

2,625

(c)

5.250%,

7/01/55,

(Pre-refunded

7/01/25),

(AMT)

7/25

at

100.00

2,657,670

25

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

South

Carolina

-

0.9%

(continued)

$

2,840

South

Carolina

State

Ports

Authority,

Revenue

Bonds,

Series

2018,

5.000%,

7/01/34,

(AMT)

7/28

at

100.00

$

2,873,859

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

890,001

1,325

Spartanburg

County

School

District

4,

South

Carolina,

General

Obligation

Bonds,

Series

2022A,

5.000%,

3/01/47

3/32

at

100.00

1,340,547

Total

South

Carolina

12,298,920

South

Dakota

-

1.4%

1,555

Baltic

School

District

No.

49-1,

South

Dakota,

General

Obligation

Bonds,

Series

2022,

5.500%,

12/01/51

-

AGM

Insured

12/31

at

100.00

1,598,916

1,960

Brandon,

Minnehaha

County,

South

Dakota,

Water

Surcharge

Revenue

Bonds,

Series

2022,

5.500%,

8/01/47

-

BAM

Insured

8/32

at

100.00

2,059,748

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

1,020,013

8,000

4.000%,

7/01/42

7/27

at

100.00

6,661,586

7,765

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Regional

Health,

Refunding

Series

2017,

5.000%,

9/01/40

9/27

at

100.00

7,547,283

Total

South

Dakota

18,887,546

Tennessee

-

0.8%

2,050

Chattanooga

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2,

5.000%,

8/01/49

8/29

at

100.00

1,884,570

1,420

Greeneville

Health

and

Educational

Facilities

Board,

Tennessee,

Hospital

Revenue

Bonds,

Ballad

Health,

Series

2018A,

5.000%,

7/01/37

7/28

at

100.00

1,402,277

1,400

Knox

County

Health,

Educational

and

Housing

Facilities

Board,

Tennessee,

Revenue

Bonds,

University

Health

System,

Inc.,

Series

2017,

5.000%,

4/01/27

No

Opt.

Call

1,413,352

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Improvement

Revenue

Bonds,

Series

2022A

:

1,100

5.250%,

7/01/34,

(AMT)

7/32

at

100.00

1,145,700

1,300

5.500%,

7/01/37,

(AMT)

7/32

at

100.00

1,359,660

1,350

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Improvement

Series

2015B,

5.000%,

7/01/32,

(AMT)

7/25

at

100.00

1,347,171

2,160

Tennessee

State

School

Bond

Authority,

Higher

Educational

Facilities

Second

Program

Bonds,

Series

2022A,

5.000%,

11/01/47

11/32

at

100.00

2,196,573

Total

Tennessee

10,749,303

Texas

-

8.3%

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

583,553

695

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Uplift

Education,

Series

2016A,

2.750%,

12/01/26

No

Opt.

Call

650,353

500

Austin

Independent

School

District,

Travis

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2023,

4.000%,

8/01/48

2/33

at

100.00

412,257

4,300

Austin,

Texas,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Forward

Delivery

Series

2023,

5.000%,

11/15/42

5/33

at

100.00

4,397,331

Cedar

Port

Navigation

District,

Texas,

General

Obligation

Bonds,

Improvement

Series

2023

:

1,700

4.000%,

9/01/31

9/30

at

100.00

1,616,831

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

26

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Texas

-

8.3%

(continued)

$

1,700

4.000%,

9/01/32

9/30

at

100.00

$

1,603,399

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Senior

Lien,

Series

2015A

:

360

(c)

5.000%,

1/01/35,

(Pre-refunded

7/01/25)

7/25

at

100.00

366,234

1,695

(c)

5.000%,

1/01/40,

(Pre-refunded

7/01/25)

7/25

at

100.00

1,724,351

550

City

of

Midlothian,

Texas,

Westside

Preserve

Public

Improvement

District

Improvement

Area

#1

Project,

Special

Assessment

Revenue

Bonds,

Series

2022,

5.250%,

9/15/42,

144A

9/32

at

100.00

487,838

505

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Idea

Public

Schools,

Series

2022A,

5.000%,

8/15/31

No

Opt.

Call

511,585

3,000

Collin

County,

Texas,

General

Obligation

Bonds,

Limited

Tax

Permanent

Improvement

Series

2023,

5.000%,

2/15/40

2/33

at

100.00

3,102,512

3,740

Dallas

Area

Rapid

Transit,

Texas,

Sales

Tax

Revenue

Bonds,

Refunding

&

Improvement

Senior

Lien

Series

2021B,

4.000%,

12/01/51

12/30

at

100.00

3,073,059

5,345

(c)

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

5,478,669

3,055

Dallas

Fort

Worth

International

Airport,

Texas,

Joint

Revenue

Bonds,

Refunding

Series

2022B,

5.000%,

11/01/40

11/32

at

100.00

3,100,759

Decatur

Hospital

Authority,

Texas,

Revenue

Bonds,

Wise

Regional

Health

System,

Series

2021B

:

70

5.000%,

9/01/24

No

Opt.

Call

69,618

75

5.000%,

9/01/25

No

Opt.

Call

73,329

276

Decatur

Hospital

Authority,

Texas,

Revenue

Bonds,

Wise

Regional

Health

System,

Series

2021C,

4.000%,

9/01/44

9/31

at

100.00

206,550

Hackberry,

Texas,

Combination

Special

Assessment

and

Contract

Revenue

Road

and

Utility

Bonds,

Hidden

Cove

Improvement

District

2,

Series

2017

:

1,230

4.500%,

9/01/32

9/27

at

100.00

1,145,641

955

4.500%,

9/01/32

9/27

at

100.00

889,501

2,500

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Series

2019A,

5.000%,

12/01/23

No

Opt.

Call

2,501,735

1,250

Harris

County

Flood

Control

District,

Texas,

General

Obligation

Bonds,

Refunding

Improvement,  Sustainability

Green

Series

2022A,

5.250%,

10/01/40

10/32

at

100.00

1,315,484

2,255

Highland

Park

Independent

School

District,

Potter

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2023,

5.250%,

2/15/41

2/33

at

100.00

2,364,751

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

&

Subordinate

Lien

Series

2018A

:

2,625

5.000%,

7/01/31,

(AMT)

7/28

at

100.00

2,655,798

2,000

5.000%,

7/01/35,

(AMT)

7/28

at

100.00

2,009,432

1,750

5.000%,

7/01/36,

(AMT)

7/28

at

100.00

1,717,453

1,240

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

&

Subordinate

Lien

Series

2018C,

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

1,243,496

5,000

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2023A,

5.250%,

7/01/41

-

AGM

Insured,

(AMT)

7/33

at

100.00

5,042,226

1,200

Irving

Independent

School

District,

Dallas

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2023,

5.000%,

2/15/41

8/32

at

100.00

1,234,365

1,400

Kerrville

Health

Facilities

Development

Corporation,

Texas,

Revenue

Bonds,

Sid

Peterson

Memorial

Hospital

Project,

Series

2015,

5.000%,

8/15/35

8/25

at

100.00

1,404,283

27

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Texas

-

8.3%

(continued)

$

1,500

Love

Field

Airport

Modernization

Corporation,

Texas,

General

Airport

Revenue

Bonds,

Refunding

Series

2021,

5.000%,

11/01/29,

(AMT)

No

Opt.

Call

$

1,530,718

500

Midtown

Redevelopment

Authority,

Texas,

Tax

Increment

Contract

Revenue,

Refunding

Series

2015,

5.000%,

1/01/24

No

Opt.

Call

500,529

1,500

Mission

Economic

Development

Corporation,

Texas,

Revenue

Bonds,

Natgasoline

Project,

Senior

Lien

Series

2018,

4.625%,

10/01/31,

(AMT),

144A

11/23

at

103.00

1,412,034

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

1,586,808

1,060

5.000%,

9/15/31

9/25

at

100.00

1,060,932

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

574,292

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

NCCD

-

College

Station

Properties

LLC

-

Texas

A&M

University

Project,  Series

2015A

:

750

(e)

5.000%,

7/01/30

7/25

at

100.00

680,625

1,500

(e)

5.000%,

7/01/33

No

Opt.

Call

1,361,250

2,950

North

East

Regional

Mobility

Authority,

Texas,

Revenue

Bonds,

Subordinate

Lien

Series

2016B,

5.000%,

1/01/36

1/26

at

100.00

2,913,327

3,000

(c)

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

3,084,205

165

(c)

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

166,611

5,455

San

Antonio,

Texas,

Electric

and

Gas

System

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

2/01/42

2/27

at

100.00

5,476,284

2,185

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Scott

&

White

Healthcare

Project,

Series

2022D,

5.500%,

11/15/47

11/32

at

100.00

2,225,845

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

3,830,763

6,000

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Revenue

Bonds,

Texas

Health

Resources

System,

Series

2016A,

5.000%,

2/15/47

8/26

at

100.00

5,800,234

2,250

Tarrant

County

Hospital

District,

Texas,

General

Obligation

Bonds,

Limited

Tax

Series

2023,

5.250%,

8/15/40

8/32

at

100.00

2,328,325

Texas

Department

of

Housing

and

Community

Affairs,

Single

Family

Mortgage

Revenue

Bonds,

Series

2022B

:

5,000

5.250%,

9/01/52

3/32

at

100.00

4,979,363

5,915

6.000%,

3/01/53

3/32

at

104.76

6,197,437

2,450

Texas

Private

Activity

Bond

Surface

Transportation

Corporation,

Senior

Lien

Revenue

Bonds,

LBJ

Infrastructure

Group

LLC

IH-635

Managed

Lanes

Project,

Refunding  Series

2020A,

4.000%,

12/31/32

12/30

at

100.00

2,345,979

500

Texas

Public

Finance

Authority,

Revenue

Bonds,

Texas

Southern

University

Financing

System

Series

2023,

5.250%,

5/01/38

-

BAM

Insured

5/33

at

100.00

506,794

2,000

Texas

State

Technical

College

System,

Financing

System

Revenue

Bonds,

Improvement

Series

2022A,

6.000%,

8/01/54

-

AGM

Insured

8/32

at

100.00

2,125,357

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

28

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Texas

-

8.3%

(continued)

$

1,200

Texas

State,

General

Obligation

Bonds,

College

Student

Loan

Series

2014,

6.000%,

8/01/25,

(AMT)

8/24

at

100.00

$

1,215,192

Texas

Transportation

Commission,

Central

Texas

Turnpike

System

Revenue

Bonds,

Refunding

Second

Tier

Series

2015C

:

1,140

5.000%,

8/15/29

8/24

at

100.00

1,138,227

3,150

5.000%,

8/15/42

8/24

at

100.00

2,979,952

400

Town

of

Lakewood

Village,

Texas,

Lakewood

Village

Public

Improvement

District

Improvement

District

No.

1

Project,

Special

Assessment

Revenue

Bonds,

Series

2022,

5.250%,

9/15/42,

144A

9/32

at

100.00

355,195

1,645

Uptown

Development

Authority,

Houston,

Texas,

Tax

Increment

Contract

Revenue

Bonds,

Infrastructure

Improvement

Facilities,

Series

2017A,

5.000%,

9/01/39

9/26

at

100.00

1,532,744

1,240

Viridian

Municipal

Management

District,

Texas,

Revenue

Bonds,

Road

Improvement

Series

2023,

5.000%,

12/01/38

-

AGM

Insured,

(WI/DD)

12/29

at

100.00

1,203,198

800

(c)

Wylie

Independent

School

District,

Collin

County,

Texas,

General

Obligation

Bonds,

Refunding

Series

2015C,

6.500%,

8/15/28,

(Pre-

refunded

8/15/24)

8/24

at

100.00

815,771

Total

Texas

110,910,384

Utah

-

3.7%

5,995

Herber

Light

and

Power

Company,

Utah,

Electric

Revenue

Bonds,

Series

2023,

5.000%,

12/15/47

-

BAM

Insured

12/32

at

100.00

5,896,237

Intermountain

Power

Agency,

Utah,

Power

Supply

Revenue

Bonds,

Series

2022A

:

4,000

5.000%,

7/01/39

7/31

at

100.00

4,158,558

5,000

5.000%,

7/01/40

7/31

at

100.00

5,179,457

Lehi

Local

Building

Authority,

Utah,

Lease

Revenue

Bonds,

Series

2022

:

4,490

5.250%,

6/15/47

6/32

at

100.00

4,524,701

4,060

5.500%,

6/15/49

6/32

at

100.00

4,159,872

1,255

Lehi,

Utah,

Sales

Tax

Revenue

Bonds,

Series

2018,

5.250%,

6/01/38

6/28

at

100.00

1,301,843

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

1,266,920

1,875

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2017A,

5.000%,

7/01/34,

(AMT)

7/27

at

100.00

1,877,313

2,000

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2018A,

5.000%,

7/01/30,

(AMT)

7/28

at

100.00

2,032,396

1,715

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2023A,

5.250%,

7/01/43,

(AMT)

7/33

at

100.00

1,710,270

5,000

University

of

Utah,

General

Revenue

Bonds,

Green

Series

2022B,

5.000%,

8/01/41

8/32

at

100.00

5,178,333

145

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Bridge

Elementary

Project,

Series

2021A,

4.000%,

6/15/41

6/28

at

103.00

101,797

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

508,150

500

5.000%,

10/15/31

10/27

at

100.00

506,466

550

Utah

Infrastructure

Agency,

Telecommunications

Revenue

Bonds,

Series

2021,

4.000%,

10/15/27

No

Opt.

Call

532,095

1,190

Utah

Telecommunication

Open

Infrastructure

Agency,

Utah,

Revenue

Bonds,

Refunding

Sales

Tax

and

Telecommunication

Series

2022,

5.500%,

6/01/40

6/32

at

100.00

1,249,174

29

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Utah

-

3.7%

(continued)

$

8,820

Wasatch

County

School

District

Local

Building

Authority,

Utah,

Lease

Revenue

Bonds,

Board

of

Education

Series

2022,

5.500%,

6/01/47

6/32

at

100.00

$

9,120,530

Total

Utah

49,304,112

Vermont

-

0.2%

Vermont

Educational

and

Health

Buildings

Financing

Agency,

Revenue

Bonds,

University

of

Vermont

Medical

Center

Project,

Green

Series

2016B

:

1,270

5.000%,

12/01/37

6/26

at

100.00

1,238,877

1,500

5.000%,

12/01/38

6/26

at

100.00

1,454,523

Total

Vermont

2,693,400

Virgin

Islands

-

0.2%

3,000

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/39

10/32

at

100.00

2,845,187

Total

Virgin

Islands

2,845,187

Virginia

-

2.4%

5,190

Chesapeake

Bay

Bridge

and

Tunnel

District,

Virginia,

General

Resolution

Revenue

Bonds,

First

Tier

Bond

Anticipation

Notes

Series

2019,

5.000%,

11/01/23

No

Opt.

Call

5,190,000

3,900

Chesapeake

Bay

Bridge

and

Tunnel

District,

Virginia,

General

Resolution

Revenue

Bonds,

First

Tier

Series

2016,

5.000%,

7/01/46

7/26

at

100.00

3,696,503

6,500

Fairfax

County

Industrial

Development

Authority,

Virginia,

Healthcare

Revenue

Bonds,

Inova

Health

System,

Series

2014A,

5.000%,

5/15/44

5/24

at

100.00

6,344,985

5,350

Fairfax

County

Industrial

Development

Authority,

Virginia,

Healthcare

Revenue

Bonds,

Inova

Health

System,

Series

2018B-2,

5.000%,

5/15/57,

(Mandatory

Put

5/15/30)

No

Opt.

Call

5,633,596

1,400

Fredericksburg

Economic

Development

Authority,

Virginia,

Revenue

Bonds,Mary

Washington

Healthcare

Obligated

Group,

Refunding

Series

2014,

5.000%,

6/15/33

6/24

at

100.00

1,401,219

3,000

Front

Royal

and

Warren

County

Industrial

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Valley

Health

System

Obligated

Group,

Series

2018,

4.000%,

1/01/50

1/25

at

103.00

2,347,504

5,000

Norfolk

Economic

Development

Authority,

Virginia,

Hospital

Facility

Revenue

Bonds,

Sentara

Healthcare

Systems,

Refunding

Series

2018B,

4.000%,

11/01/48

11/28

at

100.00

4,129,369

815

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Washington

and

Lee

University,

Series

2001,

5.750%,

1/01/34

No

Opt.

Call

932,849

1,750

Virginia

Small

Business

Financing

Authority,

Private

Activity

Revenue

Bonds,

Transform

66

P3

Project,

Senior

Lien

Series

2017,

5.000%,

12/31/47,

(AMT)

6/27

at

100.00

1,647,019

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

95

Express

Lanes

LLC

Project,

Refunding

Senior

Lien

Series

2022

:

500

5.000%,

1/01/38,

(AMT)

1/32

at

100.00

484,284

300

5.000%,

6/30/38,

(AMT)

12/32

at

100.00

298,502

650

Williamsburg

Economic

Development

Authority,

Virginia,

Student

Housing

Revenue

Bonds,

Provident

Group

-

Williamsburg

Properties

LLC

-

William

and

Mary

Project

Series

2023A,

5.250%,

7/01/53

-

AGM

Insured

7/33

at

100.00

663,716

Total

Virginia

32,769,546

Washington

-

1.6%

2,500

Grant

County

Public

Hospital

District

2,

Washington,

General

Obligation

Bonds,

Quincy

Valley

Medical

Center,

Series

2023,

5.000%,

12/01/38

12/32

at

100.00

2,327,505

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

30

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Washington

-

1.6%

(continued)

$

1,735

(c)

Grant

County

Public

Utility

District

2,

Washington,

Revenue

Bonds,

Priest

Rapids

Hydroelectric

Project,

Refunding

Series

2014B,

5.000%,

1/01/32,

(Pre-refunded

7/01/24),

(AMT)

7/24

at

100.00

$

1,743,959

3,855

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Central

Washington

Health

Services

Association,

Refunding

Series

2015,

5.000%,

7/01/39

7/25

at

100.00

3,634,702

9,885

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Seattle

Children's

Hospital,

Series

2015B,

5.000%,

10/01/38

4/25

at

100.00

9,699,548

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Virginia

Mason

Medical

Center,

Series

2017

:

675

5.000%,

8/15/25

No

Opt.

Call

676,902

700

4.000%,

8/15/42

8/27

at

100.00

544,630

2,550

(c)

Washington

State

Housing

Finance

Commission,

Non-Profit

Housing

Revenue

Bonds,

Herons

Key

Senior

Living,

Series

2015A,

7.000%,

7/01/50,

(Pre-refunded

7/01/25),

144A

7/25

at

100.00

2,649,993

Total

Washington

21,277,239

West

Virginia

-

0.1%

1,250

West

Virginia

Water

Development

Authority,

Infrastructure

Excess

Lottery

Revenue

Bonds,

Chesapeake

Bay/Greenbrier

River

Projects,

Series

2014A,

5.000%,

7/01/34

7/24

at

100.00

1,252,956

Total

West

Virginia

1,252,956

Wisconsin

-

1.4%

1,000

Public

Finance

Authority

of

Wisconsin,

Project

Revenue

Bonds,

CFP3

-

Eastern

Michigan

University

Student

Housing

Project,

Series

2022A-1,

5.250%,

7/01/36

-

BAM

Insured

7/32

at

100.00

1,059,767

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

1,604,028

1,875

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Bellin

Memorial

Hospital

Incorporated

Series

2022A,

5.500%,

12/01/52

12/32

at

100.00

1,878,836

1,935

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Bellin

Memorial

Hospital

Incorporated

Series

2022B,

5.250%,

12/01/48

12/32

at

100.00

1,861,455

1,500

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Marshfield

Clinic

Health

System,

Inc.,

Series

2017C,

5.000%,

2/15/47

2/27

at

100.00

1,334,249

2,410

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Marshfield

Clinic,

Series

2016B,

5.000%,

2/15/34

2/26

at

100.00

2,410,129

335

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Fort

Healthcare,

Series

2014,

5.000%,

5/01/25

5/24

at

100.00

335,773

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Franciscan

Sisters

of

Christian

Charity

Sponsored

Ministry,

Series

2017A

:

1,840

(c)

5.000%,

9/01/28,

(Pre-refunded

9/01/27)

9/27

at

100.00

1,913,654

700

(c)

5.000%,

9/01/29,

(Pre-refunded

9/01/27)

9/27

at

100.00

728,020

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

5,077,085

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

99,527

600

(c)

Wisconsin

State,

Clean

Water

Revenue

Bonds,

Refunding

Series

2016-1,

5.000%,

6/01/29,

(Pre-refunded

6/01/24)

6/24

at

100.00

603,565

Total

Wisconsin

18,906,088

31

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

Wyoming

-

0.1%

$

1,000

(c)

Wyoming

Municipal

Power

Agency,

Power

Supply

System

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

1/01/34,

(Pre-refunded

1/01/27)

-

BAM

Insured

1/27

at

100.00

$

1,039,629

Total

Wyoming

1,039,629

Total

Municipal

Bonds

(cost

$1,328,087,428)

1,254,388,608

Total

Long-Term

Investments

(cost

$1,328,087,428)

1,254,388,608

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(b)

Value

SHORT-TERM

INVESTMENTS

-

1.1% 

X

–

MUNICIPAL

BONDS

-

1

.1

%

X

14,615,000

Arizona

-

0.2%

$

3,230

(f)

Arizona

Board

of

Regents,

Arizona

State

University

System

Revenue

Bonds,

Refunding

Series

2008B,

4.050%,

7/01/34,

(Mandatory

Put

11/7/2023)

10/23

at

100.00

$

3,230,000

Total

Arizona

3,230,000

Colorado

-

0.1%

1,395

(f)

Colorado

Springs,

Colorado,

Utilities

System

Revenue

Bonds,

Variable

Rate

Demand

Subordinate

Lien

Improvement

Series

2006B,

4.150%,

11/01/36,

(Mandatory

Put

11/7/2023)

10/23

at

100.00

1,395,000

Total

Colorado

1,395,000

Indiana

-

0.4%

5,000

(f)

Purdue

University,

Indiana,

University

Revenue

Bonds,

Student

Facility

System

Series

2004A,

3.900%,

7/01/33,

(Mandatory

Put

11/7/2023)

10/23

at

100.00

5,000,000

Total

Indiana

5,000,000

New

York

-

0.1%

1,325

(f)

Battery

Park

City

Authority,

New

York,

Revenue

Bonds,

Adjustable

Rate

Junior

Series

2019D-2,

4.060%,

11/01/38,

(Mandatory

Put

11/7/2023)

10/23

at

100.00

1,325,000

Total

New

York

1,325,000

Washington

-

0.3%

3,665

(f)

King

County,

Washington,

General

Obligation

Bonds,

Payable

from

Sewer

Revenues,

Refunding

Multi-Modal

Limited

Tax

Series

2019A,

3.850%,

1/01/46,

(Mandatory

Put

10/31/2023)

10/23

at

100.00

3,665,000

Total

Washington

3,665,000

Total

Municipal

Bonds

(cost

$14,615,000)

14,615,000

Total

Short-Term

Investments

(cost

$14,615,000)

14,615,000

Total

Investments

(cost

$

1,342,702,428

)

-

94

.4

%

1,269,003,608

Other

Assets

&

Liabilities,

Net

-  5.6%

74,723,981

Net

Assets

-

100%

$

1,343,727,589

Municipal

Total

Return

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

32

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Municipal

Total

Return

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

1,254,388,608

$

–

$

1,254,388,608

Short-Term

Investments:

Municipal

Bonds

–

14,615,000

–

14,615,000

Total

$

–

$

1,269,003,608

$

–

$

1,269,003,608

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(c)

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.

(d)

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.

(e)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(f)

Investment

has

a

maturity

of

greater

than

one

year,

but

has

variable

rate

and/or

demand

features

which

qualify

it

as

a

short-term

investment.

The

rate

disclosed,

as

well

as

the

reference

rate

and

spread,

where

applicable,

is

that

in

effect

as

of

the

end

of

the

reporting

period.

This

rate

changes

periodically

based

on

market

conditions

or

a

specified

market

index.

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

WI/DD

When-issued

or

delayed

delivery

security.

33

Nuveen

Core

Impact

Bond

Managed

Accounts

Portfolio

Portfolio

of

Investments

October

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

99.3% 

X

–

CORPORATE

BONDS

-

46

.2

%

X

3,765,529

Automobiles

&

Components

-

0.9%

$

100

Ford

Motor

Co

3.250%

2/12/32

$

75,475

Total

Automobiles

&

Components

75,475

Banks

-

4.7%

200

Bank

Hapoalim

BM,

144A

,

Reg

S

3.255%

1/21/32

162,244

250

BPCE

SA,

144A

2.045%

10/19/27

218,178

Total

Banks

380,422

Commercial

&

Professional

Services

-

2.6%

100

Massachusetts

Higher

Education

Assistance

Corp

2.673%

7/01/31

74,891

250

Rockefeller

Foundation/The

2.492%

10/01/50

136,837

Total

Commercial

&

Professional

Services

211,728

Consumer

Services

-

2.5%

100

Bush

Foundation

2.754%

10/01/50

54,181

200

Starbucks

Corp

4.450%

8/15/49

150,881

Total

Consumer

Services

205,062

Energy

-

0.8%

100

TotalEnergies

Capital

International

SA

3.127%

5/29/50

61,118

Total

Energy

61,118

Equity

Real

Estate

Investment

Trusts

(REITs)

-

5.3%

125

(b)

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC,

144A

3.750%

9/15/30

89,724

200

Host

Hotels

&

Resorts

LP

2.900%

12/15/31

149,294

200

Regency

Centers

LP

3.750%

6/15/24

196,873

Total

Equity

Real

Estate

Investment

Trusts

(REITs)

435,891

Financial

Services

-

4.0%

45

Low

Income

Investment

Fund

3.386%

7/01/26

41,429

50

NHP

Foundation/The

6.000%

12/01/33

49,982

250

WLB

Asset

II

B

Pte

Ltd,

144A

3.950%

12/10/24

237,069

Total

Financial

Services

328,480

Food,

Beverage

&

Tobacco

-

1.9%

250

PepsiCo

Inc

2.875%

10/15/49

152,003

Total

Food,

Beverage

&

Tobacco

152,003

Materials

-

4.0%

350

Air

Products

and

Chemicals

Inc

4.800%

3/03/33

327,333

Total

Materials

327,333

Semiconductors

&

Semiconductor

Equipment

-

2.6%

250

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

3.400%

5/01/30

209,715

Total

Semiconductors

&

Semiconductor

Equipment

209,715

Telecommunication

Services

-

1.9%

250

Verizon

Communications

Inc

2.850%

9/03/41

154,401

Total

Telecommunication

Services

154,401

Nuveen

Core

Impact

Bond

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

34

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Utilities

-

15.0%

$

200

Duke

Energy

Progress

LLC

4.000%

4/01/52

$

137,007

250

MidAmerican

Energy

Co

3.150%

4/15/50

149,700

120

PacifiCorp

2.900%

6/15/52

62,550

100

Public

Service

Co

of

Oklahoma

2.200%

8/15/31

75,201

100

Public

Service

Electric

and

Gas

Co

5.125%

3/15/53

85,903

200

Southern

California

Edison

Co

3.650%

6/01/51

125,387

200

Southwestern

Electric

Power

Co

3.250%

11/01/51

112,695

150

Southwestern

Public

Service

Co

3.150%

5/01/50

86,609

194

Sweihan

PV

Power

Co

PJSC2022

1,

144A

3.625%

1/31/49

143,909

125

Topaz

Solar

Farms

LLC,

144A

5.750%

9/30/39

112,876

176

UEP

Penonome

II

SA2020

1,

144A

6.500%

10/01/38

132,064

Total

Utilities

1,223,901

Total

Corporate

Bonds

(cost

$5,055,289)

3,765,529

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

-

28

.2

%

X

2,294,976

1

Banc

of

America

Mortgage

2004-K

Trust,

2004

K

4.100%

12/25/34

$

1,287

250

(c)

BFLD

Trust

2020-EYP,

(TSFR1M

reference

rate

+

2.214%

spread),

2020

EYP,

144A

7.549%

10/15/35

137,201

250

Century

Plaza

Towers

2019-CPT,

2019

CPT,

144A

2.997%

11/13/39

147,774

100

DBUBS

2017-BRBK

Mortgage

Trust,

2017

BRBK,

144A

3.452%

10/10/34

90,912

4

Fannie

Mae

Pool,

FN

CA6414

3.000%

7/01/50

3,470

1

Fannie

Mae

Pool,

FN

CB3149

2.000%

3/01/52

672

48

Fannie

Mae

Pool,

FN

MA4732

4.000%

9/01/52

41,439

2

Fannie

Mae

Pool,

FN

BU8837

5.000%

5/01/52

2,301

6

Fannie

Mae

Pool,

FN

MA4709

5.000%

7/01/52

5,803

10

Fannie

Mae

Pool,

FN

FS0522

2.500%

2/01/52

7,545

68

Fannie

Mae

Pool,

FN

MA4733

4.500%

9/01/52

60,702

2

Fannie

Mae

Pool,

FN

BT0267

3.000%

9/01/51

2,052

23

Fannie

Mae

Pool,

FN

MA4785

5.000%

10/01/52

21,251

2

Fannie

Mae

Pool,

FN

MA4731,

2022

1

3.500%

9/01/52

1,585

2

Fannie

Mae

Pool,

FN

FS1535

3.000%

4/01/52

1,446

1

Fannie

Mae

Pool,

FN

MA4761

5.000%

9/01/52

845

1

Fannie

Mae

Pool,

FN

MA4805,

2022

1

4.500%

11/01/52

844

7

Fannie

Mae

Pool,

FN

MA4518

3.000%

1/01/37

6,213

24

Fannie

Mae

Pool,

FN

MA4644,

2022

1

4.000%

5/01/52

21,071

7

Freddie

Mac

Gold

Pool,

FG

G08760

3.000%

4/01/47

5,552

136

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

2020

Q014

1.555%

1/25/36

102,252

1

Freddie

Mac

Pool,

FR

SD2609

3.500%

12/01/52

809

4

Freddie

Mac

Pool,

FR

QD1349

3.500%

11/01/51

3,587

6

Ginnie

Mae

II

Pool,

G2

BX3680

3.000%

8/20/50

4,872

3

Ginnie

Mae

II

Pool,

G2

BY0339

3.500%

8/20/50

2,190

5

Ginnie

Mae

II

Pool,

G2

BX3679

3.000%

8/20/50

3,935

3

Ginnie

Mae

II

Pool,

G2

BY0338

3.500%

8/20/50

2,429

3

Ginnie

Mae

II

Pool,

G2

BX3681

3.000%

8/20/50

2,312

2

Ginnie

Mae

II

Pool,

G2

BY0340

3.500%

8/20/50

2,102

1

Ginnie

Mae

II

Pool,

G2

BY0331

3.000%

10/20/50

767

5

Ginnie

Mae

II

Pool,

G2

MA8648

5.500%

2/20/53

4,647

19

Ginnie

Mae

II

Pool,

G2

BY0325

2.500%

10/20/50

14,563

0

Ginnie

Mae

II

Pool,

G2

BY0330

3.000%

10/20/50

439

24

Ginnie

Mae

II

Pool,

G2

MA8489

4.500%

12/20/52

21,927

10

Ginnie

Mae

II

Pool,

G2

MA8647

5.000%

2/20/53

9,063

30

Ginnie

Mae

II

Pool,

G2

MA7589,

2021

A

2.500%

9/20/51

24,303

30

Ginnie

Mae

II

Pool,

G2

MA9101

3.000%

8/20/53

24,707

28

Ginnie

Mae

II

Pool,

G2

MA8268

4.500%

9/20/52

25,760

28

Ginnie

Mae

II

Pool,

G2

MA8269

5.000%

9/20/52

26,234

52

Ginnie

Mae

II

Pool,

G2

MA8267,

2022

A

4.000%

9/20/52

46,022

35

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

54

Ginnie

Mae

II

Pool,

G2

MA8149

3.500%

7/20/52

$

46,085

76

GoodLeap

Sustainable

Home

Solutions

Trust

2021-3,

2021

3CS,

144A

2.100%

5/20/48

55,598

128

GoodLeap

Sustainable

Home

Solutions

Trust

2021-4,

2021

4GS,

144A

2.360%

7/20/48

86,319

5

Government

National

Mortgage

Association,

G2

MA8646

4.500%

2/20/53

4,421

235

Hudson

Yards

2019-30HY

Mortgage

Trust,

2019

30HY,

144A

3.228%

7/10/39

195,663

142

Loanpal

Solar

Loan

2021-2

Ltd,

2021

2GS,

144A

2.220%

3/20/48

100,722

128

Mosaic

Solar

Loan

Trust

2020-2,

2020

2A,

144A

1.440%

8/20/46

102,082

144

Mosaic

Solar

Loan

Trust

2021-3,

2021

3A,

144A

1.920%

6/20/52

102,181

212

(c)

Natixis

Commercial

Mortgage

Securities

Trust

2019-MILE,

(TSFR1M

reference

rate

+

1.579%

spread),

2019

MILE,

144A

5.915%

7/15/36

194,643

150

One

Market

Plaza

Trust

2017-1MKT,

2017

1MKT,

144A

3.845%

2/10/32

130,050

51

Vivint

Solar

Financing

V

LLC,

2018

1A,

144A

7.370%

4/30/48

46,457

218

Vivint

Solar

Financing

VII

LLC,

2020

1A,

144A

2.210%

7/31/51

168,667

200

VNDO

Trust

2016-350P,

2016

350P,

144A

3.903%

1/10/35

179,203

Total

Asset-Backed

and

Mortgage-Backed

Securities

(cost

$2,953,846)

2,294,976

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(d)

Value

X

–

MUNICIPAL

BONDS

-

9

.9

%

X

806,382

Alaska

-

1.8%

$

150

Port

Lions,

Alaska,

Revenue

Bonds,

Kodiak

Area

Native

Association

Project,

Taxable

Series

2022,

7.500%,

10/01/52

10/32

at

100.00

$

145,530

Total

Alaska

145,530

California

-

3.5%

200

Los

Angeles

Department

of

Airports,

California,

Customer

Facility

Charge

Revenue

Bonds,

Los

Angeles

International

Airport,

Consolidated

Rental

Car

Facility

Project,

Taxable

Green

Series

2022A,

4.242%,

5/15/48

-

AGM

Insured

5/32

at

100.00

155,303

200

San

Francisco

City

and

County,

California,

Series

2021,

2.684%,

6/15/40

6/31

at

100.00

127,108

Total

California

282,411

Illinois

-

0.6%

50

Village

of

Deerfield,

Illinois,

Series

2011,

4.000%,

12/01/28

12/23

at

100.00

48,263

Total

Illinois

48,263

Massachusetts

-

1.8%

170

Massachusetts

Clean

Energy

Cooperative

Corp,

2.020%,

7/01/28

No

Opt.

Call

147,025

Total

Massachusetts

147,025

Michigan

-

2.2%

250

Great

Lakes

Water

Authority,

Michigan,

Sewer

Disposal

System

Revenue

Bonds,

Taxable

Refunding

Senior

Lien

Series

2020A,

3.056%,

7/01/39

No

Opt.

Call

183,153

Total

Michigan

183,153

Total

Municipal

Bonds

(cost

$971,232)

806,382

X

–

EMERGING

MARKET

DEBT

AND

FOREIGN

CORPORATE

BONDS

-

8

.3

%

X

676,764

Canada

-

2.6%

$

250

OMERS

Finance

Trust

,

144A

3.500%

4/19/32

$

213,381

Total

Canada

213,381

Nuveen

Core

Impact

Bond

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

36

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Principal

Amount

(000)

Description

(a)

Optional

Call

Provisions

(d)

Value

Netherlands

-

2.4%

$

200

Nederlandse

Waterschapsbank

NV

,

144A

4.000%

6/01/28

$

191,559

Total

Netherlands

191,559

Supranational

-

3.3%

300

European

Investment

Bank

3.750%

2/14/33

271,824

Total

Supranational

271,824

Total

Emerging

Market

Debt

and

Foreign

Corporate

Bonds

(cost

$716,131)

676,764

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

5

.6

%

X

454,784

$

300

United

States

Treasury

Note/Bond

3.625%

5/15/53

$

233,859

158

United

States

Treasury

Note/Bond

4.875%

10/31/28

158,333

68

United

States

Treasury

Note/Bond

3.875%

8/15/33

62,592

Total

U.S.

Government

and

Agency

Obligations

(cost

$486,146)

454,784

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

1

.1

%

X

91,000

Utilities

-

1.1%

$

100

Vistra

Corp,

144A

7.000%

N/A

(e)

$

91,000

Total

Utilities

91,000

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$92,000)

91,000

Total

Long-Term

Investments

(cost

$10,274,644)

8,089,435

Shares

Description

(a)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.1%

X

–

92,201

(f)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.360%(g)

$

92,201

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$92,201)

92,201

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

SHORT-TERM

INVESTMENTS

-

0.7% 

X

–

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

0

.7

%

54,000

$

54

Fannie

Mae

Discount

Notes

0.000

11/01/23

$

54,000

Total

U.S.

Government

and

Agency

Obligations

(cost

$54,000)

54,000

Total

Short-Term

Investments

(cost

$54,000)

54,000

Total

Investments

(cost

$

10,420,845

)

-

101

.1

%

8,235,636

Other

Assets

&

Liabilities,

Net

-  (1.1)%

(

86,580

)

Net

Assets

-

100%

$

8,149,056

37

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:

Core

Impact

Bond

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Bonds

$

–

$

3,765,529

$

–

$

3,765,529

Asset-Backed

and

Mortgage-Backed

Securities

–

2,294,976

–

2,294,976

Municipal

Bonds

–

806,382

–

806,382

Emerging

Market

Debt

and

Foreign

Corporate

Bonds

–

676,764

–

676,764

U.S.

Government

and

Agency

Obligations

–

454,784

–

454,784

$1,000

Par

(or

similar)

Institutional

Preferred

–

91,000

–

91,000

Investments

Purchased

with

Collateral

from

Securities

Lending

92,201

–

–

92,201

Short-Term

Investments:

U.S.

Government

and

Agency

Obligations

–

54,000

–

54,000

Total

$

92,201

$

8,143,435

$

–

$

8,235,636

For

Fund

portfolio

compliance

purposes,

the

Fund’s

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Investment,

or

a

portion

of

investment,

is

out

on

loan

for

securities

lending.

The

total

value

of

the

securities

out

on

loan

as

of

the

end

of

the

reporting

period

was

$89,724.

(c)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(d)

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.

(e)

Perpetual

security.

Maturity

date

is

not

applicable.

(f)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(g)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

REIT

Real

Estate

Investment

Trust

TSFR

1M

CME

Term

SOFR

1

Month

38

Nuveen

Emerging

Markets

Debt

Managed

Accounts

Portfolio

Portfolio

of

Investments

October

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

97.8%  

X

12,833,205

SOVEREIGN

DEBT

-

48.9%

X

12,833,205

Angola

-

0.9%

$

300

Angolan

Government

International

Bond,

144A

8.750%

4/14/32

$

233,135

Total

Angola

233,135

Bermuda

-

0.9%

300

Bermuda

Government

International

Bond,

144A

2.375%

8/20/30

237,420

Total

Bermuda

237,420

Brazil

-

0.7%

200

Brazilian

Government

International

Bond

3.875%

6/12/30

171,824

Total

Brazil

171,824

Chile

-

1.6%

550

Chile

Government

International

Bond

2.550%

7/27/33

411,738

Total

Chile

411,738

Colombia

-

2.0%

200

Colombia

Government

International

Bond

7.500%

2/02/34

187,038

200

Colombia

Government

International

Bond

8.000%

4/20/33

195,299

200

Colombia

Government

International

Bond

3.000%

1/30/30

153,778

Total

Colombia

536,115

Cote

d'Ivoire

-

0.6%

170

Ivory

Coast

Government

International

Bond,

144A2032

144A

5.750%

12/31/32

151,119

Total

Cote

d'Ivoire

151,119

Dominican

Republic

-

1.0%

300

Dominican

Republic

International

Bond,

144A

5.500%

2/22/29

273,015

Total

Dominican

Republic

273,015

Egypt

-

0.6%

250

Egypt

Government

International

Bond,

144A

7.600%

3/01/29

155,180

Total

Egypt

155,180

Hungary

-

2.2%

200

Hungary

Government

International

Bond,

144A

5.250%

6/16/29

188,400

200

Hungary

Government

International

Bond,

144A

6.250%

9/22/32

192,205

200

Magyar

Export-Import

Bank

Zrt,

144A

6.125%

12/04/27

195,621

Total

Hungary

576,226

India

-

0.6%

200

Export-Import

Bank

of

India,

144A

3.250%

1/15/30

168,834

Total

India

168,834

Indonesia

-

2.4%

350

Indonesia

Government

International

Bond

4.650%

9/20/32

320,561

350

Indonesia

Government

International

Bond

3.500%

1/11/28

322,316

Total

Indonesia

642,877

Jordan

-

0.7%

200

Jordan

Government

International

Bond,

144A

7.500%

1/13/29

185,763

Total

Jordan

185,763

Kenya

-

0.7%

225

Republic

of

Kenya

Government

International

Bond,

144A

8.000%

5/22/32

175,937

Total

Kenya

175,937

39

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Mexico

-

3.4%

$

200

Mexico

Government

International

Bond

6.338%

5/04/53

$

174,844

250

Mexico

Government

International

Bond

4.280%

8/14/41

178,690

700

Mexico

Government

International

Bond

3.500%

2/12/34

534,506

Total

Mexico

888,040

Morocco

-

0.9%

300

Morocco

Government

International

Bond,

144A

3.000%

12/15/32

223,500

Total

Morocco

223,500

Nigeria

-

0.9%

300

Nigeria

Government

International

Bond,

144A

7.375%

9/28/33

225,216

Total

Nigeria

225,216

Oman

-

1.6%

200

Oman

Government

International

Bond,

144A

6.500%

3/08/47

174,500

250

Oman

Government

International

Bond,

144A

6.250%

1/25/31

242,617

Total

Oman

417,117

Panama

-

2.6%

200

Panama

Government

International

Bond

6.853%

3/28/54

172,348

700

Panama

Government

International

Bond

3.298%

1/19/33

517,453

Total

Panama

689,801

Peru

-

2.7%

250

Fondo

MIVIVIENDA

SA,

144A

4.625%

4/12/27

235,453

575

Peruvian

Government

International

Bond

2.783%

1/23/31

460,312

Total

Peru

695,765

Philippines

-

1.9%

675

Philippine

Government

International

Bond

1.950%

1/06/32

504,749

Total

Philippines

504,749

Poland

-

2.8%

200

Bank

Gospodarstwa

Krajowego,

144A

5.375%

5/22/33

185,750

250

Republic

of

Poland

Government

International

Bond

3.250%

4/06/26

237,029

200

Republic

of

Poland

Government

International

Bond

5.500%

11/16/27

200,789

140

Republic

of

Poland

Government

International

Bond

5.500%

4/04/53

123,382

Total

Poland

746,950

Qatar

-

1.0%

300

Qatar

Government

International

Bond,

144A

3.750%

4/16/30

273,750

Total

Qatar

273,750

Republic

of

Serbia

-

0.7%

250

Serbia

International

Bond,

144A

2.125%

12/01/30

183,377

Total

Republic

of

Serbia

183,377

Romania

-

2.4%

200

Romanian

Government

International

Bond,

144A

7.125%

1/17/33

198,890

326

Romanian

Government

International

Bond,

144A

5.250%

11/25/27

314,598

200

Romanian

Government

International

Bond,

144A

4.000%

2/14/51

122,651

Total

Romania

636,139

Saudi

Arabia

-

3.4%

250

Saudi

Government

International

Bond,

144A

4.500%

10/26/46

187,235

500

Saudi

Government

International

Bond,

144A

3.625%

3/04/28

461,990

325

Saudi

Government

International

Bond,

144A

2.250%

2/02/33

243,978

Total

Saudi

Arabia

893,203

Nuveen

Emerging

Markets

Debt

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

40

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

South

Africa

-

2.3%

$

275

Republic

of

South

Africa

Government

International

Bond

5.875%

4/20/32

$

231,982

250

Republic

of

South

Africa

Government

International

Bond

4.300%

10/12/28

215,375

225

Republic

of

South

Africa

Government

International

Bond

5.375%

7/24/44

147,856

Total

South

Africa

595,213

South

Korea

-

1.5%

200

Export-Import

Bank

of

Korea

5.125%

9/18/33

190,841

300

(b)

Export-Import

Bank

of

Korea

2.500%

6/29/41

192,015

Total

South

Korea

382,856

Turkey

-

0.7%

200

Turkey

Government

International

Bond

6.000%

3/25/27

187,392

Total

Turkey

187,392

United

Arab

Emirates

-

2.5%

425

Abu

Dhabi

Government

International

Bond,

144A

3.125%

5/03/26

401,300

425

Abu

Dhabi

Government

International

Bond,

144A

3.125%

9/30/49

260,015

Total

United

Arab

Emirates

661,315

Uruguay

-

2.0%

550

Uruguay

Government

International

Bond

4.375%

1/23/31

519,533

Total

Uruguay

519,533

Uzbekistan

-

0.7%

250

Republic

of

Uzbekistan

International

Bond,

144A

3.700%

11/25/30

190,106

Total

Uzbekistan

190,106

Total

Sovereign

Debt

(cost

$13,243,805)

12,833,205

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

12,490,563

CORPORATE

BONDS

-

47.6%

X

12,490,563

Australia

-

0

.6

%

$

200

AngloGold

Ashanti

Holdings

PLC

3.375%

11/01/28

$

165,627

Total

Australia

165,627

Brazil

-

3

.9

%

200

Arcos

Dorados

BV,

144A

6.125%

5/27/29

186,000

100

Brazil

Minas

SPE

via

State

of

Minas

Gerais2013

1,

144A

5.333%

2/15/28

96,750

200

Embraer

Netherlands

Finance

BV,

144A

7.000%

7/28/30

195,278

225

Petrobras

Global

Finance

BV

6.900%

3/19/49

203,330

225

Rumo

Luxembourg

Sarl,

144A

4.200%

1/18/32

173,025

200

Suzano

Austria

GmbH

2.500%

9/15/28

166,484

Total

Brazil

1,020,867

Chile

-

4

.4

%

200

Antofagasta

PLC,

144A

5.625%

5/13/32

185,225

200

Banco

del

Estado

de

Chile,

144A

2.704%

1/09/25

191,690

200

Cia

Cervecerias

Unidas

SA,

144A

3.350%

1/19/32

161,337

200

Corp

Nacional

del

Cobre

de

Chile,

144A

3.000%

9/30/29

165,943

200

Corp

Nacional

del

Cobre

de

Chile,

144A

3.700%

1/30/50

117,448

200

Empresa

Nacional

del

Petroleo,

144A

6.150%

5/10/33

185,529

200

Inversiones

CMPC

SA,

144A

3.000%

4/06/31

156,141

Total

Chile

1,163,313

41

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

China

-

1

.3

%

$

200

Lenovo

Group

Ltd,

144A

3.421%

11/02/30

$

161,159

225

Prosus

NV,

144A

4.193%

1/19/32

172,836

Total

China

333,995

Colombia

-

0

.7

%

200

Ecopetrol

SA

5.375%

6/26/26

191,485

Total

Colombia

191,485

Costa

Rica

-

0

.7

%

200

Instituto

Costarricense

de

Electricidad,

144A

6.750%

10/07/31

186,500

Total

Costa

Rica

186,500

Dominican

Republic

-

0

.7

%

200

AES

Espana

BV,

144A

5.700%

5/04/28

175,396

Total

Dominican

Republic

175,396

Guatemala

-

0

.6

%

200

Millicom

International

Cellular

SA,

144A

4.500%

4/27/31

150,855

Total

Guatemala

150,855

Hong

Kong

-

0

.7

%

200

AIA

Group

Ltd,

144A

3.600%

4/09/29

180,009

Total

Hong

Kong

180,009

India

-

4

.1

%

225

Bharti

Airtel

Ltd,

144A

3.250%

6/03/31

181,444

185

Greenko

Dutch

BV,

Reg

S

3.850%

3/29/26

164,650

200

ICICI

Bank

Ltd/Dubai,

144A

3.800%

12/14/27

184,310

250

Indian

Railway

Finance

Corp

Ltd,

144A

3.249%

2/13/30

208,827

200

REC

Ltd,

Reg

S

4.625%

3/22/28

185,553

200

UltraTech

Cement

Ltd,

144A

2.800%

2/16/31

154,746

Total

India

1,079,530

Indonesia

-

4

.3

%

200

Freeport

Indonesia

PT,

144A

4.763%

4/14/27

189,057

200

Indonesia

Asahan

Aluminium

PT

/

Mineral

Industri

Indonesia

Persero

PT,

144A

5.450%

5/15/30

185,500

200

Indonesia

Asahan

Aluminium

PT

/

Mineral

Industri

Indonesia

Persero

PT,

144A

6.530%

11/15/28

198,749

200

Pertamina

Persero

PT,

144A

3.650%

7/30/29

177,307

200

Pertamina

Persero

PT,

144A

6.500%

5/27/41

186,727

200

Perusahaan

Perseroan

Persero

PT

Perusahaan

Listrik

Negara,

144A

5.450%

5/21/28

193,981

Total

Indonesia

1,131,321

Israel

-

3

.2

%

200

Bank

Hapoalim

BM,

144A,

Reg

S

3.255%

1/21/32

162,244

200

Bank

Leumi

Le-Israel

BM,

144A,

Reg

S

5.125%

7/27/27

186,500

225

Energean

Israel

Finance

Ltd,

144A,

Reg

S

5.375%

3/30/28

184,034

200

Israel

Electric

Corp

Ltd,

144A,

Reg

S

3.750%

2/22/32

152,000

200

Mizrahi

Tefahot

Bank

Ltd,

144A,

Reg

S

3.077%

4/07/31

167,000

Total

Israel

851,778

Nuveen

Emerging

Markets

Debt

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

42

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Kazakhstan

-

1

.6

%

$

200

Development

Bank

of

Kazakhstan

JSC,

144A

5.750%

5/12/25

$

198,200

250

QazaqGaz

NC

JSC,

144A

4.375%

9/26/27

227,865

Total

Kazakhstan

426,065

Kuwait

-

0

.7

%

200

NBK

SPC

Ltd,

144A

1.625%

9/15/27

176,131

Total

Kuwait

176,131

Malaysia

-

2

.0

%

225

MISC

Capital

Two

Labuan

Ltd,

144A

3.750%

4/06/27

207,291

200

Petronas

Capital

Ltd,

144A

2.480%

1/28/32

155,886

200

Petronas

Capital

Ltd,

144A

4.800%

4/21/60

157,504

Total

Malaysia

520,681

Mexico

-

6

.6

%

200

Alpek

SAB

de

CV,

144A

3.250%

2/25/31

152,675

200

Banco

Santander

Mexico

SA

Institucion

de

Banca

Multiple

Grupo

Financiero

Santand,

144A

5.375%

4/17/25

196,359

200

Becle

SAB

de

CV,

144A

2.500%

10/14/31

146,401

240

Bimbo

Bakeries

USA

Inc,

144A

6.400%

1/15/34

240,146

200

Cemex

SAB

de

CV,

144A

9.125%

12/30/49

205,027

200

Comision

Federal

de

Electricidad,

144A

4.688%

5/15/29

177,214

300

Mexico

City

Airport

Trust,

144A

5.500%

10/31/46

214,573

200

Orbia

Advance

Corp

SAB

de

CV,

144A

1.875%

5/11/26

177,824

150

Petroleos

Mexicanos

4.500%

1/23/26

134,859

100

Petroleos

Mexicanos

5.350%

2/12/28

80,718

Total

Mexico

1,725,796

Morocco

-

0

.7

%

225

OCP

SA,

144A

3.750%

6/23/31

176,652

Total

Morocco

176,652

Peru

-

0

.4

%

200

Petroleos

del

Peru

SA,

144A

5.625%

6/19/47

109,436

Total

Peru

109,436

Qatar

-

1

.3

%

250

QatarEnergy,

144A

3.300%

7/12/51

152,387

200

QNB

Finance

Ltd,

Reg

S

2.750%

2/12/27

180,870

Total

Qatar

333,257

Saudi

Arabia

-

0

.8

%

250

Saudi

Arabian

Oil

Co,

144A

2.250%

11/24/30

196,242

Total

Saudi

Arabia

196,242

South

Africa

-

1

.5

%

200

Sasol

Financing

USA

LLC

5.500%

3/18/31

153,124

250

Transnet

SOC

Ltd,

144A

8.250%

2/06/28

236,281

Total

South

Africa

389,405

Supranational

-

1

.2

%

400

Banque

Ouest

Africaine

de

Developpement,

144A

4.700%

10/22/31

314,324

Total

Supranational

314,324

43

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Thailand

-

0

.8

%

$

250

PTTEP

Treasury

Center

Co

Ltd,

144A

2.993%

1/15/30

$

212,293

Total

Thailand

212,293

Turkey

-

0

.7

%

200

Turkiye

Sise

ve

Cam

Fabrikalari

AS,

144A

6.950%

3/14/26

192,984

Total

Turkey

192,984

United

Arab

Emirates

-

3

.4

%

250

Abu

Dhabi

Crude

Oil

Pipeline

LLC,

144A

4.600%

11/02/47

204,068

200

DAE

Funding

LLC,

144A

3.375%

3/20/28

174,468

200

DP

World

Ltd/United

Arab

Emirates,

144A

5.625%

9/25/48

164,392

170

Galaxy

Pipeline

Assets

Bidco

Ltd,

144A

2.160%

3/31/34

137,535

240

MDGH

GMTN

RSC

Ltd,

144A

4.375%

11/22/33

212,659

Total

United

Arab

Emirates

893,122

United

States

-

0

.7

%

200

Hyundai

Capital

America,

144A

5.680%

6/26/28

193,499

Total

United

States

193,499

Total

Corporate

Bonds

(cost

$12,758,514)

12,490,563

Principal

Amount

(000)

Description

(a)

,(c)

Coupon

Maturity

Value

X

190,792

CONTINGENT

CAPITAL

SECURITIES

-

0.7%

X

190,792

Mexico

-

0

.7

%

$

200

BBVA

Bancomer

SA/Texas,

144A

8.450%

6/29/38

$

190,792

Total

Mexico

190,792

Total

Contingent

Capital

Securities

(cost

$200,000)

190,792

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

160,143

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

0.6%

X

160,143

Mexico

-

0

.6

%

$

200

Banco

Nacional

de

Comercio

Exterior

SNC/Cayman

Islands,

144A

2.720%

8/11/31

$

160,143

Total

Mexico

160,143

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$171,713)

160,143

Total

Long-Term

Investments

(cost

$26,374,032)

25,674,703

Shares

Description

(a)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

  0.1

%

34,158

(d)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.360%(e)

$

34,158

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$34,158)

34,158

Total

Investments

(cost

$

26,408,190

)

-

97

.9

%

25,708,861

Other

Assets

&

Liabilities,

Net

-  2.1%

553,699

Net

Assets

-

100%

$

26,262,560

Nuveen

Emerging

Markets

Debt

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

44

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:

Emerging

Markets

Debt

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Sovereign

Debt

$

–

$

12,833,205

$

–

$

12,833,205

Corporate

Bonds

–

12,490,563

–

12,490,563

Contingent

Capital

Securities

–

190,792

–

190,792

$1,000

Par

(or

similar)

Institutional

Preferred

–

160,143

–

160,143

Investments

Purchased

with

Collateral

from

Securities

Lending

34,158

–

–

34,158

Total

$

34,158

$

25,674,703

$

–

$

25,708,861

For

Fund

portfolio

compliance

purposes,

the

Fund’s

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Investment,

or

a

portion

of

investment,

is

out

on

loan

for

securities

lending.

The

total

value

of

the

securities

out

on

loan

as

of

the

end

of

the

reporting

period

was

$32,643.

(c)

Contingent

Capital

Securities

(“CoCos”)

are

hybrid

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer.

For

example,

the

terms

may

specify

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer’s

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer’s

capital

ratio

falling

below

a

specified

level.

(d)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(e)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

45

Nuveen

High

Yield

Managed

Accounts

Portfolio

Portfolio

of

Investments

October

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

97.8% 

X

–

CORPORATE

BONDS

-

97

.8

%

X

16,518,536

Automobiles

&

Components

-

5.5%

$

105

Clarios

Global

LP

/

Clarios

US

Finance

Co,

144A

6.750%

5/15/28

$

102,360

115

Dana

Inc

4.500%

2/15/32

90,057

75

Ford

Motor

Co

6.100%

8/19/32

69,371

440

Ford

Motor

Credit

Co

LLC

4.950%

5/28/27

412,718

125

(b)

Goodyear

Tire

&

Rubber

Co/The

5.000%

7/15/29

107,503

150

ZF

North

America

Capital

Inc,

144A

6.875%

4/14/28

145,357

Total

Automobiles

&

Components

927,366

Capital

Goods

-

4.9%

65

Chart

Industries

Inc,

144A

7.500%

1/01/30

63,829

20

(b)

Chart

Industries

Inc,

144A

9.500%

1/01/31

20,599

75

Emerald

Debt

Merger

Sub

LLC,

144A

6.625%

12/15/30

71,344

100

(b)

GrafTech

Global

Enterprises

Inc,

144A

9.875%

12/15/28

89,549

60

H&E

Equipment

Services

Inc,

144A

3.875%

12/15/28

50,822

35

Standard

Industries

Inc/NJ,

144A

5.000%

2/15/27

32,350

110

TransDigm

Inc

7.500%

3/15/27

109,865

80

TransDigm

Inc,

144A

6.875%

12/15/30

77,245

100

Trinity

Industries

Inc,

144A

7.750%

7/15/28

98,750

115

WESCO

Distribution

Inc,

144A

7.250%

6/15/28

114,270

105

Windsor

Holdings

III

LLC,

144A

8.500%

6/15/30

102,214

Total

Capital

Goods

830,837

Commercial

&

Professional

Services

-

6.3%

130

(b)

ADT

Security

Corp/The,

144A

4.125%

8/01/29

111,495

115

Allied

Universal

Holdco

LLC

/

Allied

Universal

Finance

Corp,

144A

6.625%

7/15/26

107,697

80

ASGN

Inc,

144A

4.625%

5/15/28

70,839

115

Garda

World

Security

Corp,

144A

4.625%

2/15/27

102,568

140

GFL

Environmental

Inc,

144A

3.500%

9/01/28

119,873

200

GTCR

W-2

MERGER

SUB

LLC,

144A

7.500%

1/15/31

197,470

115

(b)

MPH

Acquisition

Holdings

LLC,

144A

5.500%

9/01/28

97,762

120

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

6.250%

1/15/28

111,276

95

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

3.375%

8/31/27

83,525

60

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

5.750%

4/15/26

58,206

Total

Commercial

&

Professional

Services

1,060,711

Consumer

Discretionary

Distribution

&

Retail

-

4.6%

80

(b)

Academy

Ltd,

144A

6.000%

11/15/27

75,310

90

AmeriGas

Partners

LP

/

AmeriGas

Finance

Corp

5.875%

8/20/26

84,371

35

(b)

Asbury

Automotive

Group

Inc,

144A

4.625%

11/15/29

29,606

35

Asbury

Automotive

Group

Inc,

144A

5.000%

2/15/32

28,387

75

Bath

&

Body

Works

Inc,

144A

6.625%

10/01/30

69,435

50

Group

1

Automotive

Inc,

144A

4.000%

8/15/28

43,037

125

(b)

Kohl's

Corp

4.625%

5/01/31

85,473

50

LCM

Investments

Holdings

II

LLC,

144A

4.875%

5/01/29

41,899

100

(b)

Macy's

Retail

Holdings

LLC,

144A

5.875%

4/01/29

88,160

125

(b)

Michaels

Cos

Inc/The,

144A

5.250%

5/01/28

90,570

170

Staples

Inc,

144A

7.500%

4/15/26

138,668

Total

Consumer

Discretionary

Distribution

&

Retail

774,916

Nuveen

High

Yield

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

46

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Consumer

Durables

&

Apparel

-

1.4%

$

80

Newell

Brands

Inc

4.700%

4/01/26

$

75,532

80

Newell

Brands

Inc

6.625%

9/15/29

73,596

115

(b)

Wolverine

World

Wide

Inc,

144A

4.000%

8/15/29

85,744

Total

Consumer

Durables

&

Apparel

234,872

Consumer

Services

-

5.3%

100

1011778

BC

ULC

/

New

Red

Finance

Inc,

144A

4.000%

10/15/30

81,902

100

Carnival

Corp,

144A

4.000%

8/01/28

86,982

160

CDI

Escrow

Issuer

Inc,

144A

5.750%

4/01/30

142,945

75

Cinemark

USA

Inc,

144A

5.875%

3/15/26

71,215

115

Fertitta

Entertainment

LLC

/

Fertitta

Entertainment

Finance

Co

Inc,

144A

4.625%

1/15/29

96,638

105

Hilton

Domestic

Operating

Co

Inc,

144A

3.625%

2/15/32

83,000

55

(b)

Life

Time

Inc,

144A

5.750%

1/15/26

53,261

45

NCL

Corp

Ltd,

144A

8.375%

2/01/28

44,580

20

Royal

Caribbean

Cruises

Ltd,

144A

7.250%

1/15/30

19,729

100

Scientific

Games

International

Inc,

144A

7.500%

9/01/31

97,643

130

(b)

Yum!

Brands

Inc

5.375%

4/01/32

116,858

Total

Consumer

Services

894,753

Consumer

Staples

Distribution

&

Retail

-

1.4%

110

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

3.500%

3/15/29

93,786

50

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

6.500%

2/15/28

49,090

50

US

Foods

Inc,

144A

7.250%

1/15/32

49,082

40

US

Foods

Inc,

144A

6.875%

9/15/28

39,094

Total

Consumer

Staples

Distribution

&

Retail

231,052

Energy

-

14.0%

105

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp,

144A

5.750%

3/01/27

100,356

65

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp,

144A

6.250%

4/01/28

60,369

15

Civitas

Resources

Inc,

144A

8.625%

11/01/30

15,267

55

Civitas

Resources

Inc,

144A

8.375%

7/01/28

55,339

135

Civitas

Resources

Inc,

144A

8.750%

7/01/31

136,251

130

Crestwood

Midstream

Partners

LP

/

Crestwood

Midstream

Finance

Corp,

144A

5.625%

5/01/27

125,044

65

DT

Midstream

Inc,

144A

4.125%

6/15/29

55,888

145

EnLink

Midstream

LLC,

144A

6.500%

9/01/30

139,181

115

EnLink

Midstream

LLC,

144A

5.625%

1/15/28

108,436

100

EQM

Midstream

Partners

LP,

144A

4.750%

1/15/31

84,200

165

EQM

Midstream

Partners

LP,

144A

6.500%

7/01/27

160,381

65

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

8.875%

4/15/30

62,836

135

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

6.250%

5/15/26

128,660

165

Hilcorp

Energy

I

LP

/

Hilcorp

Finance

Co,

144A

5.750%

2/01/29

148,546

50

Hilcorp

Energy

I

LP

/

Hilcorp

Finance

Co,

144A

6.250%

4/15/32

43,665

65

Kinetik

Holdings

LP,

144A

5.875%

6/15/30

59,641

65

Matador

Resources

Co,

144A

6.875%

4/15/28

63,699

110

Parkland

Corp,

144A

4.500%

10/01/29

94,611

100

PBF

Holding

Co

LLC

/

PBF

Finance

Corp,

144A

7.875%

9/15/30

96,501

55

Permian

Resources

Operating

LLC,

144A

7.000%

1/15/32

53,317

105

(b)

SM

Energy

Co

6.500%

7/15/28

101,085

25

TRANSOCEAN

AQUILA

LTD,

144A

8.000%

9/30/28

24,634

42

Transocean

Inc,

144A

8.750%

2/15/30

42,624

35

Transocean

Titan

Financing

Ltd,

144A

8.375%

2/01/28

35,142

130

USA

Compression

Partners

LP

/

USA

Compression

Finance

Corp

6.875%

4/01/26

126,243

90

Venture

Global

LNG

Inc,

144A

8.125%

6/01/28

87,374

47

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Energy

(continued)

$

100

Venture

Global

LNG

Inc,

144A

9.875%

2/01/32

$

101,399

65

Western

Midstream

Operating

LP

4.300%

2/01/30

56,351

Total

Energy

2,367,040

Equity

Real

Estate

Investment

Trusts

(REITs)

-

1.4%

115

Iron

Mountain

Inc,

144A

4.875%

9/15/27

105,125

65

SBA

Communications

Corp

3.125%

2/01/29

53,742

85

Uniti

Group

LP

/

Uniti

Group

Finance

Inc

/

CSL

Capital

LLC,

144A

10.500%

2/15/28

81,851

Total

Equity

Real

Estate

Investment

Trusts

(REITs)

240,718

Financial

Services

-

5.5%

100

(b)

Ally

Financial

Inc

7.100%

11/15/27

97,976

130

Compass

Group

Diversified

Holdings

LLC,

144A

5.250%

4/15/29

111,013

25

Compass

Group

Diversified

Holdings

LLC,

144A

5.000%

1/15/32

19,659

165

Icahn

Enterprises

LP

/

Icahn

Enterprises

Finance

Corp

5.250%

5/15/27

141,281

90

Navient

Corp

6.750%

6/25/25

87,781

90

Navient

Corp

4.875%

3/15/28

73,919

105

NFP

Corp,

144A

4.875%

8/15/28

91,935

210

OneMain

Finance

Corp

3.500%

1/15/27

177,450

120

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

3.875%

3/01/31

92,796

40

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

2.875%

10/15/26

34,823

Total

Financial

Services

928,633

Food,

Beverage

&

Tobacco

-

2.2%

80

B&G

Foods

Inc,

144A

8.000%

9/15/28

77,959

50

(b)

Chobani

LLC

/

Chobani

Finance

Corp

Inc,

144A

4.625%

11/15/28

43,229

115

(b)

Darling

Ingredients

Inc,

144A

6.000%

6/15/30

107,893

170

Primo

Water

Holdings

Inc,

144A

4.375%

4/30/29

143,431

Total

Food,

Beverage

&

Tobacco

372,512

Health

Care

Equipment

&

Services

-

7.3%

125

(b)

CHS/Community

Health

Systems

Inc,

144A

5.250%

5/15/30

88,769

95

DaVita

Inc,

144A

4.625%

6/01/30

74,453

80

Embecta

Corp,

144A

6.750%

2/15/30

66,320

95

Encompass

Health

Corp

4.500%

2/01/28

85,645

200

IQVIA

Inc,

144A

6.500%

5/15/30

194,000

130

LifePoint

Health

Inc,

144A

11.000%

10/15/30

122,340

100

LifePoint

Health

Inc,

144A

9.875%

8/15/30

90,375

130

Mozart

Debt

Merger

Sub

Inc,

144A

3.875%

4/01/29

109,768

195

Tenet

Healthcare

Corp

4.250%

6/01/29

166,876

170

(b)

Tenet

Healthcare

Corp

4.375%

1/15/30

143,804

100

Tenet

Healthcare

Corp,

144A

6.750%

5/15/31

94,963

Total

Health

Care

Equipment

&

Services

1,237,313

Household

&

Personal

Products

-

1.3%

65

Coty

Inc,

144A

5.000%

4/15/26

62,099

60

Coty

Inc/HFC

Prestige

Products

Inc/HFC

Prestige

International

US

LLC,

144A

6.625%

7/15/30

57,164

120

Kronos

Acquisition

Holdings

Inc

/

KIK

Custom

Products

Inc,

144A

5.000%

12/31/26

108,546

Total

Household

&

Personal

Products

227,809

Insurance

-

2.9%

130

Acrisure

LLC

/

Acrisure

Finance

Inc,

144A

4.250%

2/15/29

106,596

50

Acrisure

LLC

/

Acrisure

Finance

Inc,

144A

7.000%

11/15/25

48,477

85

Alliant

Holdings

Intermediate

LLC

/

Alliant

Holdings

Co-

Issuer,

144A

6.750%

4/15/28

80,771

Nuveen

High

Yield

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

48

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Insurance

(continued)

$

80

Alliant

Holdings

Intermediate

LLC

/

Alliant

Holdings

Co-

Issuer,

144A

4.250%

10/15/27

$

70,333

80

BroadStreet

Partners

Inc,

144A

5.875%

4/15/29

69,748

110

HUB

International

Ltd,

144A

7.250%

6/15/30

107,300

Total

Insurance

483,225

Materials

-

8.4%

120

Arsenal

AIC

Parent

LLC,

144A

8.000%

10/01/30

118,500

130

Avient

Corp,

144A

7.125%

8/01/30

125,072

95

Ball

Corp

6.875%

3/15/28

94,719

120

FMG

Resources

August

2006

Pty

Ltd,

144A

5.875%

4/15/30

107,688

130

Gates

Global

LLC

/

Gates

Corp,

144A

6.250%

1/15/26

127,322

130

Mineral

Resources

Ltd,

144A

9.250%

10/01/28

130,000

110

Mineral

Resources

Ltd,

144A

8.000%

11/01/27

106,292

100

NOVA

Chemicals

Corp,

144A

4.875%

6/01/24

98,272

65

Olin

Corp

5.125%

9/15/27

59,593

45

(b)

Owens-Brockway

Glass

Container

Inc,

144A

7.250%

5/15/31

41,175

115

Pactiv

Evergreen

Group

Issuer

Inc/Pactiv

Evergreen

Group

Issuer

LLC,

144A

4.375%

9/30/28

97,822

20

Sealed

Air

Corp,

144A

6.125%

2/01/28

19,036

140

SunCoke

Energy

Inc,

144A

4.875%

6/30/29

117,180

79

Trinseo

Materials

Operating

SCA

/

Trinseo

Materials

Finance

Inc,

144A

5.375%

9/01/25

68,532

140

Tronox

Inc,

144A

4.625%

3/15/29

110,283

Total

Materials

1,421,486

Media

&

Entertainment

-

9.7%

285

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.250%

2/01/31

221,786

195

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

5.375%

6/01/29

170,680

50

(b)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

6.375%

9/01/29

45,760

200

(b)

CSC

Holdings

LLC,

144A

4.125%

12/01/30

133,992

120

Directv

Financing

LLC

/

Directv

Financing

Co-Obligor

Inc,

144A

5.875%

8/15/27

105,148

75

DISH

Network

Corp,

144A

11.750%

11/15/27

74,292

75

(b)

Getty

Images

Inc,

144A

9.750%

3/01/27

73,761

65

(b)

Gray

Television

Inc,

144A

4.750%

10/15/30

41,674

80

Lamar

Media

Corp

4.875%

1/15/29

73,349

50

News

Corp,

144A

3.875%

5/15/29

42,799

95

Sirius

XM

Radio

Inc,

144A

4.000%

7/15/28

80,791

25

Sirius

XM

Radio

Inc,

144A

3.125%

9/01/26

22,419

75

Univision

Communications

Inc,

144A

4.500%

5/01/29

59,619

200

UPC

Broadband

Finco

BV,

144A

4.875%

7/15/31

159,684

200

Virgin

Media

Secured

Finance

PLC,

144A

5.500%

5/15/29

177,099

200

VZ

Secured

Financing

BV,

144A

5.000%

1/15/32

151,745

Total

Media

&

Entertainment

1,634,598

Pharmaceuticals,

Biotechnology

&

Life

Sciences

-

2.9%

80

Avantor

Funding

Inc,

144A

4.625%

7/15/28

71,209

200

Jazz

Securities

DAC,

144A

4.375%

1/15/29

173,934

200

Organon

&

Co

/

Organon

Foreign

Debt

Co-Issuer

BV,

144A

4.125%

4/30/28

172,752

90

Teva

Pharmaceutical

Finance

Netherlands

III

BV

3.150%

10/01/26

79,238

Total

Pharmaceuticals,

Biotechnology

&

Life

Sciences

497,133

Real

Estate

Management

&

Development

-

0.4%

75

Cushman

&

Wakefield

US

Borrower

LLC,

144A

6.750%

5/15/28

68,405

Total

Real

Estate

Management

&

Development

68,405

49

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

Principal

Amount

(000)  

Description

(a)

Coupon

Maturity

Value

Software

&

Services

-

2.5%

$

70

Ahead

DB

Holdings

LLC,

144A

6.625%

5/01/28

$

57,400

155

Gen

Digital

Inc,

144A

6.750%

9/30/27

150,876

75

Open

Text

Corp,

144A

3.875%

12/01/29

61,333

35

Open

Text

Corp,

144A

6.900%

12/01/27

34,827

50

Science

Applications

International

Corp,

144A

4.875%

4/01/28

44,614

80

Ziff

Davis

Inc,

144A

4.625%

10/15/30

66,977

Total

Software

&

Services

416,027

Technology

Hardware

&

Equipment

-

0.5%

100

Imola

Merger

Corp,

144A

4.750%

5/15/29

87,179

Total

Technology

Hardware

&

Equipment

87,179

Telecommunication

Services

-

2.3%

200

Altice

France

SA/France,

144A

8.125%

2/01/27

168,593

105

Frontier

Communications

Holdings

LLC,

144A

5.875%

10/15/27

95,725

100

Frontier

Communications

Holdings

LLC,

144A

8.625%

3/15/31

94,020

25

Level

3

Financing

Inc,

144A

10.500%

5/15/30

25,020

Total

Telecommunication

Services

383,358

Transportation

-

2.5%

65

Allegiant

Travel

Co,

144A

7.250%

8/15/27

58,825

96

American

Airlines

Inc/AAdvantage

Loyalty

IP

Ltd2021

CORP,

144A

5.500%

4/20/26

93,193

115

(b)

Cargo

Aircraft

Management

Inc,

144A

4.750%

2/01/28

101,488

20

Forward

Air

Corp,

144A

9.500%

10/15/31

19,500

105

United

Airlines

Inc,

144A

4.375%

4/15/26

97,400

55

XPO

Inc,

144A

7.125%

6/01/31

53,583

Total

Transportation

423,989

Utilities

-

4.6%

80

Clearway

Energy

Operating

LLC,

144A

4.750%

3/15/28

71,412

115

(b)

Ferrellgas

LP

/

Ferrellgas

Finance

Corp,

144A

5.375%

4/01/26

107,638

115

Ferrellgas

LP

/

Ferrellgas

Finance

Corp,

144A

5.875%

4/01/29

101,487

80

Superior

Plus

LP

/

Superior

General

Partner

Inc,

144A

4.500%

3/15/29

68,234

235

Talen

Energy

Supply

LLC,

144A

8.625%

6/01/30

238,786

130

TerraForm

Power

Operating

LLC,

144A

5.000%

1/31/28

119,096

80

Vistra

Operations

Co

LLC,

144A

4.375%

5/01/29

67,951

Total

Utilities

774,604

Total

Corporate

Bonds

(cost

$16,924,100)

16,518,536

Total

Long-Term

Investments

(cost

$16,924,100)

16,518,536

Shares

Description

(a)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

12.7%

X

–

2,140,716

(c)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.360%(d)

$

2,140,716

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$2,140,716)

2,140,716

Total

Investments

(cost

$

19,064,816

)

-

110

.5

%

$

18,659,252

Other

Assets

&

Liabilities,

Net

-  (10.5)%

(

1,778,066

)

Net

Assets

-

100%

$

16,881,186

Nuveen

High

Yield

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

50

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:

High

Yield

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Bonds

$

–

$

16,518,536

$

–

$

16,518,536

Investments

Purchased

with

Collateral

from

Securities

Lending

2,140,716

–

–

2,140,716

Total

$

2,140,716

$

16,518,536

$

–

$

18,659,252

For

Fund

portfolio

compliance

purposes,

the

Fund’s

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Investment,

or

a

portion

of

investment,

is

out

on

loan

for

securities

lending.

The

total

value

of

the

securities

out

on

loan

as

of

the

end

of

the

reporting

period

was

$2,059,277.

(c)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(d)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

REIT

Real

Estate

Investment

Trust

51

Nuveen

Preferred

Securities

and

Income

Managed

Accounts

Portfolio

Portfolio

of

Investments

October

31,2023

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

96.7% 

X

–

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

57

.0

%

X

8,995,108

Automobiles

&

Components

-

3.5%

$

650

(b)

General

Motors

Financial

Co

Inc

5.700%

N/A

(c)

$

545,846

Total

Automobiles

&

Components

545,846

Banks

-

11.5%

540

CoBank

ACB

6.450%

N/A

(c)

501,626

250

(b)

M&T

Bank

Corp

5.125%

N/A

(c)

188,531

280

PNC

Financial

Services

Group

Inc/The

6.200%

N/A

(c)

249,112

225

PNC

Financial

Services

Group

Inc/The

6.250%

N/A

(c)

185,175

560

Truist

Financial

Corp

5.100%

N/A

(c)

448,494

300

US

Bancorp

5.300%

N/A

(c)

235,394

Total

Banks

1,808,332

Capital

Goods

-

3.9%

665

(b)

AerCap

Holdings

NV

5.875%

10/10/79

624,138

Total

Capital

Goods

624,138

Energy

-

6.4%

300

Enbridge

Inc

8.500%

1/15/84

287,390

300

Enbridge

Inc

7.625%

1/15/83

268,332

350

Energy

Transfer

LP

6.500%

N/A

(c)

316,988

180

(b)

Transcanada

Trust

5.600%

3/07/82

138,928

Total

Energy

1,011,638

Financial

Services

-

10.1%

400

Ally

Financial

Inc

4.700%

N/A

(c)

259,640

290

American

Express

Co

3.550%

N/A

(c)

227,650

450

(b)

Charles

Schwab

Corp/The

5.375%

N/A

(c)

427,301

310

(b)

Discover

Financial

Services

6.125%

N/A

(c)

286,258

400

(b)

Goldman

Sachs

Group

Inc/The

7.500%

N/A

(c)

392,301

Total

Financial

Services

1,593,150

Insurance

-

12.2%

300

Assurant

Inc

7.000%

3/27/48

287,336

185

AXIS

Specialty

Finance

LLC

4.900%

1/15/40

145,539

270

Enstar

Finance

LLC

5.500%

1/15/42

215,213

310

Markel

Group

Inc

6.000%

N/A

(c)

299,711

325

MetLife

Inc,

144A

9.250%

4/08/38

352,027

650

QBE

Insurance

Group

Ltd,

144A

5.875%

N/A

(c)

621,218

Total

Insurance

1,921,044

Media

&

Entertainment

-

1.4%

300

Paramount

Global

6.375%

3/30/62

220,782

Total

Media

&

Entertainment

220,782

Telecommunication

Services

-

1.8%

300

Vodafone

Group

PLC

7.000%

4/04/79

290,077

Total

Telecommunication

Services

290,077

Nuveen

Preferred

Securities

and

Income

Managed

Accounts

Portfolio

(con-

tinued)

Portfolio

of

Investments

October

31,2023

52

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Utilities

-

6.2%

$

400

Emera

Inc

6.750%

6/15/76

$

376,175

330

Sempra

4.875%

N/A

(c)

308,176

325

Vistra

Corp,

144A

7.000%

N/A

(c)

295,750

Total

Utilities

980,101

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$9,352,625)

8,995,108

Principal

Amount

(000)

Description

(a)

,(d)

Coupon

Maturity

Value

X

–

CONTINGENT

CAPITAL

SECURITIES

-

35

.6

%

X

5,610,156

Banks

-

31.1%

$

200

Banco

Bilbao

Vizcaya

Argentaria

SA

6.500%

N/A

(c)

$

188,424

200

Banco

Bilbao

Vizcaya

Argentaria

SA

9.375%

N/A

(c)

192,850

400

Banco

Santander

SA

4.750%

N/A

(c)

287,652

515

Barclays

PLC

8.000%

N/A

(c)

455,517

275

BNP

Paribas

SA,

144A

7.750%

N/A

(c)

254,973

200

BNP

Paribas

SA,

144A

8.500%

N/A

(c)

191,638

235

BNP

Paribas

SA,

144A

9.250%

N/A

(c)

238,875

425

Credit

Agricole

SA,

144A

8.125%

N/A

(c)

419,688

370

HSBC

Holdings

PLC

6.000%

N/A

(c)

322,257

340

HSBC

Holdings

PLC

6.375%

N/A

(c)

320,514

200

HSBC

Holdings

PLC

8.000%

N/A

(c)

196,250

450

ING

Groep

NV

5.750%

N/A

(c)

395,795

200

Lloyds

Banking

Group

PLC

7.500%

N/A

(c)

185,560

330

NatWest

Group

PLC

6.000%

N/A

(c)

302,316

570

Societe

Generale

SA,

144A

9.375%

N/A

(c)

550,263

200

Standard

Chartered

PLC,

144A

7.750%

N/A

(c)

191,888

200

UniCredit

SpA

,

Reg

S

8.000%

N/A

(c)

197,000

Total

Banks

4,891,460

Financial

Services

-

4.5%

400

(b)

Deutsche

Bank

AG

6.000%

N/A

(c)

322,062

400

UBS

Group

AG,

144A

7.000%

N/A

(c)

396,634

Total

Financial

Services

718,696

Total

Contingent

Capital

Securities

(cost

$5,577,972)

5,610,156

Shares

Description

(a)

Coupon

Value

X

–

$25

PAR

(OR

SIMILAR)

RETAIL

PREFERRED

-

3

.6

%

X

567,750

Banks

-

1.9%

3,000

Farm

Credit

Bank

of

Texas,

144A

9.681%

$

298,500

Total

Banks

298,500

Energy

-

0.8%

5,000

NuStar

Energy

LP

12.438%

127,350

Total

Energy

127,350

Food,

Beverage

&

Tobacco

-

0.9%

6,000

CHS

Inc

6.750%

141,900

Total

Food,

Beverage

&

Tobacco

141,900

Total

$25

Par

(or

similar)

Retail

Preferred

(cost

$560,290)

567,750

53

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

CORPORATE

BONDS

-

0

.5

%

X

74,550

Financial

Services

-

0.5%

$

400

Credit

Suisse

Group

AG

7.500%

6/11/72

$

42,000

310

Credit

Suisse

Group

AG

7.500%

1/17/72

32,550

Total

Financial

Services

74,550

Total

Corporate

Bonds

(cost

$657,827)

74,550

Total

Long-Term

Investments

(cost

$16,148,714)

15,247,564

Shares

Description

(a)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

16.6%

X

–

2,610,706

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.360%(f)

$

2,610,706

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$2,610,706)

2,610,706

Total

Investments

(cost

$

18,759,420

)

-

113

.3

%

$

17,858,270

Other

Assets

&

Liabilities,

Net

-  (13.3)%

(

2,092,354

)

Net

Assets

-

100%

$

15,765,916

Preferred

Securities

and

Income

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

$1,000

Par

(or

similar)

Institutional

Preferred

$

–

$

8,995,108

$

–

$

8,995,108

Contingent

Capital

Securities

–

5,610,156

–

5,610,156

$25

Par

(or

similar)

Retail

Preferred

567,750

–

–

567,750

Corporate

Bonds

–

74,550

–

74,550

Investments

Purchased

with

Collateral

from

Securities

Lending

2,610,706

–

–

2,610,706

Total

$

3,178,456

$

14,679,814

$

–

$

17,858,270

Nuveen

Preferred

Securities

and

Income

Managed

Accounts

Portfolio

(con-

tinued)

Portfolio

of

Investments

October

31,2023

54

For

Fund

portfolio

compliance

purposes,

the

Fund’s

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Investment,

or

a

portion

of

investment,

is

out

on

loan

for

securities

lending.

The

total

value

of

the

securities

out

on

loan

as

of

the

end

of

the

reporting

period

was

$2,517,744.

(c)

Perpetual

security.

Maturity

date

is

not

applicable.

(d)

Contingent

Capital

Securities

(“CoCos”)

are

hybrid

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer.

For

example,

the

terms

may

specify

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer’s

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer’s

capital

ratio

falling

below

a

specified

level.

(e)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(f)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

55

Nuveen

Securitized

Credit

Managed

Accounts

Portfolio

Portfolio

of

Investments

October

31,

2023

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

99.6% 

X

–

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

-

98

.6

%

X

24,614,826

$

250

Affirm

Asset

Securitization

Trust

2023-B,

2023

B,

144A

7.640%

9/15/28

$

250,092

250

(b)

AGL

CLO

Ltd,

(TSFR3M

reference

rate

+

2.600%

spread),

2023

25A,

144A

7.852%

7/21/36

251,475

264

Avis

Budget

Rental

Car

Funding

AESOP

LLC,

2019

3A,

144A

2.360%

3/20/26

251,854

350

BANK

2019-BNK22,

2019

BN22

3.210%

11/15/62

282,387

500

Benchmark

2019-B11

Mortgage

Trust,

2019

B11

3.784%

5/15/52

403,710

199

Benchmark

2019-B15

Mortgage

Trust,

2019

B15

3.721%

12/15/72

126,175

100

Benchmark

2021-B28

Mortgage

Trust,

2021

B28

2.429%

8/15/54

71,986

100

(b)

BX

2021-LBA3

Mortgage

Trust,

(TSFR1M

reference

rate

+

2.062%

spread),

2021

PAC,

144A

7.396%

10/15/36

95,655

297

(b)

BX

Commercial

Mortgage

Trust

2019-XL,

(1-Month

LIBOR

reference

rate

+

2.114%

spread),

2019

XL,

144A

2.110%

10/15/36

293,240

250

(b)

BX

Commercial

Mortgage

Trust

2021-CIP,

(TSFR1M

reference

rate

+

1.385%

spread),

2021

CIP,

144A

6.719%

12/15/38

242,892

232

(b)

BX

Commercial

Mortgage

Trust

2021-SOAR,

(TSFR1M

reference

rate

+

0.984%

spread),

2021

SOAR,

144A

6.319%

6/15/38

226,270

570

CAMB

Commercial

Mortgage

Trust

2021-CX2,

2021

CX2,

144A

2.700%

11/10/46

427,800

249

Capital

Automotive

Reit,

2023

1A,

144A

5.750%

9/15/53

244,097

275

Carmax

Auto

Owner

Trust

2019-4,

2019

4

2.800%

4/15/26

273,355

75

Citigroup

Commercial

Mortgage

Trust

2015-GC29,

2015

GC29

3.457%

4/10/48

70,675

200

Citigroup

Commercial

Mortgage

Trust

2016-C3,

2016

C3

3.366%

11/15/49

178,374

300

(b)

Connecticut

Avenue

Securities

Trust

2022-R03,

(SOFR30A

reference

rate

+

3.500%

spread),

2022

R03,

144A

8.821%

3/25/42

312,317

300

(b)

Connecticut

Avenue

Securities

Trust

2022-R04,

(SOFR30A

reference

rate

+

3.100%

spread),

2022

R04,

144A

8.421%

3/25/42

306,038

300

(b)

Connecticut

Avenue

Securities

Trust

2022-R05,

(SOFR30A

reference

rate

+

3.000%

spread),

2022

R05,

144A

8.321%

4/25/42

303,025

300

(b)

Connecticut

Avenue

Securities

Trust

2022-R07,

(SOFR30A

reference

rate

+

4.650%

spread),

2022

R07,

144A

9.971%

6/25/42

320,163

300

(b)

Connecticut

Avenue

Securities

Trust

2022-R09,

(SOFR30A

reference

rate

+

4.750%

spread),

2022

R09,

144A

10.071%

9/25/42

323,216

315

(b)

Connecticut

Avenue

Securities

Trust

2023-R01,

(SOFR30A

reference

rate

+

3.750%

spread),

2023

R01,

144A

9.071%

12/25/42

331,225

107

DBWF

Mortgage

Trust,

2015

LCM,

144A

2.998%

6/10/34

99,022

98

Fannie

Mae

Pool,

FN

MA4761

5.000%

9/01/52

90,126

577

Fannie

Mae

Pool,

FN

MA4732

4.000%

9/01/52

498,896

517

Fannie

Mae

Pool,

FN

MA4737,

2022

1

5.000%

8/01/52

477,132

557

Fannie

Mae

Pool,

FN

FS1535

3.000%

4/01/52

448,384

486

Fannie

Mae

Pool,

FN

MA4805,

2022

1

4.500%

11/01/52

434,111

246

Fannie

Mae

Pool,

FN

FS0403

3.000%

1/01/52

198,501

325

Fannie

Mae

Pool,

FN

MA4600,

2022

2

3.500%

5/01/52

271,235

570

Fannie

Mae

Pool,

FN

MA4305,

2021

MTGE

2.000%

4/01/51

421,846

468

Fannie

Mae

Pool,

FN

MA4784

4.500%

10/01/52

418,365

292

Fannie

Mae

Pool,

FN

MA4920

6.000%

2/01/53

285,177

534

Fannie

Mae

Pool,

FN

CB2804

2.500%

2/01/52

412,848

320

Fannie

Mae

Pool,

FN

MA4918

5.000%

2/01/53

294,945

210

Fannie

Mae

Pool,

FN

MA4962

4.000%

3/01/53

181,425

466

Fannie

Mae

Pool,

FN

MA4655

4.000%

7/01/52

402,395

442

Fannie

Mae

Pool,

FN

MA4701,

2022

1

4.500%

7/01/52

395,191

329

Fannie

Mae

Pool,

FN

MA5106

5.000%

8/01/53

303,292

449

Fannie

Mae

Pool,

FN

MA4700,

2022

1

4.000%

7/01/52

388,045

194

Fannie

Mae

Pool,

FN

310210,

2022

1

4.000%

5/01/44

171,385

149

Fannie

Mae

Pool,

FN

MA4842,

2022

1

5.500%

12/01/52

141,300

428

Fannie

Mae

Pool,

FN

MA4733

4.500%

9/01/52

382,505

389

Fannie

Mae

Pool,

FN

MA4919

5.500%

2/01/53

369,291

Nuveen

Securitized

Credit

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

56

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

412

Fannie

Mae

Pool,

FN

MA5070

4.500%

7/01/53

$

368,430

408

Fannie

Mae

Pool,

FN

MA4783

4.000%

10/01/52

352,791

87

Fannie

Mae

Pool,

FN

MA5039

5.500%

6/01/53

82,297

93

Fannie

Mae

Pool,

FN

FS5179

5.000%

6/01/53

86,180

646

Fannie

Mae

Pool,

FN

MA4699,

2022

1

3.500%

7/01/52

538,267

197

Freddie

Mac

Pool,

FR

RA9629

5.500%

8/01/53

187,115

44

Freddie

Mac

Pool,

FR

RA7211,

2022

1

4.000%

4/01/52

38,178

300

(b)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA2,

(SOFR30A

reference

rate

+

2.400%

spread),

2022

DNA2,

144A

7.721%

2/25/42

301,131

300

(b)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA5,

(SOFR30A

reference

rate

+

4.500%

spread),

2022

DNA5,

144A

9.821%

6/25/42

320,156

300

(b)

Freddie

Mac

STACR

REMIC

Trust

2022-HQA3,

(SOFR30A

reference

rate

+

3.550%

spread),

2022

HQA3,

144A

8.871%

8/25/42

309,696

300

(b)

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

(SOFR30A

reference

rate

+

4.000%

spread),

2022

HQA2,

144A

9.321%

7/25/42

314,509

72

Ginnie

Mae

II

Pool,

G2

MA8428

5.000%

11/20/52

66,815

406

Ginnie

Mae

II

Pool,

G2

MA8043

3.000%

5/20/52

335,177

122

Ginnie

Mae

II

Pool,

G2

MA8201

4.500%

8/20/52

110,707

260

Ginnie

Mae

II

Pool,

G2

MA8200

4.000%

8/20/52

228,280

363

Ginnie

Mae

II

Pool,

G2

MA8149

3.500%

7/20/52

309,883

350

GM

Financial

Consumer

Automobile

Receivables

Trust

2020-4,

2020

4

0.500%

2/17/26

336,145

100

Government

National

Mortgage

Association,

2023

111

3.000%

2/20/52

59,649

250

(b)

Gracie

Point

International

Fun,

(SOFR90A

reference

rate

+

1.900%

spread),

2023

1A,

144A

0.000%

9/01/26

251,199

100

(b)

GRACIE

POINT

INTERNATIONAL

FUNDING

2023-2,

(SOFR90A

reference

rate

+

2.250%

spread),

2023

2A,

144A

0.000%

3/01/27

99,998

575

GS

Mortgage

Securities

Trust

2017-GS6,

2017

GS6

3.638%

5/10/50

507,256

245

GS

Mortgage

Securities

Trust

2018-GS9,

2018

GS9

3.992%

3/10/51

219,804

250

GS

Mortgage-Backed

Securities

Trust

2021-PJ6,

2021

PJ6,

144A

2.500%

11/25/51

179,699

96

GS

Mortgage-Backed

Securities

Trust

2023-PJ1,

2023

PJ1,

144A

3.500%

2/25/53

75,355

250

Hertz

Vehicle

Financing

III

LLC,

2023

3A,

144A

5.940%

2/25/28

247,228

185

Hilton

Grand

Vacations

Trust

2019-A,

2019

AA,

144A

2.340%

7/25/33

173,869

428

JP

Morgan

Mortgage

Trust

2020-7,

2020

7,

144A

3.000%

1/25/51

335,492

247

JP

Morgan

Mortgage

Trust

2021-11,

2021

11,

144A

2.500%

1/25/52

176,819

250

JPMBB

Commercial

Mortgage

Securities

Trust

2014-C23,

2014

C23

4.483%

9/15/47

237,973

300

(b)

Magnetite

XXXVII

Ltd,

(TSFR3M

reference

rate

+

2.300%

spread),

2023

37A,

144A

7.726%

10/20/36

300,538

250

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

2014-

C14,

2014

C14

4.863%

2/15/47

245,037

289

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2023-1,

2023

1,

144A

4.000%

2/25/53

235,040

242

MVW

2020-1

LLC,

2020

1A,

144A

1.740%

10/20/37

222,842

167

MVW

Owner

Trust

2017-1,

2017

1A,

144A

2.420%

12/20/34

163,090

244

MVW

Owner

Trust

2019-1,

2019

1A,

144A

2.890%

11/20/36

234,058

220

(b)

Myers

Park

CLO

Ltd,

(TSFR3M

reference

rate

+

1.862%

spread),

2018

1A,

144A

7.277%

10/20/30

217,498

91

(b)

OBX

2018-1

Trust,

(TSFR1M

reference

rate

+

0.764%

spread),

2018

1,

144A

4.658%

6/25/57

86,194

287

OBX

2022-INV5

Trust,

2022

INV5,

144A

4.000%

10/25/52

233,416

90

Oceanview

Mortgage

Trust

2022-1,

2022

1,

144A

4.500%

11/25/52

78,266

250

One

Bryant

Park

Trust

2019-OBP,

2019

OBP,

144A

2.516%

9/15/54

196,340

350

(b)

OneMain

Financial

Issuance

Trust

2021-1,

(SOFR30A

reference

rate

+

0.760%

spread),

2021

1A,

144A

6.080%

6/16/36

341,141

250

PenFed

Auto

Receivables

Owner

Trust

2022-A,

2022

A,

144A

4.830%

12/15/28

239,991

150

PFS

Financing

Corp,

2021

A,

144A

0.710%

4/15/26

146,259

293

RCKT

Mortgage

Trust

2022-4,

2022

4,

144A

4.000%

6/25/52

238,489

57

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

(continued)

$

212

Sequoia

Mortgage

Trust

2021-4,

2021

4,

144A

2.500%

6/25/51

$

151,635

234

Taco

Bell

Funding

LLC,

2016

1A,

144A

4.970%

5/25/46

225,074

142

Taco

Bell

Funding

LLC,

2021

1A,

144A

1.946%

8/25/51

122,778

260

Tesla

Auto

Lease

Trust,

2023

B,

144A

6.570%

8/20/27

259,693

500

Wells

Fargo

Commercial

Mortgage

Trust

2015-NXS2,

2015

NXS2

3.767%

7/15/58

474,911

300

Wells

Fargo

Commercial

Mortgage

Trust

2016-C35,

2016

C35

2.931%

7/15/48

272,893

165

Wells

Fargo

Commercial

Mortgage

Trust

2017-C38,

2017

C38

3.917%

7/15/50

141,480

350

Wells

Fargo

Commercial

Mortgage

Trust

2021-C60,

2021

C60

2.342%

8/15/54

266,627

Total

Asset-Backed

and

Mortgage-Backed

Securities

(cost

$25,038,705)

24,614,826

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

CORPORATE

BONDS

-

1

.0

%

X

249,460

Equity

Real

Estate

Investment

Trusts

(Reits)

-

1.0%

$

250

SBA

Tower

Trust,

144A

6.599%

1/15/28

$

249,460

Total

Equity

Real

Estate

Investment

Trusts

(Reits)

249,460

Total

Corporate

Bonds

(cost

$254,205)

249,460

Total

Long-Term

Investments

(cost

$25,292,910)

24,864,286

Other

Assets

&

Liabilities,

Net

-  0.4%

93,404

Net

Assets

-

100%

$

24,957,690

Nuveen

Securitized

Credit

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

October

31,

2023

(Unaudited)

58

Securitized

Credit

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Asset-Backed

and

Mortgage-Backed

Securities

$

–

$

24,614,826

$

–

$

24,614,826

Corporate

Bonds

–

249,460

–

249,460

Total

$

–

$

24,864,286

$

–

$

24,864,286

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

LIBOR

London

Inter-Bank

Offered

Rate

REIT

Real

Estate

Investment

Trust

SOFR

30A

30

Day

Average

Secured

Overnight

Financing

Rate

TSFR

1M

CME

Term

SOFR

1

Month

TSFR

3M

CME

Term

SOFR

3

Month