Lord Abbett Series Fund NPORTP Short Duration Income Portfolio (Sep 2024 report)

Lord Abbett

Quarterly Portfolio Holdings Report

Lord Abbett

Bond Debenture Portfolio

Developing Growth Portfolio

Dividend Growth Portfolio

Fundamental Equity Portfolio

Growth and Income Portfolio

Growth Opportunities Portfolio

Mid Cap Stock Portfolio

Short Duration Income Portfolio

Total Return Portfolio

For the period ended September 30, 2024

Schedule of Investments (unaudited)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount^‡		Fair Value
LONG-TERM INVESTMENTS 112.50%

ASSET-BACKED SECURITIES 2.58%

Automobiles 0.86%
Carvana Auto Receivables Trust Series NP1 2020-N1A Class E^†	5.20%		7/15/2027	$	859,441	$	851,934
Flagship Credit Auto Trust Series 2023-1 Class B^†	5.05%		1/18/2028		425,000		426,610
Flagship Credit Auto Trust Series 2023-1 Class C^†	5.43%		5/15/2029		470,000		475,558
Octane Receivables Trust Series 2022-2A Class A^†	5.11%		2/22/2028		210,315		210,314
Santander Drive Auto Receivables Trust Series 2023-3 Class C	5.77%		11/15/2030		1,900,000		1,955,717
Santander Drive Auto Receivables Trust Series 2024-4 Class B	4.93%		9/17/2029		1,565,000		1,578,673
Westlake Automobile Receivables Trust Series 2021-1A Class F^†	3.91%		9/15/2027		3,118,000		3,092,463
Westlake Automobile Receivables Trust Series 2024-1 Class D^†	6.02%		10/15/2029		1,310,000		1,347,267
Total							9,938,536

Credit Card 0.07%
Genesis Sales Finance Master Trust Series 2021-AA Class A^†	1.20%		12/21/2026		824,917		816,760

Other 1.65%
Affirm Asset Securitization Trust Series 2023-A Class 1A^†	6.61%		1/18/2028		1,515,000		1,521,501
Affirm Asset Securitization Trust Series 2023-B Class A^†	6.82%		9/15/2028		1,725,000		1,761,034
Affirm Asset Securitization Trust Series 2024-A Class A^†	5.61%		2/15/2029		835,000		846,385
Cherry Securitization Trust Series 2024-1A Class A^†(a)	5.70%		4/15/2032		1,455,000		1,458,646
Crockett Partners Equipment Co. IIA LLC Series 2024-1C Class A^†	6.05%		1/20/2031		833,939		848,023
Driven Brands Funding LLC Series 2019-1A Class A2^†	4.641%		4/20/2049		741,825		735,498
Driven Brands Funding LLC Series 2020-2A Class A2^†	3.237%		1/20/2051		468,025		441,453
Driven Brands Funding LLC Series 2024-1A Class A2^†	6.372%		10/20/2054		700,000		728,654
Gracie Point International Funding Series 2023-1A Class A^†	7.319% (90 day USD SOFR Average + 1.95%)	^#	9/1/2026		1,548,959		1,558,913

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount^‡		Fair Value
Other (continued)
Hardee’s Funding LLC Series 2024-1A Class A2^†	7.253%		3/20/2054	$	343,275	$	355,619
Neuberger Berman Loan Advisers CLO 55 Ltd. Series 2024-55A Class C^†	7.673% (3 mo. USD Term SOFR + 2.35%)	^#	4/22/2038		800,000		810,999
SEB Funding LLC Series 2021-1A Class A2^†	4.969%		1/30/2052		964,582		946,570
Sotheby’s Artfi Master Trust Series 2024-1A Class A2^†	6.253% (3 mo. USD Term SOFR + 1.50%)	^#	12/22/2031		1,595,000		1,598,497
Stream Innovations Issuer Trust Series 2024-1A Class A^†	6.27%		7/15/2044		520,735		535,141
Subway Funding LLC Series 2024-1A Class A23^†	6.505%		7/30/2054		650,000		676,490
Subway Funding LLC Series 2024-1A Class A2II^†	6.268%		7/30/2054		735,000		761,354
Subway Funding LLC Series 2024-3A Class A23^†	5.914%		7/30/2054		735,000		738,615
Subway Funding LLC Series 2024-3A Class A2II^†	5.566%		7/30/2054		735,000		738,380
Sunrun Demeter Issuer LLC Series 2021-2A Class A^†	2.27%		1/30/2057		1,240,462		1,077,267
Wingstop Funding LLC Series 2022-1A Class A2^†	3.734%		3/5/2052		620,313		588,728
Zaxbys Funding LLC Series 2024-1A Class A2I^†	6.594%		4/30/2054		245,000		257,816
Total							18,985,583
Total Asset-Backed Securities (cost $29,572,033)							29,740,879

					Shares

COMMON STOCKS 6.17%

Aerospace & Defense 0.32%
AeroVironment, Inc.*					6,210		1,245,105
HEICO Corp.					4,561		1,192,610
Rolls-Royce Holdings PLC*					174,448		1,234,654
Total							3,672,369

Air Freight & Logistics 0.22%
CH Robinson Worldwide, Inc.					5,258		580,326
JD Logistics, Inc.^†*					1,105,965		1,947,070
Total							2,527,396

Automobile Components 0.06%
Chassix Holdings, Inc.*					173,593		716,068

Automobiles 0.15%
Ferrari NV (Italy)^(b)					3,641		1,711,671

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Broadline Retail 0.31%
Coupang, Inc.*		46,347	$	1,137,819
eBay, Inc.		18,951		1,233,900
MercadoLibre, Inc. (Uruguay)^*(b)		564		1,157,305
Total				3,529,024

Capital Markets 0.53%
Cohen & Steers, Inc.		12,269		1,177,211
Houlihan Lokey, Inc.		7,527		1,189,417
Interactive Brokers Group, Inc. Class A		8,819		1,229,016
Moody’s Corp.		2,489		1,181,254
TPG, Inc.		22,897		1,317,951
Total				6,094,849

Commercial Services & Supplies 0.10%
Cintas Corp.		5,654		1,164,046

Communications Equipment 0.11%
Arista Networks, Inc.*		3,185		1,222,467

Construction & Engineering 0.11%
EMCOR Group, Inc.		2,818		1,213,234

Construction Materials 0.10%
Eagle Materials, Inc.		4,068		1,170,160

Consumer Staples Distribution & Retail 0.20%
Casey’s General Stores, Inc.		3,046		1,144,413
Costco Wholesale Corp.		1,320		1,170,206
Total				2,314,619

Containers & Packaging 0.10%
International Paper Co.		24,449		1,194,334

Diversified Consumer Services 0.10%
Duolingo, Inc.*		4,279		1,206,764

Electrical Equipment 0.11%
GE Vernova, Inc.*		4,833		1,232,318

Electric-Generation 0.00%
Frontera Generation Holdings LLC*		9,472		11,248

Electronic Equipment, Instruments & Components 0.11%
Coherent Corp.*		14,208		1,263,233

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Entertainment 0.33%
Netflix, Inc.*		1,732	$	1,228,455
Sea Ltd. ADR*		14,525		1,369,417
Spotify Technology SA (Sweden)^*(b)		3,360		1,238,261
Total				3,836,133

Financial Services 0.11%
PayPal Holdings, Inc.*		15,678		1,223,354

Ground Transportation 0.07%
U-Haul Holding Co.^*(c)		10,844		840,193

Health Care Equipment & Supplies 0.30%
Boston Scientific Corp.*		13,661		1,144,792
Glaukos Corp.*		9,026		1,175,907
Intuitive Surgical, Inc.*		2,362		1,160,380
Total				3,481,079

Health Care Providers & Services 0.07%
Universal Health Services, Inc. Class B		3,271		749,092

Hotels, Restaurants & Leisure 0.10%
Flutter Entertainment PLC (Ireland)^*(b)		5,055		1,199,450

Industrial Conglomerates 0.12%
3M Co.		10,410		1,423,047

Information Technology Services 0.20%
Gartner, Inc.*		2,264		1,147,304
International Business Machines Corp.		5,498		1,215,498
Total				2,362,802

Insurance 0.10%
Progressive Corp.		4,593		1,165,520

Interactive Media & Services 0.32%
Meta Platforms, Inc. Class A		2,156		1,234,181
Tencent Holdings Ltd.		44,300		2,463,294
Total				3,697,475

Machinery 0.31%
Cummins, Inc.		3,671		1,188,633
Parker-Hannifin Corp.		1,938		1,224,467
Westinghouse Air Brake Technologies Corp.		6,639		1,206,771
Total				3,619,871

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Metals & Mining 0.29%
Agnico Eagle Mines Ltd.		21,105	$	1,700,166
Kinross Gold Corp.		175,697		1,645,962
Total				3,346,128

Miscellaneous Financials 0.03%
Utex Industries*		8,205		322,731

Multi-Utilities 0.11%
Public Service Enterprise Group, Inc.		13,588		1,212,185

Personal Care Products 0.06%
Gibson Brands Private Equity*		9,315		710,269

Professional Services 0.11%
Parsons Corp.*		12,023		1,246,545

Real Estate Management & Development 0.23%
Jones Lang LaSalle, Inc.*		4,405		1,188,513
KE Holdings, Inc. ADR		70,885		1,411,320
Total				2,599,833

Retail REITS 0.11%
Brixmor Property Group, Inc.		45,046		1,254,982

Software 0.26%
AppLovin Corp. Class A*		9,312		1,215,681
Fair Isaac Corp.*		890		1,729,733
Total				2,945,414

Specialized REITS 0.10%
Iron Mountain, Inc.		9,966		1,184,260

Specialty Retail 0.00%
Claire’s Holdings LLC*		1,067		3,202	^(d)

Textiles, Apparel & Luxury Goods 0.20%
Gildan Activewear, Inc. (Canada)^(b)		25,266		1,190,281
On Holding AG Class A (Switzerland)^*(b)		22,586		1,132,688
Total				2,322,969

Transportation Infrastructure 0.01%
ACBL Holdings Corp.*		2,356		111,910
Total Common Stocks (cost $67,556,980)				71,102,244

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount^‡		Fair Value
CORPORATE BONDS 74.61%

Advertising 0.20%
Clear Channel Outdoor Holdings, Inc.^†	7.875%	4/1/2030	$	1,075,000	$	1,125,026
Clear Channel Outdoor Holdings, Inc.^†	9.00%	9/15/2028		1,065,000		1,133,052
Total						2,258,078

Aerospace/Defense 1.59%
BAE Systems PLC (United Kingdom)^†(b)	5.25%	3/26/2031		472,000		490,794
Boeing Co.	5.15%	5/1/2030		1,000,000		1,002,740
Boeing Co.	5.805%	5/1/2050		2,273,000		2,197,419
Boeing Co.^†	6.528%	5/1/2034		660,000		708,604
Bombardier, Inc. (Canada)^†(b)	7.50%	2/1/2029		1,724,000		1,825,649
HEICO Corp.	5.35%	8/1/2033		680,000		707,283
RTX Corp.	5.15%	2/27/2033		1,105,000		1,149,201
Spirit AeroSystems, Inc.	4.60%	6/15/2028		1,781,000		1,703,316
Spirit AeroSystems, Inc.^†	9.375%	11/30/2029		984,000		1,068,724
Spirit AeroSystems, Inc.^†	9.75%	11/15/2030		1,237,000		1,380,801
TransDigm, Inc.	4.625%	1/15/2029		2,887,000		2,790,417
TransDigm, Inc.^†	6.00%	1/15/2033		1,673,000		1,697,952
Triumph Group, Inc.^†	9.00%	3/15/2028		1,484,000		1,555,329
Total						18,278,229

Agriculture 0.75%
BAT Capital Corp.	7.75%	10/19/2032		1,051,000		1,244,185
Imperial Brands Finance PLC (United Kingdom)^†(b)	6.125%	7/27/2027		1,175,000		1,222,514
JT International Financial Services BV (Netherlands)^†(b)	6.875%	10/24/2032		1,273,000		1,453,561
Philip Morris International, Inc.	5.125%	2/13/2031		912,000		948,201
Viterra Finance BV (Netherlands)^†(b)	2.00%	4/21/2026		1,082,000		1,039,523
Viterra Finance BV (Netherlands)^†(b)	3.20%	4/21/2031		1,518,000		1,392,055
Viterra Finance BV (Netherlands)^†(b)	5.25%	4/21/2032		1,306,000		1,327,664
Total						8,627,703

Airlines 2.20%
Air Canada (Canada)^†(b)	3.875%	8/15/2026		1,733,000		1,688,966
Alaska Airlines Pass-Through Trust Class A^†	4.80%	2/15/2029		1,364,656		1,364,691
American Airlines Pass-Through Trust Class AA	3.00%	4/15/2030		564,689		532,338
American Airlines, Inc.^†	7.25%	2/15/2028		1,188,000		1,217,126
American Airlines, Inc./AAdvantage Loyalty IP Ltd.^†	5.75%	4/20/2029		6,185,487		6,180,338
Azul Secured Finance LLP^†	11.50%	5/28/2029		1,953,666		1,239,893
Azul Secured Finance LLP^†	11.93%	8/28/2028		1,237,000		1,200,546

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date		Principal Amount^‡		Fair Value
Airlines (continued)
British Airways Pass-Through Trust Class AA (United Kingdom)^†(b)	3.30%		6/15/2034		$	611,223	$	573,922
British Airways Pass-Through Trust Class A (United Kingdom)^†(b)	4.25%		5/15/2034			458,301		440,066
Delta Air Lines, Inc./SkyMiles IP Ltd.^†	4.75%		10/20/2028			1,446,135		1,444,850
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd.^†	11.00%		4/15/2029			1,723,254		1,731,905
JetBlue Airways Corp./JetBlue Loyalty LP^†	9.875%		9/20/2031			1,598,000		1,684,755
JetBlue Pass-Through Trust Class A	2.95%		11/15/2029			802,234		723,131
JetBlue Pass-Through Trust Class B	8.00%		11/15/2027			854,252		875,379
United Airlines Pass-Through Trust Class AA	5.45%		8/15/2038			1,180,000		1,232,614
United Airlines Pass-Through Trust Class A	5.80%		7/15/2037			1,317,882		1,388,295
United Airlines Pass-Through Trust Series 2020-1 Class A	5.875%		4/15/2029			1,172,870		1,198,093
United Airlines, Inc.^†	4.625%		4/15/2029			696,000		672,976
Total								25,389,884

Auto Manufacturers 0.47%
Allison Transmission, Inc.^†	3.75%		1/30/2031			2,429,000		2,210,243
Aston Martin Capital Holdings Ltd. (United Kingdom)^†(b)	10.00%		3/31/2029			1,097,000		1,077,472
General Motors Financial Co., Inc.	5.45%		9/6/2034			941,000		938,528
Jaguar Land Rover Automotive PLC (United Kingdom)^†(b)	5.875%		1/15/2028			1,189,000		1,186,053
Total								5,412,296

Auto Parts & Equipment 0.27%
Clarios Global LP/Clarios U.S. Finance Co.^†	6.75%		5/15/2028			1,057,000		1,090,305
Real Hero Merger Sub 2, Inc.^†	6.25%		2/1/2029			188,000		163,692
ZF North America Capital, Inc.^†	6.875%		4/14/2028			1,064,000		1,074,927
ZF North America Capital, Inc.^†	7.125%		4/14/2030			759,000		787,360
Total								3,116,284

Banks 6.44%
ABN AMRO Bank NV (Netherlands)^†(b)	3.324% (5 yr. CMT + 1.90%)	^#	3/13/2037			1,600,000		1,400,870
Akbank TAS (Turkey)^†(b)	9.369% (5 yr. CMT + 5.27%)	^#	–	^(e)		1,291,000		1,340,590
Alfa Bank AO Via Alfa Bond Issuance PLC (Ireland)^(b)	5.50% (5 yr. CMT + 4.55%)		10/26/2031			2,645,000		0	^(f)(g)
ANZ Bank New Zealand Ltd. (New Zealand)^†(b)	5.898% (5 yr. CMT + 1.50%)	^#	7/10/2034			935,000		967,889

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount^‡

Fair
Value

Banks (continued)

Associated Banc-Corp.

6.455%
(SOFR + 3.03%)

8/29/2030

1,128,000

1,160,012

Australia & New Zealand Banking Group Ltd. (Australia)^†(b)

6.742 %

12/8/2032

2,525,000

2,809,590

Banco de Credito e Inversiones SA (Chile)^†(b)

8.75% (5 yr.
CMT + 4.94%)

–

^(e)

1,057,000

1,138,825

Banco Santander SA (Spain)^(b)

8.00% (5 yr.
CMT + 3.91%)

–

^(e)

600,000

638,163

Bancolombia SA (Colombia)^(b)

8.625% (5 yr.
CMT + 4.32%)

12/24/2034

1,191,000

1,279,462

Bank of Ireland Group PLC (Ireland)^†(b)

2.029% (1 yr.
CMT + 1.10%)

9/30/2027

1,201,000

1,147,789

Bank OZK

2.75% (3 mo. USD
Term SOFR + 2.09%)

10/1/2031

2,182,000

1,800,150

BankUnited, Inc.

4.875 %

11/17/2025

1,178,000

1,171,232

BBVA Bancomer SA^†

8.125% (5 yr.
CMT + 4.21%)

1/8/2039

2,198,000

2,331,392

BBVA Bancomer SA^†

8.45% (5 yr.
CMT + 4.66%)

6/29/2038

1,110,000

1,211,156

BNP Paribas SA (France)^†(b)

5.894%
(SOFR + 1.87%)

12/5/2034

1,174,000

1,267,929

CaixaBank SA (Spain)^†(b)

6.208%
(SOFR + 2.70%)

1/18/2029

2,569,000

2,691,095

Citizens Financial Group, Inc.

5.841%
(SOFR + 2.01%)

1/23/2030

1,088,000

1,132,160

Credit Agricole SA (France)^†(b)

4.75% (5 yr.
CMT + 3.24%)

–

^(e)

3,166,000

2,932,708

Danske Bank AS (Denmark)^†(b)

4.298% (1 yr.
CMT + 1.75%)

4/1/2028

1,084,000

1,079,990

Danske Bank AS (Denmark)^(b)

7.00% (7 yr.
CMT + 4.13%)

–

^(e)

1,115,000

1,120,603

Deutsche Bank AG

4.875% (5 yr. USD
ICE Swap + 2.55%)

12/1/2032

1,180,000

1,164,355

Deutsche Bank AG

6.72%
(SOFR + 3.18%)

1/18/2029

2,168,000

2,295,624

Deutsche Bank AG

7.079%
(SOFR + 3.65%)

2/10/2034

2,717,000

2,927,641

Fifth Third Bancorp

4.895%
(SOFR + 1.49%)

9/6/2030

941,000

953,216

First Republic Bank

4.375%

8/1/2046

1,248,000

40,560

First Republic Bank

4.625%

2/13/2047

500,000

13,750

First-Citizens Bank & Trust Co.

6.125%

3/9/2028

2,543,000

2,659,865

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount^‡

Fair
Value

Banks (continued)

Freedom Mortgage Corp.^†

12.00%

10/1/2028

1,007,000

1,100,910

Home BancShares, Inc.

3.125% (3 mo. USD
Term SOFR + 1.82%)

1/30/2032

1,058,000

888,720

HSBC Holdings PLC (United Kingdom)^(b)

6.375% (5 yr. USD
ICE Swap + 4.37%)

–

^(e)

1,646,000

1,650,250

HSBC Holdings PLC (United Kingdom)^(b)

6.95% (5 yr.
CMT + 3.19%)

–

^(e)

1,139,000

1,176,035

Independent Bank Group, Inc.

8.375% (3 mo. USD
Term SOFR + 4.61%)

8/15/2034

1,334,000

1,347,340

KeyBank NA

3.90%

4/13/2029

1,946,000

1,864,602

Lloyds Banking Group PLC (United Kingdom)^(b)

5.871% (1 yr.
CMT + 1.70%)

3/6/2029

1,102,000

1,149,874

Lloyds Banking Group PLC (United Kingdom)^(b)

6.702%
(SOFR + 1.56%)

8/7/2027

1,605,000

1,626,730

Macquarie Bank Ltd. (United Kingdom)^(b)

6.125% (5 yr.
USD Swap + 3.70%)

–

^(e)

501,000

509,656

Mitsubishi UFJ Financial Group, Inc. (Japan)^(b)

8.20% (5 yr.
CMT + 3.29%)

–

^(e)

477,000

527,672

NatWest Group PLC (United Kingdom)^(b)

7.472% (1 yr.
CMT + 2.85%)

11/10/2026

1,874,000

1,929,890

NatWest Group PLC (United Kingdom)^(b)

8.125% (5 yr.
CMT + 3.75%)

–

^(e)

1,159,000

1,267,288

Nordea Bank Abp (Finland)^†(b)

6.30% (5 yr.
CMT + 2.66%)

–

^(e)

677,000

672,661

Regions Financial Corp.

5.502%
(SOFR + 2.06%)

9/6/2035

941,000

957,955

Societe Generale SA (France)^†(b)

6.066% (1 yr.
CMT + 2.10%)

1/19/2035

1,095,000

1,142,648

Standard Chartered PLC (United Kingdom)^†(b)

6.097% (1 yr.
CMT + 2.10%)

1/11/2035

934,000

1,005,285

Standard Chartered PLC (United Kingdom)^†(b)

7.767% (1 yr.
CMT + 3.45%)

11/16/2028

2,010,000

2,194,377

Sumitomo Mitsui Financial Group, Inc. (Japan)^(b)

6.60% (5 yr.
CMT + 2.28%)

–

^(e)

669,000

705,580

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date		Principal Amount^‡		Fair Value
Banks (continued)
SVB Financial Group^(h)	Zero Coupon (5 yr. CMT + 3.07%)		–	^(e)	$	3,922,000	$	14,707
U.S. Bancorp	5.384% (SOFR + 1.56%)	^#	1/23/2030			1,088,000		1,130,149
UBS Group AG (Switzerland)^†(b)	3.869% (3 mo. USD LIBOR + 1.41%)	^#	1/12/2029			3,550,000		3,474,113
UBS Group AG (Switzerland)^†(b)	9.25% (5 yr. CMT + 4.75%)	^#	–	^(e)		1,209,000		1,339,694
UBS Group AG (Switzerland)^†(b)	9.25% (5 yr. CMT + 4.76%)	^#	–	^(e)		802,000		947,831
UniCredit SpA (Italy)^†(b)	7.296% (5 yr. USD ICE Swap + 4.91%)	^#	4/2/2034			2,274,000		2,424,628
Webster Financial Corp.	4.10%		3/25/2029			1,622,000		1,567,918
Western Alliance Bancorp	3.00% (3 mo. USD Term SOFR + 2.25%)	^#	6/15/2031			1,995,000		1,839,969
Yapi ve Kredi Bankasi AS (Turkey)^†(b)	9.25% (5 yr. CMT + 5.28%)	^#	1/17/2034			1,024,000		1,093,191
Total								74,226,289

Beverages 0.30%
Bacardi Ltd.^†	4.70%		5/15/2028			1,331,000		1,331,499
Bacardi Ltd./Bacardi-Martini BV^†	5.25%		1/15/2029			898,000		921,698
Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL (Guatemala)^†(b)	5.25%		4/27/2029			1,196,000		1,164,164
Total								3,417,361

Building Materials 1.44%
ACProducts Holdings, Inc.^†	6.375%		5/15/2029			1,468,000		912,162
Builders FirstSource, Inc.^†	4.25%		2/1/2032			1,153,000		1,066,728
Builders FirstSource, Inc.^†	6.375%		6/15/2032			1,079,000		1,119,361
Camelot Return Merger Sub, Inc.^†	8.75%		8/1/2028			461,000		466,976
Cornerstone Building Brands, Inc.^†	9.50%		8/15/2029			189,000		194,306
EMRLD Borrower LP/Emerald Co-Issuer, Inc.^†	6.625%		12/15/2030			3,901,000		4,027,178
EMRLD Borrower LP/Emerald Co-Issuer, Inc.^†	6.75%		7/15/2031			1,145,000		1,195,027
Griffon Corp.	5.75%		3/1/2028			819,000		809,426
Masterbrand, Inc.^†	7.00%		7/15/2032			1,113,000		1,167,339
MIWD Holdco II LLC/MIWD Finance Corp.^†	5.50%		2/1/2030			1,800,000		1,752,892
Oscar AcquisitionCo LLC/Oscar Finance, Inc.^†	9.50%		4/15/2030			565,000		551,293
Smyrna Ready Mix Concrete LLC^†	6.00%		11/1/2028			1,190,000		1,195,517
St. Mary’s Cement, Inc. (Canada)^†(b)	5.75%		4/2/2034			414,000		426,232
Standard Industries, Inc.^†	4.375%		7/15/2030			891,000		843,984

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount^‡		Fair Value
Building Materials (continued)
Summit Materials LLC/Summit Materials Finance Corp.^†	7.25%	1/15/2031	$	808,000	$	856,701
Total						16,585,122

Chemicals 1.88%
ASP Unifrax Holdings, Inc.^†	5.25%	9/30/2028		3,487,000		1,743,037
Cabot Corp.	5.00%	6/30/2032		1,611,000		1,634,255
Celanese U.S. Holdings LLC	6.165%	7/15/2027		2,351,000		2,436,990
FMC Corp.	6.375%	5/18/2053		1,111,000		1,191,472
INEOS Finance PLC (United Kingdom)^†(b)	7.50%	4/15/2029		1,097,000		1,147,612
Ingevity Corp.^†	3.875%	11/1/2028		1,275,000		1,198,472
OCI NV (Netherlands)^†(b)	6.70%	3/16/2033		1,111,000		1,165,109
OCP SA (Malaysia)^†(b)	3.75%	6/23/2031		2,235,000		2,010,768
Olin Corp.	5.00%	2/1/2030		1,347,000		1,316,914
Olympus Water U.S. Holding Corp.^†	7.25%	6/15/2031		1,429,000		1,488,361
SCIH Salt Holdings, Inc.^†	4.875%	5/1/2028		1,141,000		1,101,102
SCIH Salt Holdings, Inc.^†	6.625%	5/1/2029		1,091,000		1,050,103
SK Invictus Intermediate II SARL (Luxembourg)^†(b)	5.00%	10/30/2029		1,575,000		1,513,531
Solvay Finance America LLC^†	5.65%	6/4/2029		1,429,000		1,488,919
WR Grace Holdings LLC^†	5.625%	8/15/2029		1,227,000		1,153,856
Total						21,640,501

Coal 0.18%
SunCoke Energy, Inc.^†	4.875%	6/30/2029		1,262,000		1,145,544
Warrior Met Coal, Inc.^†	7.875%	12/1/2028		849,000		882,203
Total						2,027,747

Commercial Services 1.60%
Adani Ports & Special Economic Zone Ltd. (India)^(b)	4.00%	7/30/2027		825,000		790,350
Adani Ports & Special Economic Zone Ltd. (India)^(b)	4.20%	8/4/2027		407,000		393,376
Allied Universal Holdco LLC^†	7.875%	2/15/2031		1,195,000		1,221,705
Allied Universal Holdco LLC/Allied Universal Finance Corp.^†	6.00%	6/1/2029		1,910,000		1,708,742
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL (Luxembourg)^†(b)	4.625%	6/1/2028		1,262,000		1,185,334
Ashtead Capital, Inc.^†	4.25%	11/1/2029		698,000		679,506
Ashtead Capital, Inc.^†	5.50%	8/11/2032		892,000		913,121
Ashtead Capital, Inc.^†	5.80%	4/15/2034		486,000		508,225
Block, Inc.^†	6.50%	5/15/2032		1,949,000		2,031,965
Brink’s Co.^†	4.625%	10/15/2027		762,000		751,118
CoreCivic, Inc.	8.25%	4/15/2029		1,204,000		1,275,498

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount^‡		Fair Value
Commercial Services (continued)
Garda World Security Corp. (Canada)^†(b)	7.75%	2/15/2028	$	717,000	$	744,119
GEO Group, Inc.	8.625%	4/15/2029		1,643,000		1,709,351
GXO Logistics, Inc.	2.65%	7/15/2031		1,389,000		1,185,616
GXO Logistics, Inc.	6.25%	5/6/2029		1,090,000		1,147,688
Hertz Corp.^†	Zero Coupon	10/15/2024		987,000		46,882
Hertz Corp.^†	Zero Coupon	1/15/2028		1,887,000		330,225
ITR Concession Co. LLC^†	5.183%	7/15/2035		785,000		726,430
Quanta Services, Inc.	5.25%	8/9/2034		1,124,000		1,149,741
Total						18,498,992

Computers 1.42%
Amentum Escrow Corp.^†	7.25%	8/1/2032		723,000		755,208
Booz Allen Hamilton, Inc.^†	3.875%	9/1/2028		1,171,000		1,136,572
Crowdstrike Holdings, Inc.	3.00%	2/15/2029		4,608,000		4,269,014
Gartner, Inc.^†	3.625%	6/15/2029		1,796,000		1,715,739
McAfee Corp.^†	7.375%	2/15/2030		2,403,000		2,346,140
NCR Atleos Corp.^†	9.50%	4/1/2029		1,485,000		1,635,978
NCR Voyix Corp.^†	5.125%	4/15/2029		1,170,000		1,145,925
NetApp, Inc.	2.70%	6/22/2030		518,000		470,581
Seagate HDD Cayman (Cayman Islands)^(b)	8.25%	12/15/2029		1,034,000		1,123,417
Seagate HDD Cayman (Cayman Islands)^(b)	8.50%	7/15/2031		448,000		489,304
Western Digital Corp.	3.10%	2/1/2032		1,421,000		1,224,776
Total						16,312,654

Cosmetics/Personal Care 0.18%
Perrigo Finance Unlimited Co. (Ireland)^(b)	4.90%	6/15/2030		1,197,000		1,166,702
Perrigo Finance Unlimited Co. (Ireland)^(b)	6.125%	9/30/2032		939,000		946,883
Total						2,113,585

Distribution/Wholesale 0.52%
American Builders & Contractors Supply Co., Inc.^†	4.00%	1/15/2028		1,214,000		1,169,200
H&E Equipment Services, Inc.^†	3.875%	12/15/2028		1,190,000		1,118,271
LKQ Corp.	6.25%	6/15/2033		1,344,000		1,425,995
Ritchie Bros Holdings, Inc.^†	7.75%	3/15/2031		1,087,000		1,159,024
Windsor Holdings III LLC^†	8.50%	6/15/2030		1,042,000		1,115,907
Total						5,988,397

Diversified Financial Services 3.16%
AG Issuer LLC^†	6.25%	3/1/2028		1,220,000		1,193,780
Aircastle Ltd.^†	6.50%	7/18/2028		1,132,000		1,187,965

12	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date		Principal Amount^‡		Fair Value
Diversified Financial Services (continued)
Ally Financial, Inc.	4.70% (5 yr. CMT + 3.87%)	^#	–	^(e)	$	1,278,000	$	1,117,694
Ally Financial, Inc.	6.70%		2/14/2033			2,277,000		2,330,138
Apollo Management Holdings LP^†	4.872%		2/15/2029			1,116,000		1,133,995
ARES Management Corp.	6.375%		11/10/2028			1,162,000		1,250,337
Avolon Holdings Funding Ltd. (Ireland)^†(b)	4.25%		4/15/2026			1,134,000		1,122,712
Coinbase Global, Inc.^†	3.375%		10/1/2028			2,129,000		1,914,569
Coinbase Global, Inc.^†	3.625%		10/1/2031			642,000		544,528
Freedom Mortgage Holdings LLC^†	9.125%		5/15/2031			1,102,000		1,134,353
Freedom Mortgage Holdings LLC^†	9.25%		2/1/2029			1,689,000		1,757,026
ILFC E-Capital Trust I^†	6.565% (3 mo. USD Term SOFR + 1.81%)	^#	12/21/2065			1,370,000		1,086,132
ILFC E-Capital Trust II^†	6.815% (3 mo. USD Term SOFR + 2.06%)	^#	12/21/2065			592,000		475,408
Jane Street Group/JSG Finance, Inc.^†	4.50%		11/15/2029			896,000		863,166
Jane Street Group/JSG Finance, Inc.^†	7.125%		4/30/2031			1,531,000		1,623,457
LPL Holdings, Inc.^†	4.00%		3/15/2029			1,077,000		1,031,413
LPL Holdings, Inc.	6.00%		5/20/2034			1,181,000		1,235,066
Macquarie Airfinance Holdings Ltd. (United Kingdom)^†(b)	6.50%		3/26/2031			1,576,000		1,664,599
Nationstar Mortgage Holdings, Inc.^†	6.50%		8/1/2029			1,374,000		1,398,269
Navient Corp.	5.50%		3/15/2029			816,000		792,304
Navient Corp.	6.75%		6/15/2026			1,077,000		1,101,828
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.^†	4.875%		4/15/2045			1,377,000		1,204,955
OneMain Finance Corp.	7.50%		5/15/2031			1,623,000		1,672,099
PennyMac Financial Services, Inc.^†	5.75%		9/15/2031			440,000		431,655
PennyMac Financial Services, Inc.^†	7.125%		11/15/2030			1,138,000		1,179,198
PennyMac Financial Services, Inc.^†	7.875%		12/15/2029			1,190,000		1,269,972
Synchrony Financial	5.935% (SOFR + 2.13%)	^#	8/2/2030			532,000		546,793
Synchrony Financial	7.25%		2/2/2033			2,687,000		2,793,145
VFH Parent LLC/Valor Co-Issuer, Inc.^†	7.50%		6/15/2031			1,306,000		1,370,797
Total								36,427,353

Electric 4.09%
AES Corp.	7.60% (5 yr. CMT + 3.20%)	^#	1/15/2055			1,226,000		1,290,131
AES Panama Generation Holdings SRL (Panama)^(b)	4.375%		5/31/2030			1,273,008		1,155,617
Alpha Generation LLC^†	6.75%		10/15/2032			577,000		585,495

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date		Principal Amount^‡		Fair Value
Electric (continued)
Ausgrid Finance Pty. Ltd. (Australia)^†(b)	4.35%		8/1/2028		$	1,217,000	$	1,209,561
Calpine Corp.^†	4.50%		2/15/2028			1,198,000		1,170,535
Calpine Corp.^†	4.625%		2/1/2029			3,814,000		3,686,889
Calpine Corp.^†	5.125%		3/15/2028			1,328,000		1,310,500
Cleveland Electric Illuminating Co.^†	3.50%		4/1/2028			1,118,000		1,080,264
Constellation Energy Generation LLC	5.60%		6/15/2042			1,031,000		1,067,569
Constellation Energy Generation LLC	5.80%		3/1/2033			1,390,000		1,491,922
Constellation Energy Generation LLC	6.25%		10/1/2039			2,067,000		2,315,887
Idaho Power Co.	5.20%		8/15/2034			1,113,000		1,152,934
Interstate Power & Light Co.	5.45%		9/30/2054			940,000		973,032
Lightning Power LLC^†	7.25%		8/15/2032			2,754,000		2,898,301
Minejesa Capital BV (Netherlands)^†(b)	4.625%		8/10/2030			1,332,380		1,315,831
NRG Energy, Inc.^†	7.00%		3/15/2033			1,501,000		1,668,376
NRG Energy, Inc.^†	10.25% (5 yr. CMT + 5.92%)	^#	–	^(e)		2,111,000		2,382,926
Pacific Gas & Electric Co.	6.15%		1/15/2033			3,075,000		3,303,111
Palomino Funding Trust I^†	7.233%		5/17/2028			2,239,000		2,402,737
PG&E Corp.	5.25%		7/1/2030			1,133,000		1,126,232
PG&E Corp.	7.375% (5 yr. CMT + 3.88%)		3/15/2055			1,141,000		1,199,617
Pike Corp.^†	5.50%		9/1/2028			1,033,000		1,012,638
Pike Corp.^†	8.625%		1/31/2031			792,000		847,810
Public Service Electric & Gas Co.	5.30%		8/1/2054			1,179,000		1,236,610
Puget Energy, Inc.	4.10%		6/15/2030			1,000,000		963,969
Sempra	6.40% (5 yr. CMT + 2.63%)	^#	10/1/2054			1,411,000		1,417,183
Talen Energy Supply LLC^†	8.625%		6/1/2030			1,237,000		1,349,143
Vistra Corp.^†	7.00% (5 yr. CMT + 5.74%)	^#	–	^(e)		1,135,000		1,159,577
Vistra Operations Co. LLC^†	4.375%		5/1/2029			3,748,000		3,630,583
Wisconsin Electric Power Co.	4.60%		10/1/2034			686,000		687,923
Total								47,092,903

Electronics 0.71%
Allegion U.S. Holding Co., Inc.	5.60%		5/29/2034			709,000		741,381
EquipmentShare.com, Inc.^†	8.625%		5/15/2032			1,109,000		1,164,836
EquipmentShare.com, Inc.^†	9.00%		5/15/2028			2,756,000		2,881,462
Flex Ltd.	5.25%		1/15/2032			942,000		951,255
Imola Merger Corp.^†	4.75%		5/15/2029			886,000		865,317
Trimble, Inc.	6.10%		3/15/2033			1,426,000		1,540,058
Total								8,144,309

14	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount^‡		Fair Value
Energy-Alternate Sources 0.20%
Topaz Solar Farms LLC^†	5.75%	9/30/2039	$	2,331,573	$	2,319,745

Engineering & Construction 0.97%
Brand Industrial Services, Inc.^†	10.375%	8/1/2030		1,015,000		1,088,183
Fluor Corp.	4.25%	9/15/2028		1,340,000		1,315,176
Heathrow Finance PLC	6.625%	3/1/2031	GBP	1,706,000		2,286,437
Jacobs Engineering Group, Inc.	5.90%	3/1/2033	$	1,087,000		1,141,171
Jacobs Engineering Group, Inc.	6.35%	8/18/2028		845,000		899,598
MasTec, Inc.^†	4.50%	8/15/2028		1,146,000		1,126,305
MasTec, Inc.	5.90%	6/15/2029		1,047,000		1,093,647
TAV Havalimanlari Holding AS (Turkey)^†(b)	8.50%	12/7/2028		1,080,000		1,137,253
TopBuild Corp.^†	4.125%	2/15/2032		1,243,000		1,146,115
Total						11,233,885

Entertainment 1.49%
Boyne USA, Inc.^†	4.75%	5/15/2029		1,174,000		1,129,483
Caesars Entertainment, Inc.^†	4.625%	10/15/2029		1,956,000		1,861,844
Caesars Entertainment, Inc.^†	7.00%	2/15/2030		1,549,000		1,619,295
Churchill Downs, Inc.^†	4.75%	1/15/2028		1,787,000		1,753,419
Churchill Downs, Inc.^†	5.50%	4/1/2027		1,116,000		1,112,582
Flutter Treasury DAC (Ireland)^†(b)	6.375%	4/29/2029		843,000		873,520
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp.^†	4.875%	5/1/2029		1,984,000		1,904,414
Mohegan Tribal Gaming Authority^†	8.00%	2/1/2026		1,231,000		1,218,364
Resorts World Las Vegas LLC/RWLV Capital, Inc.^†	4.625%	4/16/2029		2,000,000		1,801,686
SeaWorld Parks & Entertainment, Inc.^†	5.25%	8/15/2029		2,394,000		2,337,915
WMG Acquisition Corp.^†	3.75%	12/1/2029		1,613,000		1,519,827
Total						17,132,349

Environmental Control 0.12%
Madison IAQ LLC^†	5.875%	6/30/2029		1,372,000		1,337,025

Food 1.54%
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC^†	3.50%	3/15/2029		2,486,000		2,325,023
Chobani LLC/Chobani Finance Corp., Inc.^†	4.625%	11/15/2028		827,000		806,202
Chobani LLC/Chobani Finance Corp., Inc.^†	7.625%	7/1/2029		710,000		746,473
J.M. Smucker Co.	6.20%	11/15/2033		710,000		785,621
Kroger Co.	4.65%	9/15/2029		941,000		946,443
Kroger Co.	4.90%	9/15/2031		1,681,000		1,692,435
Lamb Weston Holdings, Inc.^†	4.125%	1/31/2030		1,243,000		1,166,955

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount^‡		Fair Value
Food (continued)
McCormick & Co., Inc.	4.95%		4/15/2033	$	934,000	$	958,496
Performance Food Group, Inc.^†	6.125%		9/15/2032		1,263,000		1,292,182
Post Holdings, Inc.^†	4.50%		9/15/2031		1,190,000		1,112,826
Post Holdings, Inc.^†	4.625%		4/15/2030		1,593,000		1,525,656
Smithfield Foods, Inc.^†	5.20%		4/1/2029		2,021,000		2,028,750
TreeHouse Foods, Inc.	4.00%		9/1/2028		1,222,000		1,132,608
U.S. Foods, Inc.^†	4.75%		2/15/2029		1,241,000		1,211,180
Total							17,730,850

Forest Products & Paper 0.05%
LD Celulose International GmbH (Austria)^†(a)(b)	7.95%		1/26/2032		523,000		537,056

Gas 0.19%
NiSource, Inc.	6.375% (5 yr. CMT + 2.53%)	^#	3/31/2055		1,129,000		1,152,939
Southwest Gas Corp.	4.05%		3/15/2032		1,055,000		1,003,946
Total							2,156,885

Hand/Machine Tools 0.29%
Regal Rexnord Corp.	6.05%		4/15/2028		1,090,000		1,133,878
Regal Rexnord Corp.	6.40%		4/15/2033		2,079,000		2,224,976
Total							3,358,854

Health Care-Products 0.60%
Bausch & Lomb Corp. (Canada)^†(b)	8.375%		10/1/2028		1,066,000		1,128,628
Medline Borrower LP^†	3.875%		4/1/2029		2,370,000		2,245,846
Medline Borrower LP^†	5.25%		10/1/2029		1,293,000		1,269,626
Solventum Corp.^†	5.45%		3/13/2031		1,167,000		1,203,508
Solventum Corp.^†	5.60%		3/23/2034		1,012,000		1,048,401
Total							6,896,009

Health Care-Services 2.99%
Catalent Pharma Solutions, Inc.^†	3.125%		2/15/2029		1,717,000		1,688,191
Charles River Laboratories International, Inc.^†	3.75%		3/15/2029		1,304,000		1,228,629
CHS/Community Health Systems, Inc.^†	4.75%		2/15/2031		5,153,000		4,533,491
CHS/Community Health Systems, Inc.^†	5.25%		5/15/2030		1,899,000		1,749,217
CHS/Community Health Systems, Inc.^†	6.875%		4/15/2029		2,933,000		2,662,325
Concentra Escrow Issuer Corp.^†	6.875%		7/15/2032		578,000		608,497
DaVita, Inc.^†	4.625%		6/1/2030		3,318,000		3,165,489
HCA, Inc.	3.50%		9/1/2030		2,358,000		2,222,810
HCA, Inc.	5.50%		6/1/2033		1,121,000		1,164,470
HCA, Inc.	7.69%		6/15/2025		420,000		427,705

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount^‡		Fair Value
Health Care-Services (continued)
Health Care Service Corp. A Mutual Legal Reserve Co.^†	5.875%		6/15/2054	$	1,115,000	$	1,179,390
IQVIA, Inc.	6.25%		2/1/2029		745,000		792,464
LifePoint Health, Inc.^†	5.375%		1/15/2029		611,000		577,913
LifePoint Health, Inc.^†	9.875%		8/15/2030		1,009,000		1,112,175
LifePoint Health, Inc.^†	10.00%		6/1/2032		1,883,000		2,072,462
LifePoint Health, Inc.^†	11.00%		10/15/2030		996,000		1,125,117
Molina Healthcare, Inc.^†	3.875%		11/15/2030		1,975,000		1,836,086
Molina Healthcare, Inc.^†	3.875%		5/15/2032		2,065,000		1,890,172
Montefiore Obligated Group	5.246%		11/1/2048		2,454,000		2,203,933
Star Parent, Inc.^†	9.00%		10/1/2030		1,552,000		1,668,135
Universal Health Services, Inc.	5.05%		10/15/2034		587,000		576,439
Total							34,485,110

Holding Companies-Diversified 0.24%
Benteler International AG (Austria)^†(b)	10.50%		5/15/2028		1,000,000		1,058,055
Stena International SA (Luxembourg)^†(b)	7.25%		1/15/2031		1,647,000		1,732,277
Total							2,790,332

Home Builders 0.10%
PulteGroup, Inc.	6.375%		5/15/2033		1,017,000		1,119,300

Home Furnishings 0.04%
Leggett & Platt, Inc.	4.40%		3/15/2029		446,000		429,743

Housewares 0.10%
Newell Brands, Inc.	6.375%		9/15/2027		1,128,000		1,144,390

Insurance 1.89%
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer^†	6.75%		4/15/2028		2,130,000		2,166,078
Arch Capital Finance LLC	4.011%		12/15/2026		1,011,000		1,004,796
Ardonagh Finco Ltd. (United Kingdom)^†(b)	7.75%		2/15/2031		952,000		984,918
Ardonagh Group Finance Ltd. (United Kingdom)^†(b)	8.875%		2/15/2032		1,131,000		1,169,844
Athene Global Funding^†	1.985%		8/19/2028		1,385,000		1,258,279
Brown & Brown, Inc.	2.375%		3/15/2031		1,581,000		1,369,787
First American Financial Corp.	5.45%		9/30/2034		541,000		538,913
Global Atlantic Fin Co.^†	7.95% (5 yr. CMT + 3.61%)	^#	10/15/2054		1,325,000		1,386,390
Howden U.K. Refinance PLC/Howden U.K. Refinance 2 PLC/Howden U.S. Refinance LLC (United Kingdom)^†(b)	7.25%		2/15/2031		1,222,000		1,269,096

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount^‡		Fair Value
Insurance (continued)
HUB International Ltd.^†	7.25%		6/15/2030	$	1,322,000	$	1,378,456
HUB International Ltd.^†	7.375%		1/31/2032		909,000		939,197
NMI Holdings, Inc.	6.00%		8/15/2029		944,000		970,717
Old Republic International Corp.	5.75%		3/28/2034		1,098,000		1,152,292
Panther Escrow Issuer LLC^†	7.125%		6/1/2031		1,376,000		1,444,379
RenaissanceRe Holdings Ltd.	3.60%		4/15/2029		2,403,000		2,334,489
Swiss RE Subordinated Finance PLC (United Kingdom)^†(b)	5.698% (3 mo. USD Term SOFR + 1.81%)	^#	4/5/2035		1,200,000		1,242,472
Transatlantic Holdings, Inc.	8.00%		11/30/2039		934,000		1,228,493
Total							21,838,596

Internet 0.33%
Meituan (China)^†(a)(b)	4.625%		10/2/2029		1,688,000		1,679,819
Rakuten Group, Inc. (Japan)^†(b)	9.75%		4/15/2029		1,029,000		1,124,985
Tencent Holdings Ltd. (China)^†(b)	3.595%		1/19/2028		1,078,000		1,057,224
Total							3,862,028

Investment Companies 0.07%
ARES Capital Corp.	7.00%		1/15/2027		820,000		853,789

Iron-Steel 0.72%
ArcelorMittal SA (Luxembourg)^(b)	6.55%		11/29/2027		1,037,000		1,101,024
ATI, Inc.	7.25%		8/15/2030		1,596,000		1,701,060
Commercial Metals Co.	4.375%		3/15/2032		791,000		752,704
Mineral Resources Ltd. (Australia)^†(b)	8.50%		5/1/2030		1,340,000		1,397,445
Samarco Mineracao SA (Brazil)^(b)	9.00%		6/30/2031		1,282,835		1,202,716
Steel Dynamics, Inc.	3.45%		4/15/2030		948,000		898,976
U.S. Steel Corp.	6.875%		3/1/2029		1,240,000		1,259,072
Total							8,312,997

Leisure Time 1.33%
Carnival Corp.^†	4.00%		8/1/2028		2,100,000		2,029,583
Carnival Corp.^†	5.75%		3/1/2027		2,494,000		2,527,363
Carnival Corp.^†	6.00%		5/1/2029		1,528,000		1,549,124
NCL Corp. Ltd.^†	5.875%		3/15/2026		1,728,000		1,729,186
NCL Corp. Ltd.^†	5.875%		2/15/2027		1,378,000		1,383,806
NCL Corp. Ltd.^†	8.375%		2/1/2028		621,000		652,582
Royal Caribbean Cruises Ltd.^†	5.625%		9/30/2031		1,503,000		1,523,666
Royal Caribbean Cruises Ltd.^†	6.00%		2/1/2033		1,656,000		1,698,740
Royal Caribbean Cruises Ltd.^†	6.25%		3/15/2032		1,088,000		1,129,305

18	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount^‡		Fair Value
Leisure Time (continued)
Viking Cruises Ltd.^†	5.875%	9/15/2027	$	1,118,000	$	1,118,001
Total						15,341,356

Lodging 1.61%
Choice Hotels International, Inc.	5.85%	8/1/2034		1,659,000		1,711,618
Hilton Domestic Operating Co., Inc.^†	3.625%	2/15/2032		807,000		729,801
Hilton Domestic Operating Co., Inc.^†	3.75%	5/1/2029		1,268,000		1,202,815
Hilton Domestic Operating Co., Inc.	4.875%	1/15/2030		1,153,000		1,138,428
Hilton Domestic Operating Co., Inc.^†	5.875%	3/15/2033		1,601,000		1,632,342
Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Escrow, Inc.^†	6.625%	1/15/2032		1,343,000		1,360,385
Marriott International, Inc.	3.50%	10/15/2032		1,250,000		1,144,566
Sands China Ltd. (Macau)^(b)	2.85%	3/8/2029		2,826,000		2,568,556
Sands China Ltd. (Macau)^(b)	4.375%	6/18/2030		2,240,000		2,146,927
Sands China Ltd. (Macau)^(b)	5.40%	8/8/2028		1,442,000		1,456,783
Studio City Finance Ltd. (Hong Kong)^(b)	5.00%	1/15/2029		1,278,000		1,175,769
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.^†	5.25%	5/15/2027		1,138,000		1,139,644
Wynn Macau Ltd. (Macau)^†(b)	5.50%	10/1/2027		1,193,000		1,167,282
Total						18,574,916

Machinery: Construction & Mining 0.08%
Vertiv Group Corp.^†	4.125%	11/15/2028		921,000		890,964

Machinery-Diversified 0.68%
IDEX Corp.	4.95%	9/1/2029		1,117,000		1,142,914
nVent Finance SARL (Luxembourg)^(b)	2.75%	11/15/2031		1,086,000		946,771
nVent Finance SARL (Luxembourg)^(b)	5.65%	5/15/2033		1,794,000		1,867,725
SPX FLOW, Inc.^†	8.75%	4/1/2030		874,000		917,716
TK Elevator U.S. Newco, Inc.^†	5.25%	7/15/2027		1,889,000		1,870,104
Westinghouse Air Brake Technologies Corp.	5.611%	3/11/2034		1,048,000		1,108,318
Total						7,853,548

Media 3.18%
AMC Networks, Inc.	4.25%	2/15/2029		2,379,000		1,722,776
CCO Holdings LLC/CCO Holdings Capital Corp.^†	4.75%	3/1/2030		1,832,000		1,686,515
CCO Holdings LLC/CCO Holdings Capital Corp.^†	5.00%	2/1/2028		1,746,000		1,699,735
CCO Holdings LLC/CCO Holdings Capital Corp.^†	5.375%	6/1/2029		2,373,000		2,288,718
CCO Holdings LLC/CCO Holdings Capital Corp.^†	6.375%	9/1/2029		1,629,000		1,632,071
CCO Holdings LLC/CCO Holdings Capital Corp.^†	7.375%	3/1/2031		2,658,000		2,723,118
CSC Holdings LLC^†	4.125%	12/1/2030		471,000		343,630

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount^‡		Fair Value
Media (continued)
CSC Holdings LLC^†	4.625%	12/1/2030	$	2,379,000	$	1,209,253
CSC Holdings LLC^†	5.375%	2/1/2028		820,000		691,430
CSC Holdings LLC^†	6.50%	2/1/2029		875,000		725,347
CSC Holdings LLC^†	11.75%	1/31/2029		1,922,000		1,858,989
Directv Financing LLC/Directv Financing Co-Obligor, Inc.^†	5.875%	8/15/2027		1,768,000		1,737,126
DISH DBS Corp.	5.125%	6/1/2029		952,000		639,612
DISH Network Corp.^†	11.75%	11/15/2027		4,685,000		4,920,867
FactSet Research Systems, Inc.	3.45%	3/1/2032		1,066,000		973,233
Gray Television, Inc.^†	5.375%	11/15/2031		1,552,000		971,802
LCPR Senior Secured Financing DAC (Ireland)^†(b)	6.75%	10/15/2027		1,108,000		1,014,810
McGraw-Hill Education, Inc.^†	7.375%	9/1/2031		1,119,000		1,161,923
Nexstar Media, Inc.^†	4.75%	11/1/2028		1,280,000		1,223,968
Sunrise FinCo I BV (Netherlands)^†(b)	4.875%	7/15/2031		2,867,000		2,715,135
Univision Communications, Inc.^†	4.50%	5/1/2029		1,490,000		1,332,281
Virgin Media Finance PLC (United Kingdom)^†(b)	5.00%	7/15/2030		538,000		473,760
VZ Secured Financing BV (Netherlands)^†(b)	5.00%	1/15/2032		3,119,000		2,875,947
Total						36,622,046

Metal Fabricate-Hardware 0.34%
Roller Bearing Co. of America, Inc.^†	4.375%	10/15/2029		2,799,000		2,688,804
Vallourec SACA (France)^†(b)	7.50%	4/15/2032		1,209,000		1,283,987
Total						3,972,791

Mining 1.76%
Alcoa Nederland Holding BV (Netherlands)^†(b)	7.125%	3/15/2031		1,062,000		1,133,196
Anglo American Capital PLC (United Kingdom)^†(b)	5.625%	4/1/2030		1,100,000		1,143,986
Anglo American Capital PLC (United Kingdom)^†(b)	5.75%	4/5/2034		1,083,000		1,131,123
First Quantum Minerals Ltd. (Canada)^†(b)	8.625%	6/1/2031		2,292,000		2,299,454
First Quantum Minerals Ltd. (Canada)^†(b)	9.375%	3/1/2029		360,000		382,030
FMG Resources August 2006 Pty. Ltd. (Australia)^†(b)	4.375%	4/1/2031		1,218,000		1,139,280
FMG Resources August 2006 Pty. Ltd. (Australia)^†(b)	6.125%	4/15/2032		1,345,000		1,377,158
Freeport Indonesia PT (Indonesia)^(b)	6.20%	4/14/2052		1,729,000		1,841,432
Freeport-McMoRan, Inc.	5.40%	11/14/2034		1,782,000		1,849,996
Glencore Funding LLC^†	2.50%	9/1/2030		1,162,000		1,042,275
Hecla Mining Co.	7.25%	2/15/2028		1,194,000		1,218,801
Kaiser Aluminum Corp.^†	4.50%	6/1/2031		1,528,000		1,399,573
Kinross Gold Corp. (Canada)^(b)	6.25%	7/15/2033		1,800,000		1,954,098
Mirabela Nickel Ltd.	Zero Coupon	9/10/2044		15,172		–	^(g)

20	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date		Principal Amount^‡		Fair Value
Mining (continued)
Novelis Corp.^†	4.75%		1/30/2030		$	1,371,000	$	1,330,379
WE Soda Investments Holding PLC (United Kingdom)^†(b)	9.50%		10/6/2028			1,056,000		1,100,975
Total								20,343,756

Office/Business Equipment 0.18%
CDW LLC/CDW Finance Corp.	5.55%		8/22/2034			1,131,000		1,158,586
Zebra Technologies Corp.^†	6.50%		6/1/2032			913,000		953,964
Total								2,112,550

Oil & Gas 9.75%
Aethon United BR LP/Aethon
United Finance Corp.^†(a)	7.50%		10/1/2029			2,014,000		2,042,115
Antero Resources Corp.^†	5.375%		3/1/2030			4,893,000		4,837,586
Apache Corp.	4.25%		1/15/2030			1,155,000		1,112,525
Apache Corp.	4.75%		4/15/2043			2,325,000		1,921,591
Apache Corp.	5.10%		9/1/2040			2,569,000		2,285,924
Baytex Energy Corp. (Canada)^†(b)	8.50%		4/30/2030			2,044,000		2,120,223
Borr IHC Ltd./Borr Finance LLC^†	10.00%		11/15/2028			1,584,817		1,647,857
BP Capital Markets PLC (United Kingdom)^(b)	6.45% (5 yr. CMT + 2.15%)	^#	–	^(e)		1,057,000		1,114,535
California Resources Corp.^†	8.25%		6/15/2029			1,578,000		1,609,305
Cenovus Energy, Inc. (Canada)^(b)	5.40%		6/15/2047			3,346,000		3,247,305
Chesapeake Energy Corp.^†	6.75%		4/15/2029			958,000		976,641
CITGO Petroleum Corp.^†	8.375%		1/15/2029			1,426,000		1,484,967
Civitas Resources, Inc.^†	8.625%		11/1/2030			999,000		1,059,262
Civitas Resources, Inc.^†	8.75%		7/1/2031			1,345,000		1,425,415
Comstock Resources, Inc.^†	6.75%		3/1/2029			2,221,000		2,170,164
Comstock Resources, Inc.^†	6.75%		3/1/2029			872,000		849,376
Continental Resources, Inc.	4.375%		1/15/2028			1,131,000		1,114,950
Continental Resources, Inc.^†	5.75%		1/15/2031			2,222,000		2,274,216
Cosan Luxembourg SA (Luxembourg)^†(b)	7.25%		6/27/2031			1,202,000		1,262,928
Crescent Energy Finance LLC^†	7.375%		1/15/2033			1,951,000		1,921,838
Crescent Energy Finance LLC^†	7.625%		4/1/2032			1,416,000		1,417,623
Diamond Foreign Asset Co./Diamond Finance LLC (Cayman Islands)^†(b)	8.50%		10/1/2030			1,058,000		1,106,350
Ecopetrol SA (Colombia)^(b)	5.875%		5/28/2045			3,051,000		2,292,320
Encino Acquisition Partners Holdings LLC^†	8.50%		5/1/2028			2,036,000		2,073,984
Encino Acquisition Partners Holdings LLC^†	8.75%		5/1/2031			1,099,000		1,156,736
Eni SpA (Italy)^†(b)	5.50%		5/15/2034			1,088,000		1,127,525
Gulfport Energy Corp.^†	6.75%		9/1/2029			1,134,000		1,148,681

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount^‡		Fair Value
Oil & Gas (continued)
Helmerich & Payne, Inc.	2.90%	9/29/2031	$	1,462,000	$	1,253,960
Kosmos Energy Ltd.^†	7.75%	5/1/2027		1,585,000		1,567,956
Kraken Oil & Gas Partners LLC^†	7.625%	8/15/2029		1,213,000		1,212,467
Matador Resources Co.^†	6.50%	4/15/2032		1,172,000		1,171,128
Matador Resources Co.^†	6.875%	4/15/2028		2,168,000		2,206,844
MC Brazil Downstream Trading SARL (Luxembourg)^†(b)	7.25%	6/30/2031		2,092,437		1,791,845
MEG Energy Corp. (Canada)^†(b)	5.875%	2/1/2029		3,062,000		2,998,406
Moss Creek Resources Holdings, Inc.^†	8.25%	9/1/2031		1,723,000		1,702,494
Nabors Industries, Inc.^†	8.875%	8/15/2031		1,125,000		1,071,186
Noble Finance II LLC^†	8.00%	4/15/2030		1,990,000		2,054,782
Occidental Petroleum Corp.	6.125%	1/1/2031		1,899,000		2,005,188
Occidental Petroleum Corp.	6.625%	9/1/2030		837,000		903,521
Occidental Petroleum Corp.	7.50%	5/1/2031		1,013,000		1,151,738
Occidental Petroleum Corp.	8.875%	7/15/2030		1,000,000		1,180,231
Ovintiv, Inc.	6.50%	2/1/2038		1,948,000		2,088,654
Patterson-UTI Energy, Inc.	5.15%	11/15/2029		1,562,000		1,543,173
Patterson-UTI Energy, Inc.	7.15%	10/1/2033		1,203,000		1,296,143
Permian Resources Operating LLC^†	6.25%	2/1/2033		828,000		841,968
Petroleos Mexicanos (Mexico)^(b)	5.35%	2/12/2028		1,589,000		1,485,928
Petroleos Mexicanos (Mexico)^(b)	10.00%	2/7/2033		3,408,000		3,614,037
Pluspetrol Camisea SA/Pluspetrol Lote 56 SA (Peru)^†(b)	6.24%	7/3/2036		1,155,000		1,238,434
Precision Drilling Corp. (Canada)^†(b)	6.875%	1/15/2029		1,295,000		1,293,356
Range Resources Corp.^†	4.75%	2/15/2030		2,643,000		2,551,333
Saturn Oil & Gas, Inc. (Canada)^†(b)	9.625%	6/15/2029		1,539,000		1,521,840
Seadrill Finance Ltd.^†	8.375%	8/1/2030		1,084,000		1,132,527
SM Energy Co.^†	6.75%	8/1/2029		778,000		781,831
SM Energy Co.^†	7.00%	8/1/2032		1,175,000		1,180,346
Southwestern Energy Co.	5.375%	2/1/2029		1,546,000		1,542,072
Southwestern Energy Co.	5.375%	3/15/2030		1,659,000		1,655,089
Suncor Energy, Inc. (Canada)^(b)	7.15%	2/1/2032		1,408,000		1,591,355
Talos Production, Inc.^†	9.00%	2/1/2029		1,055,000		1,087,284
TGNR Intermediate Holdings LLC^†	5.50%	10/15/2029		1,742,000		1,656,317
Transocean, Inc.^†	8.25%	5/15/2029		1,103,000		1,094,405
Transocean, Inc.^†	8.50%	5/15/2031		1,103,000		1,096,701
Transocean, Inc.^†	8.75%	2/15/2030		2,055,300		2,144,576
Valaris Ltd.^†	8.375%	4/30/2030		1,522,000		1,568,998
Vermilion Energy, Inc. (Canada)^†(b)	6.875%	5/1/2030		1,670,000		1,670,538

22	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount^‡		Fair Value
Oil & Gas (continued)
Viper Energy, Inc.^†	5.375%	11/1/2027	$	1,751,000	$	1,746,739
Viper Energy, Inc.^†	7.375%	11/1/2031		784,000		829,848
Vital Energy, Inc.^†	7.75%	7/31/2029		1,921,000		1,913,013
Vital Energy, Inc.^†	7.875%	4/15/2032		1,370,000		1,328,146
Vital Energy, Inc.	9.75%	10/15/2030		645,000		689,786
YPF SA (Argentina)^(b)	9.50%	1/17/2031		1,076,000		1,136,597
Total						112,394,722

Oil & Gas Services 0.51%
Kodiak Gas Services LLC^†	7.25%	2/15/2029		1,083,000		1,121,645
Oceaneering International, Inc.	6.00%	2/1/2028		1,964,000		1,969,334
USA Compression Partners LP/USA Compression Finance Corp.	6.875%	9/1/2027		768,000		775,099
USA Compression Partners LP/USA Compression Finance Corp.^†	7.125%	3/15/2029		887,000		914,268
Weatherford International Ltd.^†	8.625%	4/30/2030		1,069,000		1,114,696
Total						5,895,042

Packaging & Containers 0.91%
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. (Ireland)^†(b)	4.125%	8/15/2026		200,000		180,480
Clydesdale Acquisition Holdings, Inc.^†	8.75%	4/15/2030		423,000		429,958
LABL, Inc.^†	6.75%	7/15/2026		989,000		988,804
LABL, Inc.^†(a)	8.625%	10/1/2031		2,350,000		2,334,649
LABL, Inc.^†	10.50%	7/15/2027		581,000		582,576
Mauser Packaging Solutions Holding Co.^†	7.875%	8/15/2026		1,904,000		1,925,205
Mauser Packaging Solutions Holding Co.^†	9.25%	4/15/2027		1,124,000		1,153,571
Owens-Brockway Glass Container, Inc.^†	7.25%	5/15/2031		1,087,000		1,118,069
Sealed Air Corp.^†	6.875%	7/15/2033		1,060,000		1,156,352
Sonoco Products Co.	4.60%	9/1/2029		626,000		623,149
Total						10,492,813

Pharmaceuticals 0.83%
BellRing Brands, Inc.^†	7.00%	3/15/2030		1,256,000		1,315,739
Organon & Co./Organon Foreign Debt Co-Issuer BV^†	5.125%	4/30/2031		2,400,000		2,262,675
Organon & Co./Organon Foreign Debt Co-Issuer BV^†	7.875%	5/15/2034		1,571,000		1,666,360
Owens & Minor, Inc.^†	4.50%	3/31/2029		526,000		476,177
Owens & Minor, Inc.^†	6.625%	4/1/2030		1,007,000		978,449
Takeda Pharmaceutical Co. Ltd. (Japan)^(b)	5.30%	7/5/2034		1,400,000		1,461,621

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount^‡		Fair Value
Pharmaceuticals (continued)
Teva Pharmaceutical Finance
Netherlands III BV (Netherlands)^(b)	3.15%		10/1/2026	$	1,518,000	$	1,460,250
Total							9,621,271

Pipelines 3.79%
AI Candelaria Spain SA (Spain)^†(b)	5.75%		6/15/2033		1,646,000		1,348,315
AI Candelaria Spain SA (Spain)^(b)	5.75%		6/15/2033		1,012,000		828,976
AI Candelaria Spain SA (Spain)^(b)	5.75%		6/15/2033		251,000		205,606
AI Candelaria Spain SA (Spain)^†(b)	7.50%		12/15/2028		996,664		989,053
Blue Racer Midstream LLC/Blue Racer Finance Corp.^†	7.25%		7/15/2032		1,101,000		1,156,314
Boardwalk Pipelines LP	5.625%		8/1/2034		1,659,000		1,712,431
Cheniere Energy Partners LP	3.25%		1/31/2032		1,350,000		1,208,286
Colonial Enterprises, Inc.^†	3.25%		5/15/2030		1,241,000		1,158,252
Columbia Pipelines Operating Co. LLC^†	5.927%		8/15/2030		651,000		689,779
CQP Holdco LP/BIP-V Chinook Holdco LLC^†	5.50%		6/15/2031		2,373,000		2,328,983
Delek Logistics Partners LP/Delek Logistics Finance Corp.^†	8.625%		3/15/2029		1,626,000		1,712,074
DT Midstream, Inc.^†	4.30%		4/15/2032		1,293,000		1,213,616
EnLink Midstream LLC^†	6.50%		9/1/2030		1,587,000		1,712,086
EQM Midstream Partners LP^†	6.375%		4/1/2029		1,037,000		1,071,508
EQM Midstream Partners LP^†	6.50%		7/1/2027		1,536,000		1,583,307
Genesis Energy LP/Genesis Energy Finance Corp.	7.875%		5/15/2032		1,083,000		1,103,513
Greensaif Pipelines Bidco SARL (Luxembourg)^†(b)	5.853%		2/23/2036		700,000		725,135
Hess Midstream Operations LP^†	5.125%		6/15/2028		918,000		908,925
Kinder Morgan, Inc.	5.00%		2/1/2029		1,116,000		1,140,327
NGPL PipeCo LLC^†	3.25%		7/15/2031		1,530,000		1,361,634
ONEOK, Inc.	3.95%		3/1/2050		913,000		702,394
ONEOK, Inc.	4.45%		9/1/2049		1,063,000		887,620
ONEOK, Inc.	6.05%		9/1/2033		1,596,000		1,706,142
Sabal Trail Transmission LLC^†	4.246%		5/1/2028		1,125,000		1,115,604
South Bow Canadian Infrastructure Holdings Ltd. (Canada)^†(b)	7.50% (5 yr. CMT + 3.67%)	^#	3/1/2055		1,132,000		1,190,270
South Bow USA Infrastructure Holdings LLC^†	5.584%		10/1/2034		1,125,000		1,136,326
Venture Global Calcasieu Pass LLC^†	4.125%		8/15/2031		1,293,000		1,203,162
Venture Global LNG, Inc.^†	8.125%		6/1/2028		659,000		687,462
Venture Global LNG, Inc.^†	8.375%		6/1/2031		1,186,000		1,253,135
Venture Global LNG, Inc.^†	9.50%		2/1/2029		1,243,000		1,401,022
Western Midstream Operating LP	4.05%		2/1/2030		3,702,000		3,566,650
Western Midstream Operating LP	6.35%		1/15/2029		1,053,000		1,120,341

24	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount^‡		Fair Value
Pipelines (continued)
Whistler Pipeline LLC^†	5.95%	9/30/2034	$	2,360,000	$	2,444,989
Williams Cos., Inc.	4.90%	3/15/2029		1,105,000		1,123,126
Total						43,696,363

Real Estate 0.32%
Cushman & Wakefield U.S. Borrower LLC^†	6.75%	5/15/2028		1,104,000		1,115,041
Hunt Cos., Inc.^†	5.25%	4/15/2029		1,435,000		1,389,632
Newmark Group, Inc.	7.50%	1/12/2029		1,065,000		1,151,424
Total						3,656,097

REITS 2.16%
American Assets Trust LP	6.15%	10/1/2034		1,939,000		1,962,306
Americold Realty Operating Partnership LP	5.409%	9/12/2034		1,036,000		1,039,813
Brandywine Operating Partnership LP	4.55%	10/1/2029		94,000		88,488
Brandywine Operating Partnership LP	8.875%	4/12/2029		470,000		519,899
Brixmor Operating Partnership LP	4.05%	7/1/2030		1,185,000		1,152,709
Cousins Properties LP	5.875%	10/1/2034		1,133,000		1,163,713
GLP Capital LP/GLP Financing II, Inc.	4.00%	1/15/2030		1,272,000		1,215,635
GLP Capital LP/GLP Financing II, Inc.	4.00%	1/15/2031		1,278,000		1,199,054
GLP Capital LP/GLP Financing II, Inc.	5.75%	6/1/2028		1,000,000		1,027,305
Goodman U.S. Finance Five LLC^†	4.625%	5/4/2032		1,095,000		1,067,496
Iron Mountain, Inc.^†	4.50%	2/15/2031		1,221,000		1,159,250
Iron Mountain, Inc.^†	4.875%	9/15/2029		1,134,000		1,111,522
Kite Realty Group LP	4.95%	12/15/2031		1,180,000		1,182,002
Phillips Edison Grocery Center Operating Partnership I LP	4.95%	1/15/2035		654,000		642,870
Phillips Edison Grocery Center Operating Partnership I LP	5.75%	7/15/2034		385,000		402,340
Piedmont Operating Partnership LP	9.25%	7/20/2028		568,000		635,951
Rayonier LP	2.75%	5/17/2031		2,532,000		2,210,772
Regency Centers LP	5.10%	1/15/2035		802,000		816,616
Regency Centers LP	5.25%	1/15/2034		1,041,000		1,075,253
Retail Opportunity Investments Partnership LP	6.75%	10/15/2028		1,147,000		1,231,302
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC^†	10.50%	2/15/2028		1,081,000		1,154,736
VICI Properties LP/VICI Note Co., Inc.^†	4.625%	12/1/2029		2,948,000		2,894,467
Total						24,953,499

Retail 2.03%
1011778 BC ULC/New Red Finance, Inc. (Canada)^†(b)	4.00%	10/15/2030		1,294,000		1,194,395
1011778 BC ULC/New Red Finance, Inc. (Canada)^†(b)	6.125%	6/15/2029		1,098,000		1,130,615

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount^‡		Fair Value
Retail (continued)
Advance Auto Parts, Inc.	3.50%	3/15/2032	$	1,084,000	$	906,949
Advance Auto Parts, Inc.	3.90%	4/15/2030		397,000		355,323
Alimentation Couche-Tard, Inc. (Canada)^†(b)	5.267%	2/12/2034		830,000		846,057
Arko Corp.^†	5.125%	11/15/2029		1,786,000		1,660,903
Carvana Co.^†	13.00%	6/1/2030		1,801,993		1,960,948
Dick’s Sporting Goods, Inc.	4.10%	1/15/2052		2,222,000		1,699,817
Gap, Inc.^†	3.875%	10/1/2031		1,588,000		1,389,841
Global Auto Holdings Ltd./AAG FH U.K. Ltd. (United Kingdom)^†(b)	8.375%	1/15/2029		1,144,000		1,107,583
GPS Hospitality Holding Co. LLC/GPS Finco, Inc.^†	7.00%	8/15/2028		185,000		114,947
LBM Acquisition LLC^†	6.25%	1/15/2029		894,000		846,182
Murphy Oil USA, Inc.	4.75%	9/15/2029		1,500,000		1,459,336
Park River Holdings, Inc.^†	5.625%	2/1/2029		881,000		759,587
Park River Holdings, Inc.^†	6.75%	8/1/2029		647,000		558,891
PetSmart, Inc./PetSmart Finance Corp.^†	4.75%	2/15/2028		985,000		945,253
PetSmart, Inc./PetSmart Finance Corp.^†	7.75%	2/15/2029		1,697,000		1,676,874
Staples, Inc.^†	10.75%	9/1/2029		601,000		583,902
Staples, Inc.^†	12.75%	1/15/2030		1,945,984		1,600,662
Tiffany & Co.	4.90%	10/1/2044		1,466,000		1,466,515
Walgreens Boots Alliance, Inc.	8.125%	8/15/2029		465,000		464,580
White Cap Buyer LLC^†	6.875%	10/15/2028		686,000		692,999
Total						23,422,159

Savings & Loans 0.00%
Washington Mutual Bank/Debt not acquired by JPMorgan^(h)	Zero Coupon	6/15/2011		1,250,000		0	^(f)(g)

Semiconductors 0.90%
Entegris, Inc.^†	4.75%	4/15/2029		1,024,000		1,010,023
Foundry JV Holdco LLC^†	6.25%	1/25/2035		929,000		973,281
Marvell Technology, Inc.	5.95%	9/15/2033		1,107,000		1,190,317
Micron Technology, Inc.	5.30%	1/15/2031		665,000		691,199
ON Semiconductor Corp.^†	3.875%	9/1/2028		1,171,000		1,117,517
Qorvo, Inc.^†	3.375%	4/1/2031		1,324,000		1,186,806
Qorvo, Inc.	4.375%	10/15/2029		1,083,000		1,050,337
SK Hynix, Inc. (South Korea)^†(b)	5.50%	1/16/2029		1,398,000		1,443,934
SK Hynix, Inc. (South Korea)^(b)	6.50%	1/17/2033		1,564,000		1,726,501
Total						10,389,915

26	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount^‡		Fair Value
Shipbuilding 0.18%
Huntington Ingalls Industries, Inc.	4.20%	5/1/2030	$	2,060,000	$	2,026,708

Software 1.96%
AthenaHealth Group, Inc.^†	6.50%	2/15/2030		1,929,000		1,854,503
Atlassian Corp. (Australia)^(b)	5.50%	5/15/2034		1,181,000		1,236,454
Cloud Software Group, Inc.^†	6.50%	3/31/2029		2,330,000		2,320,241
Cloud Software Group, Inc.^†	8.25%	6/30/2032		1,852,000		1,937,384
Cloud Software Group, Inc.^†	9.00%	9/30/2029		4,008,000		4,082,028
Constellation Software, Inc. (Canada)^†(b)	5.158%	2/16/2029		772,000		796,444
MSCI, Inc.^†	3.875%	2/15/2031		3,447,000		3,264,643
MSCI, Inc.^†	4.00%	11/15/2029		2,769,000		2,688,695
ROBLOX Corp.^†	3.875%	5/1/2030		1,928,000		1,796,518
Roper Technologies, Inc.	1.75%	2/15/2031		960,000		812,663
Roper Technologies, Inc.	4.75%	2/15/2032		706,000		714,566
Take-Two Interactive Software, Inc.	5.40%	6/12/2029		1,079,000		1,118,486
Total						22,622,625

Telecommunications 2.21%
Altice France SA (France)^†(b)	5.50%	10/15/2029		1,383,000		970,229
Altice France SA (France)^†(b)	8.125%	2/1/2027		2,251,000		1,842,564
Connect Finco SARL/Connect U.S. Finco LLC (Luxembourg)^†(b)	9.00%	9/15/2029		1,655,000		1,603,670
Frontier Communications Holdings LLC^†	5.875%	10/15/2027		2,402,000		2,413,727
Frontier Communications Holdings LLC^†	8.75%	5/15/2030		2,295,000		2,447,650
Hughes Satellite Systems Corp.	5.25%	8/1/2026		2,897,000		2,697,734
Level 3 Financing, Inc.^†	4.25%	7/1/2028		1,742,000		1,393,600
Level 3 Financing, Inc.^†	4.50%	4/1/2030		613,053		477,879
Lumen Technologies, Inc.^†	4.125%	4/15/2029		494,326		417,705
Lumen Technologies, Inc.^†	4.125%	4/15/2030		647,049		525,536
Lumen Technologies, Inc.^†	4.50%	1/15/2029		1,885,000		1,292,620
Lumen Technologies, Inc.^†	5.375%	6/15/2029		64,000		44,008
Lumen Technologies, Inc.	7.60%	9/15/2039		59,000		40,359
Lumen Technologies, Inc.	7.65%	3/15/2042		117,000		77,802
Optics Bidco SpA (Italy)^†(b)	6.00%	9/30/2034		644,000		655,153
Sprint Capital Corp.	6.875%	11/15/2028		1,018,000		1,112,269
Vmed O2 U.K. Financing I PLC (United Kingdom)^†(b)	4.25%	1/31/2031		3,935,000		3,487,360
Vmed O2 U.K. Financing I PLC (United Kingdom)^†(b)	4.75%	7/15/2031		1,253,000		1,116,589
Windstream Escrow LLC/Windstream Escrow Finance Corp.^†(a)	8.25%	10/1/2031		1,141,000		1,161,466
Zegona Finance PLC (United Kingdom)^†(b)	8.625%	7/15/2029		1,618,000		1,730,249
Total						25,508,169

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount^‡		Fair Value
Transportation 0.32%
Rand Parent LLC^†	8.50%	2/15/2030	$	1,702,000	$	1,737,467
Watco Cos. LLC/Watco Finance Corp.^†	7.125%	8/1/2032		941,000		981,587
XPO, Inc.^†	7.125%	2/1/2032		961,000		1,012,493
Total						3,731,547

Trucking & Leasing 0.25%
Fortress Transportation & Infrastructure Investors LLC^†	5.50%	5/1/2028		1,770,000		1,764,205
Fortress Transportation and Infrastructure Investors LLC^(a)	5.875%	4/15/2033		1,147,000		1,141,265
Total						2,905,470
Total Corporate Bonds (cost $846,936,648)						860,124,957

FLOATING RATE LOANS⁽ⁱ⁾3.73%

Aerospace/Defense 0.14%
Alloy Finco Ltd. USD Holdco PIK Term Loan 13.50% (Jersey)^(b)	0.50%	3/6/2025		1,572,177		1,615,412

Airlines 0.10%
American Airlines, Inc. 2021 Term Loan	10.294% (3 mo. USD Term SOFR + 4.75%)	4/20/2028		1,090,000		1,122,242

Automotive 0.03%
DexKo Global, Inc. 2021 USD Term Loan B	8.615% (3 mo. USD Term SOFR + 3.75%)	10/4/2028		315,163		305,399

Building Materials 0.22%
ACProducts, Inc. 2021 Term Loan B	9.115% (3 mo. USD Term SOFR + 4.25%)	5/17/2028		612,107		514,607
CP Atlas Buyer, Inc. 2021 Term Loan B	8.695% (1 mo. USD Term SOFR + 3.75%)	11/23/2027		886,899		876,834
MI Windows and Doors LLC 2024 Term Loan B2	8.345% (1 mo. USD Term SOFR + 3.50%)	3/28/2031		1,097,250		1,100,525
Total						2,491,966

Chemicals 0.25%
Iris Holding, Inc. Term Loan	10.102% (3 mo. USD Term SOFR + 4.75%)	6/28/2028		1,119,604		1,059,660

28	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount^‡

Fair
Value

Chemicals (continued)

Lonza Group AG USD Term Loan B (Luxembourg)^(b)

8.529% (3 mo. USD
Term SOFR + 3.93%)

7/3/2028

1,149,232

1,077,802

USALCO LLC 2024 Term Loan B

–

^(j)

9/17/2031

702,000

705,731

Total

2,843,193

Commercial Services 0.20%

Grant Thornton Advisors LLC Term Loan B

8.095% (1 mo. USD
Term SOFR + 3.25%)

6/2/2031

1,181,647

1,184,690

Nuvei Technologies Corp. 2024 Term Loan B1 (Canada)^(b)

–

^(j)

7/18/2031

1,150,000

1,138,741

Total

2,323,431

Computers 0.14%

McAfee LLC 2024 USD Term Loan B

8.451% (1 mo. USD
Term SOFR + 3.25%)

3/1/2029

1,651,647

1,647,906

Consumer Non-Durables 0.08%

Anastasia Parent LLC 2018 Term Loan B

8.615% (3 mo. USD
Term SOFR + 3.75%)

8/11/2025

1,205,594

872,386

Diversified Financial Services 0.11%

Aretec Group, Inc. 2024 Term Loan B

8.845% (1 mo. USD
Term SOFR + 4.00%)

8/9/2030

1,330,108

1,304,796

Electric: Generation 0.02%

Frontera Generation Holdings LLC 2021 2nd Lien Term Loan

6.168% (3 mo. USD
Term SOFR + 1.50%)

7/28/2028

129,376

105,603

Frontera Generation Holdings LLC 2021 Term Loan

17.668% (3 mo. USD
Term SOFR + 13.00%)

7/28/2026

133,293

174,781

Total

280,384

Engineering & Construction 0.00%

Brand Industrial Services, Inc. 2024 Term Loan B

9.748% (3 mo. USD
Term SOFR + 4.50%)

8/1/2030

1,195

1,179

Entertainment 0.12%

Motion Finco SARL 2024 USD Term Loan B (Luxembourg)^(b)

8.104% (3 mo. USD
Term SOFR + 3.50%)

11/12/2029

1,424,532

1,372,715

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount^‡

Fair
Value

Food 0.14%

Bellis Acquisition Co. PLC 2024 EUR Term Loan B

7.802% (3 mo.
EURIBOR + 4.00%)

5/14/2031

EUR

1,473,077

1,610,756

Health Care Products 0.19%

Bausch & Lomb Corp. Term Loan (Canada)^(b)

8.27% (1 mo. USD
Term SOFR + 3.25%)

5/10/2027

2,249,434

2,244,125

Health Care Services 0.19%

eResearchTechnology, Inc. 2024 Term Loan

8.845% (1 mo. USD
Term SOFR + 4.00%)

2/4/2027

1,133,038

1,139,213

Star Parent, Inc. Term Loan B

8.354% (3 mo. USD
Term SOFR + 3.75%)

9/27/2030

1,091,515

1,063,616

Total

2,202,829

Healthcare 0.16%

Athenahealth Group, Inc. 2022 Term Loan B

8.095% (1 mo. USD
Term SOFR + 3.25%)

2/15/2029

1,064,047

1,059,174

Gainwell Acquisition Corp. Term Loan B

8.704% (3 mo. USD
Term SOFR + 4.00%)

10/1/2027

860,130

820,886

Total

1,880,060

Insurance 0.12%

AssuredPartners, Inc. 2024 Incremental Term Loan B5

8.345% (1 mo. USD
Term SOFR + 3.50%)

2/14/2031

1,396,980

1,397,224

Investment Management Companies 0.07%

Asp Unifrax Holdings, Inc. 2024 Delayed Draw Term Loan^(k)

–

^(j)

9/28/2029

794,298

Leisure Time 0.06%

City Football Group Ltd. 2024 Term Loan (United Kingdom)^(b)

7.969% (1 mo. USD
Term SOFR + 3.00%)

7/22/2030

715,208

713,419

Machinery: Diversified 0.10%

LSF12 Badger Bidco LLC Term Loan B

10.845% (1 mo. USD
Term SOFR + 6.00%)

8/30/2030

1,137,416

1,094,763

30	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount^‡

Fair
Value

Media 0.22%

Sinclair Television Group, Inc. 2021 Term Loan B3

8.514% (3 mo. USD
Term SOFR + 3.00%)

4/1/2028

1,219,125

907,993

Sinclair Television Group, Inc. 2022 Term Loan B4

8.695% (1 mo. USD
Term SOFR + 3.75%)

4/21/2029

65,919

48,586

Virgin Media Bristol LLC 2023 USD Term Loan Y

8.656% (6 mo. USD
Term SOFR + 3.25%)

3/31/2031

1,703,000

1,628,732

Total

2,585,311

Metal Fabricate/Hardware 0.09%

Tank Holding Corp. 2022 Term Loan

10.245% – 10.50%
(3 mo. USD Term
SOFR + 5.75%)
(6 mo. USD Term
SOFR + 5.75%)

3/31/2028

1,027,059

1,012,552

Oil & Gas 0.01%

Parkway Generation LLC Term Loan C

–

^(j)

2/18/2029

134,002

134,457

Personal & Household Products 0.00%

FGI Operating Co. LLC Exit Term Loan

–

^(j)

12/31/2025

76,918

9,653

^(g)

Retail 0.13%

Staples, Inc. 2024 Term Loan B

10.689% (3 mo. USD
Term SOFR + 5.75%)

9/4/2029

1,674,000

1,525,131

Software 0.63%

Applied Systems, Inc. 2024 1st Lien Term Loan

7.604% (3 mo. USD
Term SOFR + 3.00%)

2/24/2031

1,141,538

1,143,752

Banff Merger Sub, Inc. 2024 2nd Lien Term Loan

11.005% – 11.01% (3 mo.
USD Term SOFR + 5.75%)

7/30/2032

1,719,000

1,694,650

Cloud Software Group, Inc. 2024 USD Term Loan B

8.604% (3 mo. USD
Term SOFR + 4.00%)

3/30/2029

1,168,958

1,165,545

Modena Buyer LLC Term Loan

9.104% (3 mo. USD
Term SOFR + 4.50%)

7/1/2031

1,622,000

1,556,617

Rocket Software, Inc. 2023 USD Term Loan B

9.595% (1 mo. USD
Term SOFR + 4.75%)

11/28/2028

1,643,698

1,647,356

Total

7,207,920

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount^‡		Fair Value
Telecommunications 0.21%
Lorca Holdco Ltd. 2024 USD Term Loan (United Kingdom)^(b)	–	^(j)	3/25/2031	$	899,737	$	902,922
Lumen Technologies, Inc. 2024 Extended Term Loan B1	–	^(j)	4/15/2029		1,750,585		1,540,953
Total							2,443,875
Total Floating Rate Loans (cost $43,413,296)							43,037,382

FOREIGN GOVERNMENT OBLIGATIONS 4.52%

Angola 0.23%
Angola Government International Bonds^(b)	9.375%		5/8/2048		3,148,000		2,671,068

Argentina 0.63%
Argentina Republic Government International Bonds^(b)	0.75%	^(l)	7/9/2030		11,966,347		7,269,556

Benin 0.10%
Benin Government International Bonds^†(b)	7.96%		2/13/2038		1,129,000		1,122,212

Brazil 0.09%
Brazil Notas do Tesouro Nacional	10.00%		1/1/2029	BRL	6,000,000		1,022,290

Colombia 0.15%
Colombia Government International Bonds^(b)	8.00%		4/20/2033	$	1,575,000		1,692,662

Ecuador 0.41%
Ecuador Government International Bonds^†(b)	6.90%	^(l)	7/31/2030		6,422,627		4,687,602

Egypt 0.12%
Egypt Government International Bonds^(b)	8.50%		1/31/2047		239,000		193,294
Egypt Government International Bonds^(b)	8.50%		1/31/2047		1,419,000		1,147,634
Total							1,340,928

El Salvador 0.49%
El Salvador Government International Bonds^†	0.25%		4/17/2030		1,385,000		30,423
El Salvador Government International Bonds^(b)	8.625%		2/28/2029		3,189,000		3,145,021
El Salvador Government International Bonds^†(b)	9.25%		4/17/2030		2,518,000		2,509,218
Total							5,684,662

Gabon 0.11%
Gabon Government International Bonds^(b)	6.95%		6/16/2025		444,000		417,243
Gabon Government International Bonds^(b)	6.95%		6/16/2025		954,000		896,507
Total							1,313,750

32	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount^‡		Fair Value
Kenya 0.25%
Republic of Kenya Government International Bonds^(b)	7.00%	5/22/2027	$	1,067,000	$	1,050,247
Republic of Kenya Government International Bonds^†(b)	9.75%	2/16/2031		1,777,000		1,799,212
Total						2,849,459

Montenegro 0.08%
Montenegro Government International Bonds^†(b)	7.25%	3/12/2031		923,000		968,229

Nigeria 0.34%
Nigeria Government International Bonds^(b)	7.143%	2/23/2030		3,077,000		2,798,281
Nigeria Government International Bonds^(b)	7.625%	11/28/2047		1,421,000		1,091,893
Total						3,890,174

Panama 0.19%
Panama Government International Bonds^(b)	6.40%	2/14/2035		785,000		803,709
Panama Government International Bonds^(b)	7.50%	3/1/2031		451,000		493,864
Panama Government International Bonds^(b)	9.375%	4/1/2029		793,000		922,443
Total						2,220,016

Paraguay 0.03%
Paraguay Government International Bonds^†	7.90%	2/9/2031	PYG	3,006,000,000		394,392

Senegal 0.33%
Senegal Government International Bonds^†(b)	6.25%	5/23/2033	$	4,458,000		3,849,372

Sri Lanka 0.11%
Sri Lanka Government International Bonds^†(b)(h)	5.875%	7/25/2022		2,340,000		1,273,974

Trinidad And Tobago 0.19%
Trinidad & Tobago Government International Bonds^†(b)	6.40%	6/26/2034		2,101,000		2,173,222

Turkey 0.58%
Istanbul Metropolitan Municipality^†(b)	10.50%	12/6/2028		1,074,000		1,181,796
Turkiye Government International Bonds^(b)	5.125%	2/17/2028		4,043,000		4,015,204
Turkiye Government International Bonds^(b)	9.375%	3/14/2029		1,300,000		1,477,049
Total						6,674,049

Venezuela 0.09%
Venezuela Government International Bonds^(b)(h)	Zero Coupon	8/23/2022		607,800		99,893
Venezuela Government International Bonds^(b)(h)	Zero Coupon	5/7/2023		3,091,600		442,485
Venezuela Government International Bonds^(b)(h)	Zero Coupon	10/21/2026		2,721,600		455,092
Total						997,470
Total Foreign Government Obligations (cost $49,839,821)						52,095,087

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount^‡		Fair Value
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.25%
Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2022-HQA3 Class M2^†	10.63% (30 day USD SOFR Average + 5.35%)	^#	8/25/2042	$	900,000	$	982,053
Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2022-HQA3 Class A1^†	7.13% (30 day USD SOFR Average + 1.85%)	^#	11/25/2043		190,994		193,211
Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2023-HQA1 Class M2^†	10.78% (30 day USD SOFR Average + 5.50%)	^#	5/25/2043		700,000		776,190
Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2024-HQA1 Class A1^†	6.53% (30 day USD SOFR Average + 1.25%)	^#	3/25/2044		919,559		920,163
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $2,874,469)							2,871,617

GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 14.28%
Fannie Mae or Freddie Mac^(m)	2.50%		TBA		4,233,000		3,658,571
Fannie Mae or Freddie Mac^(m)	3.50%		TBA		2,531,000		2,359,059
Government National Mortgage Association^(m)	2.50%		TBA		1,732,000		1,527,740
Government National Mortgage Association^(m)	3.00%		TBA		7,324,000		6,683,569
Government National Mortgage Association^(m)	3.50%		TBA		3,025,000		2,843,158
Government National Mortgage Association^(m)	4.00%		TBA		5,624,000		5,439,519
Government National Mortgage Association^(m)	4.50%		TBA		4,107,000		4,055,101
Government National Mortgage Association^(m)	5.00%		TBA		5,567,000		5,575,324
Government National Mortgage Association^(m)	5.50%		TBA		5,471,000		5,524,373
Government National Mortgage Association^(m)	6.00%		TBA		5,386,000		5,475,279
Government National Mortgage Association^(m)	6.50%		TBA		12,957,000		13,252,063
Government National Mortgage Association^(m)	7.00%		TBA		1,804,000		1,848,695
Uniform Mortgage-Backed Security^(m)	2.00%		TBA		2,881,000		2,385,937
Uniform Mortgage-Backed Security^(m)	3.00%		TBA		2,639,000		2,368,912
Uniform Mortgage-Backed Security^(m)	4.00%		TBA		3,967,000		3,812,613
Uniform Mortgage-Backed Security^(m)	4.50%		TBA		3,697,000		3,634,829
Uniform Mortgage-Backed Security^(m)	5.00%		TBA		25,765,000		25,941,852
Uniform Mortgage-Backed Security^(m)	5.50%		TBA		32,706,000		33,266,989
Uniform Mortgage-Backed Security^(m)	6.00%		TBA		15,081,000		15,489,233
Uniform Mortgage-Backed Security^(m)	6.50%		TBA		7,063,000		7,279,266
Uniform Mortgage-Backed Security^(m)	7.00%		TBA		11,695,000		12,150,642
Total Government Sponsored Enterprises Pass-Throughs (cost $164,745,014)							164,572,724

34	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount^‡			Fair Value
INVESTMENTS IN UNDERLYING FUNDS 0.32%
Lord Abbett Private Credit Fund 1 LP^(n)(o) (cost $3,699,352)				$	3,699,352	^(p)	$	3,712,300

MUNICIPAL BONDS 0.30%

Miscellaneous 0.20%
Dallas Convention Center Hotel Development Corp. TX	7.088%		1/1/2042		1,210,000			1,395,904
New York City Industrial Development Agency NY^†	11.00%		3/1/2029		820,000			930,771
Total								2,326,675

Tax Revenue 0.10%
Memphis-Shelby County Industrial Development Board Tax Allocation TN^(h)	7.00%		7/1/2045		1,415,000			1,132,518
Total Municipal Bonds (cost $3,952,213)								3,459,193

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 5.65%
ARZ Trust Series 2024-BILT Class A^†	5.772%		6/11/2029		900,000			935,910
BBCMS Mortgage Trust Series 2019-BWAY Class A^†	6.168% (1 mo. USD Term SOFR + 1.07%)	^#	11/15/2034		970,000			633,400
Benchmark Mortgage Trust Series 2024-V5 Class A3	5.805%		1/10/2057		710,000			744,188
Benchmark Mortgage Trust Series 2024-V6 Class A3	5.926%		3/15/2029		1,250,000			1,314,397
BFLD Mortgage Trust Series 2024-VICT Class A^†	6.987% (1 mo. USD Term SOFR + 1.89%)	^#	7/15/2041		1,630,000			1,633,245
BFLD Mortgage Trust Series 2024-VICT Class B^†	7.686% (1 mo. USD Term SOFR + 2.59%)	^#	7/15/2041		400,000			400,442
BLP Commercial Mortgage Trust Series 2024-IND2 Class A^†	6.439% (1 mo. USD Term SOFR + 1.34%)	^#	3/15/2041		2,920,000			2,915,009
BPR Trust Series 2022-OANA Class A^†	6.995% (1 mo. USD Term SOFR + 1.90%)	^#	4/15/2037		1,400,000			1,406,405
BX Commercial Mortgage Trust Series 2020-VIV4 Class A^†	2.843%		3/9/2044		949,000			861,482
BX Commercial Mortgage Trust Series 2021-VOLT Class A^†	5.911% (1 mo. USD Term SOFR + 0.81%)	^#	9/15/2036		2,770,000			2,754,157
BX Commercial Mortgage Trust Series 2024-XL4 Class A^†	6.539% (1 mo. USD Term SOFR + 1.44%)	^#	2/15/2039		1,798,217			1,800,766

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount^‡

Fair
Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

BX Commercial Mortgage Trust Series 2024-XL5 Class A^†

6.488% (1 mo. USD
Term SOFR + 1.39%)

3/15/2041

1,312,886

1,314,789

BX Trust Series 2021-ARIA Class A^†

6.111% (1 mo. USD
Term SOFR + 1.01%)

10/15/2036

500,000

497,500

BX Trust Series 2022-PSB Class A^†

7.548% (1 mo. USD
Term SOFR + 2.45%)

8/15/2039

1,634,014

1,640,142

BX Trust Series 2024-VLT4 Class A^†

6.588% (1 mo. USD
Term SOFR + 1.49%)

7/15/2029

900,000

901,408

CF Trust Series 2019-BOSS Class A1^†

8.626% (1 mo. USD
Term SOFR + 3.30%)

12/15/2024

733,769

161,796

CIM Trust Series 2018-INV1 Class B1^†

4.703%

^#(q)

8/25/2048

423,679

410,457

CONE Trust Series 2024-DFW1 Class B^†

7.387% (1 mo. USD
Term SOFR + 2.29%)

8/15/2041

1,130,000

1,132,717

CSMC Trust Series 2021-BPNY Class A^†

8.926% (1 mo. USD
Term SOFR + 3.83%)

8/15/2026

1,722,453

1,530,313

Fashion Show Mall LLC Series 2024-SHOW Class A^†(a)

5.274%

^#(q)

10/10/2029

400,000

399,656

Federal Home Loan Mortgage Corp. STACR REMICS Notes Series 2022-HQA2 Class M1B^†

9.28% (30 day USD
SOFR Average + 4.00%)

7/25/2042

380,000

404,707

Federal Home Loan Mortgage Corp. STACR REMICS Notes Series 2023-DNA2 Class M1A^†

7.363% (30 day USD
SOFR Average + 2.10%)

4/25/2043

1,006,372

1,022,337

Federal Home Loan Mortgage Corp. STACR REMICS Notes Series 2023-DNA2 Class M1B^†

8.513% (30 day USD
SOFR Average + 3.25%)

4/25/2043

2,200,000

2,314,486

Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2022-DNA2 Class M1B^†

7.68% (30 day USD
SOFR Average + 2.40%)

2/25/2042

1,450,000

1,484,812

Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2022-HQA3 Class M1A^†

7.58% (30 day USD
SOFR Average + 2.30%)

8/25/2042

1,259,220

1,289,502

Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2022-HQA3 Class M1B^†

8.83% (30 day USD
SOFR Average + 3.55%)

8/25/2042

1,570,000

1,658,942

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount^‡

Fair
Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2023-HQA3 Class M2^†

8.63% (30 day USD
SOFR Average + 3.35%)

11/25/2043

1,350,000

1,413,143

Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2024-DNA2 Class M1^†

6.48% (30 day USD
SOFR Average + 1.20%)

5/25/2044

1,286,116

1,286,928

Federal National Mortgage Association Connecticut Avenue Securities Series 2022-R01 Class 1B2^†

11.28% (30 day USD
SOFR Average + 6.00%)

12/25/2041

900,000

947,145

Federal National Mortgage Association Connecticut Avenue Securities Series 2023-R03 Class 2M2^†

9.18% (30 day USD
SOFR Average + 3.90%)

4/25/2043

2,370,000

2,541,102

Federal National Mortgage Association Connecticut Avenue Securities Series 2023-R06 Class 1M2^†

7.98% (30 day USD
SOFR Average + 2.70%)

7/25/2043

500,000

517,315

Federal National Mortgage Association Connecticut Avenue Securities Series 2024-R01 Class 1M2^†

7.08% (30 day USD
SOFR Average + 1.80%)

1/25/2044

500,000

506,370

Federal National Mortgage Association Connecticut Avenue Securities Series 2024-R03 Class 2B1^†

8.063% (30 day USD
SOFR Average + 2.80%)

3/25/2044

700,000

710,436

Federal National Mortgage Association Connecticut Avenue Securities Series 2024-R04 Class 1M2^†

6.93% (30 day USD
SOFR Average + 1.65%)

5/25/2044

880,000

885,018

Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2019-R05 Class 1B1^†

9.495% (30 day USD
SOFR Average + 4.21%)

7/25/2039

1,003,952

1,047,215

Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2022-R02 Class 2M1^†

6.48% (30 day USD
SOFR Average + 1.20%)

1/25/2042

427,751

427,829

Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2023-R01 Class 1M1^†

7.663% (30 day USD
SOFR Average + 2.40%)

12/25/2042

2,103,736

2,161,980

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount^‡

Fair
Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

Great Wolf Trust Series 2024-WOLF Class A^†

6.639% (1 mo. USD
Term SOFR + 1.54%)

3/15/2039

1,370,000

1,369,175

GS Mortgage Securities Corp. Trust Series 2023-FUN Class A^†

7.188% (1 mo. USD
Term SOFR + 2.09%)

3/15/2028

750,000

752,598

GS Mortgage Securities Corp. Trust Series 2024-MARK Class A^†

6.887% (1 mo. USD
Term SOFR + 1.79%)

6/15/2034

1,320,000

1,323,901

HPLY Trust Series 2019-HIT Class A^†

6.233% (1 mo. USD
Term SOFR + 1.11%)

11/15/2036

228,318

228,117

JPMorgan Chase Commercial Mortgage Securities Trust Series 2021-BOLT Class D^†

11.912% (1 mo. USD
Term SOFR + 6.81%)

8/15/2033

2,110,000

455,466

JW Commercial Mortgage Trust Series 2024-MRCO Class A^†

6.704% (1 mo. USD
Term SOFR + 1.62%)

6/15/2039

2,500,000

2,499,658

Life Mortgage Trust Series 2022-BMR2 Class A1^†

6.392% (1 mo. USD
Term SOFR + 1.30%)

5/15/2039

760,000

740,174

MCR Mortgage Trust Series 2024-TWA Class A^†

5.924%

6/12/2039

300,000

307,224

NRTH Mortgage Trust Series 2024-PARK Class A^†

6.738% (1 mo. USD
Term SOFR + 1.64%)

3/15/2039

2,048,000

2,052,240

NYO Commercial Mortgage Trust Series 2021-1290 Class A^†

6.307% (1 mo. USD
Term SOFR + 1.21%)

11/15/2038

790,000

767,847

SDR Commercial Mortgage Trust Series 2024-DSNY Class A^†

6.488% (1 mo. USD
Term SOFR + 1.39%)

5/15/2039

730,000

727,929

SHOW Trust Series 2022-BIZ Class A^†

8.102% (1 mo. USD
Term SOFR + 2.98%)

1/15/2027

3,850,000

3,622,140

SMRT Commercial Mortgage Trust Series 2022-MINI Class A^†

6.097% (1 mo. USD
Term SOFR + 1.00%)

1/15/2039

750,000

744,016

Velocity Commercial Capital Loan Trust Series 2024-3 Class A^†

6.65%

^#(q)

6/25/2054

1,614,737

1,653,614

WB Commercial Mortgage Trust Series 2024-HQ Class A^†

6.134%

^#(q)

3/15/2040

1,830,000

1,855,854

38	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount^‡		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A12^†	6.788% (1 mo. USD Term SOFR + 1.69%)	^#	8/15/2041	$	1,980,000	$	1,982,834
Total Non-Agency Commercial Mortgage-Backed Securities (cost $67,261,159)							65,090,233

	Dividend Rate				Shares
PREFERRED STOCKS 0.09%

Transportation Infrastructure 0.09%
ACBL Holdings Corp. (cost $422,600)	Zero Coupon				16,904		1,098,760
Total Long-Term Investments (cost $1,280,273,585)							1,296,905,376

					Principal
					Amount^‡
SHORT-TERM INVESTMENTS 0.79%

Repurchase Agreements 0.78%
Repurchase Agreement dated 9/30/2024, 2.400% due 10/1/2024 with Fixed Income Clearing Corp. collateralized by $9,625,200 of U.S. Treasury Note at 0.750% due 5/31/2026; value: $9,204,552; proceeds: $9,024,519 (cost $9,023,917)				$	9,023,917		9,023,917

Time Deposits 0.00%
CitiBank N.A.^(r) (cost $4,436)					4,436		4,436

					Shares
Money Market Funds 0.01%
Fidelity Government Portfolio^(r)(cost $39,925)					39,925		39,925
Total Short-Term Investments (cost $9,068,278)							9,068,278
Total Investments in Securities 113.29% (cost $1,289,341,863)							1,305,973,654
Less Unfunded Loan Commitments (0.07%) (cost $794,298)							(794,298	)
Net Investments in Securities 113.22% (cost $1,288,547,565)							1,305,179,356
Other Assets and Liabilities – Net^(s)(13.22)%							(152,362,407	)
Net Assets 100.00%						$	1,152,816,949

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

BRL		Brazilian Real.
EUR		Euro.
GBP		British Pound.
PYG		Paraguay Guarani.
ADR		American Depositary Receipt.
CMT		Constant Maturity Rate.
EURIBOR		Euro Interbank Offered Rate.
ICE		Intercontinental Exchange.
LIBOR		London Interbank Offered Rate.
PIK		Payment-in-kind.
REITS		Real Estate Investment Trusts.
REMICS		Real Estate Mortgage Investment Conduits.
SOFR		Secured Overnight Financing Rate.
STACR		Structured Agency Credit Risk.

^‡		Principal Amount is denominated in U.S. dollars unless otherwise noted.
^†		Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. At September 30, 2024, the total value of Rule 144A securities was $685,836,271, which represents 59.49% of net assets.
^#		Variable rate security. The interest rate represents the rate in effect at September 30, 2024.
*		Non-income producing security.
^(a)		Securities purchased on a when-issued basis.
^(b)		Foreign security traded in U.S. dollars.
^(c)		All or a portion of this security is temporarily on loan to unaffiliated broker/dealers.
^(d)		Level 3 Investment as described in Note 2(b) in the Notes to Schedule of Investments. Security valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.
^(e)		Security is perpetual in nature and has no stated maturity.
^(f)		Amount is less than $1.
^(g)		Level 3 Investment as described in Note 2(b) in the Notes to Schedule of Investments. Security fair valued by the Pricing Committee.
^(h)		Defaulted (non-income producing security).
⁽ⁱ⁾		Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the SOFR or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at September 30, 2024.
^(j)		Interest Rate to be determined.
^(k)		Security partially/fully unfunded.
^(l)		Step Bond – Security with a predetermined schedule of interest rate changes.
^(m)		To-be-announced (“TBA”). Security purchased on a forward commitment basis with an approximate principal and maturity date. Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned.
⁽ⁿ⁾		Affiliated issuers (See Note 5).
^(o)		Restricted securities (including private placement) – investments in securities not registered under the Securities Act of 1933 (excluding 144A issues). At September 30, 2024, the value of restricted securities (excluding 144A issues) amounted to $3,712,300 or 0.32% of net assets.
^(p)		Principal amount represents partnership interest.
^(q)		Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool.
^(r)		Security was purchased with the cash collateral from loaned securities.
^(s)		Other Assets and Liabilities – Net include net unrealized appreciation/depreciation on forward foreign currency exchange contracts, futures contracts and swap contracts as follows:

40	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Centrally Cleared Consumer Price Index (“CPI”) Swap Contracts at September 30, 2024:

Swap Counterparty	Payments to be Made By The Fund at Termination Date	Payments to be Received By The Fund at Termination Date	Termination Date	Notional Amount	Value/Unrealized Depreciation
Bank of America	2.544%	CPI Urban Consumer NSA	3/2/2052	$ 2,807,089		$	(786	)
Bank of America	2.544%	CPI Urban Consumer NSA	3/2/2052	1,392,911			(390	)⁽¹⁾
Bank of America	2.665%	CPI Urban Consumer NSA	10/23/2028	10,000,000			(132,141	)
Bank of America	2.665%	CPI Urban Consumer NSA	5/12/2052	4,373,000			(184,148	)
Bank of America	2.748%	CPI Urban Consumer NSA	4/20/2052	6,000,000			(355,997	)
Total Unrealized Depreciation on Centrally Cleared CPI Swap Contracts						$	(673,462	)

NSA		Non-seasonally adjusted.

⁽¹⁾		Unrealized depreciation on Centrally Cleared CPI Swap Contract is $6,609, which includes upfront payment of $6,219. Upfront payments paid (received) by Central Clearing Party are presented net of amortization.

Forward Foreign Currency Exchange Contracts at September 30, 2024:

Forward Foreign Currency Exchange Contracts	Transaction Type	Counterparty	Expiration Date	Foreign Currency	U.S. $ Cost on Origination Date	U.S. $ Current Value	Unrealized Appreciation
Australian dollar	Buy	Bank of America	11/12/2024	25,267,000	$16,570,351	$17,478,379		$	908,028
Australian dollar	Buy	Goldman Sachs	11/12/2024	25,087,000	16,376,919	17,353,865			976,946
Canadian dollar	Buy	Morgan Stanley	11/22/2024	1,231,000	909,707	911,348			1,641
Canadian dollar	Buy	Morgan Stanley	11/22/2024	813,000	598,544	601,890			3,346
Canadian dollar	Buy	State Street Bank and Trust	11/22/2024	219,000	161,240	162,133			893
Euro	Buy	Bank of America	11/20/2024	583,000	645,488	650,256			4,768
Euro	Buy	State Street Bank and Trust	11/20/2024	503,000	559,799	561,027			1,228
Euro	Buy	State Street Bank and Trust	11/20/2024	1,085,000	1,208,103	1,210,168			2,065
Swedish krona	Buy	Barclays Bank plc	10/17/2024	2,724,000	254,037	268,412			14,375
Swedish krona	Buy	Morgan Stanley	10/17/2024	8,427,000	788,865	830,363			41,498
Canadian dollar	Sell	State Street Bank and Trust	11/22/2024	145,000	107,610	107,348			262
Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts								$	1,955,050

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

Forward Foreign Currency Exchange Contracts	Transaction Type	Counterparty	Expiration Date	Foreign Currency	U.S. $ Cost on Origination Date	U.S. $ Current Value	Unrealized Depreciation
Euro	Buy	Morgan Stanley	11/20/2024	118,000	$131,748	$131,613		$	(135	)
British pound	Sell	State Street Bank and Trust	12/6/2024	2,561,000	3,378,279	3,423,553			(45,274	)
Canadian dollar	Sell	Bank of America	11/22/2024	1,383,000	1,019,988	1,023,879			(3,891	)
Canadian dollar	Sell	State Street Bank and Trust	11/22/2024	5,224,000	3,815,172	3,867,492			(52,320	)
Euro	Sell	State Street Bank and Trust	11/20/2024	5,972,000	6,602,046	6,660,941			(58,895	)
Swedish krona	Sell	State Street Bank and Trust	10/17/2024	11,322,000	1,074,740	1,115,625			(40,885	)
Total Unrealized Depreciation on Forward Foreign Currency Exchange Contracts								$	(201,400	)

Futures Contracts at September 30, 2024:

Type	Expiration	Contracts	Position	Notional Amount		Notional Value		Unrealized Appreciation
U.S. 10-Year Ultra Treasury Note	December 2024	124	Long	$14,619,177		$14,668,813			$	49,636
U.S. 2-Year Treasury Note	December 2024	1,320	Long	274,248,587		274,879,688				631,101
U.S. Long Bond	December 2024	132	Short	(16,451,886	)	(16,392,750	)			59,136
U.S. Ultra Bond	December 2024	13	Short	(1,784,976	)	(1,730,219	)			54,757
Total Unrealized Appreciation on Futures Contracts									$	794,630

Type	Expiration	Contracts	Position	Notional Amount		Notional Value		Unrealized Depreciation
U.S. 5-Year Treasury Note	December 2024	844	Long	$92,860,329		$92,741,094				$(119,235	)

42	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2024

The following is a summary of the inputs used as of September 30, 2024 in valuing the Fund’s investments carried at fair value⁽¹⁾:

Investment Type⁽²⁾	Level 1		Level 2			Level 3			Total
Long-Term Investments
Asset-Backed Securities	$	–	$	29,740,879		$	–		$	29,740,879
Common Stocks
Aerospace & Defense		2,437,715		1,234,654			–			3,672,369
Air Freight & Logistics		580,326		1,947,070			–			2,527,396
Automobile Components		–		716,068			–			716,068
Electric-Generation		–		11,248			–			11,248
Interactive Media & Services		1,234,181		2,463,294			–			3,697,475
Miscellaneous Financials		–		322,731			–			322,731
Personal Care Products		–		710,269			–			710,269
Specialty Retail		–		–			3,202			3,202
Transportation Infrastructure		–		111,910			–			111,910
Remaining Industries		59,329,576		–			–			59,329,576
Corporate Bonds
Banks		–		74,226,289			–	⁽³⁾		74,226,289
Mining		–		20,343,756			–	⁽⁴⁾		20,343,756
Savings & Loans		–		–			–	⁽³⁾		–	⁽³⁾
Remaining Industries		–		765,554,912			–			765,554,912
Floating Rate Loans
Personal & Household Products		–		–			9,653			9,653
Remaining Industries		–		43,027,729			–			43,027,729
Less Unfunded Loan Commitments		–		(794,298	)		–			(794,298	)
Foreign Government Obligations		–		52,095,087			–			52,095,087
Government Sponsored Enterprises Collateralized Mortgage Obligations		–		2,871,617			–			2,871,617
Government Sponsored Enterprises Pass-Throughs		–		164,572,724			–			164,572,724
Investments in Underlying Funds		–		3,712,300			–			3,712,300
Municipal Bonds		–		3,459,193			–			3,459,193
Non-Agency Commercial Mortgage-Backed Securities		–		65,090,233			–			65,090,233
Preferred Stocks		–		1,098,760			–			1,098,760
Short-Term Investments
Repurchase Agreements		–		9,023,917			–			9,023,917
Time Deposits		–		4,436			–			4,436
Money Market Funds		39,925		–			–			39,925
Total	$	63,621,723	$	1,241,544,778		$	12,855		$	1,305,179,356

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(concluded)

BOND DEBENTURE PORTFOLIO September 30, 2024

Investment Type⁽²⁾	Level 1			Level 2			Level 3		Total
Other Financial Instruments
Centrally Cleared CPI Swap Contracts
Assets	$	–		$	–		$	–	$	–
Liabilities		–			(673,462	)		–		(673,462	)
Forward Foreign Currency Exchange Contracts
Assets		–			1,955,050			–		1,955,050
Liabilities		–			(201,400	)		–		(201,400	)
Futures Contracts
Assets		794,630			–			–		794,630
Liabilities		(119,235	)		–			–		(119,235	)
Total	$	675,395		$	1,080,188		$	–	$	1,755,583

	(1)		Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
	(2)		See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. When applicable, each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.
	(3)		Amount is less than $1.
	(4)		Includes securities with zero fair value.

A reconciliation of Level 3 investments is presented when the Fund has a material amount of Level 3 investments at the beginning or end of the period in relation to the Fund’s net assets. Management has determined not to provide a reconciliation as the balance of Level 3 investments was not considered to be material to the Fund’s net assets at the beginning or end of the period.

44	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

DEVELOPING GROWTH PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
LONG-TERM INVESTMENTS 98.64%

COMMON STOCKS 98.64%

Aerospace & Defense 4.23%
AeroVironment, Inc.*		4,938	$	990,069
Loar Holdings, Inc.*		16,647		1,241,700
Moog, Inc. Class A		3,599		727,070
Total				2,958,839

Automobile Components 1.58%
Modine Manufacturing Co.*		8,296		1,101,626

Beverages 0.81%
Primo Water Corp.		22,330		563,832

Biotechnology 17.30%
ADMA Biologics, Inc.*		65,073		1,300,809
Arcellx, Inc.*		12,809		1,069,680
Avidity Biosciences, Inc.*		11,370		522,224
Blueprint Medicines Corp.*		12,493		1,155,602
Crinetics Pharmaceuticals, Inc.*		11,858		605,944
Insmed, Inc.*		15,466		1,129,018
Janux Therapeutics, Inc.*		10,115		459,524
Krystal Biotech, Inc.*		5,103		928,899
Merus NV (Netherlands)^*(a)		15,280		763,389
Mirum Pharmaceuticals, Inc.*		8,963		349,557
Natera, Inc.*		8,280		1,051,146
Nuvalent, Inc. Class A*		6,554		670,474
REVOLUTION Medicines, Inc.*		14,553		659,979
SpringWorks Therapeutics, Inc.*		20,921		670,309
Vaxcyte, Inc.*		6,712		766,980
Total				12,103,534

Broadline Retail 0.73%
Ollie’s Bargain Outlet Holdings, Inc.*		5,222		507,578

Building Products 0.96%
AAON, Inc.		6,203		668,931

Capital Markets 5.35%
Evercore, Inc. Class A		4,227		1,070,868
Hamilton Lane, Inc. Class A		7,248		1,220,491

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

DEVELOPING GROWTH PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Capital Markets (continued)
Piper Sandler Cos.		5,125	$	1,454,526
Total				3,745,885

Commercial Services & Supplies 0.94%
Tetra Tech, Inc.		13,935		657,175

Construction & Engineering 3.17%
Comfort Systems USA, Inc.		3,335		1,301,817
Sterling Infrastructure, Inc.*		6,300		913,626
Total				2,215,443

Consumer Staples Distribution & Retail 1.90%
Maplebear, Inc.*		14,769		601,689
Sprouts Farmers Market, Inc.*		6,596		728,264
Total				1,329,953

Diversified Consumer Services 3.25%
Bright Horizons Family Solutions, Inc.*		6,196		868,245
Duolingo, Inc.*		2,048		577,577
Stride, Inc.*		9,697		827,251
Total				2,273,073

Electronic Equipment, Instruments & Components 2.20%
Fabrinet (Thailand)^*(a)		2,649		626,330
Itron, Inc.*		8,568		915,148
Total				1,541,478

Food Products 1.65%
Freshpet, Inc.*		8,457		1,156,664

Health Care Equipment & Supplies 7.56%
Glaukos Corp.*		11,334		1,476,594
Lantheus Holdings, Inc.*		7,928		870,098
PROCEPT BioRobotics Corp.*		9,902		793,348
RxSight, Inc.*		15,431		762,754
TransMedics Group, Inc.*		8,846		1,388,822
Total				5,291,616

Health Care Providers & Services 0.47%
Guardant Health, Inc.*		14,374		329,740

Health Care Technology 0.90%
Doximity, Inc. Class A*		14,371		626,144

46	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

DEVELOPING GROWTH PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Hotels, Restaurants & Leisure 7.95%
Cava Group, Inc.*		12,563	$	1,555,928
Life Time Group Holdings, Inc.*		27,530		672,283
MakeMyTrip Ltd. (India)^*(a)		11,336		1,053,681
Sweetgreen, Inc. Class A*		37,472		1,328,382
Wingstop, Inc.		2,287		951,575
Total				5,561,849

Household Durables 0.49%
Meritage Homes Corp.		1,687		345,953

Information Technology Services 1.39%
Wix.com Ltd. (Israel)^*(a)		5,809		971,091

Insurance 0.89%
Baldwin Insurance Group, Inc.*		12,438		619,412

Interactive Media & Services 1.16%
Reddit, Inc. Class A*		12,343		813,651

Machinery 2.70%
Crane Co.		7,070		1,119,040
SPX Technologies, Inc.*		4,824		769,235
Total				1,888,275

Media 0.62%
Criteo SA ADR*		10,823		435,518

Pharmaceuticals 1.40%
Intra-Cellular Therapies, Inc.*		13,389		979,673

Professional Services 2.60%
Parsons Corp.*		11,002		1,140,688
Verra Mobility Corp.*		24,472		680,566
Total				1,821,254

Semiconductors & Semiconductor Equipment 6.80%
Astera Labs, Inc.^*(b)		9,312		487,856
Camtek Ltd. (Israel)^(a)		8,405		671,139
Credo Technology Group Holding Ltd.*		30,678		944,882
Impinj, Inc.*		4,443		961,999
Nova Ltd. (Israel)^*(a)		3,422		712,940
Onto Innovation, Inc.*		4,729		981,551
Total				4,760,367

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

DEVELOPING GROWTH PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Software 17.85%
Agilysys, Inc.*		11,591	$	1,263,071
Appfolio, Inc. Class A*		5,374		1,265,040
Clear Secure, Inc. Class A		12,606		417,763
CyberArk Software Ltd. (Israel)^*(a)		5,152		1,502,375
Descartes Systems Group, Inc. (Canada)^*(a)		7,136		734,723
Guidewire Software, Inc.*		6,293		1,151,241
Monday.com Ltd. (Israel)^*(a)		3,421		950,251
Q2 Holdings, Inc.*		7,099		566,287
SPS Commerce, Inc.*		5,479		1,063,857
Varonis Systems, Inc.*		23,765		1,342,722
Vertex, Inc. Class A*		19,615		755,374
Zeta Global Holdings Corp. Class A*		49,555		1,478,226
Total				12,490,930

Trading Companies & Distributors 1.79%
FTAI Aviation Ltd.		9,433		1,253,646
Total Common Stocks (cost $51,428,616)				69,013,130

	Principal Amount

SHORT-TERM INVESTMENTS 2.33%

Repurchase Agreements 1.61%
Repurchase Agreement dated 9/30/2024, 2.400% due 10/1/2024 with Fixed Income Clearing Corp. collateralized by $1,171,800 of U.S. Treasury Note at 2.125% due 5/31/2026; value: $1,150,398; proceeds: $1,127,727 (cost $1,127,652)	$	1,127,652		1,127,652

Time Deposits 0.07%
CitiBank N.A.^(c)(cost $50,469)		50,469		50,469

	Shares

Money Market Funds 0.65%
Fidelity Government Portfolio^(c)(cost $454,217)		454,217		454,217
Total Short-Term Investments (cost $1,632,338)				1,632,338
Total Investments in Securities 100.97% (cost $53,060,954)				70,645,468
Other Assets and Liabilities – Net (0.97)%				(678,990	)
Net Assets 100.00%			$	69,966,478

48	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(concluded)

DEVELOPING GROWTH PORTFOLIO September 30, 2024

ADR		American Depositary Receipt.
^*		Non-income producing security.
^(a)		Foreign security traded in U.S. dollars.
^(b)		All or a portion of this security is temporarily on loan to unaffiliated broker/dealers.
^(c)		Security was purchased with the cash collateral from loaned securities.

The following is a summary of the inputs used as of September 30, 2024 in valuing the Fund’s investments carried at fair value⁽¹⁾:

Investment Type⁽²⁾	Level 1		Level 2		Level 3		Total
Long-Term Investments
Common Stocks	$	69,013,130	$	–	$	–	$	69,013,130
Short-Term Investments
Repurchase Agreements		–		1,127,652		–		1,127,652
Time Deposits		–		50,469		–		50,469
Money Market Funds		454,217		–		–		454,217
Total	$	69,467,347	$	1,178,121	$	–	$	70,645,468

⁽¹⁾		Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
⁽²⁾		See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. When applicable, each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.

A reconciliation of Level 3 investments is presented when the Fund has a material amount of Level 3 investments at the beginning or end of the period in relation to the Fund’s net assets.

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

DIVIDEND GROWTH PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
LONG-TERM INVESTMENTS 99.77%

COMMON STOCKS 99.77%

Aerospace & Defense 1.60%
Northrop Grumman Corp.		5,876	$	3,102,939

Banks 4.50%
Bank of America Corp.		103,145		4,092,794
JPMorgan Chase & Co.		22,006		4,640,185
Total				8,732,979

Beverages 1.78%
Coca-Cola Co.		48,062		3,453,735

Biotechnology 2.53%
AbbVie, Inc.		24,915		4,920,214

Building Products 0.79%
Allegion PLC (Ireland)^(a)		10,482		1,527,647

Capital Markets 7.34%
Ameriprise Financial, Inc.		5,025		2,360,795
Charles Schwab Corp.		46,053		2,984,695
Evercore, Inc. Class A		9,176		2,324,648
Morgan Stanley		34,299		3,575,328
S&P Global, Inc.		5,820		3,006,728
Total				14,252,194

Chemicals 1.18%
Sherwin-Williams Co.		5,982		2,283,150

Construction Materials 2.22%
CRH PLC		46,391		4,302,301

Consumer Staples Distribution & Retail 4.09%
Costco Wholesale Corp.		3,216		2,851,048
Walmart, Inc.		63,053		5,091,530
Total				7,942,578

Distributors 0.57%
Pool Corp.		2,931		1,104,401

Electric: Utilities 2.39%
NextEra Energy, Inc.		54,889		4,639,767

50	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

DIVIDEND GROWTH PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Electrical Equipment 1.25%
Eaton Corp. PLC		7,333	$	2,430,450

Financial Services 2.98%
Jack Henry & Associates, Inc.		7,644		1,349,472
Mastercard, Inc. Class A		9,000		4,444,200
Total				5,793,672

Ground Transportation 1.54%
Old Dominion Freight Line, Inc.		6,165		1,224,616
Union Pacific Corp.		7,129		1,757,156
Total				2,981,772

Health Care Equipment & Supplies 1.68%
Abbott Laboratories		28,630		3,264,106

Health Care Providers & Services 3.92%
UnitedHealth Group, Inc.		13,028		7,617,211

Hotels, Restaurants & Leisure 1.39%
McDonald’s Corp.		8,835		2,690,346

Information Technology Services 1.51%
Accenture PLC Class A (Ireland)^(a)		8,313		2,938,479

Insurance 3.82%
Allstate Corp.		8,845		1,677,454
Arthur J Gallagher & Co.		9,109		2,562,999
Chubb Ltd. (Switzerland)^(a)		10,994		3,170,560
Total				7,411,013

Life Sciences Tools & Services 2.64%
Danaher Corp.		13,532		3,762,167
West Pharmaceutical Services, Inc.		4,568		1,371,131
Total				5,133,298

Machinery 2.33%
Parker-Hannifin Corp.		7,174		4,532,677

Media 0.50%
Comcast Corp. Class A		23,089		964,428

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

DIVIDEND GROWTH PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Metals & Mining 1.55%
Reliance, Inc.		5,573	$	1,611,767
Steel Dynamics, Inc.		11,147		1,405,414
Total				3,017,181

Multi-Utilities 1.60%
CMS Energy Corp.		43,882		3,099,386

Oil, Gas & Consumable Fuels 3.62%
Exxon Mobil Corp.		51,482		6,034,720
Marathon Petroleum Corp.		6,063		987,723
Total				7,022,443

Pharmaceuticals 4.11%
Eli Lilly & Co.		5,538		4,906,336
Johnson & Johnson		19,009		3,080,598
Total				7,986,934

Professional Services 0.64%
Verisk Analytics, Inc.		4,615		1,236,635

Semiconductors & Semiconductor Equipment 13.52%
Analog Devices, Inc.		15,016		3,456,233
Broadcom, Inc.		31,386		5,414,085
Lam Research Corp.		1,604		1,308,992
NVIDIA Corp.		103,569		12,577,419
Taiwan Semiconductor Manufacturing Co. Ltd. ADR		20,088		3,488,683
Total				26,245,412

Software 11.93%
Microsoft Corp.		37,744		16,241,243
Oracle Corp.		19,806		3,374,943
Roper Technologies, Inc.		6,368		3,543,410
Total				23,159,596

Specialty Retail 4.71%
Home Depot, Inc.		5,463		2,213,608
Lowe’s Cos., Inc.		11,238		3,043,812
TJX Cos., Inc.		33,113		3,892,102
Total				9,149,522

52	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(concluded)

DIVIDEND GROWTH PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Technology Hardware, Storage & Peripherals 3.30%
Apple, Inc.		27,517	$	6,411,461

Tobacco 2.24%
Philip Morris International, Inc.		35,766		4,341,992
Total Common Stocks (cost $139,448,563)				193,689,919

	Principal Amount

SHORT-TERM INVESTMENTS 0.67%

Repurchase Agreements 0.67%
Repurchase Agreement dated 9/30/2024, 2.400% due 10/1/2024 with Fixed Income Clearing Corp. collateralized by $1,340,100 of U.S. Treasury Note at 2.125% due 5/31/2026; value: $1,315,604; proceeds: $1,289,717 (cost $1,289,631)	$	1,289,631		1,289,631
Total Investments in Securities 100.44% (cost $140,738,194)				194,979,550
Other Assets and Liabilities – Net (0.44)%				(844,503	)
Net Assets 100.00%			$	194,135,047

ADR		American Depositary Receipt.
^(a)		Foreign security traded in U.S. dollars.

The following is a summary of the inputs used as of September 30, 2024 in valuing the Fund’s investments carried at fair value⁽¹⁾:

Investment Type⁽²⁾	Level 1		Level 2		Level 3		Total
Long-Term Investments
Common Stocks	$	193,689,919	$	–	$	–	$	193,689,919
Short-Term Investments
Repurchase Agreements		–		1,289,631		–		1,289,631
Total	$	193,689,919	$	1,289,631	$	–	$	194,979,550

⁽¹⁾		Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
⁽²⁾		See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. When applicable, each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.

A reconciliation of Level 3 investments is presented when the Fund has a material amount of Level 3 investments at the beginning or end of the period in relation to the Fund’s net assets.

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

FUNDAMENTAL EQUITY PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
LONG-TERM INVESTMENTS 99.48%

COMMON STOCKS 99.48%

Aerospace & Defense 2.26%
RTX Corp.		43,300	$	5,246,228

Banks 5.51%
JPMorgan Chase & Co.		40,944		8,633,452
Wells Fargo & Co.		73,509		4,152,523
Total				12,785,975

Biotechnology 2.00%
AbbVie, Inc.		23,502		4,641,175

Building Products 3.76%
Allegion PLC (Ireland)^(a)		33,577		4,893,512
Masco Corp.		45,477		3,817,339
Total				8,710,851

Capital Markets 6.94%
Charles Schwab Corp.		71,368		4,625,360
KKR & Co., Inc.		33,000		4,309,140
Morgan Stanley		38,970		4,062,233
Nasdaq, Inc.		42,494		3,102,487
Total				16,099,220

Chemicals 3.04%
Avient Corp.		83,259		4,189,593
HB Fuller Co.		36,012		2,858,632
Total				7,048,225

Construction & Engineering 1.62%
EMCOR Group, Inc.		8,714		3,751,638

Construction Materials 1.81%
CRH PLC		45,367		4,207,336

Consumer Staples Distribution & Retail 3.51%
BJ’s Wholesale Club Holdings, Inc.*		44,841		3,698,486
Target Corp.		28,556		4,450,738
Total				8,149,224


54	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

FUNDAMENTAL EQUITY PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Electric: Utilities 3.40%
Entergy Corp.		30,769	$	4,049,508
FirstEnergy Corp.		86,625		3,841,819
Total				7,891,327

Electronic Equipment, Instruments & Components 3.92%
Littelfuse, Inc.		9,466		2,510,857
Mirion Technologies, Inc.*^(b)		265,420		2,938,199
TD SYNNEX Corp.		30,315		3,640,225
Total				9,089,281

Energy Equipment & Services 0.96%
Liberty Energy, Inc.		116,947		2,232,518

Financial Services 1.69%
Fiserv, Inc.*		21,850		3,925,353

Ground Transportation 1.14%
Landstar System, Inc.		13,989		2,642,102

Health Care Equipment & Supplies 1.57%
Becton Dickinson & Co.		15,074		3,634,341

Health Care Providers & Services 6.93%
Labcorp Holdings, Inc.		19,063		4,260,199
Molina Healthcare, Inc.*		9,346		3,220,258
Tenet Healthcare Corp.*		23,068		3,833,901
UnitedHealth Group, Inc.		8,113		4,743,509
Total				16,057,867

Industrial REITS 1.18%
Prologis, Inc.		21,605		2,728,279

Insurance 7.42%
Aon PLC Class A		13,045		4,513,440
Arch Capital Group Ltd.*		35,734		3,997,920
Kemper Corp.		71,163		4,358,734
RenaissanceRe Holdings Ltd.		15,946		4,343,690
Total				17,213,784

Interactive Media & Services 2.76%
Alphabet, Inc. Class A		38,592		6,400,483


	See Notes to Schedule of Investments.	55

Schedule of Investments (unaudited)(continued)

FUNDAMENTAL EQUITY PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Leisure Products 1.26%
Brunswick Corp.		34,918	$	2,926,827

Life Sciences Tools & Services 1.28%
Thermo Fisher Scientific, Inc.		4,783		2,958,620

Machinery 4.70%
Crane Co.		15,044		2,381,164
Cummins, Inc.		12,045		3,900,051
Parker-Hannifin Corp.		7,324		4,627,450
Total				10,908,665

Metals & Mining 1.27%
Steel Dynamics, Inc.		23,335		2,942,077

Oil, Gas & Consumable Fuels 6.62%
Chesapeake Energy Corp.^(b)		47,712		3,924,312
Diamondback Energy, Inc.		19,895		3,429,898
Permian Resources Corp.		259,674		3,534,163
Shell PLC ADR		67,561		4,455,648
Total				15,344,021

Pharmaceuticals 1.42%
Merck & Co., Inc.		28,952		3,287,789

Professional Services 1.51%
WNS Holdings Ltd. (India)*^(a)		66,377		3,498,732

Real Estate Management & Development 1.95%
CBRE Group, Inc. Class A*		36,352		4,525,097

Semiconductors & Semiconductor Equipment 3.01%
Silicon Motion Technology Corp. ADR		55,490		3,370,463
Taiwan Semiconductor Manufacturing Co. Ltd. ADR		20,780		3,608,862
Total				6,979,325

Software 3.54%
Adobe, Inc.*		7,234		3,745,621
Microsoft Corp.		10,354		4,455,326
Total				8,200,947

Specialized REITS 1.01%
American Tower Corp.		10,052		2,337,693


56	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

FUNDAMENTAL EQUITY PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Specialty Retail 6.20%
Academy Sports & Outdoors, Inc.		43,787	$	2,555,409
AutoZone, Inc.*		1,071		3,373,693
Best Buy Co., Inc.		42,734		4,414,422
Lowe’s Cos., Inc.		14,869		4,027,269
Total				14,370,793

Technology Hardware, Storage & Peripherals 1.54%
NetApp, Inc.		28,833		3,561,164

Textiles, Apparel & Luxury Goods 1.02%
Ralph Lauren Corp.		12,163		2,358,041

Trading Companies & Distributors 1.73%
AerCap Holdings NV (Ireland)^(a)		42,265		4,003,341
Total Common Stocks (cost $187,528,640)				230,658,339

		Principal Amount

SHORT-TERM INVESTMENTS 2.50%

Repurchase Agreements 0.54%
Repurchase Agreement dated 9/30/2024, 2.400% due 10/1/2024 with Fixed Income Clearing Corp. collateralized by $1,335,300 of U.S. Treasury Note at 0.750% due 5/31/2026; value: $1,277,027; proceeds: $1,251,885 (cost $1,251,802)	$	1,251,802		1,251,802

Time Deposits 0.20%
CitiBank N.A.^(c)(cost $453,425)		453,425		453,425

		Shares
Money Market Funds 1.76%
Fidelity Government Portfolio^(c)(cost $4,080,823)		4,080,823		4,080,823
Total Short-Term Investments (cost $5,786,050)				5,786,050
Total Investments in Securities 101.98% (cost $193,314,690)				236,444,389
Other Assets and Liabilities – Net (1.98)%				(4,584,236	)
Net Assets 100.00%			$	231,860,153


ADR		American Depositary Receipt.
REITS		Real Estate Investment Trusts.
*		Non-income producing security.
^(a)		Foreign security traded in U.S. dollars.
^(b)		All or a portion of this security is temporarily on loan to unaffiliated broker/dealers.
^(c)		Security was purchased with the cash collateral from loaned securities.


	See Notes to Schedule of Investments.	57

Schedule of Investments (unaudited)(concluded)

FUNDAMENTAL EQUITY PORTFOLIO September 30, 2024

The following is a summary of the inputs used as of September 30, 2024 in valuing the Fund’s investments carried at fair value⁽¹⁾:

Investment Type⁽²⁾	Level 1		Level 2		Level 3		Total
Long-Term Investments
Common Stocks	$	230,658,339	$	–	$	–	$	230,658,339
Short-Term Investments
Repurchase Agreements		–		1,251,802		–		1,251,802
Time Deposits		–		453,425		–		453,425
Money Market Funds		4,080,823		–		–		4,080,823
Total	$	234,739,162	$	1,705,227	$	–	$	236,444,389


⁽¹⁾		Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
⁽²⁾		See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. When applicable, each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.

A reconciliation of Level 3 investments is presented when the Fund has a material amount of Level 3 investments at the beginning or end of the period in relation to the Fund’s net assets.

58	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

GROWTH AND INCOME PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
LONG-TERM INVESTMENTS 99.67%

COMMON STOCKS 99.67%

Aerospace & Defense 3.29%
Lockheed Martin Corp.		10,506	$	6,141,387
RTX Corp.		88,521		10,725,205
Total				16,866,592

Banks 6.14%
JPMorgan Chase & Co.		94,349		19,894,430
Wells Fargo & Co.		204,846		11,571,751
Total				31,466,181

Biotechnology 3.46%
AbbVie, Inc.		57,648		11,384,327
United Therapeutics Corp.*		17,619		6,313,769
Total				17,698,096

Building Products 3.67%
Allegion PLC (Ireland)^(a)		74,383		10,840,579
Masco Corp.		94,798		7,957,344
Total				18,797,923

Capital Markets 7.88%
Ameriprise Financial, Inc.		12,265		5,762,220
Charles Schwab Corp.		165,111		10,700,844
KKR & Co., Inc.		62,893		8,212,568
Morgan Stanley		84,431		8,801,087
Nasdaq, Inc.		94,132		6,872,577
Total				40,349,296

Chemicals 0.93%
Dow, Inc.		86,677		4,735,164

Construction & Engineering 1.91%
EMCOR Group, Inc.		22,682		9,765,281

Construction Materials 1.94%
CRH PLC		106,993		9,922,531

Consumer Finance 1.65%
American Express Co.		31,107		8,436,218


	See Notes to Schedule of Investments.	59

Schedule of Investments (unaudited)(continued)

GROWTH AND INCOME PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Consumer Staples Distribution & Retail 3.35%
BJ’s Wholesale Club Holdings, Inc.*		99,551	$	8,210,966
Target Corp.		57,430		8,951,040
Total				17,162,006

Electric: Utilities 3.90%
Entergy Corp.		53,253		7,008,627
FirstEnergy Corp.		148,925		6,604,824
NextEra Energy, Inc.		75,438		6,376,774
Total				19,990,225

Electronic Equipment, Instruments & Components 1.57%
TD SYNNEX Corp.		66,933		8,037,315

Energy Equipment & Services 1.28%
Schlumberger NV		156,298		6,556,701

Financial Services 3.12%
Fiserv, Inc.*		58,784		10,560,546
PayPal Holdings, Inc.*		69,509		5,423,787
Total				15,984,333

Health Care Equipment & Supplies 1.55%
Becton Dickinson & Co.		32,988		7,953,407

Health Care Providers & Services 7.14%
Labcorp Holdings, Inc.		44,112		9,858,150
McKesson Corp.		15,570		7,698,119
Molina Healthcare, Inc.*		20,673		7,123,089
UnitedHealth Group, Inc.		20,325		11,883,621
Total				36,562,979

Industrial REITS 1.21%
Prologis, Inc.		48,926		6,178,375

Insurance 8.66%
Allstate Corp.		44,598		8,458,011
Aon PLC Class A		26,064		9,017,883
Arch Capital Group Ltd.*		81,744		9,145,519
Arthur J Gallagher & Co.		30,013		8,444,758
RenaissanceRe Holdings Ltd.		34,104		9,289,929
Total				44,356,100


60	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

GROWTH AND INCOME PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Interactive Media & Services 2.81%
Alphabet, Inc. Class A		86,788	$	14,393,790

Life Sciences Tools & Services 1.57%
Thermo Fisher Scientific, Inc.		13,033		8,061,823

Machinery 4.03%
Cummins, Inc.		29,933		9,692,006
Parker-Hannifin Corp.		17,361		10,969,027
Total				20,661,033

Metals & Mining 1.21%
Steel Dynamics, Inc.		49,275		6,212,592

Oil, Gas & Consumable Fuels 6.01%
Chesapeake Energy Corp.		116,385		9,572,666
Diamondback Energy, Inc.		58,307		10,052,127
Shell PLC ADR		169,022		11,147,001
Total				30,771,794

Pharmaceuticals 2.09%
Merck & Co., Inc.		64,386		7,311,674
Teva Pharmaceutical Industries Ltd. ADR*		188,495		3,396,680
Total				10,708,354

Real Estate Management & Development 1.91%
CBRE Group, Inc. Class A*		78,691		9,795,456

Semiconductors & Semiconductor Equipment 2.61%
KLA Corp.		6,905		5,347,301
Taiwan Semiconductor Manufacturing Co. Ltd. ADR		46,140		8,013,134
Total				13,360,435

Software 3.67%
Adobe, Inc.*		16,046		8,308,298
Microsoft Corp.		24,314		10,462,314
Total				18,770,612

Specialized REITS 1.01%
American Tower Corp.		22,134		5,147,483

Specialty Retail 5.23%
AutoZone, Inc.*		2,586		8,146,003
Best Buy Co., Inc.		89,892		9,285,844
Lowe’s Cos., Inc.		34,581		9,366,264
Total				26,798,111


	See Notes to Schedule of Investments.	61

Schedule of Investments (unaudited)(concluded)

GROWTH AND INCOME PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Technology Hardware, Storage & Peripherals 1.61%
NetApp, Inc.		66,743	$	8,243,428

Textiles, Apparel & Luxury Goods 1.53%
Ralph Lauren Corp.		40,474		7,846,694

Trading Companies & Distributors 1.73%
AerCap Holdings NV (Ireland)^(a)		93,673		8,872,707
Total Common Stocks (cost $361,059,261)				510,463,035

		Principal Amount

SHORT-TERM INVESTMENTS 0.87%

Repurchase Agreements 0.87%
Repurchase Agreement dated 9/30/2024, 2.400% due 10/1/2024 with Fixed Income Clearing Corp. collateralized by $4,411,300 of U.S. Treasury Note at 4.875% due 5/31/2026; value: $4,570,269; proceeds: $4,480,772 (cost $4,480,473)	$	4,480,473		4,480,473
Total Investments in Securities 100.54% (cost $365,539,734)				514,943,508
Other Assets and Liabilities – Net (0.54)%				(2,772,028	)
Net Assets 100.00%			$	512,171,480


ADR		American Depositary Receipt.
REITS		Real Estate Investment Trusts.
*		Non-income producing security.
^(a)		Foreign security traded in U.S. dollars.

The following is a summary of the inputs used as of September 30, 2024 in valuing the Fund’s investments carried at fair value⁽¹⁾:

Investment Type⁽²⁾	Level 1		Level 2		Level 3		Total
Long-Term Investments
Common Stocks	$	510,463,035	$	–	$	–	$	510,463,035
Short-Term Investments
Repurchase Agreements		–		4,480,473		–		4,480,473
Total	$	510,463,035	$	4,480,473	$	–	$	514,943,508


⁽¹⁾		Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
⁽²⁾		See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. When applicable, each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.

A reconciliation of Level 3 investments is presented when the Fund has a material amount of Level 3 investments at the beginning or end of the period in relation to the Fund’s net assets.

62	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

GROWTH OPPORTUNITIES PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
LONG-TERM INVESTMENTS 97.70%

COMMON STOCKS 97.70%

Aerospace & Defense 4.92%
AeroVironment, Inc.*		3,250	$	651,625
Axon Enterprise, Inc.*		2,798		1,118,081
HEICO Corp.		4,460		1,166,201
Loar Holdings, Inc.*		8,245		614,994
TransDigm Group, Inc.		474		676,460
Total				4,227,361

Banks 1.13%
NU Holdings Ltd. Class A (Brazil)*^(a)		70,888		967,621

Biotechnology 9.03%
Arcellx, Inc.*		10,743		897,148
Argenx SE ADR*		1,807		979,539
Blueprint Medicines Corp.*		7,247		670,347
Insmed, Inc.*		15,751		1,149,823
Krystal Biotech, Inc.*		6,114		1,112,931
Natera, Inc.*		16,711		2,121,461
REVOLUTION Medicines, Inc.*		8,542		387,380
SpringWorks Therapeutics, Inc.*		13,872		444,459
Total				7,763,088

Broadline Retail 3.21%
Coupang, Inc.*		51,851		1,272,942
MercadoLibre, Inc. (Uruguay)*^(a)		726		1,489,723
Total				2,762,665

Building Products 1.16%
Lennox International, Inc.		1,643		992,849

Capital Markets 6.68%
ARES Management Corp. Class A		10,647		1,659,229
Evercore, Inc. Class A		3,232		818,795
Jefferies Financial Group, Inc.		15,135		931,559
Piper Sandler Cos.		2,977		844,902
Tradeweb Markets, Inc. Class A		12,009		1,485,153
Total				5,739,638


	See Notes to Schedule of Investments.	63

Schedule of Investments (unaudited)(continued)

GROWTH OPPORTUNITIES PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Commercial Services & Supplies 1.20%
Tetra Tech, Inc.		21,825	$	1,029,267

Communications Equipment 1.32%
Arista Networks, Inc.*		2,957		1,134,956

Construction & Engineering 5.39%
Comfort Systems USA, Inc.		3,663		1,429,852
EMCOR Group, Inc.		3,990		1,717,814
Quanta Services, Inc.		4,978		1,484,191
Total				4,631,857

Consumer Staples Distribution & Retail 1.25%
Maplebear, Inc.*		26,304		1,071,625

Diversified Consumer Services 0.82%
Duolingo, Inc.*		2,507		707,024

Electrical Equipment 1.95%
Vertiv Holdings Co. Class A		16,887		1,680,088

Electronic Equipment, Instruments & Components 0.89%
Fabrinet (Thailand)*^(a)		3,229		763,465

Entertainment 4.08%
Liberty Media Corp.–Liberty Formula One Class A*		11,092		793,411
Sea Ltd. ADR*		7,587		715,302
Spotify Technology SA (Sweden)*^(a)		5,422		1,998,170
Total				3,506,883

Financial Services 1.70%
Affirm Holdings, Inc.*		10,044		409,996
Toast, Inc. Class A*		37,192		1,052,906
Total				1,462,902

Health Care Equipment & Supplies 5.96%
Glaukos Corp.*		10,501		1,368,070
Insulet Corp.*		2,657		618,417
Lantheus Holdings, Inc.*		9,528		1,045,698
PROCEPT BioRobotics Corp.*		8,394		672,527
RxSight, Inc.*		8,542		422,231
TransMedics Group, Inc.*		6,358		998,206
Total				5,125,149


64	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

GROWTH OPPORTUNITIES PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Hotels, Restaurants & Leisure 6.71%
Cava Group, Inc.*		14,242	$	1,763,872
DoorDash, Inc. Class A*		7,891		1,126,282
MakeMyTrip Ltd. (India)*^(a)		8,052		748,433
Royal Caribbean Cruises Ltd.		7,066		1,253,226
Wingstop, Inc.		2,109		877,513
Total				5,769,326

Household Durables 1.01%
SharkNinja, Inc.		7,966		865,984

Information Technology Services 1.14%
Wix.com Ltd. (Israel)*^(a)		5,885		983,795

Interactive Media & Services 1.32%
Reddit, Inc. Class A*		17,261		1,137,845

Machinery 0.72%
Crane Co.		3,908		618,558

Media 2.50%
Trade Desk, Inc. Class A*		19,611		2,150,346

Professional Services 2.32%
Booz Allen Hamilton Holding Corp.		5,427		883,298
Parsons Corp.*		10,692		1,108,547
Total				1,991,845

Semiconductors & Semiconductor Equipment 4.16%
Camtek Ltd. (Israel)^(a)		5,164		412,345
Monolithic Power Systems, Inc.		1,865		1,724,193
Onto Innovation, Inc.*		4,422		917,830
Teradyne, Inc.		3,918		524,738
Total				3,579,106

Software 20.84%
Agilysys, Inc.*		5,150		561,196
Appfolio, Inc. Class A*		2,236		526,354
AppLovin Corp. Class A*		16,977		2,216,347
CyberArk Software Ltd. (Israel)*^(a)		8,051		2,347,752
Datadog, Inc. Class A*		7,390		850,293
Fair Isaac Corp.*		789		1,533,437
Guidewire Software, Inc.*		7,470		1,366,562
Monday.com Ltd. (Israel)*^(a)		5,462		1,517,180


	See Notes to Schedule of Investments.	65

Schedule of Investments (unaudited)(continued)

GROWTH OPPORTUNITIES PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Software (continued)
Palantir Technologies, Inc. Class A*		58,528	$	2,177,242
Samsara, Inc. Class A*		24,661		1,186,687
SPS Commerce, Inc.*		3,813		740,370
Tyler Technologies, Inc.*		1,023		597,146
Varonis Systems, Inc.*		19,751		1,115,931
Zeta Global Holdings Corp. Class A*		39,543		1,179,568
Total				17,916,065

Specialty Retail 2.38%
Carvana Co.*		8,221		1,431,358
Ross Stores, Inc.		4,083		614,533
Total				2,045,891

Textiles, Apparel & Luxury Goods 2.78%
Deckers Outdoor Corp.*		8,850		1,411,133
On Holding AG Class A (Switzerland)*^(a)		19,448		975,317
Total				2,386,450

Trading Companies & Distributors 1.13%
FTAI Aviation Ltd.		7,341		975,619
Total Common Stocks (cost $66,585,522)				83,987,268

		Principal Amount

SHORT-TERM INVESTMENTS 2.60%

Repurchase Agreements 2.60%
Repurchase Agreement dated 9/30/2024, 2.400% due 10/1/2024 with Fixed Income Clearing Corp. collateralized by $2,383,400 of U.S. Treasury Note at 0.750% due 5/31/2026; value: $2,279,313; proceeds: $2,234,586 (cost $2,234,437)	$	2,234,437		2,234,437
Total Investments in Securities 100.30% (cost $68,819,959)				86,221,705
Other Assets and Liabilities – Net (0.30)%				(254,319	)
Net Assets 100.00%			$	85,967,386


ADR		American Depositary Receipt.
*		Non-income producing security.
^(a)		Foreign security traded in U.S. dollars.


66	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(concluded)

GROWTH OPPORTUNITIES PORTFOLIO September 30, 2024

The following is a summary of the inputs used as of September 30, 2024 in valuing the Fund’s investments carried at fair value⁽¹⁾:

Investment Type⁽²⁾	Level 1		Level 2		Level 3		Total
Long-Term Investments
Common Stocks	$	83,987,268	$	–	$	–	$	83,987,268
Short-Term Investments
Repurchase Agreements		–		2,234,437		–		2,234,437
Total	$	83,987,268	$	2,234,437	$	–	$	86,221,705


⁽¹⁾		Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
⁽²⁾		See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. When applicable, each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.

A reconciliation of Level 3 investments is presented when the Fund has a material amount of Level 3 investments at the beginning or end of the period in relation to the Fund’s net assets.

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

MID CAP STOCK PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
LONG-TERM INVESTMENTS 99.29%

COMMON STOCKS 99.29%

Banks 1.53%
East West Bancorp, Inc.		48,881	$	4,044,414

Biotechnology 1.42%
United Therapeutics Corp.*		10,448		3,744,041

Building Products 5.20%
Allegion PLC (Ireland)^(a)		38,052		5,545,698
Builders FirstSource, Inc.*		18,474		3,581,370
Masco Corp.		54,705		4,591,938
Total				13,719,006

Capital Markets 6.17%
Ameriprise Financial, Inc.		7,088		3,330,013
Moelis & Co. Class A		63,758		4,368,061
Nasdaq, Inc.		48,353		3,530,252
TPG, Inc.		87,682		5,046,976
Total				16,275,302

Chemicals 3.08%
Avient Corp.		84,142		4,234,026
HB Fuller Co.		48,974		3,887,556
Total				8,121,582

Construction & Engineering 1.73%
EMCOR Group, Inc.		10,623		4,573,520

Construction Materials 1.75%
CRH PLC		49,870		4,624,944

Consumer Staples Distribution & Retail 3.40%
BJ’s Wholesale Club Holdings, Inc.*		52,574		4,336,304
Target Corp.		29,798		4,644,316
Total				8,980,620

Electric: Utilities 5.46%
Entergy Corp.		40,227		5,294,275
FirstEnergy Corp.		111,941		4,964,583
Portland General Electric Co.		86,555		4,145,985
Total				14,404,843


68	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

MID CAP STOCK PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Electronic Equipment, Instruments & Components 7.36%
Belden, Inc.		42,774	$	5,010,119
Crane NXT Co.^(b)		51,988		2,916,527
Keysight Technologies, Inc.*		25,866		4,110,883
Littelfuse, Inc.		12,194		3,234,458
TD SYNNEX Corp.		34,588		4,153,327
Total				19,425,314

Energy Equipment & Services 0.96%
Liberty Energy, Inc.		132,939		2,537,805

Ground Transportation 2.69%
Landstar System, Inc.		19,072		3,602,129
Saia, Inc.*		7,965		3,482,776
Total				7,084,905

Health Care Equipment & Supplies 1.52%
Globus Medical, Inc. Class A*		37,517		2,683,966
Integra LifeSciences Holdings Corp.*		72,318		1,314,018
Total				3,997,984

Health Care Providers & Services 6.94%
Cencora, Inc.		21,225		4,777,323
Labcorp Holdings, Inc.		24,531		5,482,188
Molina Healthcare, Inc.*		10,776		3,712,978
Tenet Healthcare Corp.*		26,143		4,344,967
Total				18,317,456

Insurance 12.35%
Allstate Corp.		14,651		2,778,562
American Financial Group, Inc.		27,365		3,683,329
Aon PLC Class A		12,418		4,296,504
Arch Capital Group Ltd.*		44,116		4,935,698
Arthur J Gallagher & Co.		12,910		3,632,487
Kemper Corp.		79,336		4,859,330
RenaissanceRe Holdings Ltd.		17,350		4,726,140
White Mountains Insurance Group Ltd.		2,165		3,672,273
Total				32,584,323

Leisure Products 1.26%
Brunswick Corp.		39,533		3,313,656


	See Notes to Schedule of Investments.	69

Schedule of Investments (unaudited)(continued)

MID CAP STOCK PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Machinery 3.96%
Cummins, Inc.		15,316	$	4,959,167
Parker-Hannifin Corp.		8,668		5,476,616
Total				10,435,783

Media 0.88%
Nexstar Media Group, Inc.		14,098		2,331,104

Metals & Mining 1.58%
Steel Dynamics, Inc.		32,998		4,160,388

Multi-Utilities 1.64%
CMS Energy Corp.		61,366		4,334,281

Oil, Gas & Consumable Fuels 4.40%
Chesapeake Energy Corp.^(b)		57,492		4,728,717
Devon Energy Corp.		69,786		2,730,028
Permian Resources Corp.		304,479		4,143,946
Total				11,602,691

Pharmaceuticals 0.66%
Teva Pharmaceutical Industries Ltd. ADR*		96,689		1,742,336

Professional Services 5.94%
CACI International, Inc. Class A*		10,593		5,344,804
Maximus, Inc.		46,584		4,339,766
Paylocity Holding Corp.*		18,787		3,099,291
WNS Holdings Ltd. (India)*^(a)		54,869		2,892,145
Total				15,676,006

Real Estate Management & Development 2.23%
CBRE Group, Inc. Class A*		47,237		5,880,062

Residential REITS 1.12%
American Homes 4 Rent Class A		76,780		2,947,584

Retail REITS 1.20%
Kimco Realty Corp.		136,363		3,166,349

Semiconductors & Semiconductor Equipment 2.58%
Silicon Motion Technology Corp. ADR		69,266		4,207,217
Teradyne, Inc.		19,472		2,607,885
Total				6,815,102


70	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

MID CAP STOCK PORTFOLIO September 30, 2024

Investments	Shares		Fair Value
Specialty Retail 4.32%
Academy Sports & Outdoors, Inc.		44,254	$	2,582,663
AutoZone, Inc.*		1,088		3,427,244
Best Buy Co., Inc.		52,292		5,401,764
Total				11,411,671

Technology Hardware, Storage & Peripherals 1.69%
NetApp, Inc.		36,169		4,467,233

Textiles, Apparel & Luxury Goods 1.53%
Ralph Lauren Corp.		20,762		4,025,129

Trading Companies & Distributors 2.74%
AerCap Holdings NV (Ireland)^(a)		47,978		4,544,476
Core & Main, Inc. Class A*		60,458		2,684,335
Total				7,228,811
Total Common Stocks (cost $206,431,665)				261,974,245

		Principal Amount

SHORT-TERM INVESTMENTS 2.08%

Time Deposits 0.21%
CitiBank N.A.^(c)(cost $548,374)	$	548,374		548,374

		Shares

Money Market Funds 1.87%
Fidelity Government Portfolio^(c)(cost $4,935,370)		4,935,370		4,935,370
Total Short-Term Investments (cost $5,483,744)				5,483,744
Total Investments in Securities 101.37% (cost $211,915,409)				267,457,989
Other Assets and Liabilities – Net (1.37)%				(3,609,752	)
Net Assets 100.00%			$	263,848,237


ADR		American Depositary Receipt.
REITS		Real Estate Investment Trusts.
*		Non-income producing security.
^(a)		Foreign security traded in U.S. dollars.
^(b)		All or a portion of this security is temporarily on loan to unaffiliated broker/dealers.
^(c)		Security was purchased with the cash collateral from loaned securities.


	See Notes to Schedule of Investments.	71

Schedule of Investments (unaudited)(concluded)

MID CAP STOCK PORTFOLIO September 30, 2024

The following is a summary of the inputs used as of September 30, 2024 in valuing the Fund’s investments carried at fair value⁽¹⁾:

Investment Type⁽²⁾	Level 1		Level 2		Level 3		Total
Long-Term Investments
Common Stocks	$	261,974,245	$	–	$	–	$	261,974,245
Short-Term Investments
Time Deposits		–		548,374		–		548,374
Money Market Funds		4,935,370		–		–		4,935,370
Total	$	266,909,615	$	548,374	$	–	$	267,457,989


⁽¹⁾		Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
⁽²⁾		See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. When applicable, each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.

A reconciliation of Level 3 investments is presented when the Fund has a material amount of Level 3 investments at the beginning or end of the period in relation to the Fund’s net assets.

72	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
LONG-TERM INVESTMENTS 103.65%

ASSET-BACKED SECURITIES 24.34%

Automobiles 10.38%
Ally Auto Receivables Trust Series 2023-1 Class A3	5.46%		5/15/2028	$	300,000	$	304,103
Ally Auto Receivables Trust Series 2024-2 Class A3	4.14%		7/16/2029		215,000		215,194
Americredit Automobile Receivables Trust Series 2023-1 Class A2A	5.84%		10/19/2026		72,783		72,897
Americredit Automobile Receivables Trust Series 2023-1 Class A3	5.62%		11/18/2027		170,000		171,929
Americredit Automobile Receivables Trust Series 2023-1 Class C	5.80%		12/18/2028		100,000		102,996
AmeriCredit Automobile Receivables Trust Series 2023-2 Class A3	5.81%		5/18/2028		260,000		265,016
AmeriCredit Automobile Receivables Trust Series 2023-A2 Class A2	6.19%		4/19/2027		183,276		184,417
AmeriCredit Automobile Receivables Trust Series 2024-1 Class A2A	5.75%		2/18/2028		245,000		246,294
Avis Budget Rental Car Funding AESOP LLC Series 2020-2A Class A^†	2.02%		2/20/2027		260,000		252,104
Bayview Opportunity Master Fund VII LLC Series 2024-CAR1 Class A^†	6.38% (30 day USD SOFR Average + 1.10%)	^#	12/26/2031		200,416		200,820
CarMax Auto Owner Trust Series 2023-3 Class A3	5.28%		5/15/2028		300,000		304,165
CarMax Auto Owner Trust Series 2024-2 Class A3	5.50%		1/16/2029		130,000		133,672
CarMax Auto Owner Trust Series 2024-2 Class A4	5.51%		11/15/2029		70,000		72,789
Carvana Auto Receivables Trust Series 2021-N1 Class A	0.70%		1/10/2028		10,697		10,356
Carvana Auto Receivables Trust Series 2022-P1 Class A3	3.35%		2/10/2027		176,118		174,873
Carvana Auto Receivables Trust Series 2022-P2 Class A4	4.68%		2/10/2028		120,000		120,384
Chase Auto Owner Trust Series 2024-3A Class A3^†	5.22%		7/25/2029		165,000		168,794
Chase Auto Owner Trust Series 2024-4A Class A3^†	4.94%		7/25/2029		175,000		178,025
Chesapeake Funding II LLC Series 2024-1A Class A1^†	5.52%		5/15/2036		353,885		358,224
Citizens Auto Receivables Trust Series 2023-1 Class A3^†	5.84%		1/18/2028		605,000		614,015
Citizens Auto Receivables Trust Series 2023-2 Class A2A^†	6.09%		10/15/2026		74,448		74,718

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Automobiles (continued)
Enterprise Fleet Financing LLC Series 2023-1 Class A2^†	5.51%	1/22/2029	$	108,720	$	109,327
First Investors Auto Owners Trust Series 2022-2A Class A^†	6.26%	7/15/2027		67,166		67,568
Flagship Credit Auto Trust Series 2022-4 Class A2^†	6.15%	9/15/2026		16,501		16,510
Flagship Credit Auto Trust Series 2022-4 Class A3^†	6.32%	6/15/2027		285,000		286,623
Flagship Credit Auto Trust Series 2023-1 Class A3^†	5.01%	8/16/2027		270,000		270,467
Ford Credit Auto Lease Trust Series 2024-A Class B	5.29%	6/15/2027		310,000		314,842
Ford Credit Auto Lease Trust Series 2024-B Class A3	4.99%	12/15/2027		310,000		314,250
Ford Credit Auto Owner Trust Series 2022-1 Class A^†	3.88%	11/15/2034		240,000		237,988
GM Financial Automobile Leasing Trust Series 2023-3 Class A3	5.38%	11/20/2026		680,000		685,373
Hertz Vehicle Financing III LP Series 2021-2A Class A^†	1.68%	12/27/2027		255,000		240,409
Honda Auto Receivables 2024-2 Owner Series 2024-2 Class A3	5.27%	11/20/2028		185,000		189,162
Honda Auto Receivables Owner Trust Series 2023-1 Class A2	5.22%	10/21/2025		85,042		85,056
Huntington Auto Trust Series 2024-1A Class A3^†	5.23%	1/16/2029		395,000		403,283
Huntington Bank Auto Credit-Linked Notes Series 2024-1 Class B1^†	6.153%	5/20/2032		215,131		218,758
Hyundai Auto Lease Securitization Trust Series 2024-A Class A3^†	5.02%	3/15/2027		145,000		146,240
Hyundai Auto Lease Securitization Trust Series 2024-B Class A3^†	5.41%	5/17/2027		165,000		167,893
M&T Bank Auto Receivables Trust Series 2024-1A Class A3^†	5.22%	2/17/2032		320,000		326,699
Mercedes-Benz Auto Lease Trust Series 2024-A Class A4	5.32%	2/15/2030		310,000		318,596
Mercedes-Benz Auto Lease Trust Series 2024-B Class A3	4.23%	2/15/2028		115,000		114,927
Merchants Fleet Funding LLC Series 2024-1A Class A^†	5.82%	4/20/2037		375,000		381,278
NextGear Floorplan Master Owner Trust Series 2023-1A Class A2^†	5.74%	3/15/2028		380,000		386,490
Octane Receivables Trust Series 2022-1A Class A2^†	4.18%	3/20/2028		32,262		32,181
Octane Receivables Trust Series 2022-2A Class A^†	5.11%	2/22/2028		66,415		66,415
Octane Receivables Trust Series 2024-2A Class A2^†	5.80%	7/20/2032		120,000		121,708
OneMain Direct Auto Receivables Trust Series 2021-1A Class A^†	0.87%	7/14/2028		92,168		90,390

74	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Automobiles (continued)
PenFed Auto Receivables Owner Trust Series 2022-A Class A3^†	3.96%	4/15/2026	$	102,954	$	102,765
Santander Drive Auto Receivables Trust Series 2022-6 Class C	4.96%	11/15/2028		325,000		326,620
Santander Drive Auto Receivables Trust Series 2023-3 Class C	5.77%	11/15/2030		125,000		128,666
Santander Drive Auto Receivables Trust Series 2024-1 Class A2	5.71%	2/16/2027		112,279		112,575
Santander Drive Auto Receivables Trust Series 2024-1 Class A3	5.25%	4/17/2028		835,000		841,774
Santander Drive Auto Receivables Trust Series 2024-2 Class A3	5.63%	11/15/2028		225,000		228,948
Santander Drive Auto Receivables Trust Series 2024-3 Class B	5.55%	9/17/2029		110,000		112,801
SBNA Auto Lease Trust Series 2024-A Class A3^†	5.39%	11/20/2026		180,000		181,615
SBNA Auto Lease Trust Series 2024-B Class A3^†	5.56%	11/22/2027		195,000		198,517
SFS Auto Receivables Securitization Trust Series 2023-1A Class A3^†	5.47%	10/20/2028		130,000		131,850
SFS Auto Receivables Securitization Trust Series 2024-1 Class A3^†	4.95%	5/21/2029		85,000		85,974
SFS Auto Receivables Securitization Trust Series 2024-2A Class A3^†	5.33%	11/20/2029		115,000		117,802
Toyota Lease Owner Trust Series 2024-B Class A3^†	4.21%	9/20/2027		220,000		220,268
Volkswagen Auto Lease Trust Series 2024-A Class A3	5.21%	6/21/2027		225,000		228,958
Westlake Automobile Receivables Trust Series 2021-2A Class C^†	0.89%	7/15/2026		5,831		5,820
Westlake Automobile Receivables Trust Series 2022-2A Class A2A^†	5.87%	7/15/2026		45,957		45,974
Westlake Automobile Receivables Trust Series 2022-2A Class B^†	6.14%	3/15/2028		150,000		151,657
Westlake Automobile Receivables Trust Series 2022-2A Class C^†	4.85%	9/15/2027		80,000		79,992
Westlake Automobile Receivables Trust Series 2023-1A Class A2A^†	5.51%	6/15/2026		20,154		20,161
Westlake Automobile Receivables Trust Series 2023-3A Class A2A^†	5.96%	10/15/2026		285,982		286,778
Westlake Automobile Receivables Trust Series 2024-2A Class D^†	5.91%	4/15/2030		140,000		143,115
Westlake Flooring Master Trust Series 2024-1A Class A^†	5.43%	2/15/2028		210,000		212,801
Total						13,783,649

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Credit Card 1.74%
American Express Credit Account Master Trust Series 2024-1 Class A	5.23%		4/15/2029	$	330,000	$	340,116
American Express Credit Account Master Trust Series 2024-2 Class A	5.24%		4/15/2031		120,000		126,215
BA Credit Card Trust Series 2024-A1 Class A	4.93%		5/15/2029		330,000		337,938
Discover Card Execution Note Trust Series 2022-A4 Class A	5.03%		10/15/2027		135,000		135,966
Discover Card Execution Note Trust Series 2023-A2 Class A	4.93%		6/15/2028		690,000		699,024
Synchrony Card Funding LLC Series 2023-A1 Class A	5.54%		7/15/2029		185,000		189,017
World Financial Network Credit Card Master Note Trust Series 2024-B Class A	4.62%		5/15/2031		230,000		232,276
World Financial Network Credit Card Master Trust Series 2024-A Class A	5.47%		2/15/2031		240,000		247,116
Total							2,307,668

Other 12.01%
ACREC Ltd. Series 2021-FL1 Class A^†	6.279% (1 mo. USD Term SOFR + 1.26%)	^#	10/16/2036		206,780		205,359
ACRES Commercial Realty Ltd. Series 2021-FL2 Class A^†	6.597% (1 mo. USD Term SOFR + 1.51%)	^#	1/15/2037		193,938		193,938
Affirm Asset Securitization Trust Series 2023-B Class 1A^†	6.82%		9/15/2028		225,000		229,700
Affirm Asset Securitization Trust Series 2023-B Class A^†	6.82%		9/15/2028		180,000		183,760
Affirm Asset Securitization Trust Series 2024-A Class 1A^†	5.61%		2/15/2029		215,000		217,932
Affirm Asset Securitization Trust Series 2024-A Class A^†	5.61%		2/15/2029		100,000		101,364
AMMC CLO 23 Ltd. Series 2020-23A Class A1R2^†	6.706% (3 mo. USD Term SOFR + 1.42%)	^#	4/17/2035		450,000		450,975
Annisa CLO Ltd. Series 2016-2A Class BRR^†	6.782% (3 mo. USD Term SOFR + 1.50%)	^#	7/20/2031		390,000		390,121
Apidos CLO XXII Ltd. Series 2015-22A Class A1R^†	6.604% (3 mo. USD Term SOFR + 1.32%)	^#	4/20/2031		126,113		126,211
Apidos Loan Fund Ltd. Series 2024-1A Class A1^†	6.59% (3 mo. USD Term SOFR + 1.27%)	^#	4/25/2035		250,000		250,385

76	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount

Fair
Value

Other (continued)

Aqua Finance Trust Series 2021-A Class A^†

1.54%

7/17/2046

86,322

79,725

Arbor Realty Commercial Real Estate Notes Ltd. Series 2022-FL1 Class A^†

6.792% (30 day USD
SOFR Average + 1.45%)

1/15/2037

210,369

210,264

ARES L CLO Ltd. Series 2018-50A Class AR^†

6.613% (3 mo. USD
Term SOFR + 1.31%)

1/15/2032

190,187

190,393

Bain Capital Credit CLO Ltd. Series 2019-1A Class AR2^†

6.348% (3 mo. USD
Term SOFR + 1.23%)

4/19/2034

450,000

450,114

Bain Capital Credit CLO Ltd. Series 2019-2A Class AR2^†

6.416% (3 mo. USD
Term SOFR + 1.13%)

10/17/2032

250,000

250,078

Ballyrock CLO Ltd. Series 2019-2A Class A1RR^†

6.528% (3 mo. USD
Term SOFR + 1.40%)

2/20/2036

250,000

250,376

Barings CLO Ltd. Series 2019-3A Class A1R^†

6.614% (3 mo. USD
Term SOFR + 1.33%)

4/20/2031

491,862

492,448

Benefit Street Partners CLO IV Ltd. Series 2014-IVA Class AR4^†

6.632% (3 mo. USD
Term SOFR + 1.35%)

4/20/2034

250,000

250,413

Betony CLO 2 Ltd. Series 2018-1A Class A1^†

6.597% (3 mo. USD
Term SOFR + 1.34%)

4/30/2031

270,159

270,416

BlueMountain Fuji U.S. CLO I Ltd. Series 2017-1A Class A1R^†

6.524% (3 mo. USD
Term SOFR + 1.24%)

7/20/2029

148,599

148,784

BSPRT Issuer Ltd. Series 2021-FL7 Class A^†

6.531% (1 mo. USD
Term SOFR + 1.43%)

12/15/2038

188,323

188,088

Carlyle Global Market Strategies CLO Ltd. Series 2015-1A Class AR3^†

6.524% (3 mo. USD
Term SOFR + 1.24%)

7/20/2031

332,530

332,945

Carlyle U.S. CLO Ltd. Series 2019-1A Class A1AR^†

6.624% (3 mo. USD
Term SOFR + 1.34%)

4/20/2031

231,116

231,287

Cedar Funding X CLO Ltd. Series 2019-10A Class AR^†

6.644% (3 mo. USD
Term SOFR + 1.36%)

10/20/2032

250,000

250,206

Cedar Funding XI Clo Ltd. Series 2019-11A Class A1R^†

6.374% (3 mo. USD
Term SOFR + 1.31%)

5/29/2032

220,000

220,340

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount

Fair
Value

Other (continued)

Cedar Funding XIV CLO Ltd. Series 2021-14A Class A^†

6.663% (3 mo. USD
Term SOFR + 1.36%)

7/15/2033

250,000

250,195

Dell Equipment Finance Trust Series 2023-2 Class A2^†

5.84%

1/22/2029

149,908

150,225

Dryden 104 CLO Ltd. Series 2022-104A Class A1R^†

6.29% (3 mo. USD
Term SOFR + 1.29%)

8/20/2034

310,000

Dryden 113 CLO Ltd. Series 2022-113A Class A1R^†

6.912% (3 mo. USD
Term SOFR + 1.63%)

10/20/2035

250,000

250,336

Dryden Senior Loan Fund Series 2017-47A Class A1R^†

6.543% (3 mo. USD
Term SOFR + 1.24%)

4/15/2028

51,500

51,530

Elmwood CLO VII Ltd. Series 2020-4A Class AR^†

6.916% (3 mo. USD
Term SOFR + 1.63%)

1/17/2034

250,000

Galaxy XIX CLO Ltd. Series 2015-19A Class A1RR^†

6.495% (3 mo. USD
Term SOFR + 1.21%)

7/24/2030

71,846

71,906

Galaxy XXII CLO Ltd. Series 2016-22A Class ARRR^†(a)

6.103% (3 mo. USD
Term SOFR + 1.24%)

4/16/2034

320,000

Greystone CRE Notes Ltd. Series 2021-FL3 Class A^†

6.231% (1 mo. USD
Term SOFR + 1.13%)

7/15/2039

161,068

160,867

HGI CRE CLO Ltd. Series 2021-FL2 Class A^†

6.211% (1 mo. USD
Term SOFR + 1.11%)

9/17/2036

97,129

96,613

KKR CLO 15 Ltd. Series 15 Class BR2^†

6.768% (3 mo. USD
Term SOFR + 1.55%)

1/18/2032

260,000

260,203

KKR CLO 23 Ltd. Series 23 Class BR^†

6.696% (3 mo. USD
Term SOFR + 1.55%)

10/20/2031

400,000

400,010

KKR CLO 24 Ltd. Series 24 Class A1R^†

6.624% (3 mo. USD
Term SOFR + 1.34%)

4/20/2032

237,150

237,326

KKR CLO 40 Ltd. Series 40A Class AR^†

6.582% (3 mo. USD
Term SOFR + 1.30%)

10/20/2034

340,000

340,255

Lendmark Funding Trust Series 2021-2A Class A^†

2.00%

4/20/2032

260,000

243,134

78	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount

Fair
Value

Other (continued)

LFT CRE Ltd. Series 2021-FL1 Class B^†

6.961% (1 mo. USD
Term SOFR + 1.86%)

6/15/2039

200,000

199,765

LoanCore Issuer Ltd. Series 2022-CRE7 Class A^†

6.892% (30 day USD
SOFR Average + 1.55%)

1/17/2037

241,589

241,740

M&T Equipment Notes Series 2024-1A Class A3^†

4.76%

8/18/2031

100,000

101,112

Madison Park Funding LVII Ltd. Series 2022-57A Class A1R^†

6.379% (3 mo. USD
Term SOFR + 1.28%)

7/27/2034

390,000

390,195

Madison Park Funding XVII Ltd. Series 2015-17A Class AR2^†

6.544% (3 mo. USD
Term SOFR + 1.26%)

7/21/2030

175,136

175,311

Mariner Finance Issuance Trust Series 2021-AA Class A^†

1.86%

3/20/2036

295,000

280,991

Mariner Finance Issuance Trust Series 2021-BA Class A^†

2.10%

11/20/2036

305,000

288,170

Mariner Finance Issuance Trust Series 2022-AA Class A^†

6.45%

10/20/2037

330,000

330,325

MF1 LLC Series 2022-FL9 Class A^†

7.115% (1 mo. USD
Term SOFR + 2.15%)

6/19/2037

99,153

99,310

MF1 Ltd. Series 2021-FL7 Class A^†

6.209% (1 mo. USD
Term SOFR + 1.19%)

10/16/2036

94,709

94,354

Mountain View CLO LLC Series 2017-1A Class AR^†

6.638% (3 mo. USD
Term SOFR + 1.35%)

10/16/2029

21,184

21,190

Neuberger Berman Loan Advisers CLO 51 Ltd. Series 2022-51A Class AR^†

6.567% (3 mo. USD
Term SOFR + 1.28%)

10/23/2036

300,000

300,078

Newark BSL CLO 1 Ltd. Series 2016-1A Class A1R^†

6.625% (3 mo. USD
Term SOFR + 1.36%)

12/21/2029

130,086

130,270

OCP CLO Ltd. Series 2016-11A Class A1R2^†

6.699% (3 mo. USD
Term SOFR + 1.42%)

4/26/2036

250,000

250,291

Octagon Investment Partners XIV Ltd. Series 2012-1A Class AARR^†

6.513% (3 mo. USD
Term SOFR + 1.21%)

7/15/2029

30,769

30,790

Octagon Investment Partners XVII Ltd. Series 2013-1A Class A1R2^†

6.546% (3 mo. USD
Term SOFR + 1.26%)

1/25/2031

120,315

120,495

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Other (continued)
Octagon Investment Partners XXI Ltd. Series 2014-1A Class AAR3^†	6.378% (3 mo. USD Term SOFR + 1.26%)	^#	2/14/2031	$	416,463	$	416,724
Octagon Loan Funding Ltd. Series 2014-1A Class ARR^†	6.543% (3 mo. USD Term SOFR + 1.44%)	^#	11/18/2031		190,491		190,726
OneMain Financial Issuance Trust Series 2021-1A Class A1^†	1.55%		6/16/2036		140,000		131,494
OneMain Financial Issuance Trust Series 2021-3A Class A^†	5.94%		5/15/2034		245,000		247,788
PFS Financing Corp. Series 2023-A Class A^†	5.80%		3/15/2028		220,000		224,447
PFS Financing Corp. Series 2024-D Class A^†	5.34%		4/15/2029		130,000		133,567
Romark CLO Ltd. Series 2017-1A Class A1R^†	6.575% (3 mo. USD Term SOFR + 1.29%)	^#	10/23/2030		120,516		120,689
RR 8 Ltd. Series 2020-8A Class A1R^†	6.675% (3 mo. USD Term SOFR + 1.35%)	^#	7/15/2037		275,000		275,081
RR Ltd. Series 2022-24A Class A1AR^†	7.031% (3 mo. USD Term SOFR + 1.73%)	^#	1/15/2036		360,000		360,962
SCF Equipment Leasing LLC Series 2022-1A Class A3^†	2.92%		7/20/2029		226,128		224,207
SCF Equipment Leasing LLC Series 2024-1A Class A3^†	5.52%		1/20/2032		100,000		103,177
TCI-Flatiron CLO Ltd. Series 2018-1A Class ANR^†	6.585% (3 mo. USD Term SOFR + 1.32%)	^#	1/29/2032		171,418		171,619
Valley Stream Park CLO Ltd. Series 2022-1A Class AR^†	6.912% (3 mo. USD Term SOFR + 1.63%)	^#	10/20/2034		300,000		300,449
Verizon Master Trust Series 2024-2 Class A^†	4.83%		12/22/2031		225,000		230,518
Verizon Master Trust Series 2024-7 Class A^†	4.35%		8/20/2032		205,000		205,227
Total							15,949,284

Student Loan 0.21%
Navient Private Education Refi Loan Trust Series 2021-CA Class A^†	1.06%		10/15/2069		104,906		94,627
Navient Private Education Refi Loan Trust Series 2022-A Class A^†	2.23%		7/15/2070		152,564		139,495

80	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Student Loan (continued)
Nelnet Student Loan Trust Series 2021-A Class APT1^†	1.36%	4/20/2062	$	52,877	$	49,030
Total						283,152
Total Asset-Backed Securities (cost $32,094,791)						32,323,753

CORPORATE BONDS 61.42%

Aerospace/Defense 1.59%
BAE Systems PLC (United Kingdom)^†(b)	5.00%	3/26/2027		200,000		203,278
Boeing Co.	2.196%	2/4/2026		158,000		152,212
Boeing Co.	2.25%	6/15/2026		30,000		28,650
Boeing Co.	3.20%	3/1/2029		105,000		97,227
Boeing Co.	4.875%	5/1/2025		62,000		61,776
Boeing Co.^†	6.259%	5/1/2027		116,000		119,841
Boeing Co.^†	6.298%	5/1/2029		183,000		192,595
Bombardier, Inc. (Canada)^†(b)	7.125%	6/15/2026		17,000		17,276
Bombardier, Inc. (Canada)^†(b)	7.875%	4/15/2027		58,000		58,199
F-Brasile SpA/F-Brasile U.S. LLC (Italy)^†(b)	7.375%	8/15/2026		200,000		199,578
HEICO Corp.	5.25%	8/1/2028		60,000		61,970
Hexcel Corp.	4.95%	8/15/2025		135,000		134,492
Rolls-Royce PLC (United Kingdom)^†(b)	5.75%	10/15/2027		359,000		370,426
TransDigm, Inc.	5.50%	11/15/2027		73,000		72,804
TransDigm, Inc.^†	6.75%	8/15/2028		69,000		71,107
Triumph Group, Inc.^†	9.00%	3/15/2028		257,000		269,353
Total						2,110,784

Agriculture 1.06%
BAT International Finance PLC (United Kingdom)^(b)	5.931%	2/2/2029		109,000		115,170
Imperial Brands Finance PLC (United Kingdom)^†(b)	5.50%	2/1/2030		200,000		206,534
Imperial Brands Finance PLC (United Kingdom)^†(b)	6.125%	7/27/2027		400,000		416,175
Reynolds American, Inc.	4.45%	6/12/2025		76,000		75,786
Viterra Finance BV (Netherlands)^†(b)	2.00%	4/21/2026		411,000		394,865
Viterra Finance BV (Netherlands)^†(b)	4.90%	4/21/2027		200,000		201,864
Total						1,410,394

Airlines 0.22%
Delta Air Lines, Inc./SkyMiles IP Ltd.^†	4.75%	10/20/2028		18,727		18,711
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd.^†	6.50%	6/20/2027		162,816		164,963
United Airlines Pass-Through Trust Series 2020-1 Class A	5.875%	4/15/2029		111,654		114,055
Total						297,729

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Apparel 0.16%
PVH Corp.	4.625%	7/10/2025	$	38,000	$	37,862
Tapestry, Inc.	7.05%	11/27/2025		168,000		171,391
Total						209,253

Auto Manufacturers 3.15%
BMW U.S. Capital LLC^†	4.60%	8/13/2027		62,000		62,707
Daimler Truck Finance North America LLC^†	5.125%	9/25/2027		150,000		153,422
Ford Motor Credit Co. LLC	2.30%	2/10/2025		200,000		197,784
Ford Motor Credit Co. LLC	3.375%	11/13/2025		400,000		392,493
Ford Motor Credit Co. LLC	4.134%	8/4/2025		200,000		198,201
Ford Motor Credit Co. LLC	5.125%	6/16/2025		200,000		199,968
Ford Motor Credit Co. LLC	5.303%	9/6/2029		204,000		203,147
Ford Motor Credit Co. LLC	5.80%	3/8/2029		237,000		240,987
Ford Motor Credit Co. LLC	5.85%	5/17/2027		200,000		203,655
General Motors Financial Co., Inc.	2.75%	6/20/2025		134,000		131,877
General Motors Financial Co., Inc.	4.35%	1/17/2027		62,000		61,874
General Motors Financial Co., Inc.	4.90%	10/6/2029		128,000		128,184
General Motors Financial Co., Inc.	5.35%	7/15/2027		85,000		86,982
General Motors Financial Co., Inc.	5.40%	4/6/2026		73,000		73,914
General Motors Financial Co., Inc.	5.40%	5/8/2027		103,000		105,207
General Motors Financial Co., Inc.	5.55%	7/15/2029		93,000		95,938
Hyundai Capital America^†	1.30%	1/8/2026		75,000		72,058
Hyundai Capital America^†	1.50%	6/15/2026		91,000		86,633
Hyundai Capital America^†	2.00%	6/15/2028		121,000		110,806
Hyundai Capital America^†	5.50%	3/30/2026		112,000		113,715
Hyundai Capital America^†	5.65%	6/26/2026		121,000		123,497
Hyundai Capital America^†	6.10%	9/21/2028		128,000		135,103
Hyundai Capital America^†	6.50%	1/16/2029		151,000		162,068
Nissan Motor Acceptance Co. LLC^†	6.95%	9/15/2026		229,000		236,756
Volkswagen Group of America Finance LLC^†	4.90%	8/14/2026		200,000		201,288
Volkswagen Group of America Finance LLC^†	5.40%	3/20/2026		200,000		202,298
Volkswagen Group of America Finance LLC^†	5.70%	9/12/2026		200,000		204,621
Total						4,185,183

Auto Parts & Equipment 0.62%
Clarios Global LP/Clarios U.S. Finance Co.^†	8.50%	5/15/2027		118,000		118,606
ZF North America Capital, Inc.^†	4.75%	4/29/2025		406,000		402,764
ZF North America Capital, Inc.^†	6.875%	4/14/2028		300,000		303,081
Total						824,451

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount

Fair
Value

Banks 16.75%

ABN AMRO Bank NV (Netherlands)^†(b)

6.339% (1 yr.
CMT + 1.65%)

9/18/2027

200,000

207,096

AIB Group PLC (Ireland)^†(b)

6.608%
(SOFR + 2.33%)

9/13/2029

400,000

428,197

Australia & New Zealand Banking

Group Ltd. (Australia)^†(b)

4.40%

5/19/2026

200,000

199,240

Banco Bilbao Vizcaya Argentaria SA (Spain)^(b)

5.381%

3/13/2029

200,000

207,994

Bank of America Corp.

1.197%
(SOFR + 1.01%)

10/24/2026

31,000

29,926

Bank of America Corp.

1.319%
(SOFR + 1.15%)

6/19/2026

237,000

231,214

Bank of America Corp.

1.53%
(SOFR + 0.65%)

12/6/2025

78,000

77,457

Bank of America Corp.

1.734%
(SOFR + 0.96%)

7/22/2027

74,000

70,672

Bank of America Corp.

3.384%
(SOFR + 1.33%)

4/2/2026

271,000

268,875

Bank of America Corp.

3.95%

4/21/2025

157,000

156,243

Bank of America Corp.

4.948%
(SOFR + 2.04%)

7/22/2028

168,000

170,988

Bank of Ireland Group PLC (Ireland)^†(b)

2.029% (1 yr.
CMT + 1.10%)

9/30/2027

600,000

573,417

Bank of Ireland Group PLC (Ireland)^†(b)

5.601%
(SOFR + 1.62%)

3/20/2030

200,000

207,670

Bank of Ireland Group PLC (Ireland)^†(b)

6.253% (1 yr.
CMT + 2.65%)

9/16/2026

400,000

405,518

Bank of Nova Scotia (Canada)^(b)

5.35%

12/7/2026

76,000

77,953

Barclays PLC (United Kingdom)^(b)

2.279% (1 yr.
CMT + 1.05%)

11/24/2027

200,000

190,737

Barclays PLC (United Kingdom)^(b)

4.837%
(SOFR + 1.34%)

9/10/2028

200,000

201,725

Barclays PLC (United Kingdom)^(b)

6.496%
(SOFR + 1.88%)

9/13/2027

200,000

207,222

Barclays PLC (United Kingdom)^(b)

7.385% (1 yr.
CMT + 3.30%)

11/2/2028

200,000

216,058

BBVA Bancomer SA^†

5.25%

9/10/2029

200,000

203,010

BNP Paribas SA (France)^†(b)

1.904%
(SOFR + 1.61%)

9/30/2028

200,000

185,870

BNP Paribas SA (France)^†(b)

2.219%
(SOFR + 2.07%)

6/9/2026

229,000

224,646

BNP Paribas SA (France)^†(b)

2.591%
(SOFR + 1.23%)

1/20/2028

214,000

205,444

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Banks (continued)
BNP Paribas SA (France)^†(b)	5.125% (1 yr. CMT + 1.45%)	^#	1/13/2029	$	200,000	$	204,315
BNP Paribas SA (France)^†(b)	5.497% (SOFR + 1.59%)	^#	5/20/2030		400,000		414,651
BPCE SA (France)^†(b)	4.50%		3/15/2025		200,000		198,972
BPCE SA (France)^†(b)	4.875%		4/1/2026		200,000		199,761
BPCE SA (France)^†(b)	5.975% (SOFR + 2.10%)	^#	1/18/2027		250,000		253,793
CaixaBank SA (Spain)^†(b)	5.673% (SOFR + 1.78%)	^#	3/15/2030		200,000		207,762
Canadian Imperial Bank of Commerce (Canada)^(b)	5.001%		4/28/2028		99,000		101,440
Canadian Imperial Bank of Commerce (Canada)^(b)	5.237%		6/28/2027		123,000		126,402
Citigroup, Inc.	3.106% (SOFR + 2.84%)	^#	4/8/2026		743,000		735,812
Citigroup, Inc.	3.875%		3/26/2025		59,000		58,694
Citigroup, Inc.	5.174% (SOFR + 1.36%)	^#	2/13/2030		231,000		237,350
Citizens Bank NA	4.575% (SOFR + 2.00%)	^#	8/9/2028		250,000		249,797
Citizens Bank NA	6.064% (SOFR + 1.45%)	^#	10/24/2025		250,000		250,001
Citizens Financial Group, Inc.	5.841% (SOFR + 2.01%)	^#	1/23/2030		79,000		82,206
Credit Agricole SA (France)^†(b)	4.375%		3/17/2025		435,000		432,990
Danske Bank AS (Denmark)^†(b)	1.621% (1 yr. CMT + 1.35%)	^#	9/11/2026		200,000		194,056
Danske Bank AS (Denmark)^†(b)	3.244% (3 mo. USD LIBOR + 1.59%)	^#	12/20/2025		400,000		397,912
Danske Bank AS (Denmark)^†(b)	4.298% (1 yr. CMT + 1.75%)	^#	4/1/2028		200,000		199,260
Danske Bank AS (Denmark)^†(a)(b)	4.613% (5 yr. CMT + 1.10%)	^#	10/2/2030		200,000		199,840
Danske Bank AS (Denmark)^†(b)	5.427% (1 yr. CMT + 0.95%)	^#	3/1/2028		200,000		205,071
Danske Bank AS (Denmark)^†(b)	5.705% (1 yr. CMT + 1.40%)	^#	3/1/2030		200,000		208,520
Danske Bank AS (Denmark)^†(b)	6.466% (1 yr. CMT + 2.10%)	^#	1/9/2026		200,000		200,679
Deutsche Bank AG (Germany)^(b)	4.50%		4/1/2025		496,000		494,021
Discover Bank	4.25%		3/13/2026		250,000		249,031

84	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount

Fair
Value

Banks (continued)

Federation des Caisses Desjardins du Quebec (Canada)^†(b)

5.25%

4/26/2029

200,000

206,204

Federation des Caisses Desjardins du Quebec (Canada)^†(b)

5.70%

3/14/2028

200,000

207,008

First Citizens BancShares, Inc.

3.375% (3 mo. USD
Term SOFR + 2.47%)

3/15/2030

43,000

42,093

Goldman Sachs Group, Inc.

1.948%
(SOFR + 0.91%)

10/21/2027

242,000

230,732

Goldman Sachs Group, Inc.

5.798%
(SOFR + 1.08%)

8/10/2026

94,000

94,850

HSBC Holdings PLC (United Kingdom)^(b)

2.999%
(SOFR + 1.43%)

3/10/2026

200,000

198,166

HSBC Holdings PLC (United Kingdom)^(b)

5.597%
(SOFR + 1.06%)

5/17/2028

200,000

205,644

HSBC Holdings PLC (United Kingdom)^(b)

5.887%
(SOFR + 1.57%)

8/14/2027

200,000

205,497

Huntington Bancshares, Inc.

4.443%
(SOFR + 1.97%)

8/4/2028

63,000

63,098

ING Groep NV (Netherlands)^(b)

6.083%
(SOFR + 1.56%)

9/11/2027

252,000

259,820

JPMorgan Chase & Co.

3.782% (3 mo. USD
Term SOFR + 1.60%)

2/1/2028

64,000

63,308

JPMorgan Chase & Co.

4.851%
(SOFR + 1.99%)

7/25/2028

69,000

70,217

JPMorgan Chase & Co.

4.979%
(SOFR + 0.93%)

7/22/2028

176,000

179,460

JPMorgan Chase & Co.

5.943%
(SOFR + 0.92%)

2/24/2026

115,000

115,243

KeyBank NA

4.70%

1/26/2026

250,000

250,404

Lloyds Banking Group PLC (United Kingdom)^(b)

4.582%

12/10/2025

200,000

199,361

Lloyds Banking Group PLC (United Kingdom)^(b)

5.985% (1 yr.
CMT + 1.48%)

8/7/2027

200,000

205,351

M&T Bank Corp.

4.553%
(SOFR + 1.78%)

8/16/2028

94,000

94,153

Macquarie Group Ltd. (Australia)^†(b)

1.201%
(SOFR + 0.69%)

10/14/2025

76,000

75,890

Macquarie Group Ltd. (Australia)^†(b)

1.34%
(SOFR + 1.07%)

1/12/2027

65,000

62,359

Macquarie Group Ltd. (Australia)^†(b)

3.763% (3 mo. USD
LIBOR + 1.37%)

11/28/2028

28,000

27,444

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount

Fair
Value

Banks (continued)

Macquarie Group Ltd. (Australia)^†(b)

5.108%
(SOFR + 2.21%)

8/9/2026

180,000

180,738

Manufacturers & Traders Trust Co.

4.65%

1/27/2026

524,000

523,754

Mitsubishi UFJ Financial Group, Inc. (Japan)^(b)

0.962% (1 yr.
CMT + 0.45%)

10/11/2025

200,000

199,755

Morgan Stanley

4.679%
(SOFR + 1.67%)

7/17/2026

30,000

29,965

Morgan Stanley

5.042%
(SOFR + 1.22%)

7/19/2030

75,000

77,090

Morgan Stanley

5.123%
(SOFR + 1.73%)

2/1/2029

76,000

77,937

Morgan Stanley

5.449%
(SOFR + 1.63%)

7/20/2029

106,000

110,174

Morgan Stanley Bank NA

4.968%
(SOFR + 0.93%)

7/14/2028

250,000

255,127

National Securities Clearing Corp.^†

4.90%

6/26/2029

250,000

258,159

NatWest Group PLC (United Kingdom)^(b)

4.964% (1 yr.
CMT + 1.22%)

8/15/2030

200,000

203,170

NatWest Group PLC (United Kingdom)^(b)

5.808% (1 yr.
CMT + 1.95%)

9/13/2029

200,000

209,525

NatWest Group PLC (United Kingdom)^(b)

5.847% (1 yr.
CMT + 1.35%)

3/2/2027

200,000

203,590

NatWest Markets PLC (United Kingdom)^†(b)

5.416%

5/17/2027

200,000

205,335

PNC Financial Services Group, Inc.

6.615%
(SOFR + 1.73%)

10/20/2027

80,000

83,616

Santander Holdings USA, Inc.

2.49%
(SOFR + 1.25%)

1/6/2028

68,000

64,472

Santander Holdings USA, Inc.

5.807%
(SOFR + 2.33%)

9/9/2026

40,000

40,233

Santander U.K. Group Holdings PLC (United Kingdom)^(b)

2.469%
(SOFR + 1.22%)

1/11/2028

200,000

190,553

Santander U.K. Group Holdings PLC (United Kingdom)^†(b)

4.75%

9/15/2025

200,000

198,778

Santander U.K. Group Holdings PLC (United Kingdom)^(b)

6.534%
(SOFR + 2.60%)

1/10/2029

200,000

211,980

Societe Generale SA (France)^†(b)

1.488% (1 yr.
CMT + 1.10%)

12/14/2026

200,000

191,632

Societe Generale SA (France)^†(b)

2.226% (1 yr.
CMT + 1.05%)

1/21/2026

200,000

198,114

86	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount

Fair
Value

Banks (continued)

Standard Chartered PLC (United Kingdom)^(b)

3.516% (5 yr.
CMT + 1.85%)

2/12/2030

200,000

198,356

Standard Chartered PLC (United Kingdom)^†(b)

5.688% (1 yr.
CMT + 1.05%)

5/14/2028

200,000

205,471

Standard Chartered PLC (United Kingdom)^†(b)

6.187% (1 yr.
CMT + 1.85%)

7/6/2027

200,000

205,413

State Street Corp.

4.53%
(SOFR + 1.02%)

2/20/2029

76,000

76,786

Sumitomo Mitsui Financial Group, Inc. (Japan)^(b)

5.80%

7/13/2028

200,000

210,505

Swedbank AB (Sweden)^†(b)

6.136%

9/12/2026

200,000

206,603

Truist Financial Corp.

1.267%
(SOFR + 0.61%)

3/2/2027

90,000

85,840

Truist Financial Corp.

4.873%
(SOFR + 1.44%)

1/26/2029

55,000

55,599

Truist Financial Corp.

5.435%
(SOFR + 1.62%)

1/24/2030

69,000

71,435

Truist Financial Corp.

6.047%
(SOFR + 2.05%)

6/8/2027

71,000

72,879

U.S. Bancorp

4.548%
(SOFR + 1.66%)

7/22/2028

117,000

117,944

U.S. Bancorp

4.653%
(SOFR + 1.23%)

2/1/2029

112,000

113,110

U.S. Bancorp

5.10%
(SOFR + 1.25%)

7/23/2030

126,000

129,730

U.S. Bancorp

5.384%
(SOFR + 1.56%)

1/23/2030

53,000

55,053

U.S. Bancorp

5.775%
(SOFR + 2.02%)

6/12/2029

123,000

128,942

U.S. Bancorp

6.787%
(SOFR + 1.88%)

10/26/2027

180,000

189,053

UBS Group AG (Switzerland)^†(b)

1.305%
(SOFR + 0.98%)

2/2/2027

250,000

239,218

UBS Group AG (Switzerland)^†(b)

1.494% (1 yr.
CMT + 0.85%)

8/10/2027

200,000

189,051

UBS Group AG (Switzerland)^†(b)

2.193%
(SOFR + 2.04%)

6/5/2026

250,000

245,458

UBS Group AG (Switzerland)^†(b)

4.488% (1 yr.
CMT + 1.55%)

5/12/2026

400,000

398,905

UBS Group AG (Switzerland)^†(b)

5.428% (1 yr.
CMT + 1.52%)

2/8/2030

200,000

206,819

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Banks (continued)
Wells Fargo & Co.	2.188% (SOFR + 2.00%)	^#	4/30/2026	$	84,000	$	82,648
Wells Fargo & Co.	4.54% (SOFR + 1.56%)	^#	8/15/2026		161,000		160,758
Wells Fargo & Co.	4.808% (SOFR + 1.98%)	^#	7/25/2028		169,000		171,012
Wells Fargo & Co.	5.198% (SOFR + 1.50%)	^#	1/23/2030		177,000		182,516
Wells Fargo & Co.	5.574% (SOFR + 1.74%)	^#	7/25/2029		195,000		202,925
Wells Fargo & Co.	5.707% (SOFR + 1.07%)	^#	4/22/2028		115,000		118,767
Wells Fargo & Co.	6.303% (SOFR + 1.79%)	^#	10/23/2029		99,000		105,948
Total							22,246,251

Beverages 0.16%
Bacardi Ltd./Bacardi-Martini BV^†	5.25%		1/15/2029		140,000		143,695
Coca-Cola Consolidated, Inc.	5.25%		6/1/2029		70,000		72,816
Total							216,511

Biotechnology 0.25%
Illumina, Inc.	4.65%		9/9/2026		82,000		82,560
Illumina, Inc.	5.75%		12/13/2027		154,000		160,027
Illumina, Inc.	5.80%		12/12/2025		84,000		85,128
Total							327,715

Chemicals 0.58%
Celanese U.S. Holdings LLC	6.165%		7/15/2027		354,000		366,948
International Flavors & Fragrances, Inc.^†	1.23%		10/1/2025		200,000		193,078
Kraton Corp.^†	5.00%		7/15/2027		200,000		203,968
Total							763,994

Coal 0.16%
Coronado Finance Pty. Ltd. (Australia)^†(b)	10.75%		5/15/2026		200,000		208,180

Commercial Services 0.55%
Block, Inc.	2.75%		6/1/2026		74,000		71,801
Element Fleet Management Corp. (Canada)^†(b)	5.643%		3/13/2027		85,000		87,184
Global Payments, Inc.	2.65%		2/15/2025		36,000		35,666
Global Payments, Inc.	4.95%		8/15/2027		178,000		180,994
GXO Logistics, Inc.	6.25%		5/6/2029		215,000		226,379

88	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Commercial Services (continued)
Quanta Services, Inc.	4.75%		8/9/2027	$	90,000	$	90,978
Triton Container International Ltd.^†	2.05%		4/15/2026		46,000		44,022
Total							737,024

Computers 0.47%
Booz Allen Hamilton, Inc.^†	3.875%		9/1/2028		130,000		126,178
Crowdstrike Holdings, Inc.	3.00%		2/15/2029		137,000		126,922
Gartner, Inc.^†	4.50%		7/1/2028		139,000		137,696
Genpact Luxembourg SARL/Genpact USA, Inc. (Luxembourg)^(b)	6.00%		6/4/2029		36,000		37,718
Hewlett Packard Enterprise Co.	4.45%		9/25/2026		143,000		143,362
Hewlett Packard Enterprise Co.	5.90%		10/1/2024		48,000		48,000
Total							619,876

Distribution/Wholesale 0.16%
Mitsubishi Corp. (Japan)^†(b)	5.00%		7/2/2029		200,000		207,327

Diversified Financial Services 3.14%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)^(b)	1.75%		10/29/2024		300,000		299,175
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)^(b)	4.625%		9/10/2029		150,000		150,125
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)^(b)	6.45%		4/15/2027		156,000		163,476
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)^(b)	6.50%		7/15/2025		198,000		200,063
AG TTMT Escrow Issuer LLC^†	8.625%		9/30/2027		162,000		166,223
Aircastle Ltd.^†	5.25%		8/11/2025		113,000		113,094
Ally Financial, Inc.	5.75%		11/20/2025		103,000		103,479
American Express Co.	5.043% (SOFR + 0.93%)	^#	7/26/2028		73,000		74,599
Aviation Capital Group LLC^†	1.95%		1/30/2026		132,000		127,211
Aviation Capital Group LLC^†	5.375%		7/15/2029		65,000		66,431
Aviation Capital Group LLC^†	5.50%		12/15/2024		109,000		108,914
Aviation Capital Group LLC^†	6.25%		4/15/2028		174,000		181,921
Avolon Holdings Funding Ltd. (Ireland)^†(b)	2.125%		2/21/2026		249,000		239,640
Avolon Holdings Funding Ltd. (Ireland)^†(b)	2.75%		2/21/2028		84,000		78,533
Avolon Holdings Funding Ltd. (Ireland)^†(b)	3.25%		2/15/2027		68,000		65,617
Avolon Holdings Funding Ltd. (Ireland)^†(b)	4.25%		4/15/2026		116,000		114,845
Avolon Holdings Funding Ltd. (Ireland)^†(b)	5.75%		3/1/2029		81,000		83,528
Avolon Holdings Funding Ltd. (Ireland)^†(b)	5.75%		11/15/2029		87,000		89,825

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Diversified Financial Services (continued)
Avolon Holdings Funding Ltd. (Ireland)^†(b)	6.375%		5/4/2028	$	33,000	$	34,507
Bread Financial Holdings, Inc.^†	7.00%		1/15/2026		25,000		24,920
KODIT Global Co. Ltd. (South Korea)^†(b)	5.357%		5/29/2027		200,000		205,615
LPL Holdings, Inc.^†	4.00%		3/15/2029		169,000		161,847
LPL Holdings, Inc.^†	4.625%		11/15/2027		189,000		187,647
LPL Holdings, Inc.	5.70%		5/20/2027		47,000		48,049
LPL Holdings, Inc.	6.75%		11/17/2028		150,000		161,385
Macquarie Airfinance Holdings Ltd. (United Kingdom)^†(b)	5.15%		3/17/2030		34,000		34,103
Navient Corp.	5.00%		3/15/2027		28,000		27,774
Navient Corp.	5.875%		10/25/2024		144,000		143,926
Navient Corp.	6.75%		6/25/2025		137,000		137,948
Nuveen Finance LLC^†	4.125%		11/1/2024		148,000		147,843
Nuveen LLC^†	5.55%		1/15/2030		59,000		61,801
Osaic Holdings, Inc.^†	10.75%		8/1/2027		103,000		104,955
Radian Group, Inc.	6.20%		5/15/2029		107,000		111,864
Synchrony Financial	4.50%		7/23/2025		156,000		155,133
Total							4,176,016

Electric 5.19%
AEP Texas, Inc.	5.45%		5/15/2029		60,000		62,609
AES Corp.^†	3.30%		7/15/2025		433,000		426,996
AES Corp.	5.45%		6/1/2028		136,000		140,062
Alexander Funding Trust II^†	7.467%		7/31/2028		200,000		216,195
Algonquin Power & Utilities Corp. (Canada)^(b)	5.365%	^(c)	6/15/2026		196,000		198,458
Alliant Energy Finance LLC^†	5.40%		6/6/2027		45,000		46,197
Alliant Energy Finance LLC^†	5.95%		3/30/2029		279,000		294,760
Ameren Corp.	5.00%		1/15/2029		127,000		130,084
Black Hills Corp.	5.95%		3/15/2028		105,000		110,231
Calpine Corp.^†	5.25%		6/1/2026		100,000		99,685
CenterPoint Energy, Inc.	5.40%		6/1/2029		121,000		125,685
Cikarang Listrindo Tbk. PT (Indonesia)^(b)	4.95%		9/14/2026		200,000		197,011
Cleco Corporate Holdings LLC	3.743%		5/1/2026		414,000		407,650
Constellation Energy Generation LLC	5.60%		3/1/2028		71,000		74,133
DPL, Inc.	4.125%		7/1/2025		64,000		63,413
DTE Energy Co.	4.22%	^(c)	11/1/2024		207,000		206,822
DTE Energy Co.	4.875%		6/1/2028		145,000		148,121
DTE Energy Co.	5.10%		3/1/2029		140,000		144,220
Duke Energy Corp.	4.85%		1/5/2029		93,000		94,939

90	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Electric (continued)
Electricite de France SA (France)^†(b)	5.70%		5/23/2028	$	201,000	$	209,332
Enel Finance International NV (Netherlands)^†(b)	5.125%		6/26/2029		200,000		204,936
Eskom Holdings SOC Ltd. (South Africa)^†(b)	7.125%		2/11/2025		272,000		272,658
Evergy Missouri West, Inc.^†	5.15%		12/15/2027		182,000		186,405
Eversource Energy	5.95%		2/1/2029		106,000		112,231
Fells Point Funding Trust^†	3.046%		1/31/2027		355,000		343,929
FirstEnergy Pennsylvania Electric Co.^†	5.15%		3/30/2026		65,000		65,596
FirstEnergy Transmission LLC^†	4.35%		1/15/2025		247,000		246,649
FirstEnergy Transmission LLC^†	4.55%		1/15/2030		39,000		39,358
ITC Holdings Corp.^†	4.95%		9/22/2027		78,000		79,199
Liberty Utilities Co.^†	5.577%		1/31/2029		80,000		82,746
National Grid PLC (United Kingdom)^(b)	5.602%		6/12/2028		70,000		73,125
NextEra Energy Capital Holdings, Inc.	5.749%		9/1/2025		117,000		118,217
NextEra Energy Capital Holdings, Inc.	6.051%		3/1/2025		80,000		80,346
NextEra Energy Operating Partners LP^†	3.875%		10/15/2026		309,000		301,251
OGE Energy Corp.	5.45%		5/15/2029		48,000		50,018
Pacific Gas & Electric Co.	3.15%		1/1/2026		258,645		253,836
Pacific Gas & Electric Co.	3.30%		12/1/2027		100,000		96,531
Pacific Gas & Electric Co.	5.45%		6/15/2027		48,000		49,166
Pacific Gas & Electric Co.	5.55%		5/15/2029		84,000		87,290
Pacific Gas & Electric Co.	5.908% (SOFR + 0.95%)	^#	9/4/2025		153,000		153,068
Public Service Enterprise Group, Inc.	5.85%		11/15/2027		93,000		97,443
Southern Co.	5.113%		8/1/2027		177,000		181,158
System Energy Resources, Inc.	6.00%		4/15/2028		300,000		314,924
Total							6,886,683

Energy-Alternate Sources 0.14%
Greenko Dutch BV (Netherlands)^†(b)	3.85%		3/29/2026		196,900		190,378

Engineering & Construction 0.28%
Jacobs Engineering Group, Inc.	6.35%		8/18/2028		240,000		255,507
MasTec, Inc.	5.90%		6/15/2029		116,000		121,168
Total							376,675

Entertainment 0.40%
Warnermedia Holdings, Inc.	3.638%		3/15/2025		115,000		114,208
Warnermedia Holdings, Inc.	3.755%		3/15/2027		372,000		359,781
Warnermedia Holdings, Inc.	4.054%		3/15/2029		58,000		54,963
Total							528,952

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Environmental Control 0.12%
Veralto Corp.	5.50%	9/18/2026	$	161,000	$	164,702

Food 0.54%
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC^†	3.25%	3/15/2026		143,000		138,405
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC^†	4.625%	1/15/2027		262,000		255,554
Kroger Co.	4.60%	8/15/2027		99,000		99,869
Kroger Co.	4.65%	9/15/2029		100,000		100,578
Kroger Co.	4.70%	8/15/2026		79,000		79,552
Tyson Foods, Inc.	5.40%	3/15/2029		36,000		37,396
Total						711,354

Gas 0.60%
Brooklyn Union Gas Co.^†	4.632%	8/5/2027		254,000		253,868
National Fuel Gas Co.	5.50%	1/15/2026		211,000		212,989
National Fuel Gas Co.	5.50%	10/1/2026		80,000		81,704
NiSource, Inc.	5.20%	7/1/2029		70,000		72,515
Southwest Gas Corp.	5.45%	3/23/2028		80,000		82,580
Southwest Gas Corp.	5.80%	12/1/2027		89,000		92,549
Total						796,205

Hand/Machine Tools 0.36%
Regal Rexnord Corp.	6.05%	2/15/2026		187,000		189,964
Regal Rexnord Corp.	6.05%	4/15/2028		273,000		283,990
Total						473,954

Health Care-Products 0.55%
Baxter International, Inc.	1.322%	11/29/2024		71,000		70,526
GE HealthCare Technologies, Inc.	4.80%	8/14/2029		38,000		38,728
Solventum Corp.^†	5.40%	3/1/2029		235,000		241,838
Solventum Corp.^†	5.45%	2/25/2027		367,000		374,628
Total						725,720

Health Care-Services 1.50%
Centene Corp.	2.45%	7/15/2028		130,000		119,831
Centene Corp.	4.25%	12/15/2027		687,000		675,281
Cigna Group	5.685%	3/15/2026		69,000		69,017
Fresenius Medical Care U.S. Finance III, Inc.^†	3.75%	6/15/2029		150,000		142,587
HCA, Inc.	5.25%	4/15/2025		237,000		237,310
HCA, Inc.	5.25%	6/15/2026		18,000		18,139

92	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Health Care-Services (continued)
HCA, Inc.	5.375%	2/1/2025	$	52,000	$	52,022
Health Care Service Corp. A Mutual Legal Reserve Co.^†	5.20%	6/15/2029		58,000		59,826
Humana, Inc.	5.70%	3/13/2026		78,000		78,038
Icon Investments Six DAC (Ireland)^(b)	5.809%	5/8/2027		200,000		206,411
IQVIA, Inc.^†	5.00%	5/15/2027		200,000		198,955
IQVIA, Inc.	6.25%	2/1/2029		63,000		67,014
Universal Health Services, Inc.	4.625%	10/15/2029		64,000		63,626
Total						1,988,057

Home Builders 0.03%
Toll Brothers Finance Corp.	4.875%	11/15/2025		45,000		45,026

Home Furnishings 0.19%
Leggett & Platt, Inc.	3.50%	11/15/2027		54,000		51,937
LG Electronics, Inc. (South Korea)^†(b)	5.625%	4/24/2027		200,000		205,621
Total						257,558

Insurance 4.24%
AEGON Funding Co. LLC^†	5.50%	4/16/2027		231,000		236,170
American National Group, Inc.^(a)	5.75%	10/1/2029		38,000		38,246
Aon Corp.	8.205%	1/1/2027		100,000		107,757
Athene Global Funding^†	5.339%	1/15/2027		125,000		127,148
Athene Global Funding^†	5.516%	3/25/2027		138,000		141,314
Athene Global Funding^†	5.583%	1/9/2029		117,000		121,212
Athene Global Funding^†	5.684%	2/23/2026		99,000		100,479
Brighthouse Financial Global Funding^†	1.55%	5/24/2026		256,217		244,244
Brighthouse Financial Global Funding^†	5.55%	4/9/2027		172,000		175,638
Brighthouse Financial Global Funding^†	5.65%	6/10/2029		139,000		143,667
CNO Financial Group, Inc.	5.25%	5/30/2025		119,000		119,082
CNO Global Funding^†	4.95%	9/9/2029		51,000		51,219
CNO Global Funding^†	5.875%	6/4/2027		176,000		181,347
CNO Global Funding ^†	1.75%	10/7/2026		150,000		142,177
Corebridge Global Funding^†	4.65%	8/20/2027		91,000		92,118
Corebridge Global Funding^†	5.20%	1/12/2029		70,000		71,962
Corebridge Global Funding^†	5.75%	7/2/2026		51,000		52,326
Equitable Financial Life Global Funding^†	1.40%	7/7/2025		143,000		139,474
Equitable Financial Life Global Funding^†	5.45%	3/3/2028		138,000		141,898
F&G Annuities & Life, Inc.	6.50%	6/4/2029		85,000		87,603
F&G Annuities & Life, Inc.	7.40%	1/13/2028		155,000		163,824

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Insurance (continued)
F&G Global Funding^†	1.75%	6/30/2026	$	332,000	$	314,791
F&G Global Funding^†	2.30%	4/11/2027		114,000		106,745
F&G Global Funding^†	5.15%	7/7/2025		307,000		307,017
F&G Global Funding^†	5.875%	6/10/2027		122,000		125,070
GA Global Funding Trust^†	3.85%	4/11/2025		372,000		369,795
GA Global Funding Trust^†	4.40%	9/23/2027		195,000		194,627
GA Global Funding Trust^†	5.50%	1/8/2029		163,000		169,140
Jackson Financial, Inc.	5.17%	6/8/2027		46,000		46,726
Jackson National Life Global Funding^†	1.75%	1/12/2025		150,000		148,528
Jackson National Life Global Funding^†(a)	4.60%	10/1/2029		150,000		149,663
Jackson National Life Global Funding^†	5.50%	1/9/2026		150,000		151,568
Jackson National Life Global Funding^†	5.55%	7/2/2027		168,000		172,630
Jackson National Life Global Funding^†	5.60%	4/10/2026		150,000		152,221
Met Tower Global Funding^†	5.25%	4/12/2029		150,000		156,844
MGIC Investment Corp.	5.25%	8/15/2028		59,000		58,715
Mutual of Omaha Cos Global Funding^†	5.80%	7/27/2026		50,000		51,204
NMI Holdings, Inc.	6.00%	8/15/2029		48,000		49,358
Principal Life Global Funding II^†	5.10%	1/25/2029		123,000		126,812
RGA Global Funding^†	5.448%	5/24/2029		94,000		97,912
Total						5,628,271

Internet 0.31%
Uber Technologies, Inc.^†	4.50%	8/15/2029		370,000		367,515
Uber Technologies, Inc.^†	6.25%	1/15/2028		43,000		43,491
Total						411,006

Leisure Time 0.07%
NCL Corp. Ltd.^†	3.625%	12/15/2024		94,000		93,921

Lodging 0.27%
Hyatt Hotels Corp.	5.25%	6/30/2029		72,000		73,759
Hyatt Hotels Corp.	5.75%	1/30/2027		22,000		22,545
Las Vegas Sands Corp.	3.50%	8/18/2026		212,000		207,658
Las Vegas Sands Corp.	5.90%	6/1/2027		47,000		48,277
Total						352,239

Machinery: Construction & Mining 0.45%
Weir Group PLC (United Kingdom)^†(b)	2.20%	5/13/2026		616,000		592,917

94	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Machinery-Diversified 0.05%
AGCO Corp.	5.45%	3/21/2027	$	28,000	$	28,587
IDEX Corp.	4.95%	9/1/2029		34,000		34,789
Total						63,376

Media 0.63%
CCO Holdings LLC/CCO Holdings Capital Corp.^†	5.50%	5/1/2026		100,000		99,880
Charter Communications Operating LLC/Charter Communications Operating Capital	6.15%	11/10/2026		123,000		126,456
Directv Financing LLC/Directv Financing Co-Obligor, Inc.^†	5.875%	8/15/2027		132,000		129,695
Discovery Communications LLC	3.95%	3/20/2028		317,000		301,996
FactSet Research Systems, Inc.	2.90%	3/1/2027		52,000		50,305
Nexstar Media, Inc.^†	5.625%	7/15/2027		131,000		129,854
Total						838,186

Mining 1.30%
Anglo American Capital PLC (United Kingdom)^†(b)	2.25%	3/17/2028		200,000		185,350
Anglo American Capital PLC (United Kingdom)^†(b)	4.50%	3/15/2028		200,000		199,484
Anglo American Capital PLC (United Kingdom)^†(b)	4.75%	4/10/2027		200,000		201,033
Freeport Indonesia PT (Indonesia)^†(b)	4.763%	4/14/2027		200,000		201,651
Freeport-McMoRan, Inc.	4.55%	11/14/2024		226,000		226,050
Glencore Funding LLC^†	1.625%	4/27/2026		26,000		24,960
Glencore Funding LLC^†	3.875%	10/27/2027		34,000		33,534
Glencore Funding LLC^†	4.00%	3/27/2027		407,000		403,293
Glencore Funding LLC^†	5.371%	4/4/2029		162,000		167,550
Glencore Funding LLC^†	6.125%	10/6/2028		85,000		90,115
Total						1,733,020

Office/Business Equipment 0.02%
CDW LLC/CDW Finance Corp.	5.10%	3/1/2030		26,000		26,373

Oil & Gas 5.87%
Aethon United BR LP/Aethon United Finance Corp.^†	8.25%	2/15/2026		66,000		66,821
Antero Resources Corp.^†	7.625%	2/1/2029		98,000		101,317
Apache Corp.	4.375%	10/15/2028		415,000		408,095
Berry Petroleum Co. LLC^†	7.00%	2/15/2026		250,000		242,800
California Resources Corp.^†	7.125%	2/1/2026		70,000		70,047
Canadian Natural Resources Ltd. (Canada)^(b)	3.85%	6/1/2027		79,000		77,919
Chesapeake Energy Corp.^†	5.50%	2/1/2026		159,000		158,832
Chord Energy Corp.^†	6.375%	6/1/2026		126,000		126,380
CITGO Petroleum Corp.^†	7.00%	6/15/2025		132,000		132,158

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Oil & Gas (continued)
Civitas Resources, Inc.^†	5.00%	10/15/2026	$	200,000	$	197,937
Civitas Resources, Inc.^†	8.375%	7/1/2028		135,000		140,497
Continental Resources, Inc.^†	2.268%	11/15/2026		661,000		626,704
Continental Resources, Inc.	4.375%	1/15/2028		209,000		206,034
Coterra Energy, Inc.	4.375%	3/15/2029		76,000		75,078
Crescent Energy Finance LLC^†	9.25%	2/15/2028		304,000		317,261
Devon Energy Corp.	5.25%	10/15/2027		225,000		226,096
Diamondback Energy, Inc.	5.15%	1/30/2030		48,000		49,266
Diamondback Energy, Inc.	5.20%	4/18/2027		46,000		46,958
Ecopetrol SA (Colombia)^(b)	5.375%	6/26/2026		102,000		101,851
EQT Corp.^†	3.125%	5/15/2026		243,000		236,782
EQT Corp.	5.70%	4/1/2028		82,000		84,908
Helmerich & Payne, Inc.^†	4.65%	12/1/2027		102,000		102,241
Helmerich & Payne, Inc.^†	4.85%	12/1/2029		203,000		200,310
HF Sinclair Corp.	5.00%	2/1/2028		201,000		200,110
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp.^†	6.00%	8/1/2026		247,000		246,014
Marathon Oil Corp.	5.30%	4/1/2029		117,000		121,369
Matador Resources Co.^†	6.875%	4/15/2028		243,000		247,354
Occidental Petroleum Corp.	6.375%	9/1/2028		275,000		289,383
Ovintiv, Inc.	5.375%	1/1/2026		250,000		251,731
Ovintiv, Inc.	5.65%	5/15/2025		76,000		76,315
Ovintiv, Inc.	5.65%	5/15/2028		139,000		143,460
Permian Resources Operating LLC^†	5.375%	1/15/2026		57,000		56,949
Permian Resources Operating LLC^†	8.00%	4/15/2027		37,000		38,126
Petroleos Mexicanos (Mexico)^(b)	6.49%	1/23/2027		460,000		453,251
Petroleos Mexicanos (Mexico)^(b)	6.875%	10/16/2025		26,000		26,045
Range Resources Corp.	8.25%	1/15/2029		173,000		179,212
Sitio Royalties Operating Partnership LP/Sitio Finance Corp.^†	7.875%	11/1/2028		118,000		123,538
SM Energy Co.	6.75%	9/15/2026		129,000		129,038
Southwestern Energy Co.	5.70%	1/23/2025		156,000		155,990
Strathcona Resources Ltd. (Canada)^†(b)	6.875%	8/1/2026		183,000		182,281
Suncor Energy, Inc. (Canada)^(b)	7.875%	6/15/2026		103,000		108,639
Tengizchevroil Finance Co. International Ltd. (Kazakhstan)^†(b)	2.625%	8/15/2025		200,000		195,452
Tengizchevroil Finance Co. International Ltd. (Kazakhstan)^(b)	4.00%	8/15/2026		200,000		195,638

96	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Oil & Gas (continued)
TGNR Intermediate Holdings LLC^†	5.50%	10/15/2029	$	200,000	$	190,163
Viper Energy, Inc.^†	5.375%	11/1/2027		197,000		196,521
Total						7,802,871

Oil & Gas Services 0.15%
Welltec International ApS (Denmark)^†(b)	8.25%	10/15/2026		200,000		205,013

Packaging & Containers 0.05%
Mauser Packaging Solutions Holding Co.^†	7.875%	4/15/2027		35,000		36,205
Sonoco Products Co.	4.45%	9/1/2026		31,000		31,022
Total						67,227

Pharmaceuticals 1.04%
Bayer U.S. Finance II LLC^†	4.25%	12/15/2025		300,000		297,932
Bayer U.S. Finance II LLC^†	4.375%	12/15/2028		246,000		242,834
Bayer U.S. Finance LLC^†	6.125%	11/21/2026		200,000		206,319
Bayer U.S. Finance LLC^†	6.25%	1/21/2029		200,000		211,473
Teva Pharmaceutical Finance Netherlands III BV (Netherlands)^(b)	3.15%	10/1/2026		442,000		425,185
Total						1,383,743

Pipelines 2.50%
Buckeye Partners LP	3.95%	12/1/2026		181,000		175,880
Buckeye Partners LP^†	4.125%	3/1/2025		121,000		120,090
Columbia Pipelines Holding Co. LLC^†	6.055%	8/15/2026		269,000		275,703
DCP Midstream Operating LP	5.375%	7/15/2025		32,000		32,102
Enbridge, Inc. (Canada)^(b)	5.30%	4/5/2029		70,000		72,510
Enbridge, Inc. (Canada)^(b)	5.90%	11/15/2026		75,000		77,474
Energy Transfer LP^†	5.625%	5/1/2027		177,000		177,742
Energy Transfer LP^†	6.00%	2/1/2029		183,000		187,594
EnLink Midstream LLC^†	5.625%	1/15/2028		245,000		251,672
EnLink Midstream Partners LP	4.15%	6/1/2025		138,000		136,866
EQM Midstream Partners LP^†	7.50%	6/1/2027		12,000		12,361
Genesis Energy LP/Genesis Energy Finance Corp.	8.00%	1/15/2027		112,000		114,585
Kinder Morgan, Inc.	5.00%	2/1/2029		153,000		156,335
Kinetik Holdings LP^†	6.625%	12/15/2028		89,000		92,441
ONEOK, Inc.	5.65%	11/1/2028		64,000		66,924
Plains All American Pipeline LP/PAA Finance Corp.	3.60%	11/1/2024		58,000		57,916
South Bow USA Infrastructure Holdings LLC^†	4.911%	9/1/2027		122,000		122,964
South Bow USA Infrastructure Holdings LLC^†	5.026%	10/1/2029		151,000		151,460

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Pipelines (continued)
Targa Resources Partners LP/Targa Resources Partners Finance Corp.	5.00%	1/15/2028	$	28,000	$	28,016
Targa Resources Partners LP/Targa Resources Partners Finance Corp.	6.50%	7/15/2027		173,000		175,298
Targa Resources Partners LP/Targa Resources Partners Finance Corp.	6.875%	1/15/2029		238,000		244,206
Venture Global LNG, Inc.^†	8.125%	6/1/2028		159,000		165,867
Western Midstream Operating LP	4.75%	8/15/2028		65,000		64,964
Western Midstream Operating LP	6.35%	1/15/2029		39,000		41,494
Whistler Pipeline LLC^†	5.40%	9/30/2029		111,000		113,457
Williams Cos., Inc.	4.90%	3/15/2029		115,000		116,886
Williams Cos., Inc.	5.30%	8/15/2028		87,000		89,874
Total						3,322,681

REITS 2.42%
American Tower Corp.	1.60%	4/15/2026		202,000		193,618
American Tower Corp.	3.60%	1/15/2028		261,000		254,800
American Tower Corp.	3.65%	3/15/2027		46,000		45,307
American Tower Corp.	5.25%	7/15/2028		82,000		84,483
American Tower Corp.	5.50%	3/15/2028		123,000		127,437
Crown Castle, Inc.	3.65%	9/1/2027		94,000		92,160
Crown Castle, Inc.	4.80%	9/1/2028		70,000		70,875
Crown Castle, Inc.	5.00%	1/11/2028		74,000		75,316
EPR Properties	4.50%	6/1/2027		70,000		68,997
EPR Properties	4.75%	12/15/2026		171,000		170,391
GLP Capital LP/GLP Financing II, Inc.	5.25%	6/1/2025		368,000		367,974
GLP Capital LP/GLP Financing II, Inc.	5.375%	4/15/2026		79,000		79,382
HAT Holdings I LLC/HAT Holdings II LLC^†	3.375%	6/15/2026		290,000		281,035
HAT Holdings I LLC/HAT Holdings II LLC^†	8.00%	6/15/2027		73,000		77,426
Kite Realty Group Trust	4.00%	3/15/2025		72,000		71,620
Prologis Targeted U.S. Logistics Fund LP^†	5.25%	4/1/2029		32,000		32,972
VICI Properties LP/VICI Note Co., Inc.^†	3.50%	2/15/2025		189,000		187,703
VICI Properties LP/VICI Note Co., Inc.^†	3.75%	2/15/2027		178,000		173,753
VICI Properties LP/VICI Note Co., Inc.^†	4.25%	12/1/2026		197,000		195,230
VICI Properties LP/VICI Note Co., Inc.^†	4.50%	9/1/2026		180,000		179,319
VICI Properties LP/VICI Note Co., Inc.^†	4.625%	6/15/2025		248,000		246,683
Vornado Realty LP	2.15%	6/1/2026		46,000		43,823
Vornado Realty LP	3.50%	1/15/2025		97,000		96,285
Total						3,216,589

98	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Retail 0.54%
CEC Entertainment LLC^†	6.75%	5/1/2026	$	247,000	$	245,171
Dave & Buster’s, Inc.^†	7.625%	11/1/2025		193,000		193,318
Home Depot, Inc.	4.75%	6/25/2029		94,000		96,921
Sizzling Platter LLC/Sizzling Platter Finance Corp.^†	8.50%	11/28/2025		175,000		176,250
Total						711,660

Semiconductors 0.89%
Broadcom, Inc.	5.05%	7/12/2027		177,000		180,940
Broadcom, Inc.	5.05%	7/12/2029		123,000		126,748
Entegris, Inc.^†	4.75%	4/15/2029		228,000		224,888
Foundry JV Holdco LLC^†	5.90%	1/25/2030		200,000		207,145
Intel Corp.	2.45%	11/15/2029		64,000		57,625
Intel Corp.	3.15%	5/11/2027		26,000		25,135
Intel Corp.	3.75%	8/5/2027		73,000		71,576
Microchip Technology, Inc.	4.25%	9/1/2025		59,000		58,743
Qorvo, Inc.	1.75%	12/15/2024		30,000		29,787
SK Hynix, Inc. (South Korea)^†(b)	5.50%	1/16/2027		200,000		204,500
Total						1,187,087

Shipbuilding 0.10%
Huntington Ingalls Industries, Inc.	2.043%	8/16/2028		143,000		131,322

Software 0.37%
Atlassian Corp. (Australia)^(b)	5.25%	5/15/2029		140,000		144,815
Cadence Design Systems, Inc.	4.30%	9/10/2029		87,000		87,367
Concentrix Corp.	6.65%	8/2/2026		132,000		135,683
Oracle Corp.	2.30%	3/25/2028		67,000		62,942
Take-Two Interactive Software, Inc.	4.95%	3/28/2028		59,000		60,212
Total						491,019

Telecommunications 0.50%
AT&T, Inc.	5.539%	2/20/2026		173,000		172,965
Motorola Solutions, Inc.	5.00%	4/15/2029		48,000		49,262
NBN Co. Ltd. (Australia)^†(a)(b)	4.25%	10/1/2029		200,000		199,477
Sprint Capital Corp.	6.875%	11/15/2028		190,000		207,594
T-Mobile USA, Inc.	3.75%	4/15/2027		40,000		39,526
Total						668,824

Toys/Games/Hobbies 0.26%
Hasbro, Inc.	3.90%	11/19/2029		352,000		339,616

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Trucking & Leasing 0.43%
Fortress Transportation & Infrastructure Investors LLC^†	5.50%		5/1/2028	$	51,000	$	50,833
GATX Corp.	5.40%		3/15/2027		50,000		51,337
Penske Truck Leasing Co. LP/PTL Finance Corp.^†	3.40%		11/15/2026		48,000		47,062
Penske Truck Leasing Co. LP/PTL Finance Corp.^†	4.20%		4/1/2027		271,000		269,722
Penske Truck Leasing Co. LP/PTL Finance Corp.^†	5.35%		1/12/2027		151,000		153,932
Total							572,886

Water 0.04%
Essential Utilities, Inc.	4.80%		8/15/2027		52,000		52,708
Total Corporate Bonds (cost $80,195,726)							81,578,507

FLOATING RATE LOANS^(d) 3.61%

Diversified Financial Services 0.57%
Castlelake Aviation Ltd. Term Loan B	–	^(e)	10/22/2026		79,000		79,267
Corpay Technologies Operating Co. LLC Term Loan B5	6.409% – 6.60% (3 mo. USD Term SOFR + 1.75%)		4/28/2028		336,269		336,296
Jane Street Group LLC 2024 Term Loan B	7.46% (1 mo. USD Term SOFR + 2.50%)		1/26/2028		248,711		248,767
Setanta Aircraft Leasing Designated Activity Co. 2024 Term Loan B (Ireland)^(b)	6.354% (3 mo. USD Term SOFR + 1.75%)		11/5/2028		93,827		94,472
Total							758,802

Electrical Components & Equipment 0.21%
Energizer Holdings, Inc. 2024 Term Loan B	6.92% (1 mo. USD Term SOFR + 2.00%)		12/22/2027		277,305		277,998

Health Care Services 0.11%
HCA, Inc. 2021 Term Loan A	6.32% (1 mo. USD Term SOFR + 1.38%)		6/30/2026		145,797		146,161

Health Services 0.38%
Catalent Pharma Solutions, Inc. 2021 Term Loan B3	7.034% (1 mo. USD Term SOFR + 2.00%)		2/22/2028		509,547		509,787

Insurance 0.13%
Asurion LLC 2020 Term Loan B8	–	^(e)	12/23/2026		118,158		118,197
Asurion LLC 2021 Term Loan B9	–	^(e)	7/31/2027		51,866		51,225
Total							169,422

100

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount

Fair
Value

Internet 0.48%

Gen Digital, Inc. 2021 Term Loan A

6.445% (1 mo. USD
Term SOFR + 1.50%)

9/10/2027

312,171

312,016

Match Group, Inc. 2020 Term Loan B

6.714% (3 mo. USD
Term SOFR + 1.75%)

2/13/2027

325,000

324,594

Total

636,610

Leisure Time 0.02%

Carnival Corp. 2024 Term Loan B2

7.595% (1 mo. USD
Term SOFR + 2.75%)

8/8/2027

29,389

29,508

Manufacturing 0.45%

DirecTV Financing LLC Term Loan

9.96% (1 mo. USD
Term SOFR + 5.00%)

8/2/2027

268,633

269,126

Virgin Media Bristol LLC USD Term Loan N

7.711% (1 mo. USD
Term SOFR + 2.50%)

1/31/2028

350,000

335,415

Total

604,541

Media 0.29%

Charter Communications Operating LLC 2019 Term Loan B2

7.082% (3 mo. USD
Term SOFR + 1.75%)

2/1/2027

381,109

381,068

Oil & Gas 0.41%

Occidental Petroleum Corp. 2 Year Term Loan

9.875% – 9.88%
(PRIME Rate + 1.38%)

12/29/2025

507,000

507,064

Occidental Petroleum Corp. 364 Day Term Loan

6.801% – 6.80% (1 mo. USD
Term SOFR + 1.50%)

12/26/2024

34,500

34,504

Total

541,568

Pharmaceuticals 0.26%

Elanco Animal Health, Inc. Term Loan B

7.051% (1 mo. USD
Term SOFR + 1.75%)

8/1/2027

340,700

340,300

Pipelines 0.06%

Buckeye Partners LP 2024 Term Loan B5

6.595% – 6.60% (1 mo. USD
Term SOFR + 1.75%)

11/1/2026

76,916

77,013

Retail 0.24%

KFC Holding Co. 2021 Term Loan B

6.879% (1 mo. USD
Term SOFR + 1.75%)

3/15/2028

324,915

326,743

Total Floating Rate Loans (cost $4,810,838)

4,799,521

See Notes to Schedule of Investments.

101

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
FOREIGN GOVERNMENT OBLIGATIONS^(b) 0.59%

Colombia 0.15%
Colombia Government International Bonds	3.875%		4/25/2027	$	200,000	$	193,212

Dominican Republic 0.08%
Dominican Republic International Bonds	6.875%		1/29/2026		100,000		101,950

Panama 0.28%
Panama Government International Bonds	3.75%		3/16/2025		378,000		376,008

Romania 0.08%
Romania Government International Bonds^†	5.875%		1/30/2029		110,000		112,848
Total Foreign Government Obligations (cost $775,616)							784,018

GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.25%
Federal National Mortgage Association Connecticut Avenue Securities Series 2024-R05 Class 2A1^†	6.28% (30 day USD SOFR Average + 1.00%)	^#	7/25/2044		148,602		148,623
Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2024-R06 Class 1A1^†	6.493% (30 day USD SOFR Average + 1.15%)	^#	9/25/2044		120,000		120,132
Government National Mortgage Association Series 2014-112 Class A	3.00%	^#(f)	1/16/2048		2,175		2,004
Government National Mortgage Association Series 2014-78 Class IO^(g)	0.007%	^#(f)	3/16/2056		10,596		4
Government National Mortgage Association Series 2017-23 Class AB	2.60%		12/16/2057		10,464		9,428
Government National Mortgage Association Series 2017-44 Class AD	2.65%		11/17/2048		8,449		8,072
Government National Mortgage Association Series 2017-53 Class B	2.75%		3/16/2050		28,368		25,889
Government National Mortgage Association Series 2017-61 Class A	2.60%		8/16/2058		6,708		6,358
Government National Mortgage Association Series 2017-76 Class AS	2.65%		11/16/2050		13,714		12,375
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $338,187)							332,885

102

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount

Fair
Value

GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 5.16%

Federal Home Loan Mortgage Corp.

4.10%

7/1/2029

60,000

59,060

Federal Home Loan Mortgage Corp.

4.15%

7/1/2029

60,000

59,646

Federal Home Loan Mortgage Corp.

4.50%

7/1/2029

70,000

70,304

Federal Home Loan Mortgage Corp.

6.143% (1 yr. USD

RFUCCT + 1.89%)

12/1/2040

1,901

1,950

Federal Home Loan Mortgage Corp.

6.75% (1 yr. USD

RFUCCT + 1.85%)

6/1/2042

1,420

1,475

Federal Home Loan Mortgage Corp.

6.841% (1 yr. USD

RFUCCT + 1.78%)

6/1/2041

3,158

3,264

Federal National Mortgage Association

6.257% (1 yr. USD

RFUCCT + 1.81%)

4/1/2040

4,237

4,393

Federal National Mortgage Association

6.298% (1 yr. USD

RFUCCT + 1.81%)

12/1/2040

212

219

Federal National Mortgage Association

6.321% (1 yr. USD

RFUCCT + 1.82%)

12/1/2040

451

469

Federal National Mortgage Association

6.544% (1 yr. USD

RFUCCT + 1.78%)

10/1/2036

7,334

7,558

Federal National Mortgage Association

6.756% (1 yr. USD

RFUCCT + 1.80%)

3/1/2042

1,210

1,257

Federal National Mortgage Association

7.156% (1 yr. USD

RFUCCT + 1.81%)

1/1/2042

7,634

7,962

Federal National Mortgage Association

7.185% (1 yr. USD

RFUCCT + 1.81%)

10/1/2040

117

121

Federal National Mortgage Association

7.516% (1 yr. USD

RFUCCT + 1.60%)

10/1/2045

532

553

Federal National Mortgage Association

7.555% (1 yr. USD

RFUCCT + 1.72%)

6/1/2042

1,213

1,267

Federal National Mortgage Association

7.581% (1 yr. USD

RFUCCT + 1.60%)

12/1/2045

898

932

Federal National Mortgage Association

7.682% (1 yr. USD

RFUCCT + 1.60%)

12/1/2045

4,668

4,842

Uniform Mortgage-Backed Security^(h)

5.00%

TBA

3,276,000

3,318,701

Uniform Mortgage-Backed Security^(h)

5.50%

TBA

2,715,000

2,773,972

Uniform Mortgage-Backed Security^(h)

6.00%

TBA

521,000

536,496

Total Government Sponsored Enterprises Pass-Throughs (cost $6,863,724)

6,854,441

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 5.53%

BANK5 Series 2023-5YR2 Class A3

6.656%

^#(f)

7/15/2056

150,000

160,353

BBCMS Mortgage Trust Series 2024-5C29 Class A2

4.738%

9/15/2057

200,000

201,793

See Notes to Schedule of Investments.

103

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
Benchmark Mortgage Trust Series 2018-B2 Class A5	3.882%	^#(f)	2/15/2051	$	30,000	$	29,142
Benchmark Mortgage Trust Series 2019-B11 Class A5	3.542%		5/15/2052		60,000		56,475
Benchmark Mortgage Trust Series 2024-V5 Class A3	5.805%		1/10/2057		120,000		125,778
Benchmark Mortgage Trust Series 2024-V6 Class A3	5.926%		3/15/2029		300,000		315,455
BMO Mortgage Trust Series 2023-5C2 Class A3	7.296%	^#(f)	11/15/2056		110,000		120,349
BX Commercial Mortgage Trust Series 2021-ACNT Class A^†	6.062% (1 mo. USD Term SOFR + 0.96%)	^#	11/15/2038		131,422		130,765
BX Commercial Mortgage Trust Series 2021-XL2 Class A^†	5.90% (1 mo. USD Term SOFR + 0.80%)	^#	10/15/2038		128,179		127,212
BX Commercial Mortgage Trust Series 2024-XL4 Class A^†	6.539% (1 mo. USD Term SOFR + 1.44%)	^#	2/15/2039		174,962		175,210
BX Trust Series 2022-LBA6 Class A^†	6.097% (1 mo. USD Term SOFR + 1.00%)	^#	1/15/2039		150,000		149,166
BX Trust Series 2022-PSB Class A^†	7.548% (1 mo. USD Term SOFR + 2.45%)	^#	8/15/2039		159,598		160,196
BX Trust Series 2024-CNYN Class A^†	6.538% (1 mo. USD Term SOFR + 1.44%)	^#	4/15/2041		197,815		197,923
CFCRE Commercial Mortgage Trust Series 2016-C6 Class XA^(g)	1.209%	^#(f)	11/10/2049		170,988		2,699
CFCRE Commercial Mortgage Trust Series 2016-C7 Class XA^(g)	0.78%	^#(f)	12/10/2054		168,007		1,888
Citigroup Commercial Mortgage Trust Series 2015-GC31 Class XA^(g)	0.439%	^#(f)	6/10/2048		844,189		944
Citigroup Commercial Mortgage Trust Series 2016-GC36 Class A5	3.616%		2/10/2049		310,000		302,975
Commercial Mortgage Pass-Through Certificates Series 2014-UBS5 Class XB1^†(g)	0.219%	^#(f)	9/10/2047		2,000,000		21
Commercial Mortgage Pass-Through Certificates Series 2014-UBS3 Class A4	3.819%		6/10/2047		4,968		4,960
Commercial Mortgage Pass-Through Certificates Series 2015-LC21 Class A4	3.708%		7/10/2048		190,000		188,407
Commercial Mortgage Pass-Through Certificates Series 2015-PC1 Class XA^†(g)	0.49%	^#(f)	7/10/2050		57,494		43

104

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
Commercial Mortgage Pass-Through Certificates Series 2016-CD1 Class XA^(g)	1.477%	^#(f)	8/10/2049	$	44,018	$	654
CONE Trust Series 2024-DFW1 Class A^†	6.738% (1 mo. USD Term SOFR + 1.64%)	^#	8/15/2041		100,000		100,177
Credit Suisse Mortgage Capital Certificates Trust Series 2014-USA Class X1^†(g)	0.686%	^#(f)	9/15/2037		978,382		1,550
CSAIL Commercial Mortgage Trust Series 2015-C3 Class A3	3.447%		8/15/2048		218,201		216,087
CSAIL Commercial Mortgage Trust Series 2016-C6 Class XA^(g)	2.018%	^#(f)	1/15/2049		587,329		10,696
DBJPM Mortgage Trust Series 2016-C3 Class XA^(g)	1.546%	^#(f)	8/10/2049		156,501		2,905
DBWF Mortgage Trust Series 2015-LCM Class A1^†	2.998%		6/10/2034		4,639		4,483
DBWF Mortgage Trust Series 2016-85T Class XA^†(g)	0.116%	^#(f)	12/10/2036		3,140,000		3,013
Federal Home Loan Mortgage Corp. STACR REMICS Notes Series 2023-DNA2 Class M1A^†	7.363% (30 day USD SOFR Average + 2.10%)	^#	4/25/2043		221,097		224,604
Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2022-DNA4 Class M1A^†	7.48% (30 day USD SOFR Average + 2.20%)	^#	5/25/2042		161,129		163,793
Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2022-HQA1 Class M1A^†	7.38% (30 day USD SOFR Average + 2.10%)	^#	3/25/2042		20,558		20,704
Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2022-HQA3 Class M1A^†	7.58% (30 day USD SOFR Average + 2.30%)	^#	8/25/2042		56,594		57,955
Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2024-DNA2 Class A1^†	6.53% (30 day USD SOFR Average + 1.25%)	^#	5/25/2044		192,929		193,285

See Notes to Schedule of Investments.

105

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount

Fair
Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2024-HQA1 Class M1^†

6.53% (30 day USD
SOFR Average + 1.25%)

3/25/2044

130,774

131,033

Federal National Mortgage Association Connecticut Avenue Securities Series 2024-R03 Class 2M1^†

6.413% (30 day USD
SOFR Average + 1.15%)

3/25/2044

131,847

131,957

Federal National Mortgage Association Connecticut Avenue Securities Series 2024-R04 Class 1A1^†

6.28% (30 day USD
SOFR Average + 1.00%)

5/25/2044

107,789

107,878

Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2022-R02 Class 2M1^†

6.48% (30 day USD
SOFR Average + 1.20%)

1/25/2042

89,115

89,131

Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2022-R08 Class 1M1^†

7.83% (30 day USD
SOFR Average + 2.55%)

7/25/2042

212,338

218,089

Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2023-R03 Class 2M1^†

7.78% (30 day USD
SOFR Average + 2.50%)

4/25/2043

103,649

105,579

GS Mortgage Securities Corp. Trust Series 2017-485L Class XB^†(g)

0.244%

^#(f)

2/10/2037

1,590,000

5,088

GS Mortgage Securities Corp. Trust Series 2021-ARDN Class A^†

6.461% (1 mo. USD
Term SOFR + 1.36%)

11/15/2036

100,000

99,104

GS Mortgage Securities Corp. Trust Series 2021-ROSS Class A^†

6.512% (1 mo. USD
Term SOFR + 1.41%)

5/15/2026

100,000

92,579

GS Mortgage Securities Corp. Trust Series 2021-ROSS Class H^†

11.262% (1 mo. USD
Term SOFR + 6.16%)

5/15/2026

100,000

18,910

GS Mortgage Securities Trust Series 2015-GS1 Class XB^(g)

0.325%

^#(f)

11/10/2048

1,082,000

2,431

HMH Trust Series 2017-NSS Class C^†

3.787%

7/5/2031

100,000

38,637

HMH Trust Series 2017-NSS Class D^†

4.723%

7/5/2031

100,000

20,000

Hudsons Bay Simon JV Trust Series 2015-HB7 Class XA7^†(g)

1.417%

^#(f)

8/5/2034

536,141

106

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-DSTY Class A^†	3.429%		6/10/2027	$	200,000	$	66,894
JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 Class XA^(g)	0.705%	^#(f)	12/15/2049		757,460		6,881
JP Morgan Chase Commercial Mortgage Securities Trust Series 2017-JP7 Class XA^(g)	1.093%	^#(f)	9/15/2050		706,121		15,632
JP Morgan Chase Commercial Mortgage Securities Trust Series 2018-PTC Class A^†	6.594% (1 mo. USD Term SOFR + 1.50%)	^#	4/15/2031		90,000		60,978
JP Morgan Chase Commercial Mortgage Securities Trust Series 2018-PTC Class B^†	7.294% (1 mo. USD Term SOFR + 2.20%)	^#	4/15/2031		24,000		14,576
JP Morgan Chase Commercial Mortgage Securities Trust Series 2018-PTC Class C^†	7.694% (1 mo. USD Term SOFR + 2.60%)	^#	4/15/2031		18,000		10,048
JPMBB Commercial Mortgage Securities Trust Series 2014-C26 Class XA^(g)	0.965%	^#(f)	1/15/2048		385,488		8
JPMBB Commercial Mortgage Securities Trust Series 2015-C30 Class XA^(g)	0.554%	^#(f)	7/15/2048		664,060		1,248
JPMDB Commercial Mortgage Securities Trust Series 2017-C5 Class A4	3.414%		3/15/2050		688,978		672,532
KIND Commercial Mortgage Trust Series 2024-1 Class A^†	6.987% (1 mo. USD Term SOFR + 1.89%)	^#	8/15/2041		110,000		110,391
KIND Trust Series 2021-KIND Class A^†	6.165% (1 mo. USD Term SOFR + 1.06%)	^#	8/15/2038		158,675		156,280
LBA Trust Series 2024-7IND Class A^†	6.543% (1 mo. USD Term SOFR + 1.44%)	^#	10/15/2041		90,000		90,090
LSTAR Commercial Mortgage Trust Series 2016-4 Class XA^†(g)	1.828%	^#(f)	3/10/2049		501,702		6,059
LSTAR Commercial Mortgage Trust Series 2017-5 Class A3^†	4.50%		3/10/2050		38,242		38,044
Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 Class XA^(g)	0.675%	^#(f)	7/15/2050		339,260		556
Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 Class A4	3.753%		12/15/2047		50,000		49,298
Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 Class XA^(g)	1.403%	^#(f)	11/15/2049		759,219		13,944

See Notes to Schedule of Investments.

107

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Capital I Trust Series 2015-UBS8 Class ASB	3.626%		12/15/2048	$	1,785	$	1,773
Morgan Stanley Capital I Trust Series 2016-UB11 Class XB^(g)	1.014%	^#(f)	8/15/2049		1,000,000		14,528
Morgan Stanley Capital I Trust Series 2024-NSTB Class A^†	3.90%	^#(f)	9/24/2057		270,000		262,413
MSCG Trust Series 2015-ALDR Class A1^†	2.612%		6/7/2035		2,160		2,124
MTN Commercial Mortgage Trust Series 2022-LPFL Class A^†	6.497% (1 mo. USD Term SOFR + 1.40%)	^#	3/15/2039		300,000		298,227
Palisades Center Trust Series 2016-PLSD Class D^†	4.737%		4/13/2033		77,000		1,615
Ready Capital Mortgage Financing LLC Series 2021-FL6 Class A^†	5.919% (1 mo. USD Term SOFR + 1.06%)	^#	7/25/2036		16,686		16,602
SG Commercial Mortgage Securities Trust Series 2019-787E Class X^†(g)	0.456%	^#(f)	2/15/2041		4,149,000		56,353
Shops at Crystals Trust Series 2016-CSTL Class XB^†(g)	0.328%	^#(f)	7/5/2036		1,000,000		3,228
SMRT Commercial Mortgage Trust Series 2022-MINI Class A^†	6.097% (1 mo. USD Term SOFR + 1.00%)	^#	1/15/2039		150,000		148,803
Towd Point Mortgage Trust Series 20219-HY1 Class M2^†	6.969% (1 mo. USD Term SOFR + 2.11%)	^#	10/25/2048		130,000		135,163
UBS Commercial Mortgage Trust Series 2019-C18 Class A4	3.035%		12/15/2052		20,000		18,493
Wells Fargo Commercial Mortgage Trust Series 2015-C29 Class XB^(g)	0.096%	^#(f)	6/15/2048		2,000,000		558
Wells Fargo Commercial Mortgage Trust Series 2015-NXS2 Class A4	3.498%		7/15/2058		290,000		287,064
Wells Fargo Commercial Mortgage Trust Series 2015-SG1 Class A4	3.789%		9/15/2048		57,380		56,654
Wells Fargo Commercial Mortgage Trust Series 2015-SG1 Class XA^(g)	0.781%	^#(f)	9/15/2048		770,821		1,916
Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 Class XA^(g)	1.849%	^#(f)	8/15/2049		878,211		18,548
Wells Fargo Commercial Mortgage Trust Series 2019-C50 Class A5	3.729%		5/15/2052		30,000		28,963
Wells Fargo Commercial Mortgage Trust Series 2024-5C1 Class A3	5.928%		7/15/2057		150,000		158,422
Total Non-Agency Commercial Mortgage-Backed Securities (cost $7,799,950)							7,337,054

108

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
U.S. TREASURY OBLIGATIONS 2.75%
U.S. Treasury Notes (cost $3,650,516)	3.75%	8/31/2026	$	3,641,000	$	3,646,547
Total Long-Term Investments (cost $136,529,348)						137,656,726

SHORT-TERM INVESTMENTS 1.29%

Repurchase Agreements 1.29%
Repurchase Agreement dated 9/30/2024, 2.400% due 10/1/2024 with Fixed Income Clearing Corp. collateralized by $514,400 of U.S. Treasury Note at 4.875% due 5/31/2026; value: $533,016; proceeds: $522,423 (cost $522,389)				522,389		522,389
Repurchase Agreement dated 9/30/2024, 4.850% due 10/1/2024 with TD Securities collateralized by $1,331,900 of U.S. Treasury Note at 0.500% due 8/31/2027; value: $1,221,429; proceeds: $1,197,161 (cost $1,197,000)				1,197,000		1,197,000
Total Repurchase Agreements (cost $1,719,389)						1,719,389
Total Investments in Securities 104.94% (cost $138,248,737)						139,376,115
Other Assets and Liabilities – Net⁽ⁱ⁾(4.94)%						(6,564,702	)
Net Assets 100.00%					$	132,811,413

CMT		Constant Maturity Rate.
IO		Interest Only.
LIBOR		London Interbank Offered Rate.
REITS		Real Estate Investment Trusts.
REMICS		Real Estate Mortgage Investment Conduits.
RFUCCT		Refinitiv USD IBOR Consumer Cash Fallbacks Term.
SOFR		Secured Overnight Financing Rate.
STACR		Structured Agency Credit Risk.

^†		Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. At September 30, 2024, the total value of Rule 144A securities was $71,185,711, which represents 53.60% of net assets.
^#		Variable rate security. The interest rate represents the rate in effect at September 30, 2024.
^(a)		Securities purchased on a when-issued basis.
^(b)		Foreign security traded in U.S. dollars.
^(c)		Step Bond – Security with a predetermined schedule of interest rate changes.
^(d)		Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the SOFR or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at September 30, 2024.
^(e)		Interest Rate to be determined.
^(f)		Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool. (g) Interest-only security. The principal amount shown is a notional amount representing the outstanding principal of the underlying debt obligation(s). Holders of interest only securities do not receive principal payments on the underlying debt obligation(s).

See Notes to Schedule of Investments.

109

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

^(h)		To-be-announced (“TBA”). Security purchased on a forward commitment basis with an approximate principal and maturity date. Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned.
⁽ⁱ⁾		Other Assets and Liabilities – Net include net unrealized appreciation/depreciation on futures contracts and swap contracts as follows:

Centrally Cleared Credit Default Swap Contracts on Indexes/Issuers – Buy Protection at September 30, 2024⁽¹⁾:

Referenced
Indexes

Central
Clearing
Party

Fund
Pays
(Quarterly)

Termination
Date

Notional
Amount

Payments
Upfront⁽²⁾

Unrealized
Appreciation/
Depreciation⁽³⁾

Value

CDX.NA.IG.S42⁽⁴⁾

Goldman Sachs

1.00%

6/20/2029

$657,000

$13,487

$1,399

$14,886

⁽¹⁾		If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap contracts agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap contracts and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap contracts less the recovery value of the referenced obligation or underlying securities.
⁽²⁾		Upfront payments paid (received) by Central Clearing Party are presented net of amortization.
⁽³⁾		Total unrealized appreciation on Credit Default Swap Contracts on Indexes/Issuers amounted to $1,399. Total unrealized depreciation on Credit Default Swap Contracts on Indexes/Issuers amounted to $0.
⁽⁴⁾		Central Clearinghouse: Intercontinental Exchange (ICE).

Centrally Cleared Interest Rate Swap Contracts at September 30, 2024:

Central Clearingparty	Periodic Payments to be Made By The Fund (Quarterly)	Periodic Payments to be Received By The Fund (Quarterly)	Termination Date	Notional Amount	Payments Upfront⁽¹⁾			Unrealized Appreciation/ (Depreciation)			Value
Goldman Sachs⁽²⁾	12-Month USD SOFR Index	4.258%	3/25/2027	$8,752,000		$	100		$181,794		$	181,894
Goldman Sachs⁽²⁾	12-Month USD SOFR Index	4.718%	9/28/2025	8,568,000			–		71,199			71,199
Goldman Sachs⁽²⁾	12-Month USD
	SOFR Index	5.013%	3/7/2025	13,055,000			(32)		27,523			27,491
Unrealized Appreciation on Centrally Cleared Interest Rate Swap Contracts						$	68		$280,516		$	280,584

Central Clearingparty	Periodic Payments to be Made By The Fund (Quarterly)	Periodic Payments to be Received By The Fund (Quarterly)	Termination Date	Notional Amount	Payments Upfront⁽¹⁾			Unrealized Appreciation/ (Depreciation)				Value
Goldman Sachs⁽²⁾	3.872%	12-Month USD SOFR Index	5/31/2028	$6,974,000	$ (21,676)			$	(118,813	)	$	(140,489	)

SOFR Secured Overnight Financing Rate.

⁽¹⁾		Upfront payments paid (received) by Central Clearing Party are presented net of amortization.
⁽²⁾		Central clearinghouse: Chicago Mercantile Exchange (CME).

110

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

Centrally Cleared Consumer Price Index (“CPI”) Swap Contracts at September 30, 2024:

Swap
Counterparty

Payments to be
Made By
The Fund at
Termination Date

Payments to be
Received By
The Fund at
Termination Date

Termination
Date

Notional
Amount

Value/Unrealized
Appreciation

Goldman Sachs

2.285%

CPI Urban Consumer NSA

7/15/2025

$299,000

779

Goldman Sachs

2.548%

CPI Urban Consumer NSA

3/27/2025

600,000

2,486

Total Unrealized Appreciation on Centrally Cleared CPI Swap Contracts

3,265

Centrally Cleared Consumer Price Index (“CPI”) Swap Contracts at September 30, 2024:

Swap
Counterparty

Payments to be
Made By
The Fund at
Termination Date

Payments to be
Received By
The Fund at
Termination Date

Termination
Date

Notional
Amount

Value/Unrealized
Depreciation

Goldman Sachs

2.000%

CPI Urban Consumer NSA

7/18/2025

$1,300,000

(2,175

)

NSA Non-seasonally adjusted.

Futures Contracts at September 30, 2024:

Type	Expiration	Contracts	Position	Notional Amount			Notional Value			Unrealized Appreciation
U.S. 2-Year Treasury Note	December 2024	109	Long		$22,693,887			$22,698,398			$	4,511

Type	Expiration	Contracts	Position		Notional Amount			Notional Value		Unrealized Appreciation
U.S. 5-Year Treasury Note	December 2024	99	Short		(10,887,800	)		(10,878,398	)		$	9,402
Total Unrealized Appreciation on Futures Contracts											$	13,913

See Notes to Schedule of Investments.

111

Schedule of Investments (unaudited)(concluded)

SHORT DURATION INCOME PORTFOLIO September 30, 2024

The following is a summary of the inputs used as of September 30, 2024 in valuing the Fund’s investments carried at fair value⁽¹⁾:

Investment Type⁽²⁾	Level 1		Level 2			Level 3		Total
Long-Term Investments
Asset-Backed Securities	$	–	$	32,323,753		$	–	$	32,323,753
Corporate Bonds		–		81,578,507			–		81,578,507
Floating Rate Loans		–		4,799,521			–		4,799,521
Foreign Government Obligations		–		784,018			–		784,018
Government Sponsored Enterprises Collateralized Mortgage Obligations		–		332,885			–		332,885
Government Sponsored Enterprises Pass-Throughs		–		6,854,441			–		6,854,441
Non-Agency Commercial Mortgage-Backed Securities		–		7,337,054			–		7,337,054
U.S. Treasury Obligations		–		3,646,547			–		3,646,547
Short-Term Investments
Repurchase Agreements		–		1,719,389			–		1,719,389
Total	$	–	$	139,376,115		$	–	$	139,376,115
Other Financial Instruments
Centrally Cleared Credit Default Swap Contracts
Assets	$	–	$	14,886		$	–	$	14,886
Liabilities		–		–			–		–
Centrally Cleared Interest Rate Swap Contracts
Assets		–		280,584			–		280,584
Liabilities		–		(140,489	)		–		(140,489	)
Centrally Cleared CPI Swap Contracts
Assets		–		3,265			–		3,265
Liabilities		–		(2,175	)		–		(2,175	)
Futures Contracts
Assets		13,913		–			–		13,913
Liabilities		–		–			–		–
Total	$	13,913	$	156,071		$	–	$	169,984

⁽¹⁾		Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
⁽²⁾		See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. When applicable, each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.

A reconciliation of Level 3 investments is presented when the Fund has a material amount of Level 3 investments at the beginning or end of the period in relation to the Fund’s net assets.

112

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
LONG-TERM INVESTMENTS 113.22%

ASSET-BACKED SECURITIES 17.25%

Automobiles 6.93%
Bank of America Auto Trust Series 2023-1A Class A3^†	5.53%	2/15/2028	$	1,800,000	$	1,825,537
BofA Auto Trust Series 2024-1A Class A3^†	5.35%	11/15/2028		1,225,000		1,251,002
CarMax Auto Owner Trust Series 2023-1 Class B	4.98%	1/16/2029		2,130,000		2,157,771
Carmax Select Receivables Trust Series 2024-A Class A3	5.40%	11/15/2028		1,215,000		1,238,257
Carvana Auto Receivables Trust Series NP1 2020-N1A Class E^†	5.20%	7/15/2027		1,031,330		1,022,320
Chase Auto Owner Trust Series 2024-1A Class A3^†	5.13%	5/25/2029		2,675,000		2,724,607
Citizens Auto Receivables Trust Series 2024-2 Class A4^†	5.26%	4/15/2031		1,675,000		1,720,212
Enterprise Fleet Financing LLC Series 2024-3 Class A4^†	5.06%	3/20/2031		1,470,000		1,506,149
Exeter Automobile Receivables Trust Series 2020-2A Class E^†	7.19%	9/15/2027		2,248,861		2,263,989
Exeter Automobile Receivables Trust Series 2023-3A Class D	6.68%	4/16/2029		870,000		900,802
Exeter Automobile Receivables Trust Series 2024-3A Class B	5.57%	9/15/2028		1,845,000		1,873,312
Flagship Credit Auto Trust Series 2020-4 Class E^†	3.84%	7/17/2028		1,270,000		1,241,099
Flagship Credit Auto Trust Series 2022-3 Class A3^†	4.55%	4/15/2027		1,003,684		1,001,948
Ford Credit Auto Lease Trust Series 2023-A Class A3	4.94%	3/15/2026		1,551,216		1,551,594
Ford Credit Auto Lease Trust Series 2024-B Class B	5.18%	2/15/2028		2,045,000		2,080,597
GLS Auto Receivables Issuer Trust Series 2024-2A Class D^†	6.19%	2/15/2030		1,330,000		1,375,993
GLS Auto Select Receivables Trust Series 2024-2A Class A2^†	5.58%	6/17/2030		1,745,000		1,768,308
GM Financial Automobile Leasing Trust Series 2023-1 Class B	5.51%	1/20/2027		1,300,000		1,310,584
GM Financial Automobile Leasing Trust Series 2024-3 Class A3^(a)	4.21%	10/20/2027		1,630,000		1,628,804
Octane Receivables Trust Series 2023-1A Class A^†	5.87%	5/21/2029		925,979		931,108
Santander Consumer Auto Receivables Trust Series 2021-AA Class E^†	3.28%	3/15/2027		1,386,000		1,355,500
Santander Drive Auto Receivables Trust Series 2020-3 Class D	1.64%	11/16/2026		206,550		205,964
Santander Drive Auto Receivables Trust Series 2022-7 Class C	6.69%	3/17/2031		3,670,000		3,793,342

See Notes to Schedule of Investments.

113

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Automobiles (continued)
Santander Drive Auto Receivables Trust Series 2024-1 Class A3	5.25%		4/17/2028	$	1,755,000	$	1,769,237
Santander Drive Auto Receivables Trust Series 2024-2 Class D	6.28%		8/15/2031		1,655,000		1,728,376
SBNA Auto Receivables Trust Series 2024-A Class A3^†	5.32%		12/15/2028		1,980,000		2,000,781
Westlake Automobile Receivables Trust Series 2023-1A Class C^†	5.74%		8/15/2028		1,860,000		1,882,135
Total							44,109,328

Credit Card 2.86%
American Express Credit Account Master Trust Series 2024-2 Class A	5.24%		4/15/2031		1,050,000		1,104,379
Capital One Multi-Asset Execution Trust Series 2022-A1 Class A1	2.80%		3/15/2027		9,540,000		9,458,152
First National Master Note Trust Series 2024-1 Class A	5.34%		5/15/2030		2,530,000		2,599,926
Mercury Financial Credit Card Master Trust Series 2024-2A Class A^†	6.56%		7/20/2029		1,150,000		1,172,622
Synchrony Card Funding LLC Series 2022-A2 Class A	3.86%		7/15/2028		1,925,000		1,914,118
World Financial Network Credit Card Master Trust Series 2024-A Class A	5.47%		2/15/2031		1,860,000		1,915,147
Total							18,164,344

Other 7.46%
Affirm Asset Securitization Trust Series 2023-A Class 1A^†	6.61%		1/18/2028		1,000,000		1,004,291
Affirm Asset Securitization Trust Series 2023-B Class A^†	6.82%		9/15/2028		2,510,000		2,562,432
Affirm Asset Securitization Trust Series 2024-A Class 1A^†	5.61%		2/15/2029		1,130,000		1,145,408
Affirm Asset Securitization Trust Series 2024-A Class A^†	5.61%		2/15/2029		485,000		491,613
Arbor Realty Commercial Real Estate Notes Ltd. Series 2021-FL4 Class A^†	6.561% (1 mo. USD Term SOFR + 1.46%)	^#	11/15/2036		1,099,518		1,100,721
Avant Loans Funding Trust Series 2022-REV1 Class A^†	6.54%		9/15/2031		498,011		498,227
Avant Loans Funding Trust Series 2024-REV1 Class A^†	5.92%		10/15/2033		1,505,000		1,526,470
Bain Capital Credit CLO Ltd. Series 2023-4A Class C^†	8.182% (3 mo. USD Term SOFR + 2.90%)	^#	10/21/2036		710,000		718,142

114	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount

Fair
Value

Other (continued)

Bain Capital Credit CLO Ltd. Series 2023-4A Class D^†

10.282% (3 mo. USD
Term SOFR + 5.00%)

10/21/2036

1,330,000

1,366,704

Ballyrock CLO 22 Ltd. Series 2024-22A Class A1A^†

6.863% (3 mo. USD
Term SOFR + 1.54%)

4/15/2037

2,080,000

2,091,765

Ballyrock CLO 23 Ltd. Series 2023-23A Class A1^†

7.265% (3 mo. USD
Term SOFR + 1.98%)

4/25/2036

1,950,000

1,959,932

Ballyrock CLO 25 Ltd. Series 2023-25A Class A2^†

7.735% (3 mo. USD
Term SOFR + 2.45%)

1/25/2036

1,270,000

1,274,605

Barings CLO Ltd. Series 2019-3A Class A1R^†

6.614% (3 mo. USD
Term SOFR + 1.33%)

4/20/2031

983,724

984,895

BSPRT Issuer Ltd. Series 2022-FL8 Class A^†

6.842% (30 day USD
SOFR Average + 1.50%)

2/15/2037

407,679

407,297

Carlyle U.S. CLO Ltd. Series 2021-1A Class A1^†

6.703% (3 mo. USD
Term SOFR + 1.40%)

4/15/2034

2,860,000

2,862,713

Carlyle U.S. CLO Ltd. Series 2023-2A Class C^†

8.282% (3 mo. USD
Term SOFR + 3.00%)

7/20/2036

1,100,000

1,111,501

CIFC Funding Ltd. Series 2024-4A Class D1^†

2.95% (3 mo. USD
Term SOFR + 2.95%)

10/16/2037

700,000

Driven Brands Funding LLC Series 2020-1A Class A2^†

3.786%

7/20/2050

696,000

673,265

Dryden 107 CLO Ltd. Series 2023-107A Class C^†

8.118% (3 mo. USD
Term SOFR + 3.00%)

8/15/2035

820,000

830,393

Elmwood CLO 24 Ltd. Series 2023-3A Class B^†

7.636% (3 mo. USD
Term SOFR + 2.35%)

12/11/2033

1,210,000

1,213,740

Elmwood CLO XII Ltd. Series 2021-5A Class D1R^†(a)

1.00% (3 mo. USD
Term SOFR + 3.10%)

10/15/2037

1,210,000

GoldenTree Loan Management U.S. CLO 19 Ltd. Series 2014-19A Class C^†

7.632% (3 mo. USD
Term SOFR + 2.35%)

4/20/2037

940,000

948,767

GoldenTree Loan Management U.S. CLO Ltd. Series 2022-16A Class BR^†

7.782% (3 mo. USD
Term SOFR + 2.50%)

1/20/2034

1,430,000

1,435,504

See Notes to Schedule of Investments.

115

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Other (continued)
Invesco U.S. CLO Ltd. Series 2023-4A Class D^†	10.529% (3 mo. USD Term SOFR + 5.25%)	^#	1/18/2037	$	870,000	$	903,164
Kubota Credit Owner Trust Series 2024-2A Class A3^†	5.26%		11/15/2028		2,565,000		2,633,309
Lending Funding Trust Series 2020-2A Class A^†	2.32%		4/21/2031		1,840,000		1,765,189
Lendmark Funding Trust Series 2021-1A Class A^†	1.90%		11/20/2031		1,400,000		1,319,354
LoanCore Issuer Ltd. Series 2022-CRE7 Class A^†	6.892% (30 day USD SOFR Average + 1.55%)	^#	1/17/2037		1,115,028		1,115,725
Marlette Funding Trust Series 2020-2A Class D^†	4.65%		9/16/2030		154,323		154,268
MF1 LLC Series 2024-FL14 Class A^†	6.702% (1 mo. USD Term SOFR + 1.74%)	^#	3/19/2039		1,430,000		1,431,158
Mountain View CLO LLC Series 2017-1A Class AR^†	6.638% (3 mo. USD Term SOFR + 1.35%)	^#	10/16/2029		88,716		88,743
Neuberger Berman Loan Advisers CLO Ltd. Series 2024-57A Class D1^†(a)	7.89% (3 mo. USD Term SOFR + 2.90%)	^#	10/24/2038		620,000		620,000
OCP CLO Ltd. Series 2014-7A Class A1RR^†	6.664% (3 mo. USD Term SOFR + 1.38%)	^#	7/20/2029		315,953		316,164
Orchard Park CLO Ltd. Series 2024-1A Class D1^†(a)	1.00% (3 mo. USD Term SOFR + 2.95%)	^#	10/20/2037		760,000		760,000
Palmer Square CLO Ltd. Series 2023-1A Class D^†	10.582% (3 mo. USD Term SOFR + 5.30%)	^#	1/20/2036		750,000		758,649
PEAC Solutions Receivables LLC Series 2024-2A Class A2^†	4.74%		4/20/2027		1,205,000		1,207,472
RR Ltd. Series 2022-24A Class A2R^†	7.701% (3 mo. USD Term SOFR + 2.40%)	^#	1/15/2036		1,410,000		1,418,513
SEB Funding LLC Series 2021-1A Class A2^†	4.969%		1/30/2052		1,052,362		1,032,711
Signal Peak CLO 8 Ltd. Series 2020-8A Class A^†	6.814% (3 mo. USD Term SOFR + 1.53%)	^#	4/20/2033		2,004,915		2,006,812
Sunrun Demeter Issuer LLC Series 2021-2A Class A^†	2.27%		1/30/2057		685,338		595,175
Valley Stream Park CLO Ltd. Series 2022-1A Class BR^†	7.532% (3 mo. USD Term SOFR + 2.25%)	^#	10/20/2034		1,180,000		1,181,646
Total							47,426,437
Total Asset-Backed Securities (cost $108,895,544)							109,700,109

116	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
CORPORATE BONDS 43.70%

Aerospace/Defense 0.36%
Boeing Co.^†	6.528%		5/1/2034	$	943,000	$	1,012,445
Boeing Co.^†	6.858%		5/1/2054		568,000		623,855
Bombardier, Inc. (Canada)^†(b)	7.25%		7/1/2031		636,000		673,164
Total							2,309,464

Agriculture 0.79%
BAT Capital Corp.	5.834%		2/20/2031		601,000		637,770
Imperial Brands Finance PLC (United Kingdom)^†(b)	5.50%		2/1/2030		2,002,000		2,067,406
Philip Morris International, Inc.	5.625%		11/17/2029		1,250,000		1,327,818
Viterra Finance BV (Netherlands)^†(b)	4.90%		4/21/2027		1,000,000		1,009,321
Total							5,042,315

Airlines 0.25%
American Airlines, Inc.^†	7.25%		2/15/2028		934,000		956,898
VistaJet Malta Finance PLC/Vista Management Holding, Inc. (Malta)^†(b)	7.875%		5/1/2027		656,000		640,897
Total							1,597,795

Auto Manufacturers 1.50%
Ford Motor Co.	9.625%		4/22/2030		901,000		1,068,677
Ford Motor Credit Co. LLC	2.70%		8/10/2026		595,000		571,982
Ford Motor Credit Co. LLC	3.375%		11/13/2025		798,000		783,023
Ford Motor Credit Co. LLC	4.134%		8/4/2025		732,000		725,414
Ford Motor Credit Co. LLC	6.125%		3/8/2034		1,316,000		1,332,923
Ford Motor Credit Co. LLC	7.20%		6/10/2030		831,000		895,746
General Motors Financial Co., Inc.	5.60%		6/18/2031		1,291,000		1,326,262
Hyundai Capital America^†	1.80%		10/15/2025		1,025,000		996,190
Hyundai Capital America^†	5.40%		1/8/2031		422,000		436,465
Hyundai Capital America^†	5.80%		6/26/2025		611,000		615,568
JB Poindexter & Co., Inc.^†	8.75%		12/15/2031		742,000		785,417
Total							9,537,667

Banks 10.34%
ABN AMRO Bank NV (Netherlands)^†(b)	3.324% (5 yr. CMT + 1.90%)	^#	3/13/2037		800,000		700,435
AIB Group PLC (Ireland)^†(b)	6.608% (SOFR + 2.33%)	^#	9/13/2029		1,224,000		1,310,282
Akbank TAS (Turkey)^†(b)	7.498%		1/20/2030		575,000		594,127
Bank of America Corp.	2.087% (SOFR + 1.06%)	^#	6/14/2029		2,750,000		2,540,337

See Notes to Schedule of Investments.

117

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount

Fair
Value

Banks (continued)

Bank of America Corp.

3.97% (3 mo. USD
Term SOFR + 1.33%)

3/5/2029

3,996,000

3,949,581

BankUnited, Inc.

5.125%

6/11/2030

1,140,000

1,117,815

BNP Paribas SA (France)^†(b)

2.219%
(SOFR + 2.07%)

6/9/2026

1,914,000

1,877,608

BNP Paribas SA (France)^†(b)

4.375% (5 yr.
USD Swap + 1.48%)

3/1/2033

1,296,000

1,262,387

Citigroup, Inc.

3.887% (3 mo. USD
Term SOFR + 1.82%)

1/10/2028

2,186,000

2,164,411

Citigroup, Inc.

3.98% (3 mo. USD
Term SOFR + 1.60%)

3/20/2030

2,173,000

2,128,740

Citizens Financial Group, Inc.

5.718%
(SOFR + 1.91%)

7/23/2032

1,070,000

1,110,059

Danske Bank AS (Denmark)^†(b)

6.466% (1 yr.
CMT + 2.10%)

1/9/2026

1,570,000

1,575,329

Freedom Mortgage Corp.^†

12.25%

10/1/2030

556,000

623,198

Intesa Sanpaolo SpA (Italy)^†(b)

6.625%

6/20/2033

1,782,000

1,949,135

JPMorgan Chase & Co.

3.54% (3 mo. USD
Term SOFR + 1.64%)

5/1/2028

1,436,000

1,410,266

KeyCorp

6.401%
(SOFR + 2.42%)

3/6/2035

705,000

766,791

M&T Bank Corp.

5.053%
(SOFR + 1.85%)

1/27/2034

978,000

970,432

Macquarie Bank Ltd. (Australia)^†(b)

3.624%

6/3/2030

516,000

482,385

Macquarie Group Ltd. (Australia)^†(b)

2.691%
(SOFR + 1.44%)

6/23/2032

2,044,000

1,780,911

Macquarie Group Ltd. (Australia)^†(b)

4.654% (3 mo. USD
LIBOR + 1.73%)

3/27/2029

1,500,000

1,508,687

Mitsubishi UFJ Financial Group, Inc. (Japan)^(b)

5.541% (1 yr.
CMT + 1.50%)

4/17/2026

760,000

762,666

Morgan Stanley

2.239%
(SOFR + 1.18%)

7/21/2032

1,171,000

1,008,524

Morgan Stanley

4.431% (3 mo. USD
Term SOFR + 1.89%)

1/23/2030

3,004,000

3,011,259

Morgan Stanley

5.297%
(SOFR + 2.62%)

4/20/2037

907,000

914,144

Morgan Stanley

5.32%
(SOFR + 1.56%)

7/19/2035

713,000

740,678

NatWest Group PLC (United Kingdom)^(b)

4.964% (1 yr.
CMT + 1.22%)

8/15/2030

430,000

436,815

NatWest Group PLC (United Kingdom)^(b)

7.472% (1 yr.
CMT + 2.85%)

11/10/2026

1,205,000

1,240,938

118	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount

Fair
Value

Banks (continued)

NatWest Group PLC (United Kingdom)^(b)

8.125% (5 yr.
CMT + 3.75%)

–

^(c)

547,000

598,107

PNC Financial Services Group, Inc.

5.401%
(SOFR + 1.60%)

7/23/2035

873,000

910,713

PNC Financial Services Group, Inc.

5.676%
(SOFR + 1.90%)

1/22/2035

1,793,000

1,901,616

Toronto-Dominion Bank (Canada)^(b)

5.146% (5 yr.
CMT + 1.50%)

9/10/2034

737,000

745,879

Truist Financial Corp.

5.711%
(SOFR + 1.92%)

1/24/2035

1,332,000

1,403,752

U.S. Bancorp

4.839%
(SOFR + 1.60%)

2/1/2034

1,407,000

1,406,555

U.S. Bancorp

4.967%
(SOFR + 2.11%)

7/22/2033

1,470,000

1,467,586

U.S. Bancorp

5.678%
(SOFR + 1.86%)

1/23/2035

1,349,000

1,430,508

UBS Group AG (Switzerland)^†(b)

1.364% (1 yr.
CMT + 1.08%)

1/30/2027

1,127,000

1,079,056

UBS Group AG (Switzerland)^†(b)

1.494% (1 yr.
CMT + 0.85%)

8/10/2027

1,717,000

1,623,001

UBS Group AG (Switzerland)^†(b)

4.703% (1 yr.
CMT + 2.05%)

8/5/2027

869,000

871,501

UBS Group AG (Switzerland)^†(b)

4.988% (1 yr.
CMT + 2.40%)

8/5/2033

1,507,000

1,526,064

UBS Group AG (Switzerland)^†(b)

6.327% (1 yr.
CMT + 1.60%)

12/22/2027

662,000

689,148

UBS Group AG (Switzerland)^†(b)

6.373%
(SOFR + 3.34%)

7/15/2026

1,500,000

1,516,627

UBS Group AG (Switzerland)^†(b)

6.442%
(SOFR + 3.70%)

8/11/2028

2,000,000

2,104,413

Wells Fargo & Co.

2.188%
(SOFR + 2.00%)

4/30/2026

1,422,000

1,399,106

Wells Fargo & Co.

2.393%
(SOFR + 2.10%)

6/2/2028

3,925,000

3,732,797

Wells Fargo & Co.

2.406% (3 mo. USD
Term SOFR + 1.09%)

10/30/2025

1,573,000

1,568,742

Wells Fargo & Co.

3.584% (3 mo. USD
Term SOFR + 1.57%)

5/22/2028

1,873,000

1,836,963

Total

65,750,074

Beverages 0.11%

Coca-Cola Consolidated, Inc.

5.45%

6/1/2034

687,000

724,355

See Notes to Schedule of Investments.

119

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Building Materials 0.41%
EMRLD Borrower LP/Emerald Co-Issuer, Inc.^†	6.75%	7/15/2031	$	651,000	$	679,444
Sisecam U.K. PLC (United Kingdom)^†(b)	8.625%	5/2/2032		623,000		641,653
Smyrna Ready Mix Concrete LLC^†	6.00%	11/1/2028		631,000		633,925
Standard Industries, Inc.^†	4.375%	7/15/2030		719,000		681,060
Total						2,636,082

Chemicals 0.88%
Celanese U.S. Holdings LLC	6.05%	3/15/2025		2,042,000		2,047,210
International Flavors & Fragrances, Inc.^†	1.23%	10/1/2025		2,351,000		2,269,635
NOVA Chemicals Corp. (Canada)^†(b)	9.00%	2/15/2030		554,000		600,741
Rain Carbon, Inc.^†	12.25%	9/1/2029		645,000		697,469
Rain CII Carbon LLC/CII Carbon Corp.^†	7.25%	4/1/2025		14,000		13,863
Total						5,628,918

Coal 0.10%
SunCoke Energy, Inc.^†	4.875%	6/30/2029		709,000		643,574

Commercial Services 0.81%
Adani Ports & Special Economic Zone Ltd. (India)^(b)	4.00%	7/30/2027		670,000		641,860
Allied Universal Holdco LLC^†	7.875%	2/15/2031		633,000		647,146
Allied Universal Holdco LLC/Allied Universal Finance Corp.^†	6.00%	6/1/2029		749,000		670,077
Block, Inc.^†	6.50%	5/15/2032		761,000		793,394
Global Payments, Inc.	4.95%	8/15/2027		1,579,000		1,605,556
GXO Logistics, Inc.	6.50%	5/6/2034		727,000		773,781
Total						5,131,814

Computers 0.22%
Amentum Escrow Corp.^†	7.25%	8/1/2032		394,000		411,552
McAfee Corp.^†	7.375%	2/15/2030		1,005,000		981,219
Total						1,392,771

Cosmetics/Personal Care 0.60%
Perrigo Finance Unlimited Co. (Ireland)^(b)	6.125%	9/30/2032		381,000		384,198
Unilever Capital Corp.	4.625%	8/12/2034		3,363,000		3,413,082
Total						3,797,280

Distribution/Wholesale 0.16%
Mitsubishi Corp. (Japan)^†(b)	5.125%	7/17/2034		999,000		1,036,489

120	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Diversified Financial Services 2.77%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)^(b)	4.95%		9/10/2034	$	1,670,000	$	1,661,637
Air Lease Corp.	5.20%		7/15/2031		916,000		936,841
Aircastle Ltd.^†	2.85%		1/26/2028		1,114,000		1,042,532
Aviation Capital Group LLC^†	1.95%		1/30/2026		812,000		782,540
Aviation Capital Group LLC^†	5.50%		12/15/2024		1,928,000		1,926,474
Aviation Capital Group LLC^†	6.375%		7/15/2030		1,471,000		1,577,332
Avolon Holdings Funding Ltd. (Ireland)^†(b)	2.125%		2/21/2026		2,500,000		2,406,026
Avolon Holdings Funding Ltd. (Ireland)^†(b)	4.25%		4/15/2026		1,300,000		1,287,060
Avolon Holdings Funding Ltd. (Ireland)^†(b)	5.75%		11/15/2029		965,000		996,338
LPL Holdings, Inc.^†	4.00%		3/15/2029		1,291,000		1,236,355
Navient Corp.	4.875%		3/15/2028		1,308,000		1,265,570
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.^†	4.50%		3/15/2027		913,000		897,406
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.^†	4.875%		4/15/2045		677,000		592,414
Nuveen LLC^†	5.85%		4/15/2034		936,000		991,706
Total							17,600,231

Electric 4.33%
AES Corp.^†	3.95%		7/15/2030		1,138,000		1,088,139
Alfa Desarrollo SpA (Chile)^†(b)	4.55%		9/27/2051		984,997		778,874
Alpha Generation LLC^†	6.75%		10/15/2032		320,000		324,711
Appalachian Power Co.	5.65%		4/1/2034		1,003,000		1,055,238
Ausgrid Finance Pty. Ltd. (Australia)^†(b)	4.35%		8/1/2028		1,320,000		1,311,931
Centrais Eletricas Brasileiras SA (Brazil)^†(b)	6.50%		1/11/2035		980,000		984,655
Dominion Energy, Inc.	6.875% (5 yr. CMT + 2.39%)	^#	2/1/2055		448,000		475,922
Enel Finance International NV (Netherlands)^†(b)	5.125%		6/26/2029		914,000		936,557
Entergy Louisiana LLC	5.15%		9/15/2034		1,979,000		2,039,956
Entergy Louisiana LLC	5.70%		3/15/2054		960,000		1,023,213
Entergy Texas, Inc.	5.55%		9/15/2054		524,000		543,615
FIEMEX Energia – Banco Actinver SA Institucion de Banca Multiple (Mexico)^†(b)	7.25%		1/31/2041		574,000		599,514
FirstEnergy Transmission LLC^†	5.00%		1/15/2035		447,000		454,111
Indianapolis Power & Light Co.^†	5.65%		12/1/2032		1,762,000		1,862,512
IPALCO Enterprises, Inc.	5.75%		4/1/2034		870,000		912,401
Lightning Power LLC^†	7.25%		8/15/2032		613,000		645,119
Minejesa Capital BV (Netherlands)^†(b)	4.625%		8/10/2030		970,488		958,434

See Notes to Schedule of Investments.

121

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Electric (continued)
Narragansett Electric Co.^†	5.35%	5/1/2034	$	1,005,000	$	1,046,972
National Grid PLC (United Kingdom)^(b)	5.809%	6/12/2033		1,858,000		1,988,268
Niagara Energy SAC (Peru)^†(a)(b)	5.746%	10/3/2034		420,000		421,443
NRG Energy, Inc.^†	4.45%	6/15/2029		537,000		525,425
Oglethorpe Power Corp.^†	5.80%	6/1/2054		620,000		652,636
Oncor Electric Delivery Co. LLC	5.65%	11/15/2033		1,183,000		1,276,211
Public Service Electric & Gas Co.	4.85%	8/1/2034		2,181,000		2,230,599
Union Electric Co.^(a)	5.125%	3/15/2055		606,000		605,279
Virginia Electric & Power Co.	5.05%	8/15/2034		1,793,000		1,841,362
Vistra Operations Co. LLC^†	7.75%	10/15/2031		591,000		636,724
Wisconsin Electric Power Co.	5.05%	10/1/2054		291,000		289,374
Total						27,509,195

Electronics 0.10%
EquipmentShare.com, Inc.^†	9.00%	5/15/2028		617,000		645,088

Energy-Alternate Sources 0.13%
Greenko Dutch BV (Netherlands)^†(b)	3.85%	3/29/2026		844,480		816,507

Engineering & Construction 0.30%
Aeropuertos Dominicanos Siglo XXI SA (Dominican Republic)^†(b)	7.00%	6/30/2034		381,000		399,337
IRB Infrastructure Developers Ltd. (India)^†(b)	7.11%	3/11/2032		776,000		808,398
Weekley Homes LLC/Weekley Finance Corp.^†	4.875%	9/15/2028		690,000		672,455
Total						1,880,190

Entertainment 0.27%
Jacobs Entertainment, Inc.^†	6.75%	2/15/2029		609,000		592,755
Warnermedia Holdings, Inc.	3.788%	3/15/2025		1,114,000		1,107,056
Total						1,699,811

Forest Products & Paper 0.07%
LD Celulose International GmbH (Austria)^†(a)(b)	7.95%	1/26/2032		456,000		468,255

Gas 0.42%
CenterPoint Energy Resources Corp.	4.40%	7/1/2032		1,443,000		1,421,549
National Fuel Gas Co.	5.50%	1/15/2026		1,250,000		1,261,782
Total						2,683,331

Hand/Machine Tools 0.21%
Regal Rexnord Corp.	6.05%	2/15/2026		1,336,000		1,357,179

122	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Health Care-Products 0.40%
Solventum Corp.^†	5.45%	3/13/2031	$	1,284,000	$	1,324,168
Solventum Corp.^†	5.60%	3/23/2034		1,160,000		1,201,725
Total						2,525,893

Health Care-Services 1.42%
Centene Corp.	2.45%	7/15/2028		2,405,000		2,216,880
Centene Corp.	3.375%	2/15/2030		1,578,000		1,455,345
CHS/Community Health Systems, Inc.^†	5.25%	5/15/2030		1,507,000		1,388,136
DaVita, Inc.^†	4.625%	6/1/2030		723,000		689,767
DaVita, Inc.^†	6.875%	9/1/2032		618,000		638,953
HCA, Inc.	5.45%	9/15/2034		428,000		440,551
LifePoint Health, Inc.^†	9.875%	8/15/2030		911,000		1,004,154
UnitedHealth Group, Inc.	5.625%	7/15/2054		799,000		857,803
Universal Health Services, Inc.	5.05%	10/15/2034		360,000		353,523
Total						9,045,112

Holding Companies-Diversified 0.11%
Stena International SA (Luxembourg)^†(b)	7.25%	1/15/2031		642,000		675,241

Insurance 1.75%
Assurant, Inc.	2.65%	1/15/2032		595,000		513,336
Athene Global Funding^†	5.62%	5/8/2026		2,192,000		2,227,327
Brighthouse Financial Global Funding^†	5.65%	6/10/2029		1,292,000		1,335,383
CNO Global Funding^†	5.875%	6/4/2027		1,145,000		1,179,788
GA Global Funding Trust^†	3.85%	4/11/2025		1,689,000		1,678,990
Howden U.K. Refinance PLC/Howden U.K. Refinance 2 PLC/Howden U.S. Refinance LLC (United Kingdom)^†(b)	7.25%	2/15/2031		708,000		735,286
Jackson National Life Global Funding^†(a)	4.60%	10/1/2029		1,025,000		1,022,696
New York Life Global Funding^†	4.55%	1/28/2033		1,027,000		1,031,731
Principal Life Global Funding II^†	5.10%	1/25/2029		1,369,000		1,411,429
Total						11,135,966

Internet 0.37%
Meituan (China)^†(a)(b)	4.625%	10/2/2029		926,000		921,512
Prosus NV (Netherlands)^†(b)	3.257%	1/19/2027		1,460,000		1,408,888
Total						2,330,400

Iron-Steel 0.22%
ATI, Inc.	7.25%	8/15/2030		626,000		667,208
Vale Overseas Ltd. (Brazil)^(b)	6.40%	6/28/2054		670,000		706,466
Total						1,373,674

See Notes to Schedule of Investments.

123

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Leisure Time 0.32%
Carnival Corp.^†	6.00%	5/1/2029	$	618,000	$	626,544
Royal Caribbean Cruises Ltd.^†	6.00%	2/1/2033		752,000		771,408
Royal Caribbean Cruises Ltd.^†	6.25%	3/15/2032		639,000		663,259
Total						2,061,211

Lodging 0.34%
Hilton Domestic Operating Co., Inc.^†	5.875%	3/15/2033		890,000		907,423
MGM China Holdings Ltd. (Macau)^(b)	4.75%	2/1/2027		650,000		632,334
Wynn Macau Ltd. (Macau)^†(b)	5.625%	8/26/2028		670,000		651,007
Total						2,190,764

Machinery-Diversified 0.37%
nVent Finance SARL (Luxembourg)^(b)	4.55%	4/15/2028		2,361,000		2,364,950

Media 0.95%
CCO Holdings LLC/CCO Holdings Capital Corp.^†	4.75%	3/1/2030		700,000		644,411
CSC Holdings LLC^†	11.75%	1/31/2029		618,000		597,739
Directv Financing LLC/Directv Financing Co-Obligor, Inc.^†	5.875%	8/15/2027		673,000		661,248
Discovery Communications LLC	3.95%	3/20/2028		786,000		748,799
FactSet Research Systems, Inc.	3.45%	3/1/2032		1,750,000		1,597,708
Globo Comunicacao e Participacoes SA (Brazil)^†(b)	4.875%	1/22/2030		550,000		520,378
Gray Television, Inc.^†	7.00%	5/15/2027		680,000		668,918
Univision Communications, Inc.^†	8.50%	7/31/2031		609,000		610,945
Total						6,050,146

Mining 1.36%
Anglo American Capital PLC (United Kingdom)^†(b)	3.875%	3/16/2029		1,083,000		1,051,902
Antofagasta PLC (Chile)^†(b)	6.25%	5/2/2034		1,175,000		1,251,099
FMG Resources August 2006 Pty. Ltd. (Australia)^†(b)	4.375%	4/1/2031		1,086,000		1,015,811
Freeport Indonesia PT (Indonesia)^(b)	6.20%	4/14/2052		690,000		734,869
Glencore Funding LLC^†	5.371%	4/4/2029		1,115,000		1,153,198
Glencore Funding LLC^†	5.634%	4/4/2034		1,449,000		1,513,111
Glencore Funding LLC^†	6.375%	10/6/2030		570,000		619,999
Hecla Mining Co.	7.25%	2/15/2028		625,000		637,982
WE Soda Investments Holding PLC (United Kingdom)^†(b)	9.50%	10/6/2028		617,000		643,278
Total						8,621,249

Miscellaneous Manufacturing 0.10%
LSB Industries, Inc.^†	6.25%	10/15/2028		646,000		631,346

124	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Oil & Gas 4.38%
Aethon United BR LP/Aethon
United Finance Corp.^†(a)	7.50%	10/1/2029	$	796,000	$	807,112
Antero Resources Corp.^†	7.625%	2/1/2029		1,160,000		1,199,261
Apache Corp.	4.25%	1/15/2030		709,000		682,927
Baytex Energy Corp. (Canada)^†(b)	8.50%	4/30/2030		874,000		906,592
California Resources Corp.^†	8.25%	6/15/2029		642,000		654,736
CITGO Petroleum Corp.^†	8.375%	1/15/2029		618,000		643,555
Civitas Resources, Inc.^†	8.375%	7/1/2028		597,000		621,309
CNX Resources Corp.^†	6.00%	1/15/2029		645,000		649,006
Comstock Resources, Inc.^†	6.75%	3/1/2029		603,000		589,198
Continental Resources, Inc.^†	5.75%	1/15/2031		3,750,000		3,838,124
Cosan Luxembourg SA (Luxembourg)^†(b)	7.25%	6/27/2031		545,000		572,625
Coterra Energy, Inc.	5.60%	3/15/2034		588,000		608,676
Crescent Energy Finance LLC^†	7.375%	1/15/2033		646,000		636,344
Devon Energy Corp.	5.20%	9/15/2034		1,061,000		1,056,946
Diamond Foreign Asset Co./Diamond Finance LLC (Cayman Islands)^†(b)	8.50%	10/1/2030		578,000		604,414
Ecopetrol SA (Colombia)^(b)	8.375%	1/19/2036		879,000		899,327
Encino Acquisition Partners Holdings LLC^†	8.75%	5/1/2031		622,000		654,677
EQT Corp.	5.75%	2/1/2034		983,000		1,010,905
EQT Corp.	7.00%	2/1/2030		2,389,000		2,610,009
Medco Maple Tree Pte. Ltd. (Singapore)^†(b)	8.96%	4/27/2029		600,000		634,873
Occidental Petroleum Corp.	6.625%	9/1/2030		2,000,000		2,158,952
Ovintiv, Inc.	6.50%	2/1/2038		1,010,000		1,082,926
Permian Resources Operating LLC^†	6.25%	2/1/2033		376,000		382,343
SM Energy Co.^†	6.75%	8/1/2029		1,246,000		1,252,135
TGNR Intermediate Holdings LLC^†	5.50%	10/15/2029		1,297,000		1,233,205
Valaris Ltd.^†	8.375%	4/30/2030		896,000		923,668
Vital Energy, Inc.^†	7.875%	4/15/2032		950,000		920,978
Total						27,834,823

Packaging & Containers 0.25%
LABL, Inc.^†	9.50%	11/1/2028		900,000		931,076
Mauser Packaging Solutions Holding Co.^†	9.25%	4/15/2027		632,000		648,627
Total						1,579,703

Pharmaceuticals 0.98%
Bayer Corp.^†	6.65%	2/15/2028		670,000		706,133
Bayer U.S. Finance LLC^†	6.375%	11/21/2030		1,065,000		1,140,521
CVS Health Corp.	3.25%	8/15/2029		3,378,000		3,192,108

See Notes to Schedule of Investments.

125

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Pharmaceuticals (continued)
Organon & Co./Organon Foreign Debt Co-Issuer BV^†	5.125%		4/30/2031	$	724,000	$	682,574
Teva Pharmaceutical Finance Netherlands III BV (Netherlands)^(b)	3.15%		10/1/2026		515,000		495,408
Total							6,216,744

Pipelines 1.39%
Cheniere Energy Partners LP	3.25%		1/31/2032		692,000		619,358
Columbia Pipeline Group, Inc.	4.50%		6/1/2025		845,000		842,845
Eastern Gas Transmission & Storage, Inc.	3.00%		11/15/2029		846,000		792,938
Enbridge, Inc. (Canada)^(b)	8.50% (5 yr. CMT + 4.43%)	^#	1/15/2084		1,449,000		1,624,326
EQM Midstream Partners LP^†	7.50%		6/1/2030		580,000		637,397
Galaxy Pipeline Assets Bidco Ltd. (United Arab Emirates)^†(b)	3.25%		9/30/2040		857,000		695,922
Genesis Energy LP/Genesis Energy Finance Corp.	8.25%		1/15/2029		587,000		608,390
NGL Energy Operating LLC/NGL Energy Finance Corp.^†	8.375%		2/15/2032		599,000		617,752
NGPL PipeCo LLC^†	3.25%		7/15/2031		750,000		667,468
Sabine Pass Liquefaction LLC	5.625%		3/1/2025		492,000		492,480
Venture Global LNG, Inc.^†	8.375%		6/1/2031		1,159,000		1,224,606
Total							8,823,482

REITS 1.43%
American Tower Corp.	2.95%		1/15/2025		497,000		493,713
American Tower Corp.	3.80%		8/15/2029		2,150,000		2,092,484
Crown Castle, Inc.	3.30%		7/1/2030		2,250,000		2,104,945
EPR Properties	4.50%		6/1/2027		522,000		514,524
EPR Properties	4.95%		4/15/2028		511,000		506,645
Iron Mountain Information Management Services, Inc.^†	5.00%		7/15/2032		697,000		672,410
VICI Properties LP	6.125%		4/1/2054		479,000		502,482
VICI Properties LP/VICI Note Co., Inc.^†	4.25%		12/1/2026		1,330,000		1,318,049
VICI Properties LP/VICI Note Co., Inc.^†	4.625%		12/1/2029		910,000		893,475
Total							9,098,727

Retail 0.26%
Home Depot, Inc.	5.30%		6/25/2054		570,000		599,502
Macy’s Retail Holdings LLC^†	5.875%		4/1/2029		258,000		254,959
PetSmart, Inc./PetSmart Finance Corp.^†	7.75%		2/15/2029		596,000		588,932
Walgreens Boots Alliance, Inc.	8.125%		8/15/2029		191,000		190,827
Total							1,634,220


126	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Semiconductors 0.63%
Broadcom, Inc.^†	4.15%		4/15/2032	$	983,000	$	954,006
Broadcom, Inc.	5.15%		11/15/2031		1,344,000		1,395,321
Micron Technology, Inc.	5.30%		1/15/2031		726,000		754,603
SK Hynix, Inc. (South Korea)^†(b)	5.50%		1/16/2029		872,000		900,651
Total							4,004,581

Software 0.78%
Atlassian Corp. (Australia)^(b)	5.50%		5/15/2034		835,000		874,208
Cadence Design Systems, Inc.	4.70%		9/10/2034		876,000		881,803
Cloud Software Group, Inc.^†	6.50%		3/31/2029		679,000		676,156
Cloud Software Group, Inc.^†	9.00%		9/30/2029		650,000		662,006
Elastic NV^†	4.125%		7/15/2029		695,000		650,017
Workday, Inc.	3.80%		4/1/2032		1,290,000		1,225,065
Total							4,969,255

Telecommunications 0.54%
Altice France SA (France)^†(b)	8.125%		2/1/2027		676,000		553,342
Sprint Capital Corp.	6.875%		11/15/2028		520,000		568,153
T-Mobile USA, Inc.	3.875%		4/15/2030		1,750,000		1,702,280
Zayo Group Holdings, Inc.^†	4.00%		3/1/2027		713,000		638,394
Total							3,462,169

Transportation 0.22%
Rand Parent LLC^†	8.50%		2/15/2030		935,000		954,484
Watco Cos. LLC/Watco Finance Corp.^†	7.125%		8/1/2032		432,000		450,633
Total							1,405,117
Total Corporate Bonds (cost $273,492,101)							277,923,158

FLOATING RATE LOANS^(d)0.69%

Diversified Financial Services 0.13%
Nuvei Technologies Corp. USD Term Loan (Canada)^(b)	7.955% (1 mo. USD Term SOFR + 3.00%)		12/19/2030		834,723		836,960

Engineering & Construction 0.14%
AECOM 2024 Term Loan B	6.72% (1 mo. USD Term SOFR + 1.88%)		4/18/2031		862,837		870,659

Insurance 0.08%
Asurion LLC 2020 Term Loan B8	8.21% (1 mo. USD Term SOFR + 3.25%)	^(e)	12/23/2026		536,399		536,576


	See Notes to Schedule of Investments.	127

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Lodging 0.20%
Hilton Domestic Operating Co., Inc. 2023 Term Loan B4	6.605% (1 mo. USD Term SOFR + 1.75%)		11/8/2030	$	1,264,229	$	1,265,386

Media 0.14%
Charter Communications Operating LLC 2019 Term Loan B2	7.082% (3 mo. USD Term SOFR + 1.75%)		2/1/2027		883,721		883,628
Total Floating Rate Loans (cost $4,396,046)							4,393,209

FOREIGN GOVERNMENT OBLIGATIONS^(b)2.70%

Angola 0.11%
Angola Government International Bonds^†	8.25%		5/9/2028		775,000		737,377

Canada 0.93%
Ontario Teachers’ Finance Trust^†	4.625%		4/10/2029		5,761,000		5,934,454

Colombia 0.16%
Colombia Government International Bonds	7.50%		2/2/2034		955,000		993,233

Japan 1.20%
Japan Finance Organization for Municipalities^†	5.00%		4/23/2029		7,326,000		7,647,278

Mexico 0.13%
Mexico Government International Bonds	4.875%		5/19/2033		843,000		809,488

Peru 0.08%
Peru Government International Bonds	5.375%		2/8/2035		478,000		490,792

Senegal 0.09%
Senegal Government International Bonds^†	6.25%		5/23/2033		640,000		552,624
Total Foreign Government Obligations (cost $16,640,886)							17,165,246

GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.32%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series 145 Class A2	2.58%		5/25/2032		1,648,000		1,485,114
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series G07 Class A2	3.123%	^#(f)	8/25/2032		2,510,000		2,345,356
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series K143 Class A2	2.35%		3/25/2032		2,080,000		1,848,884


128	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS (continued)
Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2022-HQA3 Class A1^†	7.13% (30 day USD SOFR Average + 1.85%)	^#	11/25/2043	$	1,432,457	$	1,449,085
Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2024-HQA1 Class A1^†	6.53% (30 day USD SOFR Average + 1.25%)	^#	3/25/2044		1,238,984		1,239,798
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $8,153,227)							8,368,237

GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 25.70%
Fannie Mae or Freddie Mac^(g)	2.50%		TBA		1,710,000		1,477,949
Fannie Mae or Freddie Mac^(g)	3.50%		TBA		3,606,000		3,361,030
Federal Home Loan Mortgage Corp.	2.00%		9/1/2050		1,819,023		1,517,683
Federal Home Loan Mortgage Corp.	3.00%		5/1/2050		1,934,557		1,768,463
Federal Home Loan Mortgage Corp.	3.50%		2/1/2046		928,018		889,757
Federal Home Loan Mortgage Corp.	5.00%		7/1/2052 – 8/1/2052		5,075,212		5,136,531
Federal Home Loan Mortgage Corp.	6.00%		7/1/2039 – 9/1/2039		5,007,523		5,222,701
Federal National Mortgage Association	2.00%		9/1/2035 – 2/1/2036		3,268,845		3,013,726
Federal National Mortgage Association	2.50%		8/1/2035 – 5/1/2052		29,796,074		26,463,919
Federal National Mortgage Association	3.00%		12/1/2048		3,194,584		2,922,714
Federal National Mortgage Association	3.50%		7/1/2045 – 4/1/2052		3,461,890		3,270,418
Federal National Mortgage Association	4.00%		5/1/2052 – 6/1/2052		3,992,884		3,884,002
Federal National Mortgage Association	5.00%		7/1/2052 – 8/1/2052		3,532,020		3,578,083
Federal National Mortgage Association	6.00%		2/1/2039		392,815		409,952
Federal National Mortgage Association	6.756% (1 yr. USD RFUCCT + 1.80%)	^#	3/1/2042		54,436		56,591
Government National Mortgage Association^(g)	2.00%		TBA		1,644,000		1,394,187
Government National Mortgage Association^(g)	2.50%		TBA		4,269,000		3,765,544
Government National Mortgage Association^(g)	3.00%		TBA		8,750,000		7,984,875
Government National Mortgage Association^(g)	3.50%		TBA		8,159,000		7,668,538
Government National Mortgage Association^(g)	4.00%		TBA		3,922,000		3,793,349
Government National Mortgage Association^(g)	4.50%		TBA		4,098,000		4,046,214
Government National Mortgage Association^(g)	5.00%		TBA		3,218,000		3,222,811


	See Notes to Schedule of Investments.	129

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)
Government National Mortgage Association^(g)	5.50%		TBA	$	9,181,000	$	9,270,567
Government National Mortgage Association^(g)	6.00%		TBA		10,076,000		10,243,022
Government National Mortgage Association^(g)	6.50%		TBA		3,088,000		3,158,321
Uniform Mortgage-Backed Security^(g)	2.00%		TBA		6,171,000		5,110,594
Uniform Mortgage-Backed Security^(g)	4.00%		TBA		3,360,000		3,229,235
Uniform Mortgage-Backed Security^(g)	4.50%		TBA		2,367,000		2,327,195
Uniform Mortgage-Backed Security^(g)	5.00%		TBA		933,000		932,574
Uniform Mortgage-Backed Security^(g)	5.50%		TBA		21,805,000		22,176,103
Uniform Mortgage-Backed Security^(g)	6.00%		TBA		1,978,000		2,029,415
Uniform Mortgage-Backed Security^(g)	6.50%		TBA		5,353,000		5,516,907
Uniform Mortgage-Backed Security^(g)	7.00%		TBA		4,421,000		4,593,244
Total Government Sponsored Enterprises Pass-Throughs (cost $164,864,162)							163,436,214

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 7.68%
ARZ Trust Series 2024-BILT Class A^†	5.772%		6/11/2029		500,000		519,950
BANK5 Series 2023-5YR2 Class A3	6.656%	^#(f)	7/15/2056		760,000		812,458
Bayview Opportunity Master Fund VI Trust Series 2021-6 Class A2^†	2.50%	^#(f)	10/25/2051		1,294,640		1,091,263
BBCMS Mortgage Trust Series 2019-BWAY Class B^†	6.522% (1 mo. USD Term SOFR + 1.42%)	^#	11/15/2034		288,000		47,716
BBCMS Mortgage Trust Series 2023-C21 Class A5	6.00%	^#(f)	9/15/2056		1,200,000		1,318,659
Benchmark Mortgage Trust Series 2024-V7 Class A3	6.228%	^#(f)	5/15/2056		1,450,000		1,548,463
BMO Mortgage Trust Series 2023-C5 Class A4	5.494%		6/15/2056		880,000		931,471
BRAVO Residential Funding Trust Series 2021-NQM2 Class A1^†	0.97%	^#(f)	3/25/2060		24,220		23,287
BX Commercial Mortgage Trust Series 2021-XL2 Class A^†	5.90% (1 mo. USD Term SOFR + 0.80%)	^#	10/15/2038		345,441		342,836
BX Commercial Mortgage Trust Series 2024-XL4 Class A^†	6.539% (1 mo. USD Term SOFR + 1.44%)	^#	2/15/2039		1,526,055		1,528,218
BX Commercial Mortgage Trust Series 2024-XL5 Class A^†	6.488% (1 mo. USD Term SOFR + 1.39%)	^#	3/15/2041		758,145		759,244
BX Trust Series 2024-VLT4 Class A^†	6.588% (1 mo. USD Term SOFR + 1.49%)	^#	7/15/2029		1,240,000		1,241,939
Chase Home Lending Mortgage Trust Series 2024-RPL2 Class A1A^†	3.25%	^#(f)	8/25/2064		1,087,633		991,109


130	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments

Interest
Rate

Maturity
Date

Principal
Amount

Fair
Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

Chase Home Lending Mortgage Trust Series 2024-RPL4 Class A1A^†

3.375%

^#(f)

12/25/2064

870,000

806,914

^(h)

CIM Trust Series 2021-J3 Class A1^†

2.50%

^#(f)

6/25/2051

1,959,040

1,647,869

COMM Mortgage Trust Series 2015-LC21 Class AM

4.043%

^#(f)

7/10/2048

1,228,000

1,210,551

CONE Trust Series 2024-DFW1 Class A^†

6.738% (1 mo. USD
Term SOFR + 1.64%)

8/15/2041

500,000

500,884

EQUS Mortgage Trust Series 2021-EQAZ Class A^†

5.966% (1 mo. USD
Term SOFR + 0.87%)

10/15/2038

330,993

328,531

Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2022-DNA1 Class M2^†

7.78% (30 day USD
SOFR Average + 2.50%)

1/25/2042

1,470,000

1,504,098

Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2022-DNA4 Class M1B^†

8.63% (30 day USD
SOFR Average + 3.35%)

5/25/2042

680,000

713,582

Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2022-HQA2 Class M1A^†

7.93% (30 day USD
SOFR Average + 2.65%)

7/25/2042

711,599

730,899

Federal Home Loan Mortgage Corp. STACR REMICS Trust Series 2024-DNA2 Class M1^†

6.48% (30 day USD
SOFR Average + 1.20%)

5/25/2044

692,872

693,310

Federal National Mortgage Association Connecticut Avenue Securities Series 2023-R03 Class 2M2^†

9.18% (30 day USD
SOFR Average + 3.90%)

4/25/2043

900,000

964,975

Federal National Mortgage Association Connecticut Avenue Securities Series 2023-R04 Class 1M1^†

7.563% (30 day USD
SOFR Average + 2.30%)

5/25/2043

809,684

829,965

Federal National Mortgage Association Connecticut Avenue Securities Series 2023-R04 Class 1M2^†

8.813% (30 day USD
SOFR Average + 3.55%)

5/25/2043

850,000

909,728

Federal National Mortgage Association Connecticut Avenue Securities Series 2023-R07 Class 2M1^†

7.213% (30 day USD
SOFR Average + 1.95%)

9/25/2043

341,398

343,908

Federal National Mortgage Association Connecticut Avenue Securities Series 2024-R03 Class 2M2^†

7.213% (30 day USD
SOFR Average + 1.95%)

3/25/2044

1,150,000

1,160,627


	See Notes to Schedule of Investments.	131

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
Federal National Mortgage Association Connecticut Avenue Securities Series 2024-R04 Class 1M2^†	6.93% (30 day USD SOFR Average + 1.65%)	^#	5/25/2044	$	510,000	$	512,908
Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2023-R02 Class 1M1^†	7.58% (30 day USD SOFR Average + 2.30%)	^#	1/25/2043		960,326		980,314
Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2023-R03 Class 2M1^†	7.78% (30 day USD SOFR Average + 2.50%)	^#	4/25/2043		1,071,038		1,090,985
Flagstar Mortgage Trust Series 2021-3INV Class A2^†	2.50%	^#(f)	6/25/2051		1,374,461		1,161,118
Flagstar Mortgage Trust Series 2021-7 Class A1^†	2.50%	^#(f)	8/25/2051		1,252,537		1,058,119
GS Mortgage Securities Corp. Trust Series 2021-ROSS Class G^†	10.012% (1 mo. USD Term SOFR + 4.91%)	^#	5/15/2026		1,230,000		416,103
GS Mortgage-Backed Securities Trust Series 2021-PJ2 Class A2^†	2.50%	^#(f)	7/25/2051		1,911,103		1,614,463
GS Mortgage-Backed Securities Trust Series 2021-PJ8 Class A2^†	2.50%	^#(f)	1/25/2052		1,606,334		1,356,038
GS Mortgage-Backed Securities Trust Series 2022-PJ6 Class A4^†	3.00%	^#(f)	1/25/2053		2,474,223		2,166,724
JP Morgan Mortgage Trust Series 2021-13 Class A3^†	2.50%	^#(f)	4/25/2052		1,095,796		926,336
JP Morgan Mortgage Trust Series 2021-15 Class A2^†	3.00%	^#(f)	6/25/2052		2,429,972		2,135,614
JP Morgan Mortgage Trust Series 2021-INV8 Class A2^†	3.00%	^#(f)	5/25/2052		1,033,300		906,866
JP Morgan Mortgage Trust Series 2022-4 Class A3^†	3.00%	^#(f)	10/25/2052		854,304		749,239
KIND Commercial Mortgage Trust Series 2024-1 Class A^†	6.987% (1 mo. USD Term SOFR + 1.89%)	^#	8/15/2041		690,000		692,450
Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 Class XA⁽ⁱ⁾	0.675%	^#(f)	7/15/2050		13,570,405		22,246
New Residential Mortgage Loan Trust Series 2020-NQM1 Class A1^†	2.464%	^#(f)	1/26/2060		621		583
New Residential Mortgage Loan Trust Series 2020-RPL1 Class B3^†	3.864%	^#(f)	11/25/2059		900,000		693,907
PFP Ltd. Series 2023-10 Class A^†	7.448% (1 mo. USD Term SOFR + 2.36%)	^#	9/16/2038		1,449,838		1,456,638


132	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
Rate Mortgage Trust Series 2024-J1 Class A1^†	6.00%	^#(f)	7/25/2054	$	1,929,172	$	1,945,993
RCKT Mortgage Trust Series 2024-INV1 Class A1^†	6.50%	^#(f)	6/25/2054		629,910		637,495
Ready Capital Mortgage Financing LLC Series 2022-FL8 Class A^†	6.913% (30 day USD SOFR Average + 1.65%)	^#	1/25/2037		1,530,876		1,528,291
Residential Mortgage Loan Trust Series 2020-1 Class A1^†	2.376%	^#(f)	1/26/2060		17,175		16,822
Sequoia Mortgage Trust Series 2024-7 Class A2^†	6.00%	^#(f)	8/25/2054		578,723		583,045
Starwood Mortgage Residential Trust Series 2020-1 Class A1^†	2.275%	^#(f)	2/25/2050		13,894		13,316
Towd Point Mortgage Trust Series 20219-HY1 Class M2^†	6.969% (1 mo. USD Term SOFR + 2.11%)	^#	10/25/2048		670,000		696,610
Vista Point Securitization Trust Series 2020-2 Class A1^†	1.475%	^#(f)	4/25/2065		195,047		182,380
Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A12^†	6.788% (1 mo. USD Term SOFR + 1.69%)	^#	8/15/2041		1,080,000		1,081,546
Wells Fargo Mortgage Backed Securities Trust Series 2021-INV2 Class A2^†	2.50%	^#(f)	9/25/2051		885,132		747,190
Total Non-Agency Commercial Mortgage-Backed Securities (cost $49,212,673)							48,875,793

U.S. TREASURY OBLIGATIONS 14.18%
U.S. Treasury Bonds	2.375%		2/15/2042		8,653,000		6,742,580
U.S. Treasury Bonds	3.875%		2/15/2043		10,532,000		10,163,380
U.S. Treasury Bonds	4.25%		2/15/2054		14,325,000		14,602,547
U.S. Treasury Bonds	4.375%		8/15/2043		3,559,100		3,660,798
U.S. Treasury Bonds	4.50%		2/15/2044		8,092,000		8,446,025
U.S. Treasury Bonds	4.625%		5/15/2044		10,802,000		11,451,808
U.S. Treasury Bonds	4.625%		5/15/2054		5,516,000		5,984,429
U.S. Treasury Notes	4.625%		6/30/2026		13,787,000		14,000,537
U.S. Treasury Notes	4.875%		4/30/2026		14,904,000		15,160,745
Total U.S. Treasury Obligations (cost $88,725,321)							90,212,849
Total Long-Term Investments (cost $714,379,960)							720,074,815

SHORT-TERM INVESTMENTS 3.15%

U.S. TREASURY OBLIGATIONS 1.00%
U.S. Treasury Bills (Cost $6,393,563)	4.74%		11/19/2024		6,434,000		6,393,329


	See Notes to Schedule of Investments.	133

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

Investments	Principal Amount		Fair Value
Repurchase Agreements 2.15%
Repurchase Agreement dated 9/30/2024, 4.880% due 10/1/2024 with Barclays Bank PLC collateralized by $955,700 of U.S. Treasury Bond at 4.250% due 8/15/2054; value: $983,673; proceeds: $964,131 (cost $964,000)	$	964,000	$	964,000
Repurchase Agreement dated 9/30/2024, 4.880% due 10/1/2024 with Barclays Bank PLC collateralized by $4,884,800 of U.S. Treasury Bond at 4.000% due 2/15/2034; value: $4,996,939; proceeds: $4,897,664 (cost $4,897,000)		4,897,000		4,897,000
Repurchase Agreement dated 9/30/2024, 2.400% due 10/1/2024 with Fixed Income Clearing Corp. collateralized by $4,578,900 of U.S. Treasury Note at 4.875% due 5/31/2026; value: $4,743,864; proceeds: $4,651,055 (cost $4,650,744)		4,650,744		4,650,744
Repurchase Agreement dated 9/30/2024, 4.850% due 10/1/2024 with TD Securities collateralized by $3,321,700 of U.S. Treasury Note at 1.500% due 8/15/2026; value: $3,203,061; proceeds: $3,139,423 (cost $3,139,000)		3,139,000		3,139,000
Total Repurchase Agreements (cost $13,650,744)				13,650,744
Total Short-Term Investments (cost $20,044,307)				20,044,073
Total Investments in Securities 116.37% (cost $734,424,267)				740,118,888
Other Assets and Liabilities – Net^(j)(16.37)%				(104,097,154	)
Net Assets 100.00%			$	636,021,734


CMT		Constant Maturity Rate.
LIBOR		London Interbank Offered Rate.
REITS		Real Estate Investment Trusts.
REMICS		Real Estate Mortgage Investment Conduits.
RFUCCT		Refinitiv USD IBOR Consumer Cash Fallbacks Term.
SOFR		Secured Overnight Financing Rate.
STACR		Structured Agency Credit Risk.


^†		Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. At September 30, 2024, the total value of Rule 144A securities was $279,644,147, which represents 43.97% of net assets.
^#		Variable rate security. The interest rate represents the rate in effect at September 30, 2024.
^(a)		Securities purchased on a when-issued basis.
^(b)		Foreign security traded in U.S. dollars.
^(c)		Security is perpetual in nature and has no stated maturity.
^(d)		Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the SOFR or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at September 30, 2024.


134	See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2024

^(e)		Interest Rate to be determined.
^(f)		Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool.
^(g)		To-be-announced (“TBA”). Security purchased on a forward commitment basis with an approximate principal and maturity date. Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned.
^(h)		Level 3 Investment as described in Note 2(b) in the Notes to Schedule of Investments. Security valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.
⁽ⁱ⁾		Interest-only security. The principal amount shown is a notional amount representing the outstanding principal of the underlying debt obligation(s). Holders of interest only securities do not receive principal payments on the underlying debt obligation(s).
^(j)		Other Assets and Liabilities – Net include net unrealized appreciation/depreciation on futures contracts as follows:

Futures Contracts at September 30, 2024:

Type	Expiration	Contracts	Position	Notional Amount			Notional Value			Unrealized Appreciation
U.S. 10-Year Ultra Treasury Note	December 2024	35	Long	$	4,139,899		$	4,140,391			$	492
U.S. 2-Year Treasury Note	December 2024	282	Long		58,621,884			58,724,297				102,413
Total Unrealized Appreciation on Futures Contracts											$	102,905

Type	Expiration	Contracts	Position		Notional Amount			Notional Value		Unrealized Depreciation
U.S. 5-Year Treasury Note	December 2024	27	Short	$	(2,958,791	)	$	(2,966,836	)		$	(8,045	)
U.S. Ultra Bond	December 2024	159	Long		21,303,814			21,161,906				(141,908	)
Total Unrealized Depreciation on Futures Contracts											$	(149,953	)


	See Notes to Schedule of Investments.	135

Schedule of Investments (unaudited)(concluded)

TOTAL RETURN PORTFOLIO September 30, 2024

The following is a summary of the inputs used as of September 30, 2024 in valuing the Fund’s investments carried at fair value⁽¹⁾:

Investment Type⁽²⁾	Level 1			Level 2		Level 3		Total
Long-Term Investments
Asset-Backed Securities	$	–		$	109,700,109	$	–	$	109,700,109
Corporate Bonds		–			277,923,158		–		277,923,158
Floating Rate Loans		–			4,393,209		–		4,393,209
Foreign Government Obligations		–			17,165,246		–		17,165,246
Government Sponsored Enterprises Collateralized Mortgage Obligations		–			8,368,237		–		8,368,237
Government Sponsored Enterprises Pass-Throughs		–			163,436,214		–		163,436,214
Non-Agency Commercial Mortgage-Backed Securities		–			48,068,879		806,914		48,875,793
U.S. Treasury Obligations		–			90,212,849		–		90,212,849
Short-Term Investments
U.S. Treasury Obligations		–			6,393,329		–		6,393,329
Repurchase Agreements		–			13,650,744		–		13,650,744
Total	$	–		$	739,311,974	$	806,914	$	740,118,888
Other Financial Instruments
Futures Contracts
Assets	$	102,905		$	–	$	–	$	102,905
Liabilities		(149,953	)		–		–		(149,953	)
Total	$	(47,048	)	$	–	$	–	$	(47,048	)


⁽¹⁾		Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
⁽²⁾		See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. When applicable, each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.

136	See Notes to Schedule of Investments.

Notes to Schedule of Investments (unaudited)

1.	ORGANIZATION

Lord Abbett Series Fund, Inc. (the “Company”) is registered under the Investment Company Act of 1940, as amended (the “Act”), as an open-end management investment company and was incorporated under Maryland law in 1989. The Company consists of the following nine portfolios (separately, a “Fund” and collectively, the “Funds”): Bond Debenture Portfolio (“Bond Debenture”), Developing Growth Portfolio (“Developing Growth”), Dividend Growth Portfolio (“Dividend Growth”), Fundamental Equity Portfolio (“Fundamental Equity”), Growth and Income Portfolio (“Growth and Income”), Growth Opportunities Portfolio (“Growth Opportunities”), Mid Cap Stock Portfolio (“Mid Cap Stock”), Short Duration Income Portfolio (“Short Duration Income”) and Total Return Portfolio (“Total Return”). Each Fund is diversified as defined in the Act.

The Fund also invests in the Lord Abbett Private Credit Fund 1,L, (“PCF”) which is a limited partnership available only to the Fund and certain other investment companies managed by Lord Abbett.

2.	SIGNIFICANT ACCOUNTING POLICIES


(a)	Investment Valuation–Under procedures approved by the Funds’ Board of Directors (the “Board”), the Board has designated the determination of fair value of the Funds’ portfolio investments to Lord, Abbett & Co. LLC (“Lord Abbett”) as its valuation designee. Accordingly, Lord Abbett is responsible for, among other things, assessing and managing valuation risks, establishing, applying and testing fair value methodologies, and evaluating pricing services.

	Lord Abbett has formed a Pricing Committee that performs these responsibilities on behalf of Lord Abbett, administers the pricing and valuation of portfolio investments and ensures that prices utilized reasonably reflect fair value. Among other things, these procedures allow Lord Abbett, subject to Board oversight, to utilize independent pricing services, quotations from securities and financial instrument dealers and other market sources to determine fair value.

	Securities actively traded on any recognized U.S. or non-U.S. exchange or on the NASDAQ Stock Market LLC are valued at the last sale price or official closing price on the exchange or system on which they are principally traded. Events occurring after the close of trading on non-U.S. exchanges may result in adjustments to the valuation of foreign securities to reflect their fair value as of the close of regular trading on the New York Stock Exchange. When valuing foreign equity securities that meet certain criteria, the Pricing Committee uses a third-party fair valuation service that values such securities to reflect market trading that occurs after the close of the applicable foreign markets of comparable securities or other instruments that correlate to the fair-valued securities. Unlisted equity securities are valued at the last quoted sale price or, if no sale price is available, at the mean between the most recently quoted bid and ask prices. Investments in the PCF are valued at the most recent monthly net asset value (“NAV”). Exchange traded options and futures contracts are valued at the last quoted sale price in the market where they are principally traded. If no sale has occurred, the mean between the most recently quoted bid and ask prices is used. Fixed income securities are valued based on evaluated prices supplied by independent pricing services, which reflect broker/dealer supplied valuations and the independent pricing services’ own electronic data processing techniques. Floating rate loans are valued at the average of bid and ask quotations obtained from dealers in loans on the basis of prices supplied by independent pricing services. Forward foreign currency exchange contracts are valued using daily forward

137

Notes to Schedule of Investments (unaudited)(continued)

	exchange rates. Swaps, options and options on swaps (“swaptions”) are valued daily using independent pricing services or quotations from broker/dealers to the extent available.

	Securities for which prices are not readily available are valued at fair value as determined by the Pricing Committee. The Pricing Committee considers a number of factors, including observable and unobservable inputs, when arriving at fair value. The Pricing Committee may use observable inputs such as yield curves, broker quotes, observable trading activity, option adjusted spread models and other relevant information to determine the fair value of portfolio investments. The Board or a designated committee thereof periodically reviews reports that may include fair value determinations made by the Pricing Committee, related market activity, inputs and assumptions, and retrospective comparison of prices of subsequent purchases and sales transactions to fair value determinations made by the Pricing Committee.

	Short-term securities with 60 days or less remaining to maturity are valued using the amortized cost method, which approximates fair value. Investments in open-end money market mutual funds are valued at their NAV as of the close of each business day.

(b)	Fair Value Measurements–Fair value is defined as the price that each Fund would receive upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market of the investment. A three-tier hierarchy 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. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk – for example, the risk inherent in a particular valuation technique used to measure fair value (such as a pricing model) and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. 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 the reporting entity’s own 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 three-tier hierarchy classification is determined based on the lowest level of inputs that is significant to the fair value measurement, and is summarized in the three broad Levels listed below:

•	Level 1 –	unadjusted quoted prices in active markets for identical investments;

•	Level 2 –	other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.); and

•	Level 3 –	significant unobservable inputs (including each Fund’s own assumptions in determining the fair value of investments).

	A summary of inputs used in valuing each Fund’s investments and other financial instruments as of September 30, 2024 and, if applicable, Level 3 rollforwards for the period then ended is included in each Fund’s Schedule of Investments.

	Changes in valuation techniques may result in transfers into or out of an assigned level within the three-tier hierarchy. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

138

Notes to Schedule of Investments (unaudited)(continued)

3.	FEDERAL TAX INFORMATION

It is the policy of each Fund to meet the requirements of Subchapter M of the Internal Revenue Code applicable to regulated investment companies and to distribute substantially all taxable income and capital gains to its shareholders. Therefore, no income tax provision is required.

Each Fund files U.S. federal and various state and local tax returns. No income tax returns are currently under examination. The statute of limitations on each Fund’s filed U.S. federal tax returns remains open generally three years after the filing of the tax return. The statute of limitations on each Fund’s state and local tax returns may remain open for an additional year depending upon the jurisdiction.

4.	SECURITIES LENDING AGREEMENT

The Funds have established a securities lending agreement with Citibank, N.A. for the lending of securities to qualified brokers in exchange for securities or cash collateral equal to at least the market value of securities loaned, plus interest, if applicable. Cash collateral is invested in an approved money market fund. In accordance with the Funds’ securities lending agreement, the market value of securities on loan is determined each day at the close of business and any additional collateral required to cover the value of securities on loan is delivered to the Funds on the next business day. As with other extensions of credit, the Funds may experience a delay in the recovery of their securities or incur a loss should the borrower of the securities breach its agreement with the Funds or the borrower becomes insolvent at a time when the collateral is insufficient to cover the cost of repurchasing securities on loan.

The initial collateral received by the Funds is required to have a value equal to at least 100% of the market value of the securities loaned. The collateral must be marked-to-market daily to cover increases in the market value of the securities loaned (or potentially a decline in the value of the collateral). In general, the risk of borrower default will be borne by Citibank, N.A.; the Funds will bear the risk of loss with respect to the investment of the cash collateral. The advantage of such loans is that the Funds continue to receive income on loaned securities while receiving a portion of any securities lending fees and earning returns on the cash amounts which may be reinvested for the purchase of investments in securities.

As of September 30, 2024, the market value loaned and value received for the Funds was as follows:

Funds	Market Value of Securities Loaned			Collateral Received
Bond Debenture Portfolio		$	43,234		$	44,361
Developing Growth Portfolio			482,931			504,686
Fundamental Equity Portfolio			4,430,897			4,534,248
Mid Cap Stock Portfolio			5,359,499			5,483,744

5.	TRANSACTIONS WITH AFFILIATED FUNDS

The Fund’s investment in PCF is subject to restrictions on transfer and the Fund currently has no redemption rights. There will be no trading market for the Fund’s investments in the PCF. The Schedule of Investments lists the PCF as an investment as of period end, but does not include the underlying holdings of the PCF.

139

Notes to Schedule of Investments (unaudited)(concluded)

The Fund had the following transactions with the PCF during the period ended September 30, 2024:

Value at
12/31/2023

Contributions

Return of
Capital

Net Realized
Gain (Loss)

Net Change in
Appreciation
(Depreciation)

Value at
9/30/2024

Dividend
Income

–

$ 3,756,669

$ (57,317)

–

$ 12,948

$ 3,712,300

$ 161,526

140

QPHR-SERIES-3Q.

(11/24)

Lord Abbett Series Fund NPORT-PShort Duration Income Portfolio (Sep 2024 report)