Lord Abbett Series Fund NPORT-P Bond-Debenture Portfolio (Sep 2023 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, 2023

Schedule of Investments (unaudited)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
LONG-TERM INVESTMENTS 108.90%
ASSET-BACKED SECURITIES 4.39%
Automobiles 1.74%
CarMax Auto Owner Trust Series 2023-1 Class A4	4.65%	1/16/2029	$	820,000	$	798,831
CarMax Auto Owner Trust Series 2023-1 Class B	4.98%	1/16/2029		750,000		728,136
Carvana Auto Receivables Trust Series NP1 2020-N1A Class E†	5.20%	7/15/2027		1,250,000		1,208,010
Credit Acceptance Auto Loan Trust Series 2023-3A Class A†	6.39%	8/15/2033		945,000		943,175
Exeter Automobile Receivables Trust Series 2022-3A Class B	4.86%	12/15/2026		955,000		948,316
Flagship Credit Auto Trust Series 2023-1 Class B†	5.05%	1/18/2028		425,000		415,278
Flagship Credit Auto Trust Series 2023-1 Class C†	5.43%	5/15/2029		470,000		458,534
Ford Credit Auto Lease Trust Series 2023-A Class B	5.29%	6/15/2026		1,150,000		1,131,536
Ford Credit Auto Lease Trust Series 2023-A Class C	5.54%	12/15/2026		1,385,000		1,353,775
Santander Drive Auto Receivables Trust Series 2022-3 Class B	4.13%	8/16/2027		1,120,000		1,094,124
Santander Drive Auto Receivables Trust Series 2022-4 Class C	5.00%	11/15/2029		1,320,000		1,288,334
Santander Drive Auto Receivables Trust Series 2023-1 Class B	4.98%	2/15/2028		1,390,000		1,366,590
Santander Drive Auto Receivables Trust Series 2023-1 Class C	5.09%	5/15/2030		1,740,000		1,699,850
Santander Drive Auto Receivables Trust Series 2023-3 Class C	5.77%	11/15/2030		1,900,000		1,875,257
Westlake Automobile Receivables Trust Series 2021-1A Class F†	3.91%	9/15/2027		3,118,000		2,988,502
Total						18,298,248
Credit Card 0.22%
First National Master Note Trust Series 2023-1 Class A	5.13%	4/15/2029		1,171,000		1,148,916
Genesis Sales Finance Master Trust Series 2021-AA Class A†	1.20%	12/21/2026		1,298,000		1,232,995
Total						2,381,911
Other 2.38%
Affirm Asset Securitization Trust Series 2023-A Class 1A†	6.61%	1/18/2028		2,945,000		2,931,655
Affirm Asset Securitization Trust Series 2023-B Class A†	6.82%	9/15/2028		1,725,000		1,728,481

See Notes to Schedule of Investments. 1

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Other (continued)
Arbor Realty Commercial Real Estate Notes Ltd. Series 2022-FL2 Class A†	7.182% (1 mo. USD Term SOFR + 1.85%)	#	5/15/2037	$	1,410,000	$	1,399,460
Avant Loans Funding Trust Series 2021-REV1 Class A†	1.21%		7/15/2030		846,873		836,184
Ballyrock CLO Ltd. Series 2019-1A Class A1R†	6.60% (3 mo. USD Term SOFR + 1.29%)	#	7/15/2032		450,000		448,234
Ballyrock CLO Ltd. Series 2022-20A Class BR†(a)	–	(b)	7/15/2034		450,000		450,000
Carlyle U.S. CLO Ltd. Series 2023-4A Class C†(a)	–	(b)	10/25/2036		490,000		490,000
Dryden 113 CLO Ltd. Series 2022-113A Class CR†(a)	–	(b)	10/20/2035		540,000		540,000
Elmwood CLO VII Ltd. Series 2020-4A Class CR†(a)	–	(b)	1/17/2034		470,000		470,000
Flatiron CLO 18 Ltd. Series 2018-1A Class A†	6.52% (3 mo. USD Term SOFR + 1.21%)	#	4/17/2031		1,396,917		1,390,927
Gracie Point International Funding Series 2023-1A Class A†	7.185% (90 day USD SOFR Average + 1.95%)	#	9/1/2026		1,955,000		1,959,425
Halcyon Loan Advisors Funding Ltd. Series 2017-2A Class A2†	7.27% (3 mo. USD Term SOFR + 1.96%)	#	1/17/2030		679,855		679,089
Hardee’s Funding LLC Series 2018-1A Class A2II†	4.959%		6/20/2048		563,549		532,802
Madison Park Funding XIII Ltd. Series 2014-13A Class AR2†	6.532% (3 mo. USD Term SOFR + 1.21%)	#	4/19/2030		650,673		649,665
Magnetite XXXIX Ltd. Series 2023-39A Class C†(a)	–	(b)	10/25/2033		930,000		930,000
MF1 LLC Series 2022-FL9 Class A†	7.477% (1 mo. USD Term SOFR + 2.15%)	#	6/19/2037		2,620,000		2,612,599
OHA Credit Funding 16 Ltd. Series 2023-16A Class C†(a)	–	(b)	10/20/2036		1,300,000		1,303,250	(c)
OneMain Financial Issuance Trust Series 2020-2A Class A†	1.75%		9/14/2035		1,300,000		1,168,006
Palmer Square CLO Ltd. Series 2023-4A Class C†(a)	–	(b)	10/20/2033		810,000		810,000
SEB Funding LLC Series 2021-1A Class A2†	4.969%		1/30/2052		1,858,343		1,663,780
Sixth Street CLO XXIII Ltd. Series 2023-23A Class C†(a)	–	(b)	10/23/2036		490,000		490,000
Sunrun Demeter Issuer LLC Series 2021-2A Class A†	2.27%		1/30/2057		1,317,793		1,044,256
Valley Stream Park CLO Ltd. Series 2022-1A Class CR†(a)	–	(b)	10/20/2034		450,000		450,000
Total							24,977,813

2 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Rec Vehicle Loan 0.05%
Octane Receivables Trust Series 2022-2A Class A†	5.11%	2/22/2028	$	514,315	$	509,517
Total Asset-Backed Securities (cost $47,138,207)						46,167,489
				Shares
COMMON STOCKS 7.81%
Aerospace & Defense 0.20%
Textron, Inc.				13,591		1,062,001
TransDigm Group, Inc.*				1,200		1,011,756
Total						2,073,757
Air Freight & Logistics 0.14%
GXO Logistics, Inc.*				24,631		1,444,608
Automobile Components 0.07%
Chassix Holdings, Inc.				173,592		748,617
Automobiles 0.10%
Ferrari NV (Italy)(d)				3,534		1,044,438
Banks 0.20%
First Citizens BancShares, Inc. Class A				1,508		2,081,191
Biotechnology 0.15%
Argenx SE ADR*				3,117		1,532,411
Broadline Retail 0.46%
Amazon.com, Inc.*				25,818		3,281,984
PDD Holdings, Inc. ADR*				16,421		1,610,408
Total						4,892,392
Building Products 0.10%
Trex Co., Inc.*				17,138		1,056,215
Capital Markets 0.26%
Ares Management Corp. Class A				16,117		1,657,956
Cboe Global Markets, Inc.				7,078		1,105,654
Total						2,763,610
Commercial Services & Supplies 0.11%
Tetra Tech, Inc.				7,414		1,127,150
Communications Equipment 0.19%
Arista Networks, Inc.*				11,074		2,036,841

See Notes to Schedule of Investments. 3

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Consumer Staples Distribution & Retail 0.10%
Casey’s General Stores, Inc.		3,888	$	1,055,670
Electric: Utilities 0.20%
Constellation Energy Corp.		10,000		1,090,800
Talen Energy Corp.*		7,656		405,002
Talen Energy Supply LLC*		12,435		657,812
Total				2,153,614
Electrical Equipment 0.25%
Eaton Corp. PLC		6,954		1,483,149
Hubbell, Inc.		3,739		1,171,840
Total				2,654,989
Electric-Generation 0.00%
Frontera Generation Holdings LLC		9,472		687
Entertainment 0.21%
Netflix, Inc.*		2,938		1,109,389
Take-Two Interactive Software, Inc.*		7,688		1,079,318
Total				2,188,707
Financial Services 0.10%
FleetCor Technologies, Inc.*		4,107		1,048,681
Ground Transportation 0.16%
Old Dominion Freight Line, Inc.		4,027		1,647,607
Health Care Equipment & Supplies 0.10%
STERIS PLC		4,676		1,026,008
Health Care Providers & Services 0.10%
Molina Healthcare, Inc.*		3,191		1,046,297
Household Products 0.10%
Church & Dwight Co., Inc.		11,515		1,055,119
Insurance 0.20%
Arch Capital Group Ltd.*		13,242		1,055,520
Arthur J Gallagher & Co.		4,577		1,043,235
Total				2,098,755
Life Sciences Tools & Services 0.12%
Medpace Holdings, Inc.*		5,028		1,217,430

4 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Machinery 0.35%
PACCAR, Inc.		18,851	$	1,602,712
Parker-Hannifin Corp.		2,701		1,052,094
Pentair PLC (United Kingdom)(d)		15,507		1,004,078
Total				3,658,884
Media 0.11%
Trade Desk, Inc. Class A*		14,241		1,112,934
Miscellaneous Financials 0.05%
Utex Industries		8,205		521,018
Oil, Gas & Consumable Fuels 0.94%
Cameco Corp. (Canada)(d)		56,423		2,236,608
Chesapeake Energy Corp.		18,605		1,604,309
Hess Corp.		10,168		1,555,704
MEG Energy Corp.*(e)		118,782		2,311,362
Range Resources Corp.		68,482		2,219,502
Total				9,927,485
Personal Care Products 0.10%
Gibson Brands Private Equity		9,449		1,110,257
Professional Services 0.10%
Booz Allen Hamilton Holding Corp.		9,729		1,063,088
Semiconductors & Semiconductor Equipment 0.63%
Lam Research Corp.		3,823		2,396,141
Lattice Semiconductor Corp.*		30,045		2,581,767
Universal Display Corp.		10,419		1,635,679
Total				6,613,587
Software 1.11%
Adobe, Inc.*		3,016		1,537,858
Atlassian Corp. Class A (Australia)*(d)		5,035		1,014,603
Fair Isaac Corp.*		2,066		1,794,383
HubSpot, Inc.*		4,547		2,239,397
Microsoft Corp.		3,168		1,000,296
Synopsys, Inc.*		5,738		2,633,570
Workday, Inc. Class A*		6,883		1,478,813
Total				11,698,920

See Notes to Schedule of Investments. 5

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments			Shares		Fair Value
Specialty Retail 0.26%
Claire’s Holdings LLC				1,067	$	377,977
Murphy USA, Inc.				6,892		2,355,203
Total						2,733,180
Textiles, Apparel & Luxury Goods 0.41%
Cie Financiere Richemont SA Class A(e)				7,722		940,410
Hermes International SCA(e)				589		1,073,645
Moncler SpA(e)				18,692		1,083,294
Ralph Lauren Corp.				10,295		1,195,147
Total						4,292,496
Trading Companies & Distributors 0.11%
Watsco, Inc.				2,962		1,118,807
Transportation Infrastructure 0.02%
ACBL Holdings Corp.				3,684		165,780	(c)
Total Common Stocks (cost $81,859,274)						82,011,230
	Interest Rate	Maturity Date		Principal Amount
CORPORATE BONDS 72.11%
Aerospace/Defense 1.96%
Boeing Co.	5.15%	5/1/2030	$	1,000,000		955,810
Boeing Co.	5.805%	5/1/2050		2,273,000		2,060,179
Bombardier, Inc. (Canada)†(d)	6.00%	2/15/2028		1,052,000		955,443
Bombardier, Inc. (Canada)†(d)	7.125%	6/15/2026		1,828,000		1,772,821
Bombardier, Inc. (Canada)†(d)	7.50%	2/1/2029		1,724,000		1,638,242
HEICO Corp.	5.35%	8/1/2033		680,000		644,524
Rolls-Royce PLC (United Kingdom)†(d)	3.625%	10/14/2025		669,000		628,860
RTX Corp.	5.15%	2/27/2033		1,790,000		1,695,939
Spirit AeroSystems, Inc.	4.60%	6/15/2028		758,000		591,658
Spirit AeroSystems, Inc.†	9.375%	11/30/2029		984,000		1,002,583
TransDigm, Inc.	4.625%	1/15/2029		2,887,000		2,524,667
TransDigm, Inc.	5.50%	11/15/2027		4,532,000		4,248,047
Triumph Group, Inc.†	9.00%	3/15/2028		1,855,000		1,836,554
Total						20,555,327
Agriculture 0.69%
BAT Capital Corp.	7.75%	10/19/2032		1,051,000		1,111,246
Imperial Brands Finance PLC (United Kingdom)†(d)	6.125%	7/27/2027		1,436,000		1,432,783

6 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Agriculture (continued)
JT International Financial Services BV (Netherlands)†(d)	6.875%	10/24/2032	$	1,273,000	$	1,348,954
Viterra Finance BV (Netherlands)†(d)	2.00%	4/21/2026		1,082,000		975,508
Viterra Finance BV (Netherlands)†(d)	3.20%	4/21/2031		1,518,000		1,223,447
Viterra Finance BV (Netherlands)†(d)	5.25%	4/21/2032		1,306,000		1,204,911
Total						7,296,849
Airlines 2.24%
Air Canada (Canada)†(d)	3.875%	8/15/2026		1,815,000		1,648,978
Alaska Airlines Pass-Through Trust†	4.80%	2/15/2029		1,520,492		1,460,319
American Airlines Pass-Through Trust	3.00%	4/15/2030		608,039		545,161
American Airlines, Inc.†	7.25%	2/15/2028		838,000		802,047
American Airlines, Inc./AAdvantage Loyalty IP Ltd.†	5.75%	4/20/2029		6,185,487		5,757,917
Azul Secured Finance LLP†	11.93%	8/28/2028		1,237,000		1,226,656
British Airways Pass-Through Trust (United Kingdom)†(d)	3.30%	6/15/2034		654,853		565,192
British Airways Pass-Through Trust (United Kingdom)†(d)	4.25%	5/15/2034		494,178		444,165
Delta Air Lines, Inc./SkyMiles IP Ltd.†	4.75%	10/20/2028		1,723,000		1,638,077
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd.†	5.75%	1/20/2026		2,367,596		2,133,552
JetBlue Pass-Through Trust	2.95%	11/15/2029		851,591		731,601
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd.†	6.50%	6/20/2027		1,123,512		1,114,296
United Airlines Pass-Through Trust	5.80%	7/15/2037		1,348,000		1,315,470
United Airlines Pass-Through Trust Series 2020-1 Class A	5.875%	4/15/2029		1,895,545		1,881,594
United Airlines, Inc.†	4.625%	4/15/2029		1,197,000		1,030,109
VistaJet Malta Finance PLC/Vista Management Holding, Inc. (Malta)†(d)	9.50%	6/1/2028		1,413,000		1,242,453
Total						23,537,587
Auto Manufacturers 1.38%
Allison Transmission, Inc.†	3.75%	1/30/2031		2,429,000		1,966,047
Aston Martin Capital Holdings Ltd. (Jersey)†(d)	10.50%	11/30/2025		1,000,000		1,013,535
Ford Motor Co.	3.25%	2/12/2032		4,013,000		3,096,605
Ford Motor Co.	6.10%	8/19/2032		2,144,000		2,021,669
Ford Motor Credit Co. LLC	2.90%	2/10/2029		1,452,000		1,193,277
Ford Motor Credit Co. LLC	4.00%	11/13/2030		2,916,000		2,438,171
Ford Motor Credit Co. LLC	7.20%	6/10/2030		525,000		528,268
Ford Motor Credit Co. LLC	7.35%	11/4/2027		1,096,000		1,120,294
Jaguar Land Rover Automotive PLC (United Kingdom)†(d)	5.875%	1/15/2028		1,189,000		1,070,504
Total						14,448,370

See Notes to Schedule of Investments. 7

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Auto Parts & Equipment 0.37%
Adient Global Holdings Ltd.†	7.00%		4/15/2028	$	771,000	$	765,582
Clarios Global LP/Clarios U.S. Finance Co.†	6.75%		5/15/2028		1,382,000		1,350,719
ZF North America Capital, Inc.†	6.875%		4/14/2028		1,064,000		1,042,081
ZF North America Capital, Inc.†	7.125%		4/14/2030		759,000		744,633
Total							3,903,015
Banks 4.12%
ABN AMRO Bank NV (Netherlands)†(d)	3.324% (5 yr. CMT + 1.90%)	#	3/13/2037		1,600,000		1,178,892
Alfa Bank AO Via Alfa Bond Issuance PLC (Ireland)(d)(f)	5.50% (5 yr. CMT + 4.55%)		10/26/2031		2,645,000		–	(g)(h)
Australia & New Zealand Banking Group Ltd. (Australia)†(d)	6.742%		12/8/2032		2,525,000		2,527,880
Bank Leumi Le-Israel BM (Israel)(d)	7.129% (5 yr. CMT + 3.47%)	#	7/18/2033		1,109,000		1,090,992
Bank of Ireland Group PLC (Ireland)†(d)	2.029% (1 yr. CMT + 1.10%)	#	9/30/2027		1,201,000		1,053,740
Bank of Ireland Group PLC (Ireland)†(d)	6.253% (1 yr. CMT + 2.65%)	#	9/16/2026		1,666,000		1,656,909
Bank OZK	2.75% (3 mo. USD Term SOFR + 2.09%)	#	10/1/2031		2,182,000		1,685,294
BankUnited, Inc.	4.875%		11/17/2025		1,178,000		1,103,771
BBVA Bancomer SA†	8.45% (5 yr. CMT + 4.66%)	#	6/29/2038		1,110,000		1,094,858
CaixaBank SA (Spain)†(d)	6.208% (SOFR + 2.70%)	#	1/18/2029		2,796,000		2,737,496
Danske Bank AS (Denmark)†(d)	4.298% (1 yr. CMT + 1.75%)	#	4/1/2028		1,084,000		1,010,118
Danske Bank AS (Denmark)†(d)	6.466% (1 yr. CMT + 2.10%)	#	1/9/2026		1,454,000		1,451,899
Deutsche Bank AG	6.72% (SOFR + 3.18%)	#	1/18/2029		2,168,000		2,156,279
Deutsche Bank AG	7.079% (SOFR + 3.65%)	#	2/10/2034		2,717,000		2,457,542
Fifth Third Bancorp	6.339% (SOFR + 2.34%)	#	7/27/2029		846,000		836,186
First Republic Bank	4.375%		8/1/2046		1,248,000		4,680
First Republic Bank	4.625%		2/13/2047		500,000		1,875
First-Citizens Bank & Trust Co.	6.125%		3/9/2028		2,543,000		2,527,200
Home BancShares, Inc.	3.125% (3 mo. USD Term SOFR + 1.82%)	#	1/30/2032		1,058,000		878,863

8 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date		Principal Amount		Fair Value
Banks (continued)
JPMorgan Chase & Co.	3.54% (3 mo. USD Term SOFR + 1.64%)	#	5/1/2028		$	1,145,000	$	1,053,437
Lloyds Banking Group plc (United Kingdom)(d)	5.871% (1 yr. CMT + 1.70%)	#	3/6/2029			1,102,000		1,078,223
Lloyds Banking Group PLC (United Kingdom)(d)	6.901% (SOFR + 1.56%)	#	8/7/2027			1,805,000		1,812,881
NatWest Group PLC (United Kingdom)(d)	7.472% (1 yr. CMT + 2.85%)	#	11/10/2026			2,111,000		2,154,026
Norinchukin Bank (Japan)†(d)	5.43%		3/9/2028			885,000		876,262
Standard Chartered PLC (United Kingdom)†(d)	7.767% (1 yr. CMT + 3.45%)	#	11/16/2028			2,298,000		2,409,486
SVB Financial Group(f)	4.25% (5 yr. CMT + 3.07%)		–	(i)		3,922,000		144,036
UBS Group AG (Switzerland)†(d)	3.869% (3 mo. USD LIBOR + 1.41%)	#	1/12/2029			3,800,000		3,444,093
UniCredit SpA (Italy)†(d)	7.296% (5 yr. USD ICE Swap + 4.91%)	#	4/2/2034			2,274,000		2,144,005
Webster Financial Corp.	4.10%		3/25/2029			1,622,000		1,393,853
Western Alliance Bancorp	3.00% (3 mo. USD Term SOFR + 2.25%)	#	6/15/2031			1,651,000		1,316,672
Total								43,281,448
Beverages 0.48%
Bacardi Ltd.†	2.75%		7/15/2026			1,149,000		1,053,322
Bacardi Ltd.†	4.70%		5/15/2028			1,500,000		1,428,681
Bacardi Ltd./Bacardi-Martini BV†	5.25%		1/15/2029			898,000		869,375
Becle SAB de CV (Mexico)†(d)	2.50%		10/14/2031			843,000		644,739
Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL (Guatemala)†(d)	5.25%		4/27/2029			1,196,000		1,080,221
Total								5,076,338
Building Materials 0.92%
Builders FirstSource, Inc.†	4.25%		2/1/2032			1,153,000		946,885
Builders FirstSource, Inc.†	6.375%		6/15/2032			1,079,000		1,017,047
Emerald Debt Merger Sub LLC†	6.625%		12/15/2030			2,783,000		2,682,602
Griffon Corp.	5.75%		3/1/2028			819,000		744,360
Smyrna Ready Mix Concrete LLC†	6.00%		11/1/2028			1,190,000		1,099,978
Standard Industries, Inc.†	4.375%		7/15/2030			1,359,000		1,126,943
Trane Technologies Financing Ltd. (Ireland)(d)	5.25%		3/3/2033			1,123,000		1,086,300
Vulcan Materials Co.	4.50%		6/15/2047			1,186,000		953,644
Total								9,657,759

See Notes to Schedule of Investments. 9

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Chemicals 1.74%
Albemarle Corp.	4.65%	6/1/2027	$	1,332,000	$	1,270,688
Ashland, Inc.†	3.375%	9/1/2031		1,306,000		1,016,905
Cabot Corp.	5.00%	6/30/2032		1,611,000		1,474,091
Celanese U.S. Holdings LLC	6.165%	7/15/2027		3,391,000		3,345,490
CF Industries, Inc.†	4.50%	12/1/2026		1,047,000		1,002,396
Ingevity Corp.†	3.875%	11/1/2028		1,275,000		1,052,366
OCI NV (Netherlands)†(d)	6.70%	3/16/2033		1,111,000		1,061,378
OCP SA (Morocco)†(d)	3.75%	6/23/2031		2,235,000		1,770,849
Olin Corp.	5.00%	2/1/2030		1,347,000		1,197,892
Olin Corp.	5.125%	9/15/2027		782,000		731,913
SCIH Salt Holdings, Inc.†	4.875%	5/1/2028		2,328,000		2,057,002
SCIH Salt Holdings, Inc.†	6.625%	5/1/2029		1,462,000		1,254,596
SK Invictus Intermediate II Sarl (Luxembourg)†(d)	5.00%	10/30/2029		1,278,000		1,025,710
Total						18,261,276
Coal 0.34%
SunCoke Energy, Inc.†	4.875%	6/30/2029		1,212,000		1,031,363
Teck Resources Ltd. (Canada)(d)	3.90%	7/15/2030		1,913,000		1,664,407
Warrior Met Coal, Inc.†	7.875%	12/1/2028		849,000		852,929
Total						3,548,699
Commercial Services 1.31%
Allied Universal Holdco LLC/Allied Universal Finance Corp.†	6.625%	7/15/2026		672,000		637,668
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl (Luxembourg)†(d)	4.625%	6/1/2028		1,262,000		1,053,524
AMN Healthcare, Inc.†	4.625%	10/1/2027		882,000		798,051
Ashtead Capital, Inc.†	5.50%	8/11/2032		1,155,000		1,068,339
Ashtead Capital, Inc.†	5.55%	5/30/2033		902,000		837,826
Avis Budget Car Rental LLC/Avis Budget Finance, Inc.†	5.75%	7/15/2027		1,381,000		1,308,538
Brink’s Co.†	4.625%	10/15/2027		762,000		696,189
Garda World Security Corp. (Canada)†(d)	7.75%	2/15/2028		717,000		703,633
GXO Logistics, Inc.	2.65%	7/15/2031		1,389,000		1,056,239
Herc Holdings, Inc.†	5.50%	7/15/2027		1,076,000		1,018,536
Hertz Corp.†	Zero Coupon	10/15/2024		987,000		39,480
Hertz Corp.†	Zero Coupon	1/15/2028		1,887,000		169,830
ITR Concession Co. LLC†	5.183%	7/15/2035		785,000		687,794
NESCO Holdings II, Inc.†	5.50%	4/15/2029		1,166,000		1,024,571
Prime Security Services Borrower LLC/Prime Finance, Inc.†	3.375%	8/31/2027		1,208,000		1,059,534
United Rentals North America, Inc.	4.875%	1/15/2028		1,715,000		1,603,650
Total						13,763,402

10 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Computers 1.09%
Booz Allen Hamilton, Inc.	5.95%	8/4/2033	$	1,139,000	$	1,112,632
Crowdstrike Holdings, Inc.	3.00%	2/15/2029		5,172,000		4,361,171
Fortinet, Inc.	2.20%	3/15/2031		1,119,000		866,604
McAfee Corp.†	7.375%	2/15/2030		2,532,000		2,122,735
NetApp, Inc.	2.70%	6/22/2030		228,000		185,493
Seagate HDD Cayman (Cayman Islands)†(d)	8.25%	12/15/2029		1,034,000		1,062,893
Seagate HDD Cayman (Cayman Islands)†(d)	8.50%	7/15/2031		448,000		460,044
Teledyne FLIR LLC	2.50%	8/1/2030		1,603,000		1,288,191
Total						11,459,763
Distribution/Wholesale 1.01%
American Builders & Contractors Supply Co., Inc.†	4.00%	1/15/2028		1,214,000		1,077,479
Ferguson Finance PLC (United Kingdom)†(d)	3.25%	6/2/2030		1,729,000		1,467,002
H&E Equipment Services, Inc.†	3.875%	12/15/2028		2,211,000		1,890,436
LKQ Corp.†	6.25%	6/15/2033		1,344,000		1,301,061
Mitsubishi Corp. (Japan)†(d)	5.00%	7/5/2028		1,788,000		1,756,977
Ritchie Bros Holdings, Inc.†	6.75%	3/15/2028		753,000		752,209
Ritchie Bros Holdings, Inc.†	7.75%	3/15/2031		1,087,000		1,104,664
Windsor Holdings III LLC†	8.50%	6/15/2030		1,263,000		1,247,522
Total						10,597,350
Diversified Financial Services 1.52%
AG Issuer LLC†	6.25%	3/1/2028		1,220,000		1,140,657
Aircastle Ltd.†	6.50%	7/18/2028		1,132,000		1,111,184
Ally Financial, Inc.	6.70%	2/14/2033		2,277,000		1,978,941
Avolon Holdings Funding Ltd. (Ireland)†(d)	4.25%	4/15/2026		1,760,000		1,654,958
Azul Secured Finance LLP†	11.50%	5/28/2029		1,953,666		1,690,354
Global Aircraft Leasing Co. Ltd. (Cayman Islands)†(d)	6.50%	9/15/2024		1,308,996		1,224,459
Jane Street Group/JSG Finance, Inc.†	4.50%	11/15/2029		896,000		771,061
LPL Holdings, Inc.†	4.00%	3/15/2029		1,077,000		940,170
Navient Corp.	5.50%	3/15/2029		1,390,000		1,169,344
Navient Corp.	6.75%	6/15/2026		1,077,000		1,042,852
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.†	4.875%	4/15/2045		1,377,000		1,026,086
NFP Corp.†	6.875%	8/15/2028		732,000		627,996
Synchrony Financial	7.25%	2/2/2033		1,830,000		1,616,785
Total						15,994,847

See Notes to Schedule of Investments. 11

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Electric 4.73%
Ausgrid Finance Pty. Ltd. (Australia)†(d)	4.35%	8/1/2028	$	1,217,000	$	1,135,817
Calpine Corp.†	3.75%	3/1/2031		994,000		801,958
Calpine Corp.†	4.50%	2/15/2028		1,198,000		1,080,915
Calpine Corp.†	4.625%	2/1/2029		3,814,000		3,199,059
Calpine Corp.†	5.125%	3/15/2028		1,328,000		1,184,022
Clearway Energy Operating LLC†	4.75%	3/15/2028		1,380,000		1,235,679
Cleveland Electric Illuminating Co.†	3.50%	4/1/2028		1,118,000		1,014,066
Constellation Energy Generation LLC	5.60%	6/15/2042		1,031,000		926,761
Constellation Energy Generation LLC	5.80%	3/1/2033		1,600,000		1,561,826
Constellation Energy Generation LLC	6.25%	10/1/2039		2,067,000		2,005,733
Constellation Energy Generation LLC	6.50%	10/1/2053		768,000		770,700
EDP Finance BV (Netherlands)†(d)	6.30%	10/11/2027		1,030,000		1,045,478
Electricite de France SA (France)†(d)	4.50%	9/21/2028		1,250,000		1,168,728
Electricite de France SA (France)†(d)	6.25%	5/23/2033		1,758,000		1,761,513
Enel Finance International NV (Netherlands)†(d)	3.50%	4/6/2028		1,329,000		1,195,263
FirstEnergy Corp.	4.15%	7/15/2027		2,518,000		2,342,560
FirstEnergy Transmission LLC†	2.866%	9/15/2028		1,356,000		1,177,361
Indianapolis Power & Light Co.†	5.65%	12/1/2032		969,000		951,431
ITC Holdings Corp.†	4.95%	9/22/2027		1,129,000		1,100,743
Minejesa Capital BV (Netherlands)†(d)	4.625%	8/10/2030		1,754,000		1,565,007
Monongahela Power Co.†	3.55%	5/15/2027		1,136,000		1,052,067
NextEra Energy Operating Partners LP†	3.875%	10/15/2026		2,267,000		2,054,810
NextEra Energy Operating Partners LP†	4.50%	9/15/2027		1,774,000		1,610,086
NSG Holdings LLC/NSG Holdings, Inc.†	7.75%	12/15/2025		302,426		302,480
Pacific Gas & Electric Co.	6.15%	1/15/2033		3,335,000		3,166,668
Palomino Funding Trust I†	7.233%	5/17/2028		2,239,000		2,248,914
Pattern Energy Operations LP/Pattern Energy Operations, Inc.†	4.50%	8/15/2028		1,173,000		1,020,064
PG&E Corp.	5.00%	7/1/2028		1,547,000		1,402,927
PG&E Corp.	5.25%	7/1/2030		1,133,000		985,961
Pike Corp.†	5.50%	9/1/2028		1,283,000		1,123,742
Puget Energy, Inc.	4.10%	6/15/2030		1,000,000		872,370
Talen Energy Supply LLC†	8.625%	6/1/2030		1,237,000		1,269,152
Vistra Operations Co. LLC†	4.375%	5/1/2029		3,748,000		3,225,367
Vistra Operations Co. LLC†	5.125%	5/13/2025		2,220,000		2,165,182
Total						49,724,410

12 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Electronics 0.31%
Arrow Electronics, Inc.	6.125%	3/1/2026	$	894,000	$	890,712
Imola Merger Corp.†	4.75%	5/15/2029		886,000		777,364
Trimble, Inc.	6.10%	3/15/2033		1,598,000		1,566,751
Total						3,234,827
Energy-Alternate Sources 0.44%
TerraForm Power Operating LLC†	4.75%	1/15/2030		1,484,000		1,269,792
TerraForm Power Operating LLC†	5.00%	1/31/2028		1,000,000		908,665
Topaz Solar Farms LLC†	5.75%	9/30/2039		2,588,944		2,395,304
Total						4,573,761
Engineering & Construction 0.77%
Aeropuerto Internacional de Tocumen SA (Panama)†(d)	5.125%	8/11/2061		2,690,000		1,961,037
Brand Industrial Services, Inc.†	10.375%	8/1/2030		915,000		917,553
Fluor Corp.	4.25%	9/15/2028		2,391,000		2,191,220
Jacobs Engineering Group, Inc.	5.90%	3/1/2033		1,087,000		1,031,130
Jacobs Engineering Group, Inc.	6.35%	8/18/2028		1,004,000		1,001,766
MasTec, Inc.†	4.50%	8/15/2028		1,146,000		1,031,566
Total						8,134,272
Entertainment 2.19%
AMC Entertainment Holdings, Inc.†	10.00%	6/15/2026		685,604		497,079
Boyne USA, Inc.†	4.75%	5/15/2029		1,174,000		1,028,231
Caesars Entertainment, Inc.†	4.625%	10/15/2029		1,956,000		1,659,147
Caesars Entertainment, Inc.†	7.00%	2/15/2030		1,549,000		1,508,915
Churchill Downs, Inc.†	4.75%	1/15/2028		1,787,000		1,613,645
Churchill Downs, Inc.†	5.50%	4/1/2027		2,671,000		2,548,778
Live Nation Entertainment, Inc.†	3.75%	1/15/2028		2,128,000		1,883,280
Merlin Entertainments Ltd. (United Kingdom)†(d)	5.75%	6/15/2026		1,360,000		1,303,057
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp.†	4.875%	5/1/2029		1,984,000		1,691,479
Mohegan Tribal Gaming Authority†	8.00%	2/1/2026		1,980,000		1,824,550
Resorts World Las Vegas LLC/RWLV Capital, Inc.†	4.625%	4/16/2029		2,000,000		1,598,939
SeaWorld Parks & Entertainment, Inc.†	5.25%	8/15/2029		2,394,000		2,106,074
Warnermedia Holdings, Inc.	4.279%	3/15/2032		1,249,000		1,060,916
WMG Acquisition Corp.†	3.00%	2/15/2031		1,417,000		1,114,449
WMG Acquisition Corp.†	3.75%	12/1/2029		1,919,000		1,614,119
Total						23,052,658

See Notes to Schedule of Investments. 13

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Environmental Control 0.24%
Madison IAQ LLC†	4.125%	6/30/2028	$	1,677,000	$	1,449,199
Madison IAQ LLC†	5.875%	6/30/2029		1,372,000		1,106,493
Total						2,555,692
Equity Real Estate 0.14%
Hunt Cos., Inc.†	5.25%	4/15/2029		1,866,000		1,468,149
Food 1.54%
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC†	3.50%	3/15/2029		1,233,000		1,052,329
Bellis Acquisition Co. PLC(e)	3.25%	2/16/2026	GBP	1,350,000		1,435,692
Chobani LLC/Chobani Finance Corp., Inc.†	4.625%	11/15/2028	$	827,000		730,270
Hershey Co.	4.50%	5/4/2033		1,077,000		1,017,139
Kraft Heinz Foods Co.	4.375%	6/1/2046		2,799,000		2,182,817
Lamb Weston Holdings, Inc.†	4.125%	1/31/2030		1,243,000		1,064,379
McCormick & Co., Inc.	4.95%	4/15/2033		1,250,000		1,164,166
Performance Food Group, Inc.†	4.25%	8/1/2029		672,000		581,326
Post Holdings, Inc.†	4.50%	9/15/2031		1,666,000		1,388,700
Post Holdings, Inc.†	4.625%	4/15/2030		2,303,000		1,974,937
Post Holdings, Inc.†	5.50%	12/15/2029		672,000		609,974
Smithfield Foods, Inc.†	5.20%	4/1/2029		2,021,000		1,848,181
U.S. Foods, Inc.†	4.75%	2/15/2029		1,241,000		1,110,630
Total						16,160,540
Gas 0.23%
Brooklyn Union Gas Co.†	3.407%	3/10/2026		1,368,000		1,287,290
Southwest Gas Corp.	4.05%	3/15/2032		1,247,000		1,078,058
Total						2,365,348
Hand/Machine Tools 0.29%
Regal Rexnord Corp.†	6.40%	4/15/2033		3,145,000		3,032,573
Health Care-Products 0.60%
Alcon Finance Corp.†	2.60%	5/27/2030		1,552,000		1,279,981
Boston Scientific Corp.	6.50%	11/15/2035		701,000		735,297
GE HealthCare Technologies, Inc.	6.377%	11/22/2052		699,000		710,962
Medline Borrower LP†	3.875%	4/1/2029		2,936,000		2,484,774
Medline Borrower LP†	5.25%	10/1/2029		1,293,000		1,119,100
Total						6,330,114

14 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Health Care-Services 3.34%
Catalent Pharma Solutions, Inc.†	3.125%	2/15/2029	$	2,959,000	$	2,429,664
Centene Corp.	4.625%	12/15/2029		1,807,000		1,629,544
Charles River Laboratories International, Inc.†	3.75%	3/15/2029		1,304,000		1,119,329
CHS/Community Health Systems, Inc.†	4.75%	2/15/2031		5,153,000		3,653,992
CHS/Community Health Systems, Inc.†	5.25%	5/15/2030		1,116,000		849,819
CHS/Community Health Systems, Inc.†	6.875%	4/15/2029		808,000		430,260
DaVita, Inc.†	4.625%	6/1/2030		2,012,000		1,654,591
HCA, Inc.	3.50%	9/1/2030		2,358,000		1,995,793
HCA, Inc.	5.50%	6/1/2033		1,121,000		1,060,960
HCA, Inc.	7.69%	6/15/2025		640,000		655,336
Heartland Dental LLC/Heartland Dental Finance Corp.†	8.50%	5/1/2026		1,187,000		1,120,172
LifePoint Health, Inc.†	9.875%	8/15/2030		1,137,000		1,102,185
Molina Healthcare, Inc.†	3.875%	11/15/2030		1,975,000		1,636,826
Molina Healthcare, Inc.†	3.875%	5/15/2032		2,065,000		1,658,702
Montefiore Obligated Group	5.246%	11/1/2048		2,454,000		1,718,079
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc.†	9.75%	12/1/2026		591,000		572,995
Select Medical Corp.†	6.25%	8/15/2026		1,672,000		1,634,992
Star Parent, Inc.†	9.00%	10/1/2030		867,000		877,190
Tenet Healthcare Corp.	4.25%	6/1/2029		1,166,000		1,004,722
Tenet Healthcare Corp.	4.375%	1/15/2030		1,319,000		1,136,186
Tenet Healthcare Corp.	4.875%	1/1/2026		1,154,000		1,106,703
Tenet Healthcare Corp.	6.125%	10/1/2028		3,345,000		3,143,230
Tenet Healthcare Corp.	6.125%	6/15/2030		1,770,000		1,661,675
Tenet Healthcare Corp.†	6.75%	5/15/2031		1,270,000		1,226,465
Total						35,079,410
Holding Companies-Diversified 0.10%
Benteler International AG (Austria)†(d)	10.50%	5/15/2028		1,000,000		1,002,212
Home Builders 0.22%
PulteGroup, Inc.	6.375%	5/15/2033		1,215,000		1,221,984
Toll Brothers Finance Corp.	4.35%	2/15/2028		1,144,000		1,062,914
Total						2,284,898
Home Furnishings 0.07%
Leggett & Platt, Inc.	4.40%	3/15/2029		828,000		766,748

See Notes to Schedule of Investments. 15

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Insurance 1.60%
AIA Group Ltd. (Hong Kong)†(d)	3.375%	4/7/2030	$	1,104,000	$	967,236
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer†	6.75%	10/15/2027		1,486,000		1,383,550
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer†	6.75%	4/15/2028		2,668,000		2,577,380
Arch Capital Finance LLC	4.011%	12/15/2026		1,183,000		1,122,102
Assurant, Inc.	2.65%	1/15/2032		525,000		384,595
Assurant, Inc.	3.70%	2/22/2030		761,000		640,963
AXIS Specialty Finance PLC (United Kingdom)(d)	5.15%	4/1/2045		1,595,000		1,266,743
Brown & Brown, Inc.	2.375%	3/15/2031		1,807,000		1,398,062
HUB International Ltd.†	7.25%	6/15/2030		1,572,000		1,570,837
Jones Deslauriers Insurance Management, Inc. (Canada)†(d)	8.50%	3/15/2030		540,000		544,577
PartnerRe Finance B LLC	3.70%	7/2/2029		1,319,000		1,170,432
RenaissanceRe Holdings Ltd.	5.75%	6/5/2033		2,242,000		2,111,926
Selective Insurance Group, Inc.	5.375%	3/1/2049		721,000		614,725
Transatlantic Holdings, Inc.	8.00%	11/30/2039		934,000		1,096,390
Total						16,849,518
Internet 1.10%
EquipmentShare.com, Inc.†	9.00%	5/15/2028		1,756,000		1,690,150
Gen Digital, Inc.†	6.75%	9/30/2027		1,126,000		1,104,910
Go Daddy Operating Co. LLC/GD Finance Co., Inc.†	5.25%	12/1/2027		1,235,000		1,166,457
Netflix, Inc.(e)	3.625%	5/15/2027	EUR	2,043,000		2,117,482
Netflix, Inc.	4.875%	4/15/2028	$	3,733,000		3,620,982
Tencent Holdings Ltd. (China)†(d)	3.595%	1/19/2028		1,078,000		987,924
VeriSign, Inc.	2.70%	6/15/2031		1,089,000		868,199
Total						11,556,104
Investment Companies 0.17%
Ares Capital Corp.	7.00%	1/15/2027		1,746,000		1,746,993
Iron-Steel 0.74%
ArcelorMittal SA (Luxembourg)(d)	6.55%	11/29/2027		2,065,000		2,095,925
Baffinland Iron Mines Corp./Baffinland Iron Mines LP (Canada)†(d)	8.75%	7/15/2026		1,124,000		1,095,575
Commercial Metals Co.	4.375%	3/15/2032		791,000		664,416
Mineral Resources Ltd. (Australia)†(d)	8.50%	5/1/2030		1,798,000		1,766,025
Steel Dynamics, Inc.	3.45%	4/15/2030		1,212,000		1,051,774
U.S. Steel Corp.	6.875%	3/1/2029		1,102,000		1,084,418
Total						7,758,133

16 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Leisure Time 1.94%
Carnival Corp.†	4.00%	8/1/2028	$	2,448,000	$	2,124,611
Carnival Corp.†	5.75%	3/1/2027		2,494,000		2,259,786
Carnival Corp.†	9.875%	8/1/2027		2,073,000		2,165,642
Carnival Holdings Bermuda Ltd.†	10.375%	5/1/2028		1,174,000		1,259,677
Life Time, Inc.†	5.75%	1/15/2026		895,000		868,015
NCL Corp. Ltd.†	5.875%	3/15/2026		1,728,000		1,597,369
NCL Corp. Ltd.†	5.875%	2/15/2027		1,378,000		1,311,723
NCL Corp. Ltd.†	8.375%	2/1/2028		621,000		630,481
Royal Caribbean Cruises Ltd.†	5.50%	8/31/2026		2,000,000		1,889,531
Royal Caribbean Cruises Ltd.†	7.25%	1/15/2030		2,818,000		2,796,139
Royal Caribbean Cruises Ltd.†	9.25%	1/15/2029		2,250,000		2,378,659
Viking Cruises Ltd.†	5.875%	9/15/2027		1,212,000		1,107,441
Total						20,389,074
Lodging 2.15%
Boyd Gaming Corp.	4.75%	12/1/2027		1,201,000		1,107,875
Genting New York LLC/GENNY Capital, Inc.†	3.30%	2/15/2026		1,306,000		1,159,363
Hilton Domestic Operating Co., Inc.†	3.75%	5/1/2029		1,268,000		1,097,870
Hilton Domestic Operating Co., Inc.	4.875%	1/15/2030		3,480,000		3,171,297
Las Vegas Sands Corp.	3.50%	8/18/2026		1,835,000		1,671,062
Marriott International, Inc.	3.50%	10/15/2032		1,250,000		1,023,515
MGM China Holdings Ltd. (Macau)†(d)	5.875%	5/15/2026		1,150,000		1,094,976
Sands China Ltd. (Macau)(d)	3.10%	3/8/2029		2,826,000		2,340,311
Sands China Ltd. (Macau)(d)	4.875%	6/18/2030		2,240,000		1,935,858
Sands China Ltd. (Macau)(d)	5.65%	8/8/2028		1,442,000		1,358,315
Travel & Leisure Co.	6.00%	4/1/2027		1,439,000		1,370,432
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.†	5.25%	5/15/2027		2,424,000		2,257,193
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.†	5.50%	3/1/2025		2,000,000		1,968,321
Wynn Macau Ltd. (Macau)†(d)	5.50%	10/1/2027		1,193,000		1,065,908
Total						22,622,296
Machinery: Construction & Mining 0.07%
Vertiv Group Corp.†	4.125%	11/15/2028		782,000		688,090
Machinery-Diversified 0.72%
Chart Industries, Inc.†	7.50%	1/1/2030		1,313,000		1,321,837
nVent Finance Sarl (Luxembourg)(d)	2.75%	11/15/2031		1,086,000		827,097
nVent Finance Sarl (Luxembourg)(d)	5.65%	5/15/2033		1,794,000		1,670,991
SPX FLOW, Inc.†	8.75%	4/1/2030		874,000		809,044
TK Elevator U.S. Newco, Inc.†	5.25%	7/15/2027		1,696,000		1,556,357
Westinghouse Air Brake Technologies Corp.	3.45%	11/15/2026		1,421,000		1,321,900
Total						7,507,226

See Notes to Schedule of Investments. 17

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Media 2.34%
Cable One, Inc.†	4.00%	11/15/2030	$	1,313,000	$	1,001,524
CCO Holdings LLC/CCO Holdings Capital Corp.†	4.50%	8/15/2030		1,475,000		1,212,624
CCO Holdings LLC/CCO Holdings Capital Corp.†	5.00%	2/1/2028		1,746,000		1,587,521
CCO Holdings LLC/CCO Holdings Capital Corp.†	5.375%	6/1/2029		3,272,000		2,939,035
CCO Holdings LLC/CCO Holdings Capital Corp.†	6.375%	9/1/2029		1,629,000		1,520,623
DISH Network Corp.†	11.75%	11/15/2027		5,766,000		5,817,554
FactSet Research Systems, Inc.	3.45%	3/1/2032		1,066,000		884,136
LCPR Senior Secured Financing DAC (Ireland)†(d)	6.75%	10/15/2027		1,108,000		1,019,094
News Corp.†	3.875%	5/15/2029		1,559,000		1,342,393
Nexstar Media, Inc.†	4.75%	11/1/2028		1,280,000		1,061,010
Univision Communications, Inc.†	4.50%	5/1/2029		2,508,000		2,044,794
UPC Broadband Finco BV (Netherlands)†(d)	4.875%	7/15/2031		2,867,000		2,329,696
VZ Secured Financing BV (Netherlands)†(d)	5.00%	1/15/2032		2,312,000		1,818,664
Total						24,578,668
Metal Fabricate-Hardware 0.23%
Roller Bearing Co. of America, Inc.†	4.375%	10/15/2029		2,799,000		2,411,093
Mining 1.58%
Anglo American Capital PLC (United Kingdom)†(d)	5.625%	4/1/2030		1,100,000		1,063,107
FMG Resources August 2006 Pty. Ltd. (Australia)†(d)	4.375%	4/1/2031		3,505,000		2,888,419
FMG Resources August 2006 Pty. Ltd. (Australia)†(d)	6.125%	4/15/2032		1,346,000		1,225,932
Freeport Indonesia PT (Indonesia)(d)	6.20%	4/14/2052		1,729,000		1,450,640
Freeport-McMoRan, Inc.	5.40%	11/14/2034		1,782,000		1,633,432
Glencore Funding LLC†	2.50%	9/1/2030		1,404,000		1,110,911
Hecla Mining Co.	7.25%	2/15/2028		1,194,000		1,156,808
Kaiser Aluminum Corp.†	4.50%	6/1/2031		1,528,000		1,212,413
Kinross Gold Corp. (Canada)†(d)	6.25%	7/15/2033		1,800,000		1,731,656
Mirabela Nickel Ltd.	Zero Coupon	9/10/2044		15,172		–	(h)
Novelis Corp.†	4.75%	1/30/2030		2,071,000		1,795,122
WE Soda Investments Holding PLC (United Kingdom)†(a)(d)	9.50%	10/6/2028		1,296,000		1,308,960
Total						16,577,400
Miscellaneous Manufacturing 0.09%
Hillenbrand, Inc.	3.75%	3/1/2031		1,190,000		954,434

18 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Oil & Gas 11.60%
Antero Resources Corp.†	5.375%	3/1/2030	$	4,893,000	$	4,510,727
Apache Corp.	4.25%	1/15/2030		1,730,000		1,539,347
Apache Corp.	4.75%	4/15/2043		2,325,000		1,696,013
Apache Corp.	5.10%	9/1/2040		3,080,000		2,450,154
Apache Corp.	5.25%	2/1/2042		916,000		718,124
Baytex Energy Corp. (Canada)†(d)	8.50%	4/30/2030		1,130,000		1,144,398
California Resources Corp.†	7.125%	2/1/2026		2,160,000		2,173,109
Callon Petroleum Co.	6.375%	7/1/2026		2,011,000		1,975,579
Callon Petroleum Co.†	8.00%	8/1/2028		1,951,000		1,955,522
Cenovus Energy, Inc. (Canada)(d)	3.75%	2/15/2052		798,000		528,856
Cenovus Energy, Inc. (Canada)(d)	5.40%	6/15/2047		3,346,000		2,878,482
Chesapeake Energy Corp.†	6.75%	4/15/2029		2,643,000		2,589,103
CITGO Petroleum Corp.†	7.00%	6/15/2025		1,160,000		1,143,821
CITGO Petroleum Corp.†	8.375%	1/15/2029		1,426,000		1,425,095
Civitas Resources, Inc.†	8.75%	7/1/2031		1,345,000		1,375,557
CNX Resources Corp.†	7.25%	3/14/2027		1,068,000		1,054,892
Comstock Resources, Inc.†	6.75%	3/1/2029		1,713,000		1,577,763
Continental Resources, Inc.	4.375%	1/15/2028		2,712,000		2,516,726
Continental Resources, Inc.†	5.75%	1/15/2031		2,222,000		2,088,404
Crescent Energy Finance LLC†	7.25%	5/1/2026		1,806,000		1,771,803
Crescent Energy Finance LLC†	9.25%	2/15/2028		1,039,000		1,061,764
CrownRock LP/CrownRock Finance, Inc.†	5.00%	5/1/2029		1,933,000		1,813,154
Diamond Foreign Asset Co./Diamond Finance LLC (Cayman Islands)†(d)	8.50%	10/1/2030		1,058,000		1,059,180
Diamondback Energy, Inc.	3.50%	12/1/2029		2,292,000		2,035,512
Ecopetrol SA (Colombia)(d)	5.875%	5/28/2045		2,294,000		1,513,730
Encino Acquisition Partners Holdings LLC†	8.50%	5/1/2028		1,734,000		1,666,920
Endeavor Energy Resources LP/EER Finance, Inc.†	5.75%	1/30/2028		2,818,000		2,722,071
Helmerich & Payne, Inc.	2.90%	9/29/2031		1,462,000		1,157,310
Hess Corp.	5.60%	2/15/2041		1,617,000		1,462,013
Kosmos Energy Ltd.†	7.75%	5/1/2027		2,079,000		1,923,584
Matador Resources Co.	5.875%	9/15/2026		1,088,000		1,051,140
Matador Resources Co.†	6.875%	4/15/2028		2,168,000		2,130,760
MC Brazil Downstream Trading Sarl (Luxembourg)†(d)	7.25%	6/30/2031		2,158,465		1,658,122
MEG Energy Corp. (Canada)†(d)	5.875%	2/1/2029		3,062,000		2,862,940
MEG Energy Corp. (Canada)†(d)	7.125%	2/1/2027		2,420,000		2,455,528
Murphy Oil Corp.	5.875%	12/1/2027		1,527,000		1,483,349
Murphy Oil Corp.	6.375%	7/15/2028		1,241,000		1,221,031

See Notes to Schedule of Investments. 19

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Oil & Gas (continued)
Nabors Industries, Inc.†	7.375%	5/15/2027	$	1,124,000	$	1,088,366
Noble Finance II LLC†	8.00%	4/15/2030		556,000		563,780
Occidental Petroleum Corp.	6.125%	1/1/2031		2,118,000		2,089,682
Occidental Petroleum Corp.	6.625%	9/1/2030		837,000		849,003
Occidental Petroleum Corp.	7.50%	5/1/2031		1,013,000		1,076,179
Occidental Petroleum Corp.	8.875%	7/15/2030		1,000,000		1,125,330
OQ SAOC (Oman)†(d)	5.125%	5/6/2028		1,782,000		1,706,559
Ovintiv, Inc.	6.50%	2/1/2038		1,948,000		1,866,900
Patterson-UTI Energy, Inc.	3.95%	2/1/2028		1,394,000		1,253,077
Patterson-UTI Energy, Inc.	5.15%	11/15/2029		1,562,000		1,424,946
Patterson-UTI Energy, Inc.	7.15%	10/1/2033		1,203,000		1,208,056
Permian Resources Operating LLC†	5.375%	1/15/2026		1,659,000		1,589,969
Permian Resources Operating LLC†	6.875%	4/1/2027		1,204,000		1,187,966
Petroleos Mexicanos (Mexico)(d)	5.35%	2/12/2028		1,589,000		1,294,055
Petroleos Mexicanos (Mexico)†(d)	10.00%	2/7/2033		2,153,000		1,918,605
Phillips 66 Co.	4.95%	12/1/2027		1,119,000		1,097,232
Pioneer Natural Resources Co.	2.15%	1/15/2031		1,344,000		1,061,419
Precision Drilling Corp. (Canada)†(d)	6.875%	1/15/2029		1,295,000		1,227,876
Range Resources Corp.†	4.75%	2/15/2030		2,643,000		2,348,900
Range Resources Corp.	8.25%	1/15/2029		2,591,000		2,658,444
Rockcliff Energy II LLC†	5.50%	10/15/2029		1,291,000		1,163,489
Seadrill Finance Ltd.†	8.375%	8/1/2030		1,084,000		1,104,661
SM Energy Co.	6.625%	1/15/2027		4,388,000		4,304,606
SM Energy Co.	6.75%	9/15/2026		1,112,000		1,092,623
Southwestern Energy Co.	5.375%	2/1/2029		2,333,000		2,150,787
Southwestern Energy Co.	5.375%	3/15/2030		1,746,000		1,592,802
Southwestern Energy Co.	8.375%	9/15/2028		1,608,000		1,661,389
Suncor Energy, Inc. (Canada)(d)	7.15%	2/1/2032		1,408,000		1,482,182
Texaco Capital, Inc.	8.625%	11/15/2031		722,000		866,645
Transocean, Inc.†	8.75%	2/15/2030		2,869,000		2,936,106
Vermilion Energy, Inc. (Canada)†(d)	6.875%	5/1/2030		914,000		865,811
Viper Energy Partners LP†	5.375%	11/1/2027		1,751,000		1,660,421
Vital Energy, Inc.†	7.75%	7/31/2029		1,921,000		1,789,027
Vital Energy, Inc.	9.75%	10/15/2030		611,000		625,174
Vital Energy, Inc.	10.125%	1/15/2028		3,500,000		3,571,351
Total						121,895,001

20 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Oil & Gas Services 0.62%
Oceaneering International, Inc.	4.65%		11/15/2024	$	1,301,000	$	1,285,667
Oceaneering International, Inc.	6.00%		2/1/2028		1,964,000		1,852,229
USA Compression Partners LP/USA Compression Finance Corp.	6.875%		9/1/2027		1,271,000		1,233,477
Weatherford International Ltd.†	8.625%		4/30/2030		2,101,000		2,118,943
Total							6,490,316
Packaging & Containers 1.15%
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC†	3.25%		9/1/2028		444,000		370,708
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. (Ireland)†(d)	4.125%		8/15/2026		1,189,000		1,087,979
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. (Ireland)†(d)	5.25%		8/15/2027		635,000		530,746
Ball Corp.	6.875%		3/15/2028		1,541,000		1,551,950
LABL, Inc.†	6.75%		7/15/2026		989,000		959,649
LABL, Inc.†	10.50%		7/15/2027		694,000		653,288
Mauser Packaging Solutions Holding Co.†	7.875%		8/15/2026		1,904,000		1,839,037
Mauser Packaging Solutions Holding Co.†	9.25%		4/15/2027		1,124,000		984,034
Owens-Brockway Glass Container, Inc.†	7.25%		5/15/2031		1,087,000		1,063,901
Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC†	4.00%		10/15/2027		1,111,000		987,235
Sealed Air Corp.†	6.875%		7/15/2033		1,060,000		1,030,945
Trivium Packaging Finance BV (Netherlands)†(d)	5.50%		8/15/2026		1,115,000		1,040,889
Total							12,100,361
Pharmaceuticals 0.44%
BellRing Brands, Inc.†	7.00%		3/15/2030		1,506,000		1,484,892
Organon & Co./Organon Foreign Debt Co.-Issuer BV†	4.125%		4/30/2028		2,458,000		2,138,125
Perrigo Finance Unlimited Co. (Ireland)(d)	4.65%		6/15/2030		1,197,000		1,021,964
Total							4,644,981
Pipelines 2.88%
Abu Dhabi Crude Oil Pipeline LLC (United Arab Emirates)†(d)	4.60%		11/2/2047		1,127,000		976,940
AI Candelaria Spain SA (Spain)†(d)	5.75%		6/15/2033		1,646,000		1,166,435
AI Candelaria Spain SA (Spain)†(d)	7.50%		12/15/2028		1,148,337		1,048,057
Buckeye Partners LP	9.627% (3 mo. USD LIBOR + 4.02%)	#	1/22/2078		1,532,000		1,259,565
Cheniere Energy Partners LP	3.25%		1/31/2032		1,350,000		1,074,469

See Notes to Schedule of Investments. 21

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Pipelines (continued)
Colonial Enterprises, Inc.†	3.25%	5/15/2030	$	1,241,000	$	1,070,021
Columbia Pipelines Operating Co. LLC†	5.927%	8/15/2030		651,000		642,984
CQP Holdco LP/BIP-V Chinook Holdco LLC†	5.50%	6/15/2031		2,373,000		2,106,045
DT Midstream, Inc.†	4.30%	4/15/2032		1,293,000		1,101,920
Galaxy Pipeline Assets Bidco Ltd. (United Arab Emirates)†(d)	3.25%	9/30/2040		985,000		720,022
Greensaif Pipelines Bidco Sarl (Luxembourg)†(d)	6.129%	2/23/2038		1,131,000		1,105,329
Hess Midstream Operations LP†	5.125%	6/15/2028		918,000		845,382
Kinder Morgan, Inc.	5.20%	6/1/2033		1,059,000		980,154
Magellan Midstream Partners LP	3.95%	3/1/2050		913,000		612,154
NGPL PipeCo LLC†	3.25%	7/15/2031		1,530,000		1,218,389
NGPL PipeCo LLC†	4.875%	8/15/2027		852,000		804,753
Oleoducto Central SA (Colombia)(d)	4.00%	7/14/2027		1,056,000		941,937
ONEOK, Inc.	4.45%	9/1/2049		1,063,000		765,774
ONEOK, Inc.	6.05%	9/1/2033		1,596,000		1,568,898
Sabal Trail Transmission LLC†	4.246%	5/1/2028		1,125,000		1,055,369
Venture Global Calcasieu Pass LLC†	4.125%	8/15/2031		1,293,000		1,062,369
Venture Global Calcasieu Pass LLC†	6.25%	1/15/2030		1,144,000		1,092,388
Venture Global LNG, Inc.†	8.125%	6/1/2028		659,000		652,985
Venture Global LNG, Inc.†	8.375%	6/1/2031		1,186,000		1,167,074
Western Midstream Operating LP	4.05%	2/1/2030		3,702,000		3,239,925
Western Midstream Operating LP	6.35%	1/15/2029		552,000		553,652
Williams Cos., Inc.	5.65%	3/15/2033		1,485,000		1,435,758
Total						30,268,748
REITS 1.34%
GLP Capital LP/GLP Financing II, Inc.	4.00%	1/15/2030		1,272,000		1,080,246
GLP Capital LP/GLP Financing II, Inc.	4.00%	1/15/2031		1,278,000		1,065,285
GLP Capital LP/GLP Financing II, Inc.	5.75%	6/1/2028		1,000,000		959,781
Goodman U.S. Finance Five LLC†	4.625%	5/4/2032		1,095,000		962,134
Rayonier LP	2.75%	5/17/2031		2,532,000		1,958,010
Retail Opportunity Investments Partnership LP	6.75%	10/15/2028		1,147,000		1,132,874
SBA Communications Corp.	3.875%	2/15/2027		2,607,000		2,391,103
Service Properties Trust	7.50%	9/15/2025		672,000		660,983
VICI Properties LP/VICI Note Co., Inc.†	4.625%	6/15/2025		1,328,000		1,283,658
VICI Properties LP/VICI Note Co., Inc.†	4.625%	12/1/2029		2,948,000		2,618,708
Total						14,112,782

22 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Retail 2.02%
1011778 BC ULC/New Red Finance, Inc. (Canada)†(d)	4.00%	10/15/2030	$	1,294,000	$	1,076,794
1011778 BC ULC/New Red Finance, Inc. (Canada)†(d)	4.375%	1/15/2028		1,166,000		1,052,086
Advance Auto Parts, Inc.	3.90%	4/15/2030		1,262,000		1,024,900
Asbury Automotive Group, Inc.†	4.625%	11/15/2029		1,710,000		1,470,951
Bath & Body Works, Inc.	5.25%	2/1/2028		1,060,000		982,211
Bath & Body Works, Inc.†	6.625%	10/1/2030		876,000		822,196
Beacon Roofing Supply, Inc.†	6.50%	8/1/2030		564,000		547,181
Gap, Inc.†	3.875%	10/1/2031		1,579,000		1,111,283
LBM Acquisition LLC†	6.25%	1/15/2029		902,000		740,546
Murphy Oil USA, Inc.†	3.75%	2/15/2031		1,934,000		1,580,976
Murphy Oil USA, Inc.	4.75%	9/15/2029		1,500,000		1,354,200
NMG Holding Co., Inc./Neiman Marcus Group LLC†	7.125%	4/1/2026		681,000		639,757
PetSmart, Inc./PetSmart Finance Corp.†	4.75%	2/15/2028		985,000		863,503
PetSmart, Inc./PetSmart Finance Corp.†	7.75%	2/15/2029		1,697,000		1,583,273
SRS Distribution, Inc.†	4.625%	7/1/2028		1,478,000		1,278,808
Stonegate Pub Co. Financing 2019 PLC(e)	8.00%	7/13/2025	GBP	550,000		628,397
Stonegate Pub Co. Financing 2019 PLC(e)	8.25%	7/31/2025	GBP	1,860,000		2,153,924
Tiffany & Co.	4.90%	10/1/2044	$	1,466,000		1,271,892
White Cap Buyer LLC†	6.875%	10/15/2028		1,214,000		1,074,433
Total						21,257,311
Savings & Loans 0.00%
Washington Mutual Bank/Debt not acquired by JPMorgan(f)	6.875%	6/15/2011		1,250,000		–	(g)(h)
Semiconductors 0.70%
Entegris Escrow Corp.†	4.75%	4/15/2029		1,215,000		1,093,395
Marvell Technology, Inc.	5.95%	9/15/2033		1,107,000		1,087,145
ON Semiconductor Corp.†	3.875%	9/1/2028		3,036,000		2,691,293
Qorvo, Inc.	4.375%	10/15/2029		1,083,000		953,648
SK Hynix, Inc. (South Korea)(d)	6.50%	1/17/2033		1,564,000		1,530,489
Total						7,355,970
Shipbuilding 0.19%
Huntington Ingalls Industries, Inc.	4.20%	5/1/2030		2,251,000		2,037,090

See Notes to Schedule of Investments. 23

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Software 1.75%
AthenaHealth Group, Inc.†	6.50%	2/15/2030	$	1,929,000	$	1,615,812
Clarivate Science Holdings Corp.†	4.875%	7/1/2029		1,153,000		984,163
Cloud Software Group, Inc.†	6.50%	3/31/2029		1,610,000		1,425,399
Cloud Software Group, Inc.†	9.00%	9/30/2029		3,442,000		2,995,868
Intuit, Inc.	5.50%	9/15/2053		1,062,000		1,019,677
MSCI, Inc.†	3.25%	8/15/2033		1,483,000		1,143,495
MSCI, Inc.†	3.875%	2/15/2031		3,447,000		2,924,884
MSCI, Inc.†	4.00%	11/15/2029		1,699,000		1,494,436
PTC, Inc.†	4.00%	2/15/2028		1,003,000		900,032
ROBLOX Corp.†	3.875%	5/1/2030		2,388,000		1,919,089
Roper Technologies, Inc.	1.75%	2/15/2031		1,352,000		1,026,645
Workday, Inc.	3.80%	4/1/2032		1,079,000		925,531
Total						18,375,031
Telecommunications 1.98%
Altice France SA (France)†(d)	5.50%	10/15/2029		1,383,000		996,569
Altice France SA (France)†(d)	8.125%	2/1/2027		2,251,000		1,999,048
Connect Finco Sarl/Connect U.S. Finco LLC (Luxembourg)†(d)	6.75%	10/1/2026		1,264,000		1,180,510
Frontier Communications Holdings LLC†	5.875%	10/15/2027		2,402,000		2,186,825
Frontier Communications Holdings LLC†	8.75%	5/15/2030		2,295,000		2,181,456
Hughes Satellite Systems Corp.	5.25%	8/1/2026		1,111,000		1,000,383
Lumen Technologies, Inc.†	4.00%	2/15/2027		1,741,000		1,148,755
NTT Finance Corp. (Japan)†(d)	4.372%	7/27/2027		1,148,000		1,106,280
Sprint Capital Corp.	6.875%	11/15/2028		4,646,000		4,801,043
Vmed O2 U.K. Financing I PLC (United Kingdom)†(d)	4.25%	1/31/2031		3,935,000		3,137,296
Vmed O2 U.K. Financing I PLC (United Kingdom)†(d)	4.75%	7/15/2031		1,253,000		1,013,762
Total						20,751,927
Transportation 0.18%
Central Japan Railway Co. (Japan)†(d)	4.25%	11/24/2045		1,524,000		1,208,176
Rand Parent LLC†	8.50%	2/15/2030		777,000		719,728
Total						1,927,904
Trucking & Leasing 0.15%
Fortress Transportation & Infrastructure Investors LLC†	5.50%	5/1/2028		1,770,000		1,606,587
Total Corporate Bonds (cost $ 814,851,589)						757,610,680

24 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
FLOATING RATE LOANS(j) 4.05%
Aerospace/Defense 0.24%
Alloy Finco Ltd. 2020 USD Term Loan B2 (Jersey)(d)	11.812% (3 mo. USD LIBOR + 6.50%)	3/6/2024	$	656,228	$	641,134
Alloy Finco Ltd. USD Holdco PIK Term Loan 13.50% (Jersey)(d)	0.50%	3/6/2025		1,439,492		1,386,411
Bleriot U.S. Bidco, Inc. 2023 Term Loan B	–(b)	10/31/2028		520,469		521,723
Total						2,549,268
Automotive 0.11%
DexKo Global, Inc. 2021 USD Term Loan B	9.40% (3 mo. USD Term SOFR + 3.75%)	10/4/2028		1,148,819		1,123,688
Beverages 0.10%
Sunshine Investments BV 2022 USD Term Loan (Netherlands)(d)	9.615% (3 mo. USD Term SOFR + 4.25%)	7/12/2029		1,084,115		1,086,147
Building Materials 0.08%
CP Atlas Buyer, Inc. 2021 Term Loan B	–(b)	11/23/2027		895,842		847,503
Chemicals 0.01%
IRIS Holdings Inc. Term Loan	10.219% (3 mo. USD Term SOFR + 4.75%)	6/28/2028		136,044		127,050
Commercial Services 0.11%
Mavis Tire Express Services Corp. 2021 Term Loan B	–(b)	5/4/2028		1,143,388		1,141,959
Construction & Engineering 0.10%
Brand Industrial Services, Inc. 2023 Term Loan B	10.87% (3 mo. USD Term SOFR + 5.50%)	8/1/2030		1,070,823		1,046,141
Diversified Capital Goods 0.12%
CeramTec AcquiCo GmbH 2022 EUR Term Loan B(e)	7.28% (3 mo. EURIBOR + 3.50%)	3/16/2029	EUR	1,162,111		1,218,020
Electric 0.00%
Helix Gen Funding LLC 2023 Term Loan	10.06% (3 mo. USD Term SOFR + 4.75%)	12/31/2027	$	393		393

See Notes to Schedule of Investments. 25

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments		Interest Rate	Maturity Date	Principal Amount		Fair Value
Electric: Generation 0.34%
Astoria Energy LLC 2020 Term Loan B		8.931% (1 mo. USD Term SOFR + 3.50%)	12/10/2027	$	2,174,901	$	2,179,175
EFS Cogen Holdings I LLC 2020 Term Loan B		9.16% (3 mo. USD Term SOFR + 3.50%)	10/1/2027		1,189,335		1,185,452
Frontera Generation Holdings LLC 2021 2nd Lien Term Loan		7.152% (3 mo. USD Term SOFR + 1.50%)	7/28/2028		129,376		66,952
Frontera Generation Holdings LLC 2021 Term Loan		18.652% (3 mo. USD Term SOFR + 13.00%)	7/28/2026		133,293		140,625
Total							3,572,204
Energy 0.20%
CQP Holdco LP 2021 Term Loan B		8.99% (1 mo. USD Term SOFR + 3.50% SOFR + 3.50%) (3 mo. USD Term SOFR + 3.50%)	6/5/2028		1,142,798		1,145,267
Medallion Midland Acquisition LLC 2021 Term Loan		–(b)	10/18/2028		961,371		964,014
Total							2,109,281
Entertainment 0.05%
Formula One Holdings Ltd. Term Loan B (Luxembourg)(d)		8.316% (1 mo. USD Term SOFR)	1/15/2030		137,688		137,843
Vue International Bidco PLC 2022 EUR Term Loan(e)		12.072% (6 mo. EURIBOR + 8.00%)	6/30/2027	EUR	113,307		117,099
Vue International Bidco PLC 2023 EUR PIK Term Loan 6.50%(e)		4.859% - 6.50%	12/31/2027	EUR	646,128		326,759
Total							581,701
Gas Distribution 0.11%
Freeport LNG Investments LLLP Term Loan B	9.088% (3 mo. USD Term SOFR + 3.50%)		12/21/2028	$	1,145,822		1,136,873
Health Care Products 0.21%
Bausch & Lomb Corp. Term Loan (Canada)(d)		8.755% (3 mo. USD Term SOFR + 3.25%)	5/10/2027		2,272,446		2,213,112

26 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Healthcare 0.21%
Athenahealth Group, Inc. 2022 Term Loan B	8.57% (1 mo. USD Term SOFR + 3.25%)	2/15/2029	$	1,074,933	$	1,057,804
eResearchTechnology, Inc. 2020 1st Lien Term Loan	9.931% (1 mo. USD Term SOFR + 4.50%)	2/4/2027		1,144,872		1,125,655
Total						2,183,459
Information Technology 0.43%
Banff Merger Sub, Inc. 2021 USD Term Loan	9.181% (1 mo. USD Term SOFR + 3.75%)	10/2/2025		1,093,540		1,093,688
Cloud Software Group, Inc. 2022 USD Term Loan B	9.99% (3 mo. USD Term SOFR + 4.50%)	3/30/2029		1,177,818		1,134,569
MKS Instruments, Inc. 2022 USD Term Loan B	8.166% (1 mo. USD Term SOFR + 2.75%)	8/17/2029		1,144,939		1,146,267
Proofpoint, Inc. 1st Lien Term Loan	8.681% (1 mo. USD Term SOFR + 3.25%)	8/31/2028		1,146,093		1,138,053
Total						4,512,577
Insurance 0.15%
HUB International Ltd. 2023 Term Loan B	9.58% (3 mo. USD Term SOFR + 4.25%)	6/20/2030		1,147,400		1,151,823
USI, Inc. 2023 Acquisition Term Loan	–(b)	9/14/2030		344,750		344,319
USI, Inc. 2023 Refi Term Loan	–(b)	9/14/2030		114,916		114,773
Total						1,610,915
Investment Management Companies 0.07%
GIP Pilot Acquisition Partners LP Term Loan	–(b)	9/18/2030		719,000		718,101
Lodging 0.11%
Four Seasons Hotels Ltd. 2023 Term Loan B (Canada)(d)	7.916% (1 mo. USD Term SOFR + 2.50%)	11/30/2029		1,142,288		1,146,012
Machinery: Diversified 0.23%
Chart Industries, Inc. 2023 Term Loan B	–(b)	3/15/2030		137,343		137,686
CPM Holdings, Inc. 2023 Term Loan	–(b)	9/22/2028		398,000		397,628
LSF12 Badger Bidco LLC Term Loan B	11.316% (3 mo. USD Term SOFR + 6.00%)	8/30/2030		746,435		746,435
SPX Flow, Inc. 2022 Term Loan	–(b)	4/5/2029		1,147,400		1,146,488
Total						2,428,237

See Notes to Schedule of Investments. 27

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Manufacturing 0.10%
Madison IAQ LLC Term Loan	8.69% (1 mo. USD Term SOFR + 3.25%)	6/21/2028	$	1,115,614	$	1,099,371
Media 0.14%
Virgin Media Bristol LLC 2023 USD Term Loan Y	–(b)	3/31/2031		1,490,000		1,457,011
Metal Fabricate/Hardware 0.10%
Tank Holding Corp. 2022 Term Loan	11.17% (1 mo. USD Term SOFR + 5.75%)	3/31/2028		1,037,566		1,009,199
Oil & Gas 0.16%
Par Petroleum LLC 2023 Term Loan B	9.772% (3 mo. USD Term SOFR + 4.25%)	2/28/2030		1,144,524		1,144,759
Parkway Generation LLC Term Loan B	10.181% (1 mo. USD Term SOFR + 4.75%)	2/18/2029		444,415		444,484
Parkway Generation LLC Term Loan C	10.181% (1 mo. USD Term SOFR + 4.75%)	2/18/2029		58,886		58,896
Total						1,648,139
Personal & Household Products 0.00%
FGI Operating Co. LLC Exit Term Loan(f)	–(b)	5/16/2024		79,885		10,026	(k)
Real Estate 0.02%
Cushman & Wakefield U.S. Borrower LLC 2023 Term Loan B	9.316% (1 mo. USD Term SOFR + 4.00%)	1/31/2030		261,285		259,652
Retail 0.27%
IRB Holding Corp. 2022 Term Loan B	–(b)	12/15/2027		1,144,924		1,142,113
Restoration Hardware, Inc. Term Loan B	7.931% (1 mo. USD Term SOFR + 2.50%)	10/20/2028		1,797,069		1,731,179
Total						2,873,292
Service 0.02%
AppLovin Corp. 2021 Term Loan B	–(b)	10/25/2028		229,160		229,283
Software 0.09%
Applied Systems, Inc. 2022 Extended 1st Lien Term Loan	–(b)	9/18/2026		687,677		690,559
Quartz Acquireco LLC Term Loan B	8.818% (1 mo. USD Term SOFR + 3.50%)	6/28/2030		229,801		229,801
Total						920,360
Software/Services 0.17%
Peraton Corp. Term Loan B	–(b)	2/1/2028		1,739,747		1,738,303
Total Floating Rate Loans (cost $42,946,710)						42,597,277

28 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
FOREIGN GOVERNMENT OBLIGATIONS 3.66%
Angola 0.22%
Angolan Government International Bonds(d)	9.375%	5/8/2048	$	3,148,000	$	2,330,464
Argentina 0.16%
Argentina Government International Bonds(d)	0.75%(l)	7/9/2030		5,764,869		1,653,550
Brazil 0.20%
Brazil Notas do Tesouro Nacional(e)	10.00%	1/1/2029	BRL	11,000,000		2,091,090
Colombia 0.15%
Colombia Government International Bonds(d)	8.00%	4/20/2033	$	1,575,000		1,557,885
Costa Rica 0.24%
Costa Rica Government International Bonds†(d)	7.158%	3/12/2045		2,596,000		2,512,432
Dominican Republic 0.34%
Dominican Republic International Bonds†(d)	6.00%	2/22/2033		4,070,000		3,604,025
Ecuador 0.14%
Ecuador Government International Bonds†(d)	6.00%(l)	7/31/2030		2,898,694		1,488,192
El Salvador 0.20%
El Salvador Government International Bonds(d)	8.625%	2/28/2029		2,498,000		2,049,315
Gabon 0.08%
Gabon Government International Bonds(d)	6.95%	6/16/2025		444,000		397,380
Gabon Government International Bonds(d)	6.95%	6/16/2025		463,000		414,385
Total						811,765
Jordan 0.15%
Jordan Government International Bonds†(d)	7.50%	1/13/2029		1,625,000		1,591,005
Mexico 0.33%
Mexico Bonos(e)	7.50%	5/26/2033	MXN	70,000,000		3,414,225
Senegal 0.19%
Senegal Government International Bonds†(d)	6.25%	5/23/2033	$	2,529,000		2,033,771
Serbia 0.20%
Serbia International Bonds†(d)	6.25%	5/26/2028		2,144,000		2,104,968
South Africa 0.22%
Republic of South Africa Government International Bonds(d)	4.30%	10/12/2028		2,688,000		2,331,797

See Notes to Schedule of Investments. 29

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Sri Lanka 0.11%
Sri Lanka Government International Bonds†(d)(f)	5.875%	7/25/2022	$	2,340,000	$	1,148,975
Turkey 0.52%
Turkey Government International Bonds(d)	5.125%	2/17/2028		4,668,000		4,174,826
Turkey Government International Bonds(d)	9.375%	3/14/2029		1,300,000		1,335,451
Total						5,510,277
Uruguay 0.21%
Uruguay Government International Bonds(e)	9.75%	7/20/2033	UYU	82,483,888		2,163,859
Total Foreign Government Obligations (cost $41,077,943)						38,397,595
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 10.48%
Federal Home Loan Mortgage Corp.	5.00%	7/1/2052	$	2,210,699		2,107,520
Federal National Mortgage Association	5.00%	7/1/2052		2,978,597		2,842,950
Government National Mortgage Association(m)	3.00%	TBA		7,324,000		6,209,379
Government National Mortgage Association(m)	3.50%	TBA		3,025,000		2,650,420
Government National Mortgage Association(m)	4.00%	TBA		5,624,000		5,071,046
Government National Mortgage Association(m)	4.50%	TBA		5,807,000		5,367,491
Government National Mortgage Association(m)	5.00%	TBA		17,212,000		16,314,384
Government National Mortgage Association(m)	5.50%	TBA		8,992,000		8,726,104
Government National Mortgage Association(m)	6.00%	TBA		11,801,000		11,687,230
Government National Mortgage Association(m)	6.50%	TBA		4,735,000		4,759,045
Uniform Mortgage-Backed Security(m)	4.00%	TBA		7,128,000		6,349,430
Uniform Mortgage-Backed Security(m)	4.50%	TBA		3,697,000		3,395,142
Uniform Mortgage-Backed Security(m)	5.00%	TBA		1,361,000		1,324,848
Uniform Mortgage-Backed Security(m)	5.50%	TBA		13,085,000		12,732,202
Uniform Mortgage-Backed Security(m)	6.00%	TBA		13,555,000		13,440,965
Uniform Mortgage-Backed Security(m)	6.50%	TBA		7,063,000		7,093,797
Total Government Sponsored Enterprises Pass-Throughs (cost $111,570,353)						110,071,953
MUNICIPAL BONDS 0.42%
Government 0.10%
Foothill-Eastern Transportation Corridor Agency CA	4.094%	1/15/2049		1,292,000		989,150
Miscellaneous 0.22%
Dallas Convention Center Hotel Development Corp. TX	7.088%	1/1/2042		1,210,000		1,292,087
New York City Industrial Development Agency NY†	11.00%	3/1/2029		935,000		1,062,027
Total						2,354,114

30 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Tax Revenue 0.10%
Memphis-Shelby County Industrial Development Board Tax Allocation TN(f)	7.00%		7/1/2045	$	1,415,000	$	1,024,326
Total Municipal Bonds (cost $5,398,119)							4,367,590
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 5.87%
BBCMS Mortgage Trust Series 2019-BWAY Class A†	6.403% (1 mo. USD Term SOFR + 1.07%)	#	11/15/2034		1,750,000		1,356,383
Benchmark Mortgage Trust Series 2019-B12 Class WMA†	4.388%	#(n)	8/15/2052		1,000,000		725,077
BHMS Mortgage Trust Series 2018-ATLS Class A†	6.879% (1 mo. USD Term SOFR + 1.55%)	#	7/15/2035		2,960,000		2,924,930
BMO Mortgage Trust Series 2023-C5 Class A5	5.765%		6/15/2056		690,000		683,907
BX Commercial Mortgage Trust Series 2020-VIV4 Class A†	2.843%		3/9/2044		829,000		675,567
BX Commercial Mortgage Trust Series 2021-VOLT Class A†	6.147% (1 mo. USD Term SOFR + 0.81%)	#	9/15/2036		2,630,000		2,562,127
BX Trust Series 2021-ARIA Class A†	6.346% (1 mo. USD Term SOFR + 1.01%)	#	10/15/2036		500,000		488,240
BX Trust Series 2022-PSB Class A†	7.783% (1 mo. USD Term SOFR + 2.45%)	#	8/15/2039		990,805		991,771
CF Trust Series 2019-BOSS Class A1†	8.63% (1 mo. USD Term SOFR + 3.30%)	#	12/15/2024		1,340,000		1,281,211
CIM Trust Series 2020-J1 Class A2†	2.50%	#(n)	7/25/2050		448,113		344,283
CIM Trust Series 2021-J1 Class A1†	2.50%	#(n)	3/25/2051		459,531		349,051
Citigroup Mortgage Loan Trust, Inc. Series 2021-INV2 Class A3A†	2.50%	#(n)	5/25/2051		2,164,455		1,648,119
Citigroup Mortgage Loan Trust, Inc. Series 2022-INV1 Class A3B†	3.00%	#(n)	11/27/2051		3,085,503		2,449,700
COMM Mortgage Trust Series 2014-UBS5 Class AM	4.193%	#(n)	9/10/2047		1,161,000		1,121,391
CSMC Trust Series 2021-BPNY Class A†	9.162% (1 mo. USD Term SOFR + 3.83%)	#	8/15/2026		1,960,000		1,705,212
CSMC Trust Series 2021-BRIT Class A†	8.906% (1 mo. USD Term SOFR + 3.57%)	#	5/15/2026		2,703,735		2,423,412
Federal Home Loan Mortgage Corp. STACR REMIC Notes Series 2023-DNA2 Class M1A†	7.415% (30 day USD SOFR Average + 2.10%)	#	4/25/2043		1,204,530		1,217,100

See Notes to Schedule of Investments. 31

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2020-DNA1 Class B1†	7.729% (30 day USD SOFR Average + 2.41%)	#	1/25/2050	$	546,756	$	550,327
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2020-DNA2 Class B1†	7.929% (30 day USD SOFR Average + 2.61%)	#	2/25/2050		692,000		695,609
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2021-HQA3 Class M1†	6.165% (30 day USD SOFR Average + 0.85%)	#	9/25/2041		630,362		616,973
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2022-DNA2 Class M1B†	7.715% (30 day USD SOFR Average + 2.40%)	#	2/25/2042		800,000		805,582
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2022-DNA5 Class M1B†	9.815% (30 day USD SOFR Average + 4.50%)	#	6/25/2042		587,000		631,354
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2022-HQA3 Class M1A†	7.615% (30 day USD SOFR Average + 2.30%)	#	8/25/2042		1,529,749		1,554,674
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2022-HQA3 Class M1B†	8.865% (30 day USD SOFR Average + 3.55%)	#	8/25/2042		1,570,000		1,626,356
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes Series 2022-HQA2 Class M1B†	9.315% (30 day USD SOFR Average + 4.00%)	#	7/25/2042		380,000		395,825
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes Series 2023-DNA2 Class M1B†	8.565% (30 day USD SOFR Average + 3.25%)	#	4/25/2043		2,200,000		2,275,068
Federal National Mortgage Association Connecticut Avenue Securities Series 2022-R01 Class 1B2†	11.315% (30 day USD SOFR Average + 6.00%)	#	12/25/2041		1,100,000		1,112,120
Federal National Mortgage Association Connecticut Avenue Securities Series 2023-R03 Class 2M2†	9.215% (30 day USD SOFR Average + 3.90%)	#	4/25/2043		900,000		941,781
Federal National Mortgage Association Connecticut Avenue Securities Series 2023-R06 Class 1M2†	8.015% (30 day USD SOFR Average + 2.70%)	#	7/25/2043		500,000		503,848

32 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2019-R05 Class 1B1†	9.529% (30 day USD SOFR Average + 4.21%)	#	7/25/2039	$	960,747	$	993,603
Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2022-R02 Class 2M1†	6.515% (30 day USD SOFR Average + 1.20%)	#	1/25/2042		727,515		723,093
Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2022-R08 Class 1M1†	7.865% (30 day USD SOFR Average + 2.55%)	#	7/25/2042		1,058,160		1,078,539
Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2023-R01 Class 1M1†	7.715% (30 day USD SOFR Average + 2.40%)	#	12/25/2042		2,458,705		2,502,297
Flagstar Mortgage Trust Series 2021-8INV Class A3†	2.50%	#(n)	9/25/2051		541,284		411,148
GS Mortgage Securities Corp. Trust Series 2021-ARDN Class C†	7.497% (1 mo. USD Term SOFR + 2.16%)	#	11/15/2036		770,000		738,762
GS Mortgage Securities Corp. Trust Series 2021-PJ1 Class A2†	2.50%	#(n)	6/25/2051		981,966		745,882
GS Mortgage Securities Corp. Trust Series 2021-PJ5 Class A2†	2.50%	#(n)	10/25/2051		329,944		250,619
GS Mortgage Securities Corp. Trust Series 2021-RENT Class G†	11.147% (1 mo. USD Term SOFR + 5.81%)	#	11/21/2035		98,975		10,640
GS Mortgage Securities Corp. Trust Series 2021-RSMZ Class MZ†	14.947% (1 mo. USD Term SOFR + 9.61%)	#	6/15/2026		4,000,000		40,000	(h)
GS Mortgage Securities Corp. Trust Series 2022-ECI Class B†	8.276% (1 mo. USD Term SOFR + 2.94%)	#	8/15/2039		1,180,000		1,179,750
GS Mortgage Securities Corp. Trust Series 2023-FUN Class A†	7.424% (1 mo. USD Term SOFR + 2.09%)	#	3/15/2028		2,090,000		2,073,603
GS Mortgage-Backed Securities Corp. Trust Series 2021-PJ6 Class A8†	2.50%	#(n)	11/25/2051		760,559		644,094
GS Mortgage-Backed Securities Trust Series 2021-PJ6 Class A2†	2.50%	#(n)	11/25/2051		1,131,383		859,376
GS Mortgage-Backed Securities Trust Series 2021-PJ7 Class A2†	2.50%	#(n)	1/25/2052		718,860		546,032
Hilton Orlando Trust Series 2018-ORL Class A†	6.399% (1 mo. USD Term SOFR + 1.07%)	#	12/15/2034		747,000		739,856

See Notes to Schedule of Investments. 33

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Interest Rate			Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
HPLY Trust Series 2019-HIT Class A†	6.443% (1 mo. USD Term SOFR + 1.11%)		#	11/15/2036	$	1,065,830	$	1,057,738
JP Morgan Chase Commercial Mortgage Securities Trust Series 2022-NLP Class B†	6.439% (1 mo. USD Term SOFR + 1.11%)		#	4/15/2037		1,757,303		1,603,201
JP Morgan Mortgage Trust Series 2020-7 Class A3†	3.00%		#(n)	1/25/2051		465,816		370,989
JP Morgan Mortgage Trust Series 2021-12 Class A3†	2.50%		#(n)	2/25/2052		580,179		440,692
JP Morgan Mortgage Trust Series 2021-7 Class A3†	2.50%		#(n)	11/25/2051		369,204		280,440
JP Morgan Mortgage Trust Series 2021-INV5 Class A2†	3.00%		#(n)	12/25/2051		419,964		336,438
JP Morgan Mortgage Trust Series 2021-INV8 Class A2†	3.00%		#(n)	5/25/2052		2,041,725		1,626,089
JP Morgan Mortgage Trust Series 2022-4 Class A2A†	3.00%		#(n)	10/25/2052		908,479		719,014
JPMorgan Chase Commercial Mortgage Securities Trust Series 2021-BOLT Class D†	12.148% (1 mo. USD Term SOFR + 6.81%)		#	8/15/2033		2,110,000		1,852,844
Life Mortgage Trust Series 2022-BMR2 Class A1†	6.627% (1 mo. USD Term SOFR + 1.30%)		#	5/15/2039		1,400,000		1,376,729
SHOW Trust Series 2022-BIZ Class A†	8.314% (1 mo. USD Term SOFR + 2.98%)		#	1/15/2027		3,850,000		3,859,585
Total Non-Agency Commercial Mortgage-Backed Securities (cost $68,370,984)								61,718,051
		Dividend Rate			Shares
PREFERRED STOCKS 0.11%
Transportation Infrastructure
ACBL Holdings Corp.	Zero Coupon					9,765		229,477
ACBL Holdings Corp.	Zero Coupon					16,904		929,720
Total Preferred Stocks (cost $666,725)								1,159,197
		Exercise Price		Expiration Date
RIGHTS 0.00%
Cosmetics/Personal Care
Revlon, Inc.* (cost $48,886)	Zero Coupon			12/31/2099		148,512		–	(g)
Total Long-Term Investments (cost $1,213,928,790)								1,144,101,062

34 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investments	Principal Amount		Fair Value
SHORT-TERM INVESTMENTS 1.50%
Repurchase Agreements 1.50%
Repurchase Agreement dated 9/29/2023, 5.300% due 10/2/2023 with Barclays Capital, Inc. collateralized by $5,689,000 of U.S. Treasury Note at 0.875% due 9/30/2026; value: $5,099,193; proceeds: $5,001,417 (cost $4,999,209)	$	4,999,209	$	4,999,209
Repurchase Agreement dated 9/29/2023, 2.800% due 10/2/2023 with Fixed Income Clearing Corp. collateralized by $11,197,600 of U.S. Treasury Note at 3.625% due 5/15/2026; value: $10,999,664; proceeds: $10,786,482 (cost $10,783,966)		10,783,966		10,783,966
Total Repurchase Agreements (cost $15,783,175)				15,783,175
Total Investments in Securities 110.40% (cost $1,229,711,965)				1,159,884,237
Other Assets and Liabilities – Net(o) (10.40)%				(109,229,411	)
Net Assets 100.00%			$	1,050,654,826

BRL	Brazilian Real.
EUR	Euro.
GBP	British Pound.
MXN	Mexican Peso.
UYU	Uruguayan Peso.
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.
REMIC	Real Estate Mortgage Investment Conduit.
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, 2023, the total value of Rule 144A securities was $582,449,461, which represents 55.44% of net assets.
#	Variable rate security. The interest rate represents the rate in effect at September 30, 2023.
*	Non-income producing security.
(a)	Securities purchased on a when-issued basis.
(b)	Interest Rate to be determined.
(c)	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.

See Notes to Schedule of Investments. 35

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

(d)	Foreign security traded in U.S. dollars.
(e)	Investment in non-U.S. dollar denominated securities.
(f)	Defaulted (non-income producing security).
(g)	Amount is less than $1.
(h)	Level 3 Investment as described in Note 2(b) in the Notes to Schedule of Investments. Security fair valued by the Pricing Committee.
(i)	Security is perpetual in nature and has no stated maturity.
(j)	Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at September 30, 2023.
(k)	Level 3 Investment as described in Note 2(b) in the Notes to Schedule of Investments. Floating Rate Loan fair valued by the Pricing Committee. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation.
(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)	Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool.
(o)	Other Assets and Liabilities – Net include net unrealized appreciation/depreciation on forward foreign currency exchange contracts, futures contracts and swap contracts as follows:

Centrally Cleared Consumer Price Index (“CPI”) Swap Contracts at September 30, 2023:

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
Bank of America	2.544%	CPI Urban Consumer NSA	3/2/2052		$	1,392,911		$	64,929	(1)
Bank of America	2.544%	CPI Urban Consumer NSA	3/2/2052			2,807,089			130,714
Bank of America	2.665%	CPI Urban Consumer NSA	5/12/2052			4,373,000			53,411
Total Unrealized Appreciation on Centrally Cleared CPI Swap Contracts								$	249,054
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	2.748%	CPI Urban Consumer NSA	4/20/2052		$	6,000,000		$	(10,968	)

⁽¹⁾ Unrealized appreciation on Centrally Cleared CPI Swap Contract is $58,482, which Includes upfront payment of $6,447. Upfront payments paid (received) by Central Clearing Party are presented net of amortization.

36 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

Forward Foreign Currency Exchange Contracts at September 30, 2023:

Forward Foreign Currency Exchange Contracts	Transaction Type	Counterparty	Expiration Date	Foreign Currency	U.S. $ Cost on Origination Date		U.S. $ Current Value		Unrealized Appreciation
Euro	Buy	Goldman Sachs	12/13/2023	844,000	$	889,410	$	895,182		$	5,772
British pound	Sell	Toronto Dominion Bank	12/8/2023	3,441,000		4,303,525		4,200,003			103,522
Canadian dollar	Sell	J.P. Morgan	11/20/2023	685,000		511,134		504,660			6,474
Canadian dollar	Sell	Morgan Stanley	11/20/2023	1,330,000		1,013,006		979,850			33,156
Canadian dollar	Sell	Morgan Stanley	11/20/2023	694,000		520,478		511,290			9,188
Canadian dollar	Sell	State Street Bank and Trust	11/20/2023	434,000		321,208		319,741			1,467
Euro	Sell	Morgan Stanley	12/13/2023	272,000		291,088	��	288,495			2,593
Euro	Sell	Toronto Dominion Bank	12/13/2023	7,012,000		7,568,578		7,437,225			131,353
Swiss franc	Sell	Morgan Stanley	11/22/2023	843,000		969,364		925,876			43,488
Swiss franc	Sell	Morgan Stanley	11/22/2023	59,000		66,203		64,800			1,403
Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts										$	338,416
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	12/13/2023	455,000		$483,313		$482,592			$(721)

Futures Contracts at September 30, 2023:

Type	Expiration	Contracts	Position	Notional Amount			Notional Value			Unrealized Appreciation
U.S. 10-Year Treasury Note	December 2023	900	Short	$	(98,801,845	)	$	(97,256,250	)		$	1,545,595
U.S. 10-Year Ultra Treasury Bond	December 2023	61	Short		(6,819,109	)		(6,805,313	)			13,796
U.S. Long Bond	December 2023	111	Short		(13,134,656	)		(12,629,718	)			504,938
U.S. Ultra Treasury Bond	December 2023	102	Short		(12,610,694	)		(12,106,125	)			504,569
Total Unrealized Appreciation on Futures Contracts											$	2,568,898
Type	Expiration	Contracts	Position		Notional Amount			Notional Value		Unrealized Depreciation
U.S. 2-Year Treasury Note	December 2023	275	Short	$	(55,725,970	)	$	(55,745,508	)		$	(19,538	)
U.S. 5-Year Treasury Note	December 2023	21	Short		(2,208,651	)		(2,212,547	)			(3,896	)
Total Unrealized Depreciation on Futures Contracts											$	(23,434	)

See Notes to Schedule of Investments. 37

Schedule of Investments (unaudited)(continued)

BOND DEBENTURE PORTFOLIO September 30, 2023

The following is a summary of the inputs used as of September 30, 2023 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
Other	$	–	$	23,674,563	$	1,303,250		$	24,977,813
Remaining Industries		–		21,189,676		–			21,189,676
Common Stocks
Automobile Components		–		748,617		–			748,617
Electric-Generation		–		687		–			687
Miscellaneous Financials		–		521,018		–			521,018
Personal Care Products		–		1,110,257		–			1,110,257
Specialty Retail		2,355,203		377,977		–			2,733,180
Textiles, Apparel & Luxury Goods		1,195,147		3,097,349		–			4,292,496
Transportation Infrastructure		–		–		165,780			165,780
Remaining Industries		72,439,195		–		–			72,439,195
Corporate Bonds
Banks		–		43,281,448		–	(3)		43,281,448
Mining		–		16,577,400		–	(4)		16,577,400
Savings & Loans		–		–		–	(3)		–	(3)
Remaining Industries		–		697,751,832		–			697,751,832
Floating Rate Loans
Personal & Household Products		–		–		10,026			10,026
Remaining Industries		–		42,587,251		–			42,587,251
Foreign Government Obligations		–		38,397,595		–			38,397,595
Government Sponsored Enterprises Pass-Throughs		–		110,071,953		–			110,071,953
Municipal Bonds		–		4,367,590		–			4,367,590
Non-Agency Commercial Mortgage-Backed Securities		–		61,678,051		40,000			61,718,051
Preferred Stocks		–		1,159,197		–			1,159,197
Rights		–		–		–	(3)		–	(3)
Short-Term Investments
Repurchase Agreements		–		15,783,175		–			15,783,175
Total	$	75,989,545	$	1,082,375,636	$	1,519,056		$	1,159,884,237

38 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(concluded)

BOND DEBENTURE PORTFOLIO September 30, 2023

Investment Type(2)	Level 1			Level 2			Level 3		Total
Other Financial Instruments
Centrally Cleared CPI Swap Contracts
Assets	$	–		$	249,054		$	–	$	249,054
Liabilities		–			(10,968	)		–		(10,968	)
Forward Foreign Currency Exchange Contracts
Assets		–			338,416			–		338,416
Liabilities		–			(721	)		–		(721	)
Futures Contracts
Assets		2,568,898			–			–		2,568,898
Liabilities		(23,434	)		–			–		(23,434	)
Total	$	2,545,464		$	575,781		$	–	$	3,121,245

(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 market 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.

See Notes to Schedule of Investments. 39

Schedule of Investments (unaudited)

DEVELOPING GROWTH PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
LONG-TERM INVESTMENTS 98.60%
COMMON STOCKS 98.60%
Aerospace & Defense 2.87%
AeroVironment, Inc.*		9,255	$	1,032,210
Axon Enterprise, Inc.*		3,822		760,540
Total				1,792,750
Beverages 1.08%
Celsius Holdings, Inc.*		3,942		676,447
Biotechnology 8.32%
Akero Therapeutics, Inc.*		13,186		666,948
Arcellx, Inc.*		15,186		544,874
Bridgebio Pharma, Inc.*		17,006		448,448
Cytokinetics, Inc.*		11,148		328,420
Karuna Therapeutics, Inc.*		1,799		304,193
Krystal Biotech, Inc.*		10,402		1,206,632
Natera, Inc.*		11,632		514,716
Sarepta Therapeutics, Inc.*		4,505		546,096
Xenon Pharmaceuticals, Inc. (Canada)*(a)		18,564		634,146
Total				5,194,473
Broadline Retail 2.30%
Global-e Online Ltd. (Israel)*(a)		36,129		1,435,766
Building Products 3.53%
AAON, Inc.		10,701		608,566
Hayward Holdings, Inc.*		38,634		544,739
Trex Co., Inc.*		17,090		1,053,257
Total				2,206,562
Capital Markets 1.00%
Piper Sandler Cos.		4,290		623,380
Commercial Services & Supplies 3.64%
Clean Harbors, Inc.*		3,392		567,685
MSA Safety, Inc.		6,033		951,103
Tetra Tech, Inc.		4,964		754,677
Total				2,273,465
Communications Equipment 1.33%
Extreme Networks, Inc.*		34,257		829,362

40 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

DEVELOPING GROWTH PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Construction & Engineering 4.52%
Comfort Systems USA, Inc.		6,239	$	1,063,188
EMCOR Group, Inc.		5,391		1,134,212
Sterling Infrastructure, Inc.*		8,508		625,168
Total				2,822,568
Diversified Consumer Services 3.11%
Duolingo, Inc.*		11,719		1,943,831
Electrical Equipment 4.10%
EnerSys		8,986		850,705
NEXTracker, Inc. Class A*		22,772		914,523
nVent Electric PLC (United Kingdom)(a)		14,990		794,320
Total				2,559,548
Electronic Equipment, Instruments & Components 0.52%
Novanta, Inc.*		2,255		323,457
Energy Equipment & Services 0.71%
TechnipFMC PLC (United Kingdom)(a)		21,767		442,741
Entertainment 1.64%
Roku, Inc.*		14,546		1,026,802
Financial Services 6.61%
AvidXchange Holdings, Inc.*		77,607		735,715
Flywire Corp.*		44,434		1,417,000
Remitly Global, Inc.*		78,450		1,978,509
Total				4,131,224
Food Products 0.95%
Freshpet, Inc.*		9,019		594,172
Ground Transportation 2.63%
Saia, Inc.*		2,636		1,050,842
XPO, Inc.*		7,888		588,918
Total				1,639,760
Health Care Equipment & Supplies 6.14%
Glaukos Corp.*		15,767		1,186,467
Inspire Medical Systems, Inc.*		2,154		427,440
iRhythm Technologies, Inc.*		3,828		360,827
RxSight, Inc.*		20,769		579,247

See Notes to Schedule of Investments. 41

Schedule of Investments (unaudited)(continued)

DEVELOPING GROWTH PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Health Care Equipment & Supplies (continued)
Shockwave Medical, Inc.*		3,550	$	706,805
TransMedics Group, Inc.*		10,449		572,083
Total				3,832,869
Health Care Providers & Services 0.65%
Guardant Health, Inc.*		13,716		406,542
Hotels, Restaurants & Leisure 2.55%
Cava Group, Inc.*(b)		13,661		418,436
Shake Shack, Inc. Class A*		10,486		608,922
Wingstop, Inc.		3,140		564,698
Total				1,592,056
Leisure Products 1.08%
YETI Holdings, Inc.*		14,041		677,057
Life Sciences Tools & Services 2.31%
10X Genomics, Inc. Class A*		15,583		642,799
Pacific Biosciences of California, Inc.*		54,498		455,058
Quanterix Corp.*		12,660		343,592
Total				1,441,449
Media 0.79%
Integral Ad Science Holding Corp.*		41,695		495,754
Personal Care Products 3.62%
BellRing Brands, Inc.*		17,703		729,895
elf Beauty, Inc.*		6,082		667,986
Inter Parfums, Inc.		4,216		566,377
Oddity Tech Ltd. Class A (Israel)*(a)		10,494		297,505
Total				2,261,763
Pharmaceuticals 2.38%
Intra-Cellular Therapies, Inc.*		11,890		619,350
Ventyx Biosciences, Inc.*		25,021		868,979
Total				1,488,329
Professional Services 1.42%
Upwork, Inc.*		23,417		266,017
Verra Mobility Corp.*		33,096		618,895
Total				884,912

42 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

DEVELOPING GROWTH PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Semiconductors & Semiconductor Equipment 5.71%
Aehr Test Systems*		10,701	$	489,036
Allegro MicroSystems, Inc.*		16,875		538,988
Lattice Semiconductor Corp.*		14,599		1,254,492
Rambus, Inc.*		23,061		1,286,573
Total				3,569,089
Software 19.52%
Agilysys, Inc.*		5,832		385,845
Appfolio, Inc. Class A*		3,904		712,988
Appian Corp. Class A*		7,081		322,964
Confluent, Inc. Class A*		38,025		1,125,920
CyberArk Software Ltd. (Israel)*(a)		5,748		941,350
Descartes Systems Group, Inc. (Canada)*(a)		7,175		526,502
DoubleVerify Holdings, Inc.*		22,509		629,127
Five9, Inc.*		11,166		717,974
Freshworks, Inc. Class A*		32,562		648,635
Gitlab, Inc. Class A*		10,083		455,953
Guidewire Software, Inc.*		3,475		312,750
JFrog Ltd. (Israel)*(a)		23,923		606,687
Manhattan Associates, Inc.*		3,066		606,026
Monday.com Ltd. (Israel)*(a)		6,121		974,586
Samsara, Inc. Class A*		41,640		1,049,744
SPS Commerce, Inc.*		3,933		671,009
Tenable Holdings, Inc.*		21,428		959,974
Varonis Systems, Inc.*		17,839		544,803
Total				12,192,837
Technology Hardware, Storage & Peripherals 1.05%
Super Micro Computer, Inc.*		2,399		657,854
Textiles, Apparel & Luxury Goods 1.03%
Deckers Outdoor Corp.*		1,245		640,042
Trading Companies & Distributors 1.49%
SiteOne Landscape Supply, Inc.*		5,705		932,482
Total Common Stocks (cost $58,991,942)				61,589,343

See Notes to Schedule of Investments. 43

Schedule of Investments (unaudited)(concluded)

DEVELOPING GROWTH PORTFOLIO September 30, 2023

Investments	Principal Amount		Fair Value
SHORT-TERM INVESTMENTS 3.84%
Repurchase Agreements 3.64%
Repurchase Agreement dated 9/29/2023, 2.800% due 10/2/2023 with Fixed Income Clearing Corp. collateralized by $2,355,800 of U.S. Treasury Note at 3.625% due 5/15/2026; value: $2,314,157; proceeds: $2,269,275 (cost $2,268,745)	$	2,268,745	$	2,268,745
	Shares
Money Market Funds 0.18%
Fidelity Government Portfolio(c) (cost $113,328)		113,328		113,328
Time Deposits 0.02%
CitiBank N.A.(c) (cost $12,592)		12,592		12,592
Total Short-Term Investments (cost $2,394,665)				2,394,665
Total Investments in Securities 102.44% (cost $61,386,607)				63,984,008
Other Assets and Liabilities – Net (2.44)%				(1,522,187	)
Net Assets 100.00%			$	62,461,821

*	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, 2023 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	$	61,589,343	$	–	$	–	$	61,589,343
Short-Term Investments
Repurchase Agreements		–		2,268,745		–		2,268,745
Money Market Funds		113,328		–		–		113,328
Time Deposits		–		12,592		–		12,592
Total	$	61,702,671	$	2,281,337	$	–	$	63,984,008

(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. 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.

44 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

DIVIDEND GROWTH PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
LONG-TERM INVESTMENTS 99.70%
COMMON STOCKS 99.70%
Aerospace & Defense 1.04%
Northrop Grumman Corp.		3,900	$	1,716,741
Banks 2.23%
Bank of America Corp.		134,941		3,694,685
Beverages 2.79%
Coca-Cola Co.		52,968		2,965,149
Pernod Ricard SA(a)		10,005		1,665,731
Total				4,630,880
Biotechnology 2.79%
AbbVie, Inc.		30,999		4,620,711
Capital Markets 6.85%
Ameriprise Financial, Inc.		7,400		2,439,632
Charles Schwab Corp.		20,232		1,110,737
Morgan Stanley		53,800		4,393,846
S&P Global, Inc.		9,300		3,398,313
Total				11,342,528
Chemicals 1.32%
Sherwin-Williams Co.		8,608		2,195,470
Construction Materials 1.95%
CRH PLC (Ireland)(b)		32,290		1,767,232
Vulcan Materials Co.		7,252		1,465,049
Total				3,232,281
Consumer Staples Distribution & Retail 3.88%
Costco Wholesale Corp.		3,720		2,101,651
Walmart, Inc.		27,080		4,330,905
Total				6,432,556
Electric: Utilities 1.62%
NextEra Energy, Inc.		46,830		2,682,891
Electrical Equipment 1.62%
Eaton Corp. PLC		12,559		2,678,583

See Notes to Schedule of Investments. 45

Schedule of Investments (unaudited)(continued)

DIVIDEND GROWTH PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Financial Services 4.98%
Jack Henry & Associates, Inc.		8,200	$	1,239,348
Mastercard, Inc. Class A		17,730		7,019,484
Total				8,258,832
Ground Transportation 1.89%
Union Pacific Corp.		15,400		3,135,902
Health Care Equipment & Supplies 1.67%
Abbott Laboratories		28,600		2,769,910
Health Care Providers & Services 5.24%
Humana, Inc.		5,190		2,525,039
UnitedHealth Group, Inc.		12,200		6,151,118
Total				8,676,157
Hotels, Restaurants & Leisure 3.53%
Churchill Downs, Inc.		11,114		1,289,669
McDonald’s Corp.		10,574		2,785,614
Starbucks Corp.		19,445		1,774,745
Total				5,850,028
Industrial Conglomerates 1.28%
Honeywell International, Inc.		11,500		2,124,510
Industrial REITS 1.33%
Prologis, Inc.		19,693		2,209,752
Information Technology Services 2.28%
Accenture PLC Class A (Ireland)(b)		12,300		3,777,453
Insurance 3.88%
Allstate Corp.		9,689		1,079,451
Arthur J Gallagher & Co.		9,973		2,273,146
Chubb Ltd. (Switzerland)(b)		12,600		2,623,068
RenaissanceRe Holdings Ltd.		2,337		462,539
Total				6,438,204
Life Sciences Tools & Services 2.43%
Danaher Corp.		7,600		1,885,560
West Pharmaceutical Services, Inc.		5,700		2,138,697
Total				4,024,257
Machinery 1.86%
Parker-Hannifin Corp.		7,898		3,076,429

46 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

DIVIDEND GROWTH PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Media 2.27%
Comcast Corp. Class A		84,751	$	3,757,859
Metals & Mining 1.11%
Reliance Steel & Aluminum Co.		7,000		1,835,610
Oil, Gas & Consumable Fuels 5.22%
Exxon Mobil Corp.		63,493		7,465,507
Marathon Petroleum Corp.		7,800		1,180,452
Total				8,645,959
Pharmaceuticals 4.36%
Eli Lilly & Co.		8,094		4,347,530
Zoetis, Inc.		16,500		2,870,670
Total				7,218,200
Semiconductors & Semiconductor Equipment 8.29%
Analog Devices, Inc.		7,300		1,278,157
Broadcom, Inc.		2,882		2,393,732
Lam Research Corp.		6,261		3,924,207
NVIDIA Corp.		14,100		6,133,359
Total				13,729,455
Software 12.16%
Intuit, Inc.		2,700		1,379,538
Microsoft Corp.		40,400		12,756,300
Oracle Corp.		23,511		2,490,285
Roper Technologies, Inc.		7,258		3,514,904
Total				20,141,027
Specialty Retail 4.97%
Home Depot, Inc.		7,800		2,356,848
Lowe’s Cos., Inc.		11,925		2,478,492
TJX Cos., Inc.		38,200		3,395,216
Total				8,230,556
Technology Hardware, Storage & Peripherals 3.88%
Apple, Inc.		37,541		6,427,395
Textiles, Apparel & Luxury Goods 0.98%
NIKE, Inc. Class B		17,000		1,625,540
Total Common Stocks (cost $153,147,579)				165,180,361

See Notes to Schedule of Investments. 47

Schedule of Investments (unaudited)(concluded)

DIVIDEND GROWTH PORTFOLIO September 30, 2023

Investments	Principal Amount		Fair Value
SHORT-TERM INVESTMENTS 0.93%
Repurchase Agreements 0.93%
Repurchase Agreement dated 9/29/2023, 2.800% due 10/2/2023 with Fixed Income Clearing Corp. collateralized by $1,608,400 of U.S. Treasury Note at 3.625% due 5/15/2026; value: $1,579,969; proceeds: $1,549,266 (cost $1,548,905)	$	1,548,905	$	1,548,905
Total Investments in Securities 100.63% (cost $154,696,484)				166,729,266
Other Assets and Liabilities – Net (0.63)%				(1,051,068	)
Net Assets 100.00%			$	165,678,198

REITS	Real Estate Investment Trusts.
(a)	Investment in non-U.S. dollar denominated securities.
(b)	Foreign security traded in U.S. dollars.

The following is a summary of the inputs used as of September 30, 2023 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
Beverages	$	2,965,149	$	1,665,731	$	–	$	4,630,880
Remaining Industries		160,549,481		–		–		160,549,481
Short-Term Investments
Repurchase Agreements		–		1,548,905		–		1,548,905
Total	$	163,514,630	$	3,214,636	$	–	$	166,729,266

(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.

48 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

FUNDAMENTAL EQUITY PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
LONG-TERM INVESTMENTS 100.36%
COMMON STOCKS 100.36%
Aerospace & Defense 1.52%
Lockheed Martin Corp.		8,100	$	3,312,576
Air Freight & Logistics 1.02%
Expeditors International of Washington, Inc.		19,410		2,224,968
Automobiles 1.03%
General Motors Co.		68,350		2,253,500
Banks 5.91%
Columbia Banking System, Inc.		82,310		1,670,893
JPMorgan Chase & Co.		50,170		7,275,654
Wells Fargo & Co.		95,920		3,919,291
Total				12,865,838
Beverages 1.50%
Carlsberg AS Class B(a)		25,960		3,273,167
Biotechnology 2.85%
AbbVie, Inc.		26,650		3,972,449
Biogen, Inc.*		8,710		2,238,557
Total				6,211,006
Building Products 3.63%
Allegion PLC (Ireland)(b)		26,990		2,812,358
Masco Corp.		62,380		3,334,211
Masonite International Corp.*		19,020		1,773,044
Total				7,919,613
Capital Markets 6.52%
Ameriprise Financial, Inc.		8,390		2,766,015
Charles Schwab Corp.		79,688		4,374,871
KKR & Co., Inc.		63,090		3,886,344
Morgan Stanley		38,840		3,172,063
Total				14,199,293
Chemicals 1.12%
Avient Corp.		69,210		2,444,497

See Notes to Schedule of Investments. 49

Schedule of Investments (unaudited)(continued)

FUNDAMENTAL EQUITY PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Construction & Engineering 1.59%
EMCOR Group, Inc.		16,420	$	3,454,604
Consumer Staples Distribution & Retail 3.33%
BJ’s Wholesale Club Holdings, Inc.*		60,483		4,316,672
Target Corp.		26,510		2,931,210
Total				7,247,882
Electric: Utilities 1.45%
FirstEnergy Corp.		31,710		1,083,848
NextEra Energy, Inc.		36,310		2,080,200
Total				3,164,048
Electronic Equipment, Instruments & Components 3.20%
Crane NXT Co.		39,880		2,216,132
Mirion Technologies, Inc.*		308,390		2,303,673
Teledyne Technologies, Inc.*		5,990		2,447,394
Total				6,967,199
Energy Equipment & Services 2.65%
ChampionX Corp.		68,560		2,442,107
TechnipFMC PLC (United Kingdom)(b)		164,100		3,337,794
Total				5,779,901
Financial Services 2.94%
Fiserv, Inc.*		29,640		3,348,134
PayPal Holdings, Inc.*		52,350		3,060,381
Total				6,408,515
Ground Transportation 1.61%
Norfolk Southern Corp.		17,800		3,505,354
Health Care Equipment & Supplies 1.04%
Becton Dickinson & Co.		8,780		2,269,893
Health Care Providers & Services 6.70%
Laboratory Corp. of America Holdings		13,600		2,734,280
Molina Healthcare, Inc.*		14,150		4,639,644
Tenet Healthcare Corp.*		42,970		2,831,293
UnitedHealth Group, Inc.		8,690		4,381,411
Total				14,586,628

50 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

FUNDAMENTAL EQUITY PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Hotels, Restaurants & Leisure 1.23%
Caesars Entertainment, Inc.*		57,890	$	2,683,202
Household Durables 1.42%
Helen of Troy Ltd.*		26,598		3,100,263
Household Products 1.37%
Spectrum Brands Holdings, Inc.		37,990		2,976,517
Industrial REITS 0.87%
Prologis, Inc.		16,860		1,891,861
Insurance 6.86%
Allstate Corp.		37,540		4,182,332
Arch Capital Group Ltd.*		40,040		3,191,588
Arthur J Gallagher & Co.		7,860		1,791,530
Kemper Corp.		48,760		2,049,383
RenaissanceRe Holdings Ltd.		18,896		3,739,896
Total				14,954,729
Interactive Media & Services 2.80%
Alphabet, Inc. Class A*		46,580		6,095,459
Life Sciences Tools & Services 1.27%
Thermo Fisher Scientific, Inc.		5,460		2,763,688
Machinery 2.98%
Crane Co.		29,790		2,646,544
Parker-Hannifin Corp.		9,880		3,848,457
Total				6,495,001
Media 1.50%
Comcast Corp. Class A		73,810		3,272,735
Metals & Mining 0.99%
Reliance Steel & Aluminum Co.		8,210		2,152,908
Oil, Gas & Consumable Fuels 7.51%
Chesapeake Energy Corp.		55,600		4,794,388
Permian Resources Corp.		196,870		2,748,305
Pioneer Natural Resources Co.		14,980		3,438,659
Shell PLC ADR		83,700		5,388,606
Total				16,369,958

See Notes to Schedule of Investments. 51

Schedule of Investments (unaudited)(continued)

FUNDAMENTAL EQUITY PORTFOLIO September 30, 2023

Investments	Shares			Fair Value
Personal Care Products 1.53%
BellRing Brands, Inc.*		80,900		$	3,335,507
Pharmaceuticals 1.52%
Organon & Co.		190,300			3,303,608
Professional Services 1.56%
WNS Holdings Ltd. ADR*		49,570			3,393,562
Real Estate Management & Development 1.27%
CBRE Group, Inc. Class A*		37,320			2,756,455
Residential REITS 0.94%
American Homes 4 Rent Class A		60,550			2,039,930
Semiconductors & Semiconductor Equipment 3.19%
KLA Corp.		4,740			2,174,048
Micron Technology, Inc.		46,580			3,168,838
Taiwan Semiconductor Manufacturing Co. Ltd. ADR		18,520			1,609,388
Total					6,952,274
Software 3.86%
Adobe, Inc.*		8,310			4,237,269
Microsoft Corp.		13,230			4,177,372
Total					8,414,641
Specialty Retail 3.75%
AutoZone, Inc.*		880	(c)		2,235,191
Lowe’s Cos., Inc.		12,650			2,629,176
Valvoline, Inc.		102,350			3,299,764
Total					8,164,131
Technology Hardware, Storage & Peripherals 1.52%
NetApp, Inc.		43,750			3,319,750
Trading Companies & Distributors 2.81%
AerCap Holdings NV (Ireland)*(b)		71,600			4,487,172
MRC Global, Inc.*		159,750			1,637,438
Total					6,124,610
Total Common Stocks (cost $214,573,673)					218,649,271

52 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(concluded)

FUNDAMENTAL EQUITY PORTFOLIO September 30, 2023

Investments	Principal Amount		Fair Value
SHORT-TERM INVESTMENTS 0.61%
Repurchase Agreements 0.61%
Repurchase Agreement dated 9/29/2023, 2.800% due 10/2/2023 with Fixed Income Clearing Corp. collateralized by $1,368,700 of U.S. Treasury Note at 3.625% due 5/15/2026; value: $1,344,506; proceeds: $1,318,391 (cost $1,318,084)	$	1,318,084	$	1,318,084
Total Investments in Securities 100.97% (cost $215,891,757)				219,967,355
Other Assets and Liabilities – Net (0.97)%				(2,102,492	)
Net Assets 100.00%			$	217,864,863

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

The following is a summary of the inputs used as of September 30, 2023 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
Beverages	$	–	$	3,273,167	$	–	$	3,273,167
Remaining Industries		215,376,104		–		–		215,376,104
Short-Term Investments
Repurchase Agreements		–		1,318,084		–		1,318,084
Total	$	215,376,104	$	4,591,251	$	–	$	219,967,355

(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. 53

Schedule of Investments (unaudited)

GROWTH AND INCOME PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
LONG-TERM INVESTMENTS 99.71%
COMMON STOCKS 99.71%
Aerospace & Defense 2.76%
Lockheed Martin Corp.		19,920	$	8,146,483
RTX Corp.		63,840		4,594,565
Total				12,741,048
Air Freight & Logistics 1.54%
Expeditors International of Washington, Inc.		62,030		7,110,499
Automobiles 1.03%
General Motors Co.		144,180		4,753,615
Banks 5.38%
JPMorgan Chase & Co.		111,830		16,217,587
Wells Fargo & Co.		211,250		8,631,675
Total				24,849,262
Beverages 1.50%
Carlsberg AS Class B(a)		54,730		6,900,632
Biotechnology 3.16%
AbbVie, Inc.		66,210		9,869,262
Biogen, Inc.*		18,370		4,721,274
Total				14,590,536
Building Products 4.40%
Allegion PLC (Ireland)(b)		56,300		5,866,460
Builders FirstSource, Inc.*		53,570		6,668,929
Masco Corp.		145,890		7,797,821
Total				20,333,210
Capital Markets 6.71%
Ameriprise Financial, Inc.		21,250		7,005,700
Charles Schwab Corp.		168,939		9,274,751
KKR & Co., Inc.		124,130		7,646,408
Morgan Stanley		86,550		7,068,539
Total				30,995,398
Chemicals 1.02%
Dow, Inc.		91,220		4,703,303

54 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

GROWTH AND INCOME PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Construction & Engineering 1.80%
EMCOR Group, Inc.		39,450	$	8,299,886
Consumer Finance 1.25%
American Express Co.		38,800		5,788,572
Consumer Staples Distribution & Retail 3.41%
BJ’s Wholesale Club Holdings, Inc.*		133,717		9,543,382
Target Corp.		56,240		6,218,457
Total				15,761,839
Electric: Utilities 1.86%
FirstEnergy Corp.		114,910		3,927,624
NextEra Energy, Inc.		81,590		4,674,291
Total				8,601,915
Electronic Equipment, Instruments & Components 1.25%
Teledyne Technologies, Inc.*		14,130		5,773,235
Energy Equipment & Services 2.58%
Schlumberger NV		204,110		11,899,613
Financial Services 3.08%
Fiserv, Inc.*		67,430		7,616,893
PayPal Holdings, Inc.*		112,910		6,600,718
Total				14,217,611
Ground Transportation 1.60%
Norfolk Southern Corp.		37,560		7,396,691
Health Care Equipment & Supplies 1.30%
Becton Dickinson & Co.		23,190		5,995,311
Health Care Providers & Services 7.44%
Laboratory Corp. of America Holdings		34,520		6,940,246
McKesson Corp.		16,930		7,362,010
Molina Healthcare, Inc.*		29,710		9,741,612
UnitedHealth Group, Inc.		20,420		10,295,560
Total				34,339,428
Hotels, Restaurants & Leisure 1.23%
Caesars Entertainment, Inc.*		122,120		5,660,262
Household Products 1.00%
Procter & Gamble Co.		31,630		4,613,552

See Notes to Schedule of Investments. 55

Schedule of Investments (unaudited)(continued)

GROWTH AND INCOME PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Industrial REITS 0.86%
Prologis, Inc.		35,550	$	3,989,066
Insurance 6.97%
Allstate Corp.		87,280		9,723,865
Arch Capital Group Ltd.*		88,720		7,071,871
Arthur J Gallagher & Co.		34,030		7,756,458
RenaissanceRe Holdings Ltd.		38,530		7,625,857
Total				32,178,051
Interactive Media & Services 2.86%
Alphabet, Inc. Class A*		100,780		13,188,071
Life Sciences Tools & Services 1.32%
Thermo Fisher Scientific, Inc.		12,080		6,114,534
Machinery 1.80%
Parker-Hannifin Corp.		21,340		8,312,357
Media 1.99%
Comcast Corp. Class A		207,250		9,189,465
Metals & Mining 0.98%
Reliance Steel & Aluminum Co.		17,210		4,512,978
Oil, Gas & Consumable Fuels 7.21%
Chesapeake Energy Corp.		117,990		10,174,277
Pioneer Natural Resources Co.		47,260		10,848,533
Shell PLC ADR		190,860		12,287,567
Total				33,310,377
Pharmaceuticals 2.70%
Organon & Co.		401,010		6,961,534
Pfizer, Inc.		165,750		5,497,927
Total				12,459,461
Real Estate Management & Development 1.26%
CBRE Group, Inc. Class A*		78,640		5,808,350
Residential REITS 0.95%
American Homes 4 Rent Class A		130,570		4,398,903
Semiconductors & Semiconductor Equipment 3.58%
KLA Corp.		10,080		4,623,293
Micron Technology, Inc.		125,010		8,504,430

56 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

GROWTH AND INCOME PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Semiconductors & Semiconductor Equipment (continued)
Taiwan Semiconductor Manufacturing Co. Ltd. ADR		39,300	$	3,415,170
Total				16,542,893
Software 4.20%
Adobe, Inc.*		17,370		8,856,963
Microsoft Corp.		33,350		10,530,263
Total				19,387,226
Specialty Retail 3.88%
AutoZone, Inc.*		2,160		5,486,378
Lowe’s Cos., Inc.		26,210		5,447,486
Valvoline, Inc.		215,940		6,961,906
Total				17,895,770
Technology Hardware, Storage & Peripherals 1.85%
NetApp, Inc.		112,550		8,540,294
Trading Companies & Distributors 2.00%
AerCap Holdings NV (Ireland)*(b)		147,130		9,220,637
Total Common Stocks (cost $413,750,936)				460,373,851
	Principal Amount
SHORT-TERM INVESTMENTS 0.87%
Repurchase Agreements 0.87%
Repurchase Agreement dated 9/29/2023, 2.800% due 10/2/2023 with Fixed Income Clearing Corp. collateralized by $4,192,700 of U.S. Treasury Note at 3.625% due 5/15/2026; value: $4,118,587; proceeds: $4,038,734 (cost $4,037,792)	$	4,037,792	$	4,037,792
Total Investments in Securities 100.58% (cost $417,788,728)				464,411,643
Other Assets and Liabilities – Net (0.58)%				(2,675,557	)
Net Assets 100.00%			$	461,736,086

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

See Notes to Schedule of Investments. 57

Schedule of Investments (unaudited)(concluded)

GROWTH AND INCOME PORTFOLIO September 30, 2023

The following is a summary of the inputs used as of September 30, 2023 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
Beverages	$	–	$	6,900,632	$	–	$	6,900,632
Remaining Industries		453,473,219		–		–		453,473,219
Short-Term Investments
Repurchase Agreements		–		4,037,792		–		4,037,792
Total	$	453,473,219	$	10,938,424	$	–	$	464,411,643

(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. 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 OPPORTUNITIES PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
LONG-TERM INVESTMENTS 100.08%
COMMON STOCKS 100.08%
Aerospace & Defense 2.97%
Axon Enterprise, Inc.*		4,348	$	865,208
TransDigm Group, Inc.*		1,067		899,620
Total				1,764,828
Automobiles 1.01%
Rivian Automotive, Inc. Class A*		24,625		597,895
Beverages 1.46%
Celsius Holdings, Inc.*		5,068		869,669
Biotechnology 7.70%
Argenx SE ADR*		2,999		1,474,398
Cytokinetics, Inc.*		9,197		270,944
Exact Sciences Corp.*		6,850		467,307
Karuna Therapeutics, Inc.*		1,717		290,327
Krystal Biotech, Inc.*		5,584		647,744
Legend Biotech Corp. ADR*		7,498		503,641
Natera, Inc.*		8,833		390,860
Sarepta Therapeutics, Inc.*		4,389		532,035
Total				4,577,256
Broadline Retail 3.17%
Global-e Online Ltd. (Israel)*(a)(b)		16,855		669,818
MercadoLibre, Inc. (Uruguay)*(a)		958		1,214,629
Total				1,884,447
Building Products 1.15%
Trex Co., Inc.*		11,102		684,216
Capital Markets 1.01%
Ares Management Corp. Class A		5,805		597,160
Commercial Services & Supplies 1.42%
Copart, Inc.*		19,575		843,487
Communications Equipment 2.74%
Arista Networks, Inc.*		8,851		1,627,964

See Notes to Schedule of Investments. 59

Schedule of Investments (unaudited)(continued)

GROWTH OPPORTUNITIES PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Construction & Engineering 4.02%
Comfort Systems USA, Inc.		4,018	$	684,707
EMCOR Group, Inc.		3,671		772,342
Quanta Services, Inc.		4,988		933,105
Total				2,390,154
Diversified Consumer Services 1.57%
Duolingo, Inc.*		5,636		934,843
Electrical Equipment 1.93%
Hubbell, Inc.		1,893		593,285
Rockwell Automation, Inc.		1,925		550,300
Total				1,143,585
Entertainment 4.54%
Live Nation Entertainment, Inc.*		8,689		721,535
Roku, Inc.*		15,718		1,109,534
Spotify Technology SA (Sweden)*(a)		5,585		863,664
Total				2,694,733
Financial Services 6.01%
Apollo Global Management, Inc.		13,445		1,206,823
Flywire Corp.*		21,876		697,626
Remitly Global, Inc.*		41,370		1,043,351
Toast, Inc. Class A*		33,407		625,713
Total				3,573,513
Ground Transportation 3.08%
Old Dominion Freight Line, Inc.		1,839		752,408
Saia, Inc.*		2,706		1,078,747
Total				1,831,155
Health Care Equipment & Supplies 4.38%
Align Technology, Inc.*		2,857		872,299
Dexcom, Inc.*		9,605		896,146
Penumbra, Inc.*		1,190		287,873
Shockwave Medical, Inc.*		2,758		549,118
Total				2,605,436
Hotels, Restaurants & Leisure 5.16%
Chipotle Mexican Grill, Inc.*		250		457,957
DoorDash, Inc. Class A*		18,625		1,480,129

60 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

GROWTH OPPORTUNITIES PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Hotels, Restaurants & Leisure (continued)
DraftKings, Inc. Class A*		38,377	$	1,129,819
Total				3,067,905
Information Technology Services 5.57%
MongoDB, Inc.*		4,586		1,586,114
Shopify, Inc. Class A (Canada)*(a)		31,608		1,724,849
Total				3,310,963
Life Sciences Tools & Services 1.92%
10X Genomics, Inc. Class A*		6,563		270,724
West Pharmaceutical Services, Inc.		2,317		869,361
Total				1,140,085
Media 3.14%
Trade Desk, Inc. Class A*		23,870		1,865,441
Oil, Gas & Consumable Fuels 1.02%
Cheniere Energy, Inc.		3,638		603,762
Pharmaceuticals 0.46%
Ventyx Biosciences, Inc.*		7,897		274,263
Professional Services 1.71%
Verisk Analytics, Inc.		4,307		1,017,486
Semiconductors & Semiconductor Equipment 9.67%
First Solar, Inc.*		2,083		336,592
KLA Corp.		1,490		683,404
Lattice Semiconductor Corp.*		16,057		1,379,778
Monolithic Power Systems, Inc.		1,706		788,172
ON Semiconductor Corp.*		15,737		1,462,754
Rambus, Inc.*		19,666		1,097,166
Total				5,747,866
Software 19.64%
ANSYS, Inc.*		1,534		456,442
AppLovin Corp. Class A*		11,203		447,672
Bentley Systems, Inc. Class B		15,138		759,322
Cadence Design Systems, Inc.*		5,315		1,245,305
Confluent, Inc. Class A*		32,424		960,104
Crowdstrike Holdings, Inc. Class A*		3,692		617,967
Datadog, Inc. Class A*		10,756		979,764

See Notes to Schedule of Investments. 61

Schedule of Investments (unaudited)(continued)

GROWTH OPPORTUNITIES PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Software (continued)
Dynatrace, Inc.*		22,636	$	1,057,780
HubSpot, Inc.*		3,217		1,584,373
Klaviyo, Inc. Class A*(b)		19,600		676,200
Monday.com Ltd. (Israel)*(a)		4,679		744,990
Procore Technologies, Inc.*		19,141		1,250,290
Synopsys, Inc.*		1,935		888,107
Total				11,668,316
Textiles, Apparel & Luxury Goods 3.63%
Deckers Outdoor Corp.*		1,211		622,563
Lululemon Athletica, Inc. (Canada)*(a)		2,836		1,093,590
On Holding AG Class A (Switzerland)*(a)		15,838		440,613
Total				2,156,766
Total Common Stocks (cost $59,120,314)				59,473,194
	Principal Amount
SHORT-TERM INVESTMENTS 3.18%
Repurchase Agreements 1.94%
Repurchase Agreement dated 9/29/2023, 2.800% due 10/2/2023 with Fixed Income Clearing Corp. collateralized by $1,198,600 of U.S. Treasury Note at 3.625% due 5/15/2026; value: $1,177,413; proceeds: $1,154,529 (cost $1,154,260)	$	1,154,260		1,154,260
	Shares
Money Market Funds 1.12%
Fidelity Government Portfolio(c) (cost $662,210)		662,210		662,210
Time Deposits 0.12%
CitiBank N.A.(c) (cost $73,579)		73,579		73,579
Total Short-Term Investments (cost $1,890,049)				1,890,049
Total Investments in Securities 103.26% (cost $61,010,363)				61,363,243
Other Assets and Liabilities – Net (3.26)%				(1,935,075	)
Net Assets 100.00%			$	59,428,168

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.

62 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(concluded)

GROWTH OPPORTUNITIES PORTFOLIO September 30, 2023

The following is a summary of the inputs used as of September 30, 2023 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	$	59,473,194	$	–	$	–	$	59,473,194
Short-Term Investments
Repurchase Agreements		–		1,154,260		–		1,154,260
Money Market Funds		662,210		–		–		662,210
Time Deposits		–		73,579		–		73,579
Total	$	60,135,404	$	1,227,839	$	–	$	61,363,243

(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. 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. 63

Schedule of Investments (unaudited)

MID CAP STOCK PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
LONG-TERM INVESTMENTS 98.78%
COMMON STOCKS 98.78%
Aerospace & Defense 1.74%
Curtiss-Wright Corp.		20,290	$	3,969,333
Air Freight & Logistics 1.27%
Expeditors International of Washington, Inc.		25,140		2,881,798
Banks 2.44%
Columbia Banking System, Inc.		147,023		2,984,567
East West Bancorp, Inc.		49,000		2,582,790
Total				5,567,357
Beverages 1.49%
Carlsberg AS Class B(a)		26,950		3,397,991
Biotechnology 1.02%
Biogen, Inc.*		9,000		2,313,090
Building Products 4.61%
Allegion PLC (Ireland)(b)		27,880		2,905,096
Builders FirstSource, Inc.*		24,610		3,063,699
Masco Corp.		84,740		4,529,353
Total				10,498,148
Capital Markets 5.86%
Ameriprise Financial, Inc.		12,010		3,959,457
KKR & Co., Inc.		92,020		5,668,432
Moelis & Co. Class A		82,400		3,718,712
Total				13,346,601
Communications Equipment 1.13%
F5, Inc.*		15,980		2,575,017
Construction & Engineering 3.26%
AECOM		44,310		3,679,502
EMCOR Group, Inc.		17,860		3,757,566
Total				7,437,068
Construction Materials 1.60%
Eagle Materials, Inc.		21,890		3,645,123

64 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

MID CAP STOCK PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Consumer Staples Distribution & Retail 2.10%
BJ’s Wholesale Club Holdings, Inc.*		67,050	$	4,785,359
Containers & Packaging 1.27%
Avery Dennison Corp.		15,820		2,889,839
Electric: Utilities 3.98%
Entergy Corp.		37,620		3,479,850
FirstEnergy Corp.		78,610		2,686,890
Portland General Electric Co.		71,790		2,906,059
Total				9,072,799
Electronic Equipment, Instruments & Components 3.09%
Crane NXT Co.		53,230		2,957,991
Teledyne Technologies, Inc.*		9,980		4,077,628
Total				7,035,619
Energy Equipment & Services 2.85%
ChampionX Corp.		84,310		3,003,122
TechnipFMC PLC (United Kingdom)(b)		172,050		3,499,497
Total				6,502,619
Financial Services 1.89%
Global Payments, Inc.		37,260		4,299,431
Ground Transportation 2.07%
Landstar System, Inc.		13,710		2,425,848
Norfolk Southern Corp.		11,670		2,298,173
Total				4,724,021
Health Care Providers & Services 7.50%
Cencora, Inc.		25,030		4,504,649
Laboratory Corp. of America Holdings		19,760		3,972,748
Molina Healthcare, Inc.*		17,360		5,692,170
Tenet Healthcare Corp.*		44,330		2,920,904
Total				17,090,471
Hotels, Restaurants & Leisure 1.46%
Caesars Entertainment, Inc.*		71,930		3,333,956
Household Durables 1.48%
Helen of Troy Ltd.*		28,846		3,362,290

See Notes to Schedule of Investments. 65

Schedule of Investments (unaudited)(continued)

MID CAP STOCK PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Household Products 1.83%
Spectrum Brands Holdings, Inc.		53,280	$	4,174,488
Industrial REITS 0.86%
First Industrial Realty Trust, Inc.		40,910		1,946,907
Prologis, Inc.		1		112
Total				1,947,019
Insurance 10.36%
Allstate Corp.		40,440		4,505,421
American Financial Group, Inc.		21,581		2,409,950
Arch Capital Group Ltd.*		50,180		3,999,848
Arthur J Gallagher & Co.		15,892		3,622,264
Kemper Corp.		63,180		2,655,455
RenaissanceRe Holdings Ltd.		19,433		3,846,179
White Mountains Insurance Group Ltd.		1,720		2,572,587
Total				23,611,704
Machinery 3.67%
Crane Co.		36,127		3,209,523
Parker-Hannifin Corp.		13,250		5,161,140
Total				8,370,663
Media 0.52%
Nexstar Media Group, Inc.		8,250		1,182,803
Metals & Mining 1.46%
Alcoa Corp.		37,680		1,094,981
Reliance Steel & Aluminum Co.		8,470		2,221,088
Total				3,316,069
Multi-Utilities 1.46%
CMS Energy Corp.		62,500		3,319,375
Oil, Gas & Consumable Fuels 5.61%
Chesapeake Energy Corp.		58,310		5,028,071
Devon Energy Corp.		99,360		4,739,472
Permian Resources Corp.		215,150		3,003,494
Total				12,771,037
Pharmaceuticals 1.50%
Organon & Co.		196,990		3,419,746

66 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

MID CAP STOCK PORTFOLIO September 30, 2023

Investments	Shares		Fair Value
Professional Services 3.21%
Maximus, Inc.		47,680	$	3,560,742
WNS Holdings Ltd. ADR*		54,941		3,761,261
Total				7,322,003
Real Estate Management & Development 1.50%
CBRE Group, Inc. Class A*		46,360		3,424,150
Residential REITS 1.90%
American Homes 4 Rent Class A		77,810		2,621,419
Camden Property Trust		18,090		1,710,952
Total				4,332,371
Retail REITS 0.69%
Kimco Realty Corp.		89,750		1,578,703
Semiconductors & Semiconductor Equipment 2.57%
Micron Technology, Inc.		38,620		2,627,319
Teradyne, Inc.		32,220		3,236,821
Total				5,864,140
Software 1.37%
Aspen Technology, Inc.*		15,282		3,121,501
Specialty Retail 3.25%
AutoZone, Inc.*		1,580		4,013,184
Valvoline, Inc.		105,476		3,400,546
Total				7,413,730
Technology Hardware, Storage & Peripherals 1.96%
NetApp, Inc.		58,840		4,464,779
Textiles, Apparel & Luxury Goods 0.87%
Deckers Outdoor Corp.*		3,870		1,989,528
Trading Companies & Distributors 2.08%
AerCap Holdings NV (Ireland)*(b)		75,660		4,741,612
Total Common Stocks (cost $205,307,982)				225,093,351

See Notes to Schedule of Investments. 67

Schedule of Investments (unaudited)(concluded)

MID CAP STOCK PORTFOLIO September 30, 2023

Investments	Principal Amount		Fair Value
SHORT-TERM INVESTMENTS 1.45%
Repurchase Agreements 1.45%
Repurchase Agreement dated 9/29/2023, 2.800% due 10/2/2023 with Fixed Income Clearing Corp. collateralized by $3,441,500 of U.S. Treasury Note at 3.625% due 5/15/2026; value: $3,380,666; proceeds: $3,315,087 (cost $3,314,313)	$	3,314,313	$	3,314,313
Total Investments in Securities 100.23% (cost $208,622,295)				228,407,664
Other Assets and Liabilities – Net (0.23)%				(522,671	)
Net Assets 100.00%			$	227,884,993

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

The following is a summary of the inputs used as of September 30, 2023 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
Beverages	$	–	$	3,397,991	$	–	$	3,397,991
Remaining Industries		221,695,360		–		–		221,695,360
Short-Term Investments
Repurchase Agreements		–		3,314,313		–		3,314,313
Total	$	221,695,360	$	6,712,304	$	–	$	228,407,664

(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.

68 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
LONG-TERM INVESTMENTS 95.21%
ASSET-BACKED SECURITIES 25.37%
Automobiles 9.51%
Ally Auto Receivables Trust Series 2023-1 Class A3	5.46%	5/15/2028	$	300,000	$	299,565
Americredit Automobile Receivables Trust Series  2022-2 Class C	5.32%	4/18/2028		100,000		98,273
Americredit Automobile Receivables Trust Series 2023-1 Class A2A	5.84%	10/19/2026		256,829		256,756
Americredit Automobile Receivables Trust Series 2023-1 Class A3	5.62%	11/18/2027		170,000		169,492
Americredit Automobile Receivables Trust Series 2023-1 Class B	5.57%	3/20/2028		100,000		99,273
Americredit Automobile Receivables Trust Series 2023-1 Class C	5.80%	12/18/2028		100,000		98,785
Avis Budget Rental Car Funding AESOP LLC Series 2019-3A Class A†	2.36%	3/20/2026		115,000		109,544
Avis Budget Rental Car Funding AESOP LLC Series 2020-2A Class A†	2.02%	2/20/2027		260,000		237,544
Capital One Prime Auto Receivables Trust Series 2022-2 Class A2A	3.74%	9/15/2025		140,152		139,127
Capital One Prime Auto Receivables Trust Series 2022-2 Class A3	3.66%	5/17/2027		275,000		267,007
Capital One Prime Auto Receivables Trust Series 2023-1 Class A2	5.20%	5/15/2026		139,594		138,978
CarMax Auto Owner Trust Series 2020-2 Class D	5.75%	5/17/2027		275,000		272,835
CarMax Auto Owner Trust Series 2023-1 Class A3	4.75%	10/15/2027		150,000		147,664
CarMax Auto Owner Trust Series 2023-3 Class A2A	5.72%	11/16/2026		260,000		259,851
CarMax Auto Owner Trust Series 2023-3 Class A3	5.28%	5/15/2028		300,000		297,934
Carvana Auto Receivables Trust Series 2021-N1 Class A	0.70%	1/10/2028		19,473		18,433
Carvana Auto Receivables Trust Series 2022-P1 Class A3	3.35%	2/10/2027		360,000		350,270
Carvana Auto Receivables Trust Series 2022-P2 Class A4	4.68%	2/10/2028		120,000		116,470
Citizens Auto Receivables Trust Series 2023-2 Class A2A†	6.09%	10/15/2026		140,000		140,047
Credit Acceptance Auto Loan Trust Series 2021-3A  Class A†	1.00%	5/15/2030		166,054		162,406
Drive Auto Receivables Trust Series 2019-4 Class D	2.70%	2/16/2027		35,250		34,978
Drive Auto Receivables Trust Series 2021-1 Class C	1.02%	6/15/2027		34,857		34,449

See Notes to Schedule of Investments. 69

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Automobiles (continued)
Drive Auto Receivables Trust Series 2021-1 Class D	1.45%	1/16/2029	$	100,000	$	94,671
Drive Auto Receivables Trust Series 2021-2 Class D	1.39%	3/15/2029		171,000		160,271
Enterprise Fleet Financing LLC Series 2020-2 Class A2†	0.61%	7/20/2026		17,457		17,280
Enterprise Fleet Financing LLC Series 2023-1 Class A2†	5.51%	1/22/2029		120,000		119,062
Exeter Automobile Receivables Trust Series  2021-2A Class C	0.98%	6/15/2026		32,929		32,390
Exeter Automobile Receivables Trust Series 2021-3A Class B	0.69%	1/15/2026		16,775		16,740
First Investors Auto Owners Trust Series 2022-2A Class A†	6.26%	7/15/2027		156,920		157,170
Flagship Credit Auto Trust Series 2022-4 Class A2†	6.15%	9/15/2026		166,562		166,632
Flagship Credit Auto Trust Series 2022-4 Class A3†	6.32%	6/15/2027		285,000		286,523
Flagship Credit Auto Trust Series 2023-1 Class A3†	5.01%	8/16/2027		270,000		266,251
Ford Credit Auto Owner Trust Series 2018-1 Class A†	3.19%	7/15/2031		495,000		477,857
Ford Credit Auto Owner Trust Series 2019-1 Class A†	3.52%	7/15/2030		200,000		198,635
Ford Credit Auto Owner Trust Series 2020-C Class A3	0.41%	7/15/2025		43,705		43,029
Ford Credit Auto Owner Trust Series 2022-1 Class A†	3.88%	11/15/2034		240,000		225,819
GM Financial Automobile Leasing Trust Series 2022-2 Class A3	3.42%	6/20/2025		240,000		237,136
GM Financial Automobile Leasing Trust Series 2022-3 Class A2A	4.01%	10/21/2024		85,021		84,761
GM Financial Automobile Leasing Trust Series 2022-3 Class A3	4.01%	9/22/2025		263,000		259,823
GM Financial Consumer Automobile Receivables Trust Series 2021-1 Class A3	0.35%	10/16/2025		39,266		38,458
Hertz Vehicle Financing III LP Series 2021-2A Class A†	1.68%	12/27/2027		255,000		224,074
Hertz Vehicle Financing LLC Series 2021-1A Class A†	1.21%	12/26/2025		175,000		166,170
Honda Auto Receivables Owner Trust Series 2023-1 Class A2	5.22%	10/21/2025		585,000		583,151
NextGear Floorplan Master Owner Trust Series 2023-1A Class A2†	5.74%	3/15/2028		235,000		234,890
Nissan Auto Lease Trust Series 2022-A Class A3	3.81%	5/15/2025		295,000		292,634

70 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Automobiles (continued)
OneMain Direct Auto Receivables Trust Series 2021-1A Class A†	0.87%	7/14/2028	$	225,000	$	214,355
PenFed Auto Receivables Owner Trust Series 2022-A Class A3†	3.96%	4/15/2026		365,000		360,073
Santander Drive Auto Receivables Trust Series 2021-1 Class C	0.75%	2/17/2026		8,017		7,999
Santander Drive Auto Receivables Trust Series 2022-6 Class A2	4.37%	5/15/2025		22,015		22,002
Santander Drive Auto Receivables Trust Series 2022-6 Class C	4.96%	11/15/2028		325,000		316,831
Santander Drive Auto Receivables Trust Series 2023-3 Class A2	6.08%	8/17/2026		240,000		239,905
Santander Retail Auto Lease Trust Series 2021-A Class A3†	0.51%	7/22/2024		54,814		54,636
Santander Retail Auto Lease Trust Series 2021-C Class A3†	0.50%	3/20/2025		28,428		28,281
Tesla Auto Lease Trust Series 2023-A Class A2†	5.86%	8/20/2025		225,000		224,726
Tesla Auto Lease Trust Series 2023-A Class A3†	5.89%	6/22/2026		195,000		194,365
Toyota Auto Loan Extended Note Trust Series 2022-1A Class A†	3.82%	4/25/2035		250,000		235,442
Westlake Automobile Receivables Trust Series 2021-2A Class C†	0.89%	7/15/2026		100,000		96,826
Westlake Automobile Receivables Trust Series 2022-2A Class A2A†	5.87%	7/15/2026		334,232		333,901
Westlake Automobile Receivables Trust Series 2022-2A Class B†	6.14%	3/15/2028		100,000		99,885
Westlake Automobile Receivables Trust Series 2022-2A Class C†	4.85%	9/15/2027		60,000		58,738
Westlake Automobile Receivables Trust Series 2023-1A Class A2A†	5.51%	6/15/2026		182,791		182,324
Westlake Automobile Receivables Trust Series 2023-3A Class A2A†	5.96%	10/15/2026		600,000		599,369
World Omni Select Auto Trust Series 2019-A Class C	2.38%	12/15/2025		6,060		6,050
World Omni Select Auto Trust Series 2019-A Class D	2.59%	12/15/2025		45,000		44,927
Total						11,453,743
Credit Card 1.89%
American Express Credit Account Master Trust Series 2022-2 Class A	3.39%	5/15/2027		425,000		410,376
BA Credit Card Trust Series 2022-A2 Class A2	5.00%	4/15/2028		260,000		257,482

See Notes to Schedule of Investments. 71

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments		Interest Rate		Maturity Date	Principal Amount		Fair Value
Credit Card (continued)
Capital One Multi-Asset Execution Trust Series 2022-A2 Class A		3.49%		5/15/2027	$	865,000	$	836,112
Discover Card Execution Note Trust Series 2022-A3 Class A3		3.56%		7/15/2027		310,000		299,400
Discover Card Execution Note Trust Series 2022-A4 Class A		5.03%		10/15/2027		295,000		292,766
Synchrony Card Funding LLC Series 2023-A1 Class A		5.54%		7/15/2029		185,000		184,847
Total								2,280,983
Other 13.42%
ACAM Ltd. Series 2019-FL1 Class A†	6.845% (1 mo. USD Term SOFR + 1.51%)		#	11/17/2034		4,334		4,324
ACREC Ltd. Series 2021-FL1 Class A†	6.595% (1 mo. USD Term SOFR + 1.26%)		#	10/16/2036		292,000		287,437
ACRES Commercial Realty Ltd. Series 2021-FL2 Class A†	6.847% (1 mo. USD Term SOFR + 1.51%)		#	1/15/2037		430,000		424,625
Affirm Asset Securitization Trust Series 2023-B Class A†		6.82%		9/15/2028		180,000		180,363
Apidos CLO XXII Ltd. Series 2015-22A Class A1R†	6.648% (3 mo. USD Term SOFR + 1.32%)		#	4/20/2031		249,247		248,849
Apidos CLO XXXI Ltd. Series 2019-31A Class A1R†	6.67% (3 mo. USD Term SOFR + 1.36%)		#	4/15/2031		250,000		249,314
Aqua Finance Trust Series 2021-A Class A†		1.54%		7/17/2046		117,554		103,406
Arbor Realty Commercial Real Estate Notes Ltd. Series 2021-FL2 Class A†	6.547% (1 mo. USD Term SOFR + 1.21%)		#	5/15/2036		200,000		197,630
Arbor Realty Commercial Real Estate Notes Ltd. Series 2021-FL3 Class A†	6.517% (1 mo. USD Term SOFR + 1.18%)		#	8/15/2034		150,000		147,285
Arbor Realty Commercial Real Estate Notes Ltd. Series 2022-FL1 Class A†	6.763% (30 day USD SOFR Average + 1.45%)		#	1/15/2037		230,000		227,481
ARES L CLO Ltd. Series 2018-50A Class AR†		6.62% (3 mo. USD Term SOFR + 1.31%)	#	1/15/2032		250,000		249,332

72 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments		Interest Rate		Maturity Date	Principal Amount		Fair Value
Other (continued)
Bain Capital Credit CLO Ltd. Series 2017-1A Class A1R†	6.558% (3 mo. USD Term SOFR + 1.23%)		#	7/20/2030	$	209,180	$	208,707
Bain Capital Credit CLO Ltd. Series 2020-5A Class A1†	6.808% (3 mo. USD Term SOFR + 1.48%)		#	1/20/2032		250,000		249,409
Barings CLO Ltd. Series 2019-3A Class A1R†	6.658% (3 mo. USD Term SOFR + 1.33%)		#	4/20/2031		500,000		499,129
Benefit Street Partners CLO IV Ltd. Series 2014-IVA Class ARRR†	6.768% (3 mo. USD Term SOFR + 1.44%)		#	1/20/2032		250,000		249,786
BlueMountain Fuji U.S. CLO I Ltd. Series 2017-1A Class A1R†	6.568% (3 mo. USD Term SOFR + 1.24%)		#	7/20/2029		233,746		232,911
BSPRT Issuer Ltd. Series 2021-FL7 Class A†	6.767% (1 mo. USD Term SOFR + 1.43%)		#	12/15/2038		240,000		236,400
Carlyle Global Market Strategies CLO Ltd. Series 2015-1A Class AR3†	6.568% (3 mo. USD Term SOFR + 1.24%)		#	7/20/2031		473,483		472,737
Carlyle U.S. CLO Ltd. Series 2017-3A Class A1AR†	6.488% (3 mo. USD Term SOFR + 1.16%)		#	7/20/2029		217,155		216,310
Carlyle U.S. CLO Ltd. Series 2019-1A Class A1AR†	6.668% (3 mo. USD Term SOFR + 1.34%)		#	4/20/2031		250,000		249,541
Cedar Funding IX CLO Ltd. Series 2018-9A Class A1†	6.568% (3 mo. USD Term SOFR + 1.24%)		#	4/20/2031		250,000		249,408
Cedar Funding X CLO Ltd. Series 2019-10A Class AR†	6.688% (3 mo. USD Term SOFR + 1.36%)		#	10/20/2032		250,000		249,257
Cedar Funding XI Clo Ltd. Series 2019-11A Class A1R†	6.716% (3 mo. USD Term SOFR + 1.31%)		#	5/29/2032		220,000		219,062
Cedar Funding XIV CLO Ltd. Series 2021-14A Class A†	6.67% (3 mo. USD Term SOFR + 1.36%)		#	7/15/2033		250,000		249,248
CIFC Funding Ltd. Series 2013-2A Class A1L2†	6.572% (3 mo. USD Term SOFR + 1.26%)		#	10/18/2030		489,260		488,681
Dell Equipment Finance Trust Series 2023-2 Class A2†		5.84%		1/22/2029		360,000		359,739

See Notes to Schedule of Investments. 73

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments		Interest Rate		Maturity Date	Principal Amount		Fair Value
Other (continued)
Dryden 113 CLO Ltd. Series 2022-113A Class A1R†(a)		–	(b)	10/20/2035	$	250,000	$	250,000
Dryden Senior Loan Fund Series 2017-47A Class A1R†	6.55% (3 mo. USD Term SOFR + 1.24%)		#	4/15/2028		180,381		180,446
Elmwood CLO VII Ltd. Series 2020-4A Class AR†(a)		–	(b)	1/17/2034		250,000		250,000	(c)
Galaxy XIX CLO Ltd. Series 2015-19A Class A1RR†	6.557% (3 mo. USD Term SOFR + 1.21%)		#	7/24/2030		142,649		142,545
Greystone CRE Notes Ltd. Series 2021-FL3 Class A†	6.467% (1 mo. USD Term SOFR + 1.13%)		#	7/15/2039		170,000		167,251
HGI CRE CLO Ltd. Series 2021-FL2 Class A†	6.445% (1 mo. USD Term SOFR + 1.11%)		#	9/17/2036		134,571		131,884
HPEFS Equipment Trust Series 2023-1A Class A2†		5.43%		8/20/2025		225,000		224,305
KKR CLO 24 Ltd. Series 24 Class A1R†	6.668% (3 mo. USD Term SOFR + 1.34%)		#	4/20/2032		250,000		249,590
Lendmark Funding Trust Series 2021-2A Class A†		2.00%		4/20/2032		260,000		222,666
LFT CRE Ltd. Series 2021-FL1 Class B†	7.197% (1 mo. USD Term SOFR + 1.86%)		#	6/15/2039		200,000		191,542
LoanCore Issuer Ltd. Series 2019-CRE2 Class C†	7.447% (1 mo. USD Term SOFR + 2.11%)		#	5/15/2036		430,000		414,417
LoanCore Issuer Ltd. Series 2022-CRE7 Class A†	6.863% (30 day USD SOFR Average + 1.55%)		#	1/17/2037		260,000		255,775
Madison Park Funding XI Ltd. Series 2013-11A Class AR2†	6.507% (3 mo. USD Term SOFR + 1.16%)		#	7/23/2029		231,946		231,513
Madison Park Funding XVII Ltd. Series 2015-17A Class AR2†	6.595% (3 mo. USD Term SOFR + 1.26%)		#	7/21/2030		241,354		240,959
Magnetite VII Ltd. Series 2012-7A Class A1R2†	6.37% (3 mo. USD Term SOFR + 1.06%)		#	1/15/2028		159,433		159,349
Magnetite Xxix Ltd. Series 2021-29A Class A†	6.56% (3 mo. USD Term SOFR + 1.25%)		#	1/15/2034		250,000		249,556

74 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments		Interest Rate		Maturity Date	Principal Amount		Fair Value
Other (continued)
Mariner Finance Issuance Trust Series 2021-BA Class A†		2.10%		11/20/2036	$	305,000	$	266,429
Mariner Finance Issuance Trust Series 2022-AA Class A†		6.45%		10/20/2037		330,000		330,533
MF1 LLC Series 2022-FL9 Class A†	7.477% (1 mo. USD Term SOFR + 2.15%)		#	6/19/2037		360,000		358,983
MF1 Ltd. Series 2021-FL7 Class A†	6.525% (1 mo. USD Term SOFR + 1.19%)		#	10/16/2036		120,000		117,938
MF1 Ltd. Series 2022-FL8 Class A†	6.677% (1 mo. USD Term SOFR + 1.35%)		#	2/19/2037		120,000		117,900
Mountain View CLO LLC Series 2017-1A Class AR†	6.66% (3 mo. USD Term SOFR + 1.35%)		#	10/16/2029		157,249		157,409
MVW Owner Trust Series 2017-1A Class A†		2.42%		12/20/2034		9,320		9,101
New Economy Assets Phase 1 Sponsor LLC Series 2021-1 Class A1†		1.91%		10/20/2061		130,000		112,276
OCP CLO Ltd. Series 2019-17A Class A1R†	6.628% (3 mo. USD Term SOFR + 1.30%)		#	7/20/2032		300,000		298,534
Octagon Investment Partners XIV Ltd. Series 2012-1A Class AARR†	6.52% (3 mo. USD Term SOFR + 1.21%)		#	7/15/2029		200,291		199,918
Octagon Investment Partners XVII Ltd. Series 2013-1A Class A1R2†	6.613% (3 mo. USD Term SOFR + 1.26%)		#	1/25/2031		241,644		240,862
Octagon Investment Partners XXI Ltd. Series 2014-1A Class AAR3†	6.631% (3 mo. USD Term SOFR + 1.26%)		#	2/14/2031		500,000		497,992
Octagon Loan Funding Ltd. Series 2014-1A Class ARR†	6.821% (3 mo. USD Term SOFR + 1.44%)		#	11/18/2031		250,000		249,692
OneMain Financial Issuance Trust Series 2018-2A Class A†		3.57%		3/14/2033		57,502		56,835
OneMain Financial Issuance Trust Series 2021-1A Class A1†		1.55%		6/16/2036		140,000		121,820
OneMain Financial Issuance Trust Series 2021-3A Class A†		5.94%		5/15/2034		245,000		243,619
Orange Lake Timeshare Trust Series 2019-A Class A†		3.06%		4/9/2038		10,405		9,989
Pagaya AI Debt Trust Series 2022-1 Class A†		2.03%		10/15/2029		124,871		122,280
PFS Financing Corp. Series 2020-E Class A†		1.00%		10/15/2025		136,000		135,720

See Notes to Schedule of Investments. 75

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Other (continued)
PFS Financing Corp. Series 2020-G Class A†	0.97%		2/15/2026	$	108,000	$	106,027
PFS Financing Corp. Series 2023-A Class A†	5.80%		3/15/2028		220,000		219,888
Rad CLO 2 Ltd. Series 2018-2A Class AR†	6.65% (3 mo. USD Term SOFR + 1.34%)	#	10/15/2031		250,000		249,552
Romark CLO Ltd. Series 2017-1A Class A1R†	6.637% (3 mo. USD Term SOFR + 1.29%)	#	10/23/2030		229,423		228,622
SCF Equipment Leasing LLC Series 2019-2A Class A2†	2.47%		4/20/2026		11,595		11,559
SCF Equipment Leasing LLC Series 2021-1A Class A3†	0.83%		8/21/2028		206,174		202,257
SCF Equipment Leasing LLC Series 2022-1A Class A3†	2.92%		7/20/2029		390,000		376,182
TCI-Flatiron CLO Ltd. Series 2018-1A Class ANR†	6.691% (3 mo. USD Term SOFR + 1.32%)	#	1/29/2032		250,000		249,501
Upstart Securitization Trust Series 2021-5 Class A†	1.31%		11/20/2031		38,736		38,151
Valley Stream Park CLO Ltd. Series 2022-1A Class AR†(a)	–	(b)	10/20/2034		300,000		300,000
Verizon Master Trust Series 2022-7 Class A1A	5.23%		11/22/2027		210,000		208,617
Total							16,150,355
Rec Vehicle Loan 0.18%
Octane Receivables Trust Series 2021-1A Class A†	0.93%		3/22/2027		17,012		16,661
Octane Receivables Trust Series 2022-1A Class A2†	4.18%		3/20/2028		96,802		95,388
Octane Receivables Trust Series 2022-2A Class A†	5.11%		2/22/2028		108,277		107,267
Total							219,316
Student Loan 0.37%
Navient Private Education Refi Loan Trust Series 2020-FA Class A†	1.22%		7/15/2069		69,928		62,290
Navient Private Education Refi Loan Trust Series 2021-CA Class A†	1.06%		10/15/2069		184,090		156,556
Navient Private Education Refi Loan Trust Series 2022-A Class A†	2.23%		7/15/2070		176,583		152,592

76 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

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	$	68,064	$	60,713
Towd Point Asset Trust Series 2018-SL1 Class A†	6.034% (1 mo. USD Term SOFR + 0.71%)		#	1/25/2046		9,261		9,234
Total								441,385
Total Asset-Backed Securities (cost $30,988,903)								30,545,782
CORPORATE BONDS 57.64%
Aerospace/Defense 0.28%
HEICO Corp.		5.25%		8/1/2028		60,000		58,576
Hexcel Corp.		4.95%		8/15/2025		135,000		131,647
L3Harris Technologies, Inc.		5.40%		1/15/2027		149,000		147,787
Total								338,010
Agriculture 1.67%
BAT Capital Corp.		2.789%		9/6/2024		54,000		52,414
BAT Capital Corp.		3.222%		8/15/2024		483,000		471,111
BAT International Finance PLC (United Kingdom)(d)		5.931%		2/2/2029		109,000		107,060
Imperial Brands Finance PLC (United Kingdom)†(d)		3.125%		7/26/2024		400,000		389,891
Imperial Brands Finance PLC (United Kingdom)†(d)		6.125%		7/27/2027		400,000		399,104
Philip Morris International, Inc.		5.125%		11/17/2027		151,000		147,943
Reynolds American, Inc.		4.45%		6/12/2025		76,000		73,890
Viterra Finance BV (Netherlands)†(d)		2.00%		4/21/2026		411,000		370,549
Total								2,011,962
Airlines 0.30%
Air Canada Pass-Through Trust Series 2015-2 Class B (Canada)†(d)		5.00%		6/15/2025		69,335		69,146
British Airways Pass-Through Trust Series 2013-1 Class A (United Kingdom)†(d)		4.625%		12/20/2025		15,510		15,324
Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd. (Cayman Islands)†(d)		8.00%		9/20/2025		121,000		121,055
United Airlines Pass-Through Trust Series 2020-1 Class A		5.875%		4/15/2029		151,589		150,473
Total								355,998
Apparel 0.03%
PVH Corp.		4.625%		7/10/2025		38,000		36,790

See Notes to Schedule of Investments. 77

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments		Interest Rate		Maturity Date	Principal Amount		Fair Value
Auto Manufacturers 2.48%
Ford Motor Credit Co. LLC		3.37%		11/17/2023	$	239,000	$	237,825
Ford Motor Credit Co. LLC		5.125%		6/16/2025		200,000		193,785
Ford Motor Credit Co. LLC		5.584%		3/18/2024		400,000		397,867
General Motors Financial Co., Inc.		2.75%		6/20/2025		134,000		126,208
General Motors Financial Co., Inc.		2.90%		2/26/2025		54,000		51,541
General Motors Financial Co., Inc.		3.95%		4/13/2024		140,000		138,148
General Motors Financial Co., Inc.		5.40%		4/6/2026		73,000		71,508
Hyundai Capital America†		0.80%		1/8/2024		160,000		157,769
Hyundai Capital America†		0.875%		6/14/2024		160,000		154,330
Hyundai Capital America†		1.00%		9/17/2024		47,000		44,788
Hyundai Capital America†		1.30%		1/8/2026		75,000		67,563
Hyundai Capital America†		1.50%		6/15/2026		91,000		80,867
Hyundai Capital America†		5.50%		3/30/2026		112,000		110,570
Hyundai Capital America†		5.65%		6/26/2026		121,000		120,013
Hyundai Capital America†		5.875%		4/7/2025		137,000		136,573
Hyundai Capital America†		5.95%		9/21/2026		130,000		129,682
Hyundai Capital America†		6.10%		9/21/2028		128,000		127,140
Nissan Motor Acceptance Co. LLC†		6.95%		9/15/2026		229,000		230,770
Volkswagen Group of America Finance LLC†		5.70%		9/12/2026		200,000		198,998
Volkswagen Group of America Finance LLC†		5.80%		9/12/2025		213,000		212,138
Total								2,988,083
Banks 24.39%
ABN AMRO Bank NV (Netherlands)†(d)	6.339% (1 yr. CMT + 1.65%)		#	9/18/2027		200,000		199,586
AIB Group PLC (Ireland)†(d)	4.263% (3 mo. USD LIBOR + 1.87%)		#	4/10/2025		600,000		591,551
AIB Group PLC (Ireland)†(d)	6.608% (SOFR + 2.33%)		#	9/13/2029		200,000		199,298
Australia & New Zealand Banking Group Ltd. (Australia)†(d)		4.40%		5/19/2026		200,000		190,787
Bank of America Corp.		0.981% (SOFR + 0.91%)	#	9/25/2025		37,000		35,056
Bank of America Corp.		1.197% (SOFR + 1.01%)	#	10/24/2026		31,000		28,040
Bank of America Corp.		1.319% (SOFR + 1.15%)	#	6/19/2026		237,000		217,419
Bank of America Corp.		1.53% (SOFR + 0.65%)	#	12/6/2025		78,000		73,675
Bank of America Corp.		1.734% (SOFR + 0.96%)	#	7/22/2027		74,000		65,596

78 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments		Interest Rate		Maturity Date	Principal Amount		Fair Value
Banks (continued)
Bank of America Corp.	2.456% (3 mo. USD Term SOFR + 1.13%)		#	10/22/2025	$	174,000	$	167,158
Bank of America Corp.	3.093% (3 mo. USD Term SOFR + 1.35%)		#	10/1/2025		363,000		351,133
Bank of America Corp.		3.384% (SOFR + 1.33%)	#	4/2/2026		271,000		259,436
Bank of America Corp.		3.841% (SOFR + 1.11%)	#	4/25/2025		150,000		147,899
Bank of America Corp.		3.95%		4/21/2025		157,000		151,658
Bank of America Corp.		4.948% (SOFR + 2.04%)	#	7/22/2028		168,000		161,485
Bank of America Corp.		5.755% (SOFR + 0.41%)	#	6/14/2024		151,000		150,780
Bank of Ireland Group PLC (Ireland)†(d)		2.029% (1 yr. CMT + 1.10%)	#	9/30/2027		200,000		175,477
Bank of Ireland Group PLC (Ireland)†(d)		6.253% (1 yr. CMT + 2.65%)	#	9/16/2026		400,000		397,817
Bank of Montreal (Canada)(d)		3.70%		6/7/2025		135,000		130,166
Bank of Montreal (Canada)(d)		4.25%		9/14/2024		143,000		140,606
Bank of Montreal (Canada)(d)		5.20%		12/12/2024		140,000		138,840
Bank of Montreal (Canada)(d)		5.30%		6/5/2026		150,000		148,021
Bank of New York Mellon Corp.		4.543% (SOFR + 1.17%)	#	2/1/2029		75,000		71,512
Bank of New York Mellon Corp.		4.947% (SOFR + 1.03%)	#	4/26/2027		70,000		68,342
Bank of Nova Scotia (Canada)(d)		4.75%		2/2/2026		95,000		92,765
Bank of Nova Scotia (Canada)(d)		5.45%		6/12/2025		121,000		119,866
Barclays PLC (United Kingdom)(d)		3.932% (3 mo. USD LIBOR + 1.61%)	#	5/7/2025		307,000		302,375
Barclays PLC (United Kingdom)(d)		5.829% (SOFR + 2.21%)	#	5/9/2027		200,000		196,488
Barclays PLC (United Kingdom)(d)		6.496% (SOFR + 1.88%)	#	9/13/2027		200,000		199,550
Barclays PLC (United Kingdom)(d)		7.385% (1 yr. CMT + 3.30%)	#	11/2/2028		200,000		205,289
BNP Paribas SA (France)†(d)		2.219% (SOFR + 2.07%)	#	6/9/2026		229,000		213,762
BNP Paribas SA (France)†(d)	2.819% (3 mo. USD Term SOFR + 1.37%)		#	11/19/2025		200,000		192,145
BNP Paribas SA (France)†(d)		5.125% (1 yr. CMT + 1.45%)	#	1/13/2029		200,000		193,187
BPCE SA (France)†(d)		4.50%		3/15/2025		200,000		192,947

See Notes to Schedule of Investments. 79

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments		Interest Rate		Maturity Date	Principal Amount		Fair Value
Banks (continued)
BPCE SA (France)†(d)		4.875%		4/1/2026	$	200,000	$	191,787
BPCE SA (France)†(d)		5.975% (SOFR + 2.10%)	#	1/18/2027		250,000		247,386
Canadian Imperial Bank of Commerce (Canada)(d)		3.945%		8/4/2025		169,000		163,232
Canadian Imperial Bank of Commerce (Canada)(d)		5.001%		4/28/2028		158,000		151,805
Canadian Imperial Bank of Commerce (Canada)(d)		5.144%		4/28/2025		194,000		191,518
Canadian Imperial Bank of Commerce (Canada)(d)		5.615%		7/17/2026		155,000		154,331
Citibank NA		5.864%		9/29/2025		465,000		465,538
Citigroup, Inc.		3.106% (SOFR + 2.84%)	#	4/8/2026		743,000		709,238
Citigroup, Inc.	3.352% (3 mo. USD Term SOFR + 1.16%)		#	4/24/2025		233,000		228,890
Citigroup, Inc.		3.875%		3/26/2025		59,000		57,018
Citigroup, Inc.		4.14% (SOFR + 1.37%)	#	5/24/2025		302,000		297,780
Citizens Bank NA		4.575% (SOFR + 2.00%)	#	8/9/2028		250,000		228,463
Citizens Bank NA		6.064% (SOFR + 1.45%)	#	10/24/2025		250,000		241,314
Credit Agricole SA (France)†(d)		4.375%		3/17/2025		435,000		420,514
Credit Suisse AG		4.75%		8/9/2024		250,000		246,505
Danske Bank AS (Denmark)†(d)		0.976% (1 yr. CMT + 0.55%)	#	9/10/2025		200,000		189,628
Danske Bank AS (Denmark)†(d)		1.621% (1 yr. CMT + 1.35%)	#	9/11/2026		200,000		182,281
Danske Bank AS (Denmark)†(d)		3.244% (3 mo. USD LIBOR + 1.59%)	#	12/20/2025		400,000		383,248
Danske Bank AS (Denmark)†(d)		4.298% (1 yr. CMT + 1.75%)	#	4/1/2028		200,000		186,369
Danske Bank AS (Denmark)†(d)		5.375%		1/12/2024		200,000		199,216
Danske Bank AS (Denmark)†(d)		6.466% (1 yr. CMT + 2.10%)	#	1/9/2026		400,000		399,422
Discover Bank		4.25%		3/13/2026		250,000		236,798
Federation des Caisses Desjardins du Quebec (Canada)†(d)		5.70%		3/14/2028		200,000		197,581
First-Citizens Bank & Trust Co.	2.969% (3 mo. USD Term SOFR + 1.72%)		#	9/27/2025		250,000		238,257
Goldman Sachs Group, Inc.		1.948% (SOFR + 0.91%)	#	10/21/2027		242,000		213,753
Goldman Sachs Group, Inc.		2.64% (SOFR + 1.11%)	#	2/24/2028		75,000		66,904

80 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments		Interest Rate		Maturity Date	Principal Amount		Fair Value
Banks (continued)
Goldman Sachs Group, Inc.	4.223% (3 mo. USD Term SOFR + 1.56%)		#	5/1/2029	$	152,000	$	140,661
Goldman Sachs Group, Inc.		5.798% (SOFR + 1.08%)	#	8/10/2026		130,000		129,046
Goldman Sachs Group, Inc.		5.849% (SOFR + 0.51%)	#	9/10/2024		151,000		150,663
Goldman Sachs Group, Inc.		6.021% (SOFR + 0.70%)	#	1/24/2025		153,000		152,506
HSBC Holdings PLC (United Kingdom)(d)		0.976% (SOFR + 0.71%)	#	5/24/2025		200,000		192,720
HSBC Holdings PLC (United Kingdom)(d)	3.803% (3 mo. USD Term SOFR + 1.47%)		#	3/11/2025		400,000		395,126
HSBC Holdings PLC (United Kingdom)(d)		5.887% (SOFR + 1.57%)	#	8/14/2027		200,000		197,639
HSBC USA, Inc.		5.625%		3/17/2025		200,000		198,873
Huntington Bancshares, Inc.		4.443% (SOFR + 1.97%)	#	8/4/2028		63,000		58,226
Huntington National Bank		4.008% (SOFR + 1.21%)	#	5/16/2025		250,000		243,748
ING Groep NV (Netherlands)(d)		6.083% (SOFR + 1.56%)	#	9/11/2027		252,000		251,010
Intesa Sanpaolo SpA (Italy)†(d)		3.25%		9/23/2024		200,000		193,856
Intesa Sanpaolo SpA (Italy)†(d)		5.017%		6/26/2024		800,000		781,145
JPMorgan Chase & Co.		0.768% (SOFR + 0.49%)	#	8/9/2025		148,000		141,006
JPMorgan Chase & Co.	0.824% (3 mo. USD Term SOFR + 0.54%)		#	6/1/2025		172,000		165,612
JPMorgan Chase & Co.		2.301% (SOFR + 1.16%)	#	10/15/2025		214,000		205,318
JPMorgan Chase & Co.		3.845% (SOFR + 0.98%)	#	6/14/2025		205,000		201,421
JPMorgan Chase & Co.		4.851% (SOFR + 1.99%)	#	7/25/2028		133,000		128,239
JPMorgan Chase & Co.		6.263% (SOFR + 0.92%)	#	2/24/2026		115,000		115,188
JPMorgan Chase & Co.		6.523% (SOFR + 1.18%)	#	2/24/2028		77,000		76,942
KeyBank NA		4.70%		1/26/2026		250,000		237,144
KeyBank NA		5.664% (SOFR + 0.32%)	#	6/14/2024		250,000		246,018
Lloyds Banking Group PLC (United Kingdom)(d)		4.582%		12/10/2025		200,000		191,344

See Notes to Schedule of Investments. 81

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments		Interest Rate		Maturity Date	Principal Amount		Fair Value
Banks (continued)
Lloyds Banking Group PLC (United Kingdom)(d)	5.985% (1 yr. CMT + 1.48%)		#	8/7/2027	$	200,000	$	198,263
M&T Bank Corp.		4.553% (SOFR + 1.78%)	#	8/16/2028		94,000		86,816
Macquarie Group Ltd. (Australia)†(d)		1.201% (SOFR + 0.69%)	#	10/14/2025		76,000		72,094
Macquarie Group Ltd. (Australia)†(d)		1.34% (SOFR + 1.07%)	#	1/12/2027		65,000		58,175
Macquarie Group Ltd. (Australia)†(d)		5.108% (SOFR + 2.21%)	#	8/9/2026		180,000		177,544
Macquarie Group Ltd. (Australia)†(d)		6.207%		11/22/2024		144,000		143,996
Manufacturers & Traders Trust Co.		4.65%		1/27/2026		524,000		499,587
Mitsubishi UFJ Financial Group, Inc. (Japan)(d)		0.962% (1 yr. CMT + 0.45%)	#	10/11/2025		200,000		189,183
Mitsubishi UFJ Financial Group, Inc. (Japan)(d)		4.788% (1 yr. CMT + 1.70%)	#	7/18/2025		215,000		212,547
Mitsubishi UFJ Financial Group, Inc. (Japan)(d)		5.063% (1 yr. CMT + 1.55%)	#	9/12/2025		200,000		197,877
Mitsubishi UFJ Financial Group, Inc. (Japan)(d)		5.719% (1 yr. CMT + 1.08%)	#	2/20/2026		200,000		198,906
Morgan Stanley		0.79% (SOFR + 0.53%)	#	5/30/2025		276,000		265,165
Morgan Stanley		0.791% (SOFR + 0.51%)	#	1/22/2025		187,000		183,402
Morgan Stanley		3.62% (SOFR + 1.16%)	#	4/17/2025		94,000		92,532
Morgan Stanley		5.05% (SOFR + 1.30%)	#	1/28/2027		52,000		50,986
Morgan Stanley		5.123% (SOFR + 1.73%)	#	2/1/2029		76,000		73,217
Morgan Stanley		5.449% (SOFR + 1.63%)	#	7/20/2029		106,000		103,337
Morgan Stanley		6.138% (SOFR + 1.77%)	#	10/16/2026		270,000		270,330
NatWest Group PLC (United Kingdom)(d)		4.269% (3 mo. USD LIBOR + 1.76%)	#	3/22/2025		1,095,000		1,083,424

82 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Banks (continued)
NatWest Group PLC (United Kingdom)(d)	5.808% (1 yr. CMT + 1.95%)	#	9/13/2029	$	400,000	$	388,312
NatWest Group PLC (United Kingdom)(d)	5.847% (1 yr. CMT + 1.35%)	#	3/2/2027		200,000		197,474
NatWest Markets PLC (United Kingdom)†(d)	0.80%		8/12/2024		200,000		191,226
Royal Bank of Canada (Canada)(d)	4.24%		8/3/2027		152,000		144,510
Royal Bank of Canada (Canada)(d)	4.875%		1/12/2026		111,000		108,975
Royal Bank of Canada (Canada)(d)	5.20%		7/20/2026		174,000		172,165
Royal Bank of Canada (Canada)(d)	6.00%		11/1/2027		80,000		80,630
Santander Holdings USA, Inc.	2.49% (SOFR + 1.25%)	#	1/6/2028		68,000		59,083
Santander Holdings USA, Inc.	5.807% (SOFR + 2.33%)	#	9/9/2026		40,000		39,360
Santander U.K. Group Holdings PLC (United Kingdom)(d)	1.089% (SOFR + 0.79%)	#	3/15/2025		400,000		389,249
Santander U.K. Group Holdings PLC (United Kingdom)(d)	2.469% (SOFR + 1.22%)	#	1/11/2028		200,000		174,190
Santander U.K. Group Holdings PLC (United Kingdom)†(d)	4.75%		9/15/2025		200,000		191,127
Santander U.K. Group Holdings PLC (United Kingdom)(d)	6.534% (SOFR + 2.60%)	#	1/10/2029		200,000		198,282
Societe Generale SA (France)†(d)	2.226% (1 yr. CMT + 1.05%)	#	1/21/2026		200,000		188,349
Standard Chartered PLC (United Kingdom)†(d)	0.991% (1 yr. CMT + 0.78%)	#	1/12/2025		400,000		393,477
Standard Chartered PLC (United Kingdom)†(d)	1.214% (1 yr. CMT + 0.88%)	#	3/23/2025		200,000		195,618
Standard Chartered PLC (United Kingdom)†(d)	6.187% (1 yr. CMT + 1.85%)	#	7/6/2027		200,000		199,290
State Street Corp.	5.104% (SOFR + 1.13%)	#	5/18/2026		87,000		85,926
Sumitomo Mitsui Financial Group, Inc. (Japan)(d)	5.80%		7/13/2028		200,000		198,751
Swedbank AB (Sweden)†(d)	6.136%		9/12/2026		200,000		199,295
Toronto-Dominion Bank (Canada)(d)	4.693%		9/15/2027		122,000		117,388
Toronto-Dominion Bank (Canada)(d)	5.532%		7/17/2026		205,000		203,570

See Notes to Schedule of Investments. 83

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Banks (continued)
Truist Financial Corp.	1.267% (SOFR + 0.61%)	#	3/2/2027	$	90,000	$	79,781
Truist Financial Corp.	4.873% (SOFR + 1.44%)	#	1/26/2029		55,000		51,649
Truist Financial Corp.	6.047% (SOFR + 2.05%)	#	6/8/2027		71,000		70,252
U.S. Bancorp	4.548% (SOFR + 1.66%)	#	7/22/2028		117,000		109,953
U.S. Bancorp	4.653% (SOFR + 1.23%)	#	2/1/2029		112,000		104,855
U.S. Bancorp	5.775% (SOFR + 2.02%)	#	6/12/2029		123,000		119,794
UBS AG (Switzerland)(d)	5.125%		5/15/2024		600,000		592,320
UBS Group AG (Switzerland)†(d)	1.305% (SOFR + 0.98%)	#	2/2/2027		250,000		222,327
UBS Group AG (Switzerland)†(d)	1.494% (1 yr. CMT + 0.85%)	#	8/10/2027		200,000		174,644
UBS Group AG (Switzerland)†(d)	2.193% (SOFR + 2.04%)	#	6/5/2026		250,000		232,610
UBS Group AG (Switzerland)†(d)	4.488% (1 yr. CMT + 1.55%)	#	5/12/2026		400,000		387,554
UBS Group AG (Switzerland)†(d)	5.711% (1 yr. CMT + 1.55%)	#	1/12/2027		400,000		395,054
UniCredit SpA (Italy)†(d)	7.83%		12/4/2023		350,000		350,440
Wells Fargo & Co.	2.164% (3 mo. USD Term SOFR + 1.01%)	#	2/11/2026		166,000		156,760
Wells Fargo & Co.	2.188% (SOFR + 2.00%)	#	4/30/2026		84,000		78,892
Wells Fargo & Co.	4.54% (SOFR + 1.56%)	#	8/15/2026		161,000		156,411
Wells Fargo & Co.	4.808% (SOFR + 1.98%)	#	7/25/2028		169,000		161,307
Wells Fargo & Co.	5.574% (SOFR + 1.74%)	#	7/25/2029		195,000		190,319
Total							29,360,489
Biotechnology 0.57%
Amgen, Inc.	5.15%		3/2/2028		181,000		178,079
Amgen, Inc.	5.25%		3/2/2025		91,000		90,341
Amgen, Inc.	5.507%		3/2/2026		181,000		179,955
Illumina, Inc.	5.75%		12/13/2027		154,000		151,502
Illumina, Inc.	5.80%		12/12/2025		84,000		83,484
Total							683,361

84 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Chemicals 0.41%
Celanese U.S. Holdings LLC	6.165%		7/15/2027	$	122,000	$	120,363
International Flavors & Fragrances, Inc.†	1.23%		10/1/2025		200,000		179,353
Sasol Financing USA LLC	5.875%		3/27/2024		200,000		198,225
Total							497,941
Coal 0.07%
Alliance Resource Operating Partners LP/Alliance Resource Finance Corp.†	7.50%		5/1/2025		85,000		85,054
Commercial Services 0.23%
Global Payments, Inc.	2.65%		2/15/2025		36,000		34,311
Global Payments, Inc.	4.95%		8/15/2027		178,000		171,180
Triton Container International Ltd.†	1.15%		6/7/2024		30,000		28,876
Triton Container International Ltd.†	2.05%		4/15/2026		46,000		41,007
Total							275,374
Computers 0.45%
Booz Allen Hamilton, Inc.†	3.875%		9/1/2028		130,000		116,600
Dell International LLC/EMC Corp.	4.90%		10/1/2026		146,000		142,476
Dell International LLC/EMC Corp.	6.02%		6/15/2026		239,000		239,973
Hewlett Packard Enterprise Co.	5.90%		10/1/2024		48,000		47,974
Total							547,023
Distribution/Wholesale 0.07%
LKQ Corp.†	5.75%		6/15/2028		82,000		80,167
Diversified Financial Services 3.59%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)(d)	1.75%		10/29/2024		300,000		286,104
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)(d)	6.10%		1/15/2027		156,000		155,315
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)(d)	6.50%		7/15/2025		198,000		198,294
Air Lease Corp.	4.25%		2/1/2024		19,000		18,870
Aircastle Ltd.†	5.25%		8/11/2025		113,000		110,117
Ally Financial, Inc.	1.45%		10/2/2023		23,000		23,000
Ally Financial, Inc.	3.875%		5/21/2024		232,000		227,728
Ally Financial, Inc.	5.125%		9/30/2024		272,000		267,873
Ally Financial, Inc.	5.75%		11/20/2025		103,000		100,087
American Express Co.	4.99% (SOFR + 1.00%)	#	5/1/2026		240,000		235,868

See Notes to Schedule of Investments. 85

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Diversified Financial Services (continued)
American Express Co.	5.282% (SOFR + 1.28%)	#	7/27/2029	$	223,000	$	217,481
American Express Co.	5.389% (SOFR + 0.97%)	#	7/28/2027		36,000		35,506
Aviation Capital Group LLC†	1.95%		1/30/2026		132,000		118,745
Aviation Capital Group LLC†	5.50%		12/15/2024		109,000		107,205
Aviation Capital Group LLC†	6.25%		4/15/2028		74,000		72,434
Avolon Holdings Funding Ltd. (Ireland)†(d)	2.125%		2/21/2026		45,000		40,336
Avolon Holdings Funding Ltd. (Ireland)†(d)	2.75%		2/21/2028		26,000		22,056
Avolon Holdings Funding Ltd. (Ireland)†(d)	3.95%		7/1/2024		250,000		244,776
Avolon Holdings Funding Ltd. (Ireland)†(d)	4.25%		4/15/2026		116,000		109,077
Avolon Holdings Funding Ltd. (Ireland)†(d)	5.125%		10/1/2023		152,000		152,000
Avolon Holdings Funding Ltd. (Ireland)†(d)	5.25%		5/15/2024		180,000		178,314
Avolon Holdings Funding Ltd. (Ireland)†(d)	6.375%		5/4/2028		33,000		32,455
Bread Financial Holdings, Inc.†	7.00%		1/15/2026		127,000		119,087
Capital One Financial Corp.	4.166% (SOFR + 1.37%)	#	5/9/2025		96,000		94,255
Capital One Financial Corp.	6.034% (SOFR + 0.69%)	#	12/6/2024		240,000		237,343
LPL Holdings, Inc.†	4.625%		11/15/2027		189,000		174,818
Navient Corp.	5.875%		10/25/2024		144,000		141,874
Navient Corp.	6.125%		3/25/2024		165,000		164,268
Navient Corp.	6.75%		6/25/2025		37,000		36,485
Nuveen Finance LLC†	4.125%		11/1/2024		148,000		144,150
OneMain Finance Corp.	6.125%		3/15/2024		31,000		30,931
Park Aerospace Holdings Ltd. (Ireland)†(d)	5.50%		2/15/2024		228,000		226,903
Total							4,323,755
Electric 5.13%
AES Corp.†	3.30%		7/15/2025		433,000		410,662
AES Corp.	5.45%		6/1/2028		136,000		131,389
Alexander Funding Trust†	1.841%		11/15/2023		217,000		215,578
Alexander Funding Trust II†	7.467%		7/31/2028		200,000		200,428
American Electric Power Co., Inc.	2.031%		3/15/2024		184,000		180,596
American Electric Power Co., Inc.	5.699%		8/15/2025		118,000		117,446
American Electric Power Co., Inc.	5.75%		11/1/2027		52,000		52,340
Black Hills Corp.	5.95%		3/15/2028		105,000		105,047
Calpine Corp.†	5.25%		6/1/2026		14,000		13,607
CenterPoint Energy, Inc.	5.25%		8/10/2026		128,000		126,414

86 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Electric (continued)
Cleco Corporate Holdings LLC	3.743%		5/1/2026	$	264,000	$	246,384
Constellation Energy Generation LLC	5.60%		3/1/2028		95,000		94,428
DTE Energy Co.	4.22%	(e)	11/1/2024		106,000		104,062
DTE Energy Co.	4.875%		6/1/2028		145,000		140,235
Duke Energy Corp.	2.65%		9/1/2026		51,000		46,937
Electricite de France SA (France)†(d)	5.70%		5/23/2028		201,000		199,183
Evergy Missouri West, Inc.†	5.15%		12/15/2027		182,000		177,250
Fells Point Funding Trust†	3.046%		1/31/2027		355,000		322,105
FirstEnergy Transmission LLC†	4.35%		1/15/2025		247,000		241,222
ITC Holdings Corp.†	4.95%		9/22/2027		78,000		76,048
Jersey Central Power & Light Co.†	4.70%		4/1/2024		150,000		148,650
National Grid PLC (United Kingdom)(d)	5.602%		6/12/2028		70,000		69,292
NextEra Energy Capital Holdings, Inc.	4.20%		6/20/2024		43,000		42,439
NextEra Energy Capital Holdings, Inc.	5.749%		9/1/2025		117,000		116,710
NextEra Energy Capital Holdings, Inc.	6.051%		3/1/2025		80,000		80,150
NextEra Energy Capital Holdings, Inc.	6.365% (SOFR + 1.02%)	#	3/21/2024		410,000		410,172
NRG Energy, Inc.†	3.75%		6/15/2024		235,000		230,190
Oncor Electric Delivery Co. LLC†	4.30%		5/15/2028		56,000		53,511
Pacific Gas & Electric Co.	1.70%		11/15/2023		73,000		72,596
Pacific Gas & Electric Co.	3.15%		1/1/2026		258,645		240,665
Pennsylvania Electric Co.†	5.15%		3/30/2026		65,000		63,815
Public Service Enterprise Group, Inc.	5.85%		11/15/2027		93,000		93,617
Southern Co.	5.113%		8/1/2027		177,000		173,590
System Energy Resources, Inc.	6.00%		4/15/2028		639,000		625,482
Vistra Operations Co. LLC†	3.55%		7/15/2024		350,000		341,424
Vistra Operations Co. LLC†	4.875%		5/13/2024		123,000		121,747
WEC Energy Group, Inc.	5.60%		9/12/2026		95,000		95,019
Total							6,180,430
Electronics 0.05%
Arrow Electronics, Inc.	6.125%		3/1/2026		58,000		57,787
Engineering & Construction 0.20%
Jacobs Engineering Group, Inc.	6.35%		8/18/2028		240,000		239,466
Entertainment 0.23%
Warnermedia Holdings, Inc.	3.638%		3/15/2025		115,000		110,950
Warnermedia Holdings, Inc.	3.788%		3/15/2025		82,000		79,206
Warnermedia Holdings, Inc.	6.412%		3/15/2026		92,000		92,023
Total							282,179

See Notes to Schedule of Investments. 87

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Environmental Control 0.25%
Veralto Corp.†	5.35%	9/18/2028	$	140,000	$	138,485
Veralto Corp.†	5.50%	9/18/2026		161,000		160,330
Total						298,815
Food 0.41%
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC†	3.25%	3/15/2026		143,000		132,601
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC†	4.625%	1/15/2027		127,000		120,035
Chobani LLC/Chobani Finance Corp., Inc.†	7.50%	4/15/2025		135,000		133,858
Conagra Brands, Inc.	5.30%	10/1/2026		104,000		102,992
Total						489,486
Gas 1.02%
Brooklyn Union Gas Co.†	4.632%	8/5/2027		254,000		240,653
CenterPoint Energy Resources Corp.	5.25%	3/1/2028		167,000		164,926
National Fuel Gas Co.	5.50%	1/15/2026		211,000		207,643
National Fuel Gas Co.	5.50%	10/1/2026		80,000		78,938
NiSource, Inc.	5.25%	3/30/2028		36,000		35,305
ONE Gas, Inc.	1.10%	3/11/2024		337,000		330,012
Southwest Gas Corp.	5.45%	3/23/2028		80,000		78,812
Southwest Gas Corp.	5.80%	12/1/2027		89,000		89,075
Total						1,225,364
Hand/Machine Tools 0.29%
Regal Rexnord Corp.†	6.05%	2/15/2026		87,000		86,069
Regal Rexnord Corp.†	6.05%	4/15/2028		273,000		265,730
Total						351,799
Health Care-Services 0.66%
Centene Corp.	2.45%	7/15/2028		130,000		109,941
Centene Corp.	4.25%	12/15/2027		270,000		249,146
Elevance Health, Inc.	4.90%	2/8/2026		57,000		55,929
HCA, Inc.	5.25%	4/15/2025		237,000		234,152
HCA, Inc.	5.25%	6/15/2026		18,000		17,627
HCA, Inc.	5.375%	2/1/2025		52,000		51,477
Humana, Inc.	5.70%	3/13/2026		78,000		77,761
Total						796,033

88 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Home Builders 0.10%
Lennar Corp.	4.875%		12/15/2023	$	81,000	$	80,730
Toll Brothers Finance Corp.	4.875%		11/15/2025		45,000		43,785
Total							124,515
Insurance 2.57%
CNO Financial Group, Inc.	5.25%		5/30/2025		119,000		116,670
CNO Global Funding†	1.75%		10/7/2026		150,000		131,843
Corebridge Global Funding†	5.75%		7/2/2026		51,000		50,412
Equitable Financial Life Global Funding†	1.40%		7/7/2025		143,000		131,423
Equitable Financial Life Global Funding†	5.45%		3/3/2028		138,000		134,914
F&G Annuities & Life, Inc.	7.40%		1/13/2028		73,000		72,931
F&G Global Funding†	0.90%		9/20/2024		59,000		55,735
F&G Global Funding†	1.75%		6/30/2026		332,000		293,343
F&G Global Funding†	2.30%		4/11/2027		114,000		99,517
F&G Global Funding†	5.15%		7/7/2025		307,000		298,163
GA Global Funding Trust†	0.80%		9/13/2024		300,000		283,345
GA Global Funding Trust†	3.85%		4/11/2025		372,000		357,584
Jackson Financial, Inc.	5.17%		6/8/2027		46,000		44,375
Jackson National Life Global Funding†	1.75%		1/12/2025		150,000		140,919
Jackson National Life Global Funding†	5.50%		1/9/2026		150,000		146,676
Jackson National Life Global Funding†	6.495% (SOFR + 1.15%)	#	6/28/2024		245,000		245,169
Kemper Corp.	4.35%		2/15/2025		44,000		42,604
Metropolitan Life Global Funding I†	4.05%		8/25/2025		150,000		145,122
Mutual of Omaha Cos Global Funding†	5.80%		7/27/2026		50,000		49,551
New York Life Global Funding†	4.70%		4/2/2026		104,000		101,926
Protective Life Global Funding†	5.209%		4/14/2026		150,000		147,029
Total							3,089,251
Internet 0.29%
Amazon.com, Inc.	4.55%		12/1/2027		173,000		169,507
Netflix, Inc.	4.375%		11/15/2026		183,000		176,620
Total							346,127
Iron-Steel 0.10%
Baffinland Iron Mines Corp./Baffinland Iron Mines LP (Canada)†(d)	8.75%		7/15/2026		126,000		122,814

See Notes to Schedule of Investments. 89

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Lodging 0.11%
Hyatt Hotels Corp.	1.80%	10/1/2024	$	57,000	$	54,704
Hyatt Hotels Corp.	5.75%	1/30/2027		81,000		80,519
Total						135,223
Machinery: Construction & Mining 0.31%
Weir Group PLC (United Kingdom)†(d)	2.20%	5/13/2026		416,000		374,022
Machinery-Diversified 0.21%
Ingersoll Rand, Inc.	5.40%	8/14/2028		185,000		182,025
Westinghouse Air Brake Technologies Corp.	4.15%	3/15/2024		69,000		68,356
Total						250,381
Media 0.20%
AMC Networks, Inc.	4.75%	8/1/2025		35,000		32,336
Charter Communications Operating LLC/Charter Communications Operating Capital	4.50%	2/1/2024		162,000		161,139
FactSet Research Systems, Inc.	2.90%	3/1/2027		52,000		47,456
Total						240,931
Mining 0.98%
Anglo American Capital PLC (United Kingdom)†(d)	3.625%	9/11/2024		200,000		195,191
First Quantum Minerals Ltd. (Canada)†(d)	7.50%	4/1/2025		200,000		199,872
Freeport Indonesia PT (Indonesia)†(d)	4.763%	4/14/2027		200,000		190,827
Freeport-McMoRan, Inc.	4.55%	11/14/2024		226,000		222,113
Glencore Funding LLC†	1.625%	4/27/2026		70,000		63,069
Glencore Funding LLC†	4.00%	3/27/2027		63,000		59,176
Glencore Funding LLC†	4.125%	3/12/2024		140,000		138,820
Glencore Funding LLC†	4.625%	4/29/2024		28,000		27,724
Glencore Funding LLC†(a)	6.125%	10/6/2028		85,000		84,895
Total						1,181,687
Miscellaneous Manufacturing 0.04%
Parker-Hannifin Corp.	3.65%	6/15/2024		53,000		52,189
Oil & Gas 4.28%
California Resources Corp.†	7.125%	2/1/2026		179,000		180,086
Callon Petroleum Co.	6.375%	7/1/2026		182,000		178,794
Chord Energy Corp.†	6.375%	6/1/2026		116,000		113,855
CNX Resources Corp.†	7.25%	3/14/2027		11,000		10,865
Continental Resources, Inc.†	2.268%	11/15/2026		294,000		260,618
Continental Resources, Inc.	3.80%	6/1/2024		241,000		237,179

90 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Oil & Gas (continued)
Continental Resources, Inc.	4.375%	1/15/2028	$	209,000	$	193,951
Crescent Energy Finance LLC†	7.25%	5/1/2026		173,000		169,724
CrownRock LP/CrownRock Finance, Inc.†	5.625%	10/15/2025		99,000		97,515
Devon Energy Corp.	5.25%	10/15/2027		225,000		219,304
Endeavor Energy Resources LP/EER Finance, Inc.†	5.75%	1/30/2028		120,000		115,915
EQT Corp.†	3.125%	5/15/2026		124,000		114,845
EQT Corp.	5.70%	4/1/2028		82,000		80,447
EQT Corp.	6.125%	2/1/2025		133,000		132,669
Gulfport Energy Corp.†	8.00%	5/17/2026		173,000		173,369
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp.†	6.00%	8/1/2026		222,000		214,664
Matador Resources Co.	5.875%	9/15/2026		208,000		200,953
Occidental Petroleum Corp.	6.375%	9/1/2028		225,000		226,891
Ovintiv, Inc.	5.375%	1/1/2026		250,000		246,586
Ovintiv, Inc.	5.65%	5/15/2025		76,000		75,593
Ovintiv, Inc.	5.65%	5/15/2028		111,000		108,647
Patterson-UTI Energy, Inc.	3.95%	2/1/2028		145,000		130,342
PDC Energy, Inc.	5.75%	5/15/2026		338,000		337,045
Permian Resources Operating LLC†	7.75%	2/15/2026		142,000		143,050
Petroleos Mexicanos (Mexico)(d)	6.49%	1/23/2027		347,000		308,176
Petroleos Mexicanos (Mexico)(d)	6.875%	8/4/2026		113,000		104,264
Pioneer Natural Resources Co.	5.10%	3/29/2026		58,000		57,274
Sitio Royalties Operating Partnership LP/Sitio Finance Corp.†(a)	7.875%	11/1/2028		118,000		118,369
SM Energy Co.	5.625%	6/1/2025		154,000		150,865
Suncor Energy, Inc. (Canada)(d)	7.875%	6/15/2026		103,000		107,625
Tengizchevroil Finance Co. International Ltd. (Kazakhstan)†(d)	2.625%	8/15/2025		200,000		181,170
Viper Energy Partners LP†	5.375%	11/1/2027		130,000		123,275
Vital Energy, Inc.	9.50%	1/15/2025		33,000		33,300
Total						5,147,225
Oil & Gas Services 0.22%
Oceaneering International, Inc.	4.65%	11/15/2024		67,000		66,210
Welltec International ApS (Denmark)†(d)	8.25%	10/15/2026		200,000		203,720
Total						269,930

See Notes to Schedule of Investments. 91

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Pharmaceuticals 0.84%
Bayer U.S. Finance II LLC†	3.875%		12/15/2023	$	200,000	$	199,173
Bayer U.S. Finance II LLC†	4.25%		12/15/2025		300,000		288,905
Bayer U.S. Finance II LLC†	6.681% (3 mo. USD Term SOFR + 1.27%)	#	12/15/2023		425,000		425,227
Cigna Group	5.685%		3/15/2026		69,000		68,592
Pfizer Investment Enterprises Pte. Ltd. (Singapore)(d)	4.45%		5/19/2026		25,000		24,428
Total							1,006,325
Pipelines 1.24%
Buckeye Partners LP	3.95%		12/1/2026		181,000		162,718
Cheniere Corpus Christi Holdings LLC	5.875%		3/31/2025		166,000		164,816
Columbia Pipelines Holding Co. LLC†	6.055%		8/15/2026		269,000		269,949
DCP Midstream Operating LP	5.375%		7/15/2025		50,000		49,376
Energy Transfer LP	5.875%		1/15/2024		189,000		188,903
ONEOK, Inc.	5.55%		11/1/2026		64,000		63,598
ONEOK, Inc.	5.65%		11/1/2028		64,000		63,195
Plains All American Pipeline LP/PAA Finance Corp.	3.60%		11/1/2024		94,000		91,486
Sabine Pass Liquefaction LLC	5.75%		5/15/2024		100,000		99,808
Targa Resources Partners LP/Targa Resources Partners Finance Corp.	6.50%		7/15/2027		173,000		174,507
Western Midstream Operating LP	6.35%		1/15/2029		39,000		39,117
Williams Cos., Inc.	5.30%		8/15/2028		87,000		85,153
Williams Cos., Inc.	5.40%		3/2/2026		39,000		38,710
Total							1,491,336
REITS 1.67%
American Tower Corp.	1.60%		4/15/2026		202,000		181,500
American Tower Corp.	3.60%		1/15/2028		261,000		237,081
American Tower Corp.	3.65%		3/15/2027		125,000		115,913
American Tower Corp.	5.25%		7/15/2028		82,000		79,264
American Tower Corp.	5.50%		3/15/2028		123,000		120,790
Crown Castle, Inc.	5.00%		1/11/2028		74,000		71,550
EPR Properties	4.50%		6/1/2027		70,000		62,711
EPR Properties	4.75%		12/15/2026		171,000		156,437
HAT Holdings I LLC/HAT Holdings II LLC†	3.375%		6/15/2026		137,000		121,917
Kite Realty Group Trust	4.00%		3/15/2025		72,000		68,983
VICI Properties LP/VICI Note Co., Inc.†	3.50%		2/15/2025		189,000		181,006
VICI Properties LP/VICI Note Co., Inc.†	3.75%		2/15/2027		78,000		70,847
VICI Properties LP/VICI Note Co., Inc.†	4.625%		6/15/2025		118,000		114,060

92 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
REITS (continued)
VICI Properties LP/VICI Note Co., Inc.†	5.625%	5/1/2024	$	297,000	$	295,379
Vornado Realty LP	2.15%	6/1/2026		46,000		39,138
Vornado Realty LP	3.50%	1/15/2025		97,000		92,119
Total						2,008,695
Semiconductors 0.24%
Microchip Technology, Inc.	0.972%	2/15/2024		137,000		134,495
Microchip Technology, Inc.	4.25%	9/1/2025		97,000		93,875
Qorvo, Inc.†	1.75%	12/15/2024		58,000		54,569
Total						282,939
Shipbuilding 0.10%
Huntington Ingalls Industries, Inc.	2.043%	8/16/2028		143,000		120,242
Software 0.25%
Concentrix Corp.	6.65%	8/2/2026		85,000		84,520
Oracle Corp.	2.30%	3/25/2028		104,000		90,154
Take-Two Interactive Software, Inc.	3.55%	4/14/2025		8,000		7,718
Take-Two Interactive Software, Inc.	5.00%	3/28/2026		124,000		121,710
Total						304,102
Telecommunications 0.66%
AT&T, Inc.	5.539%	2/20/2026		298,000		295,666
NBN Co. Ltd. (Australia)†(a)(d)	5.75%	10/6/2028		200,000		200,906
Sprint LLC	7.125%	6/15/2024		114,000		114,792
T-Mobile USA, Inc.	2.25%	2/15/2026		126,000		116,103
T-Mobile USA, Inc.	3.75%	4/15/2027		70,000		65,433
Total						792,900
Trucking & Leasing 0.45%
Fortress Transportation & Infrastructure Investors LLC†	6.50%	10/1/2025		118,000		116,081
Penske Truck Leasing Co. LP/PTL Finance Corp.†	6.05%	8/1/2028		239,000		236,179
SMBC Aviation Capital Finance DAC (Ireland)†(d)	5.45%	5/3/2028		200,000		193,460
Total						545,720
Total Corporate Bonds (cost $71,149,931)						69,391,920

See Notes to Schedule of Investments. 93

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
FLOATING RATE LOANS(f) 3.10%
Aerospace 0.04%
Mileage Plus Holdings LLC 2020 Term Loan B	10.798% (3 mo. USD Term SOFR + 5.25%)	#	6/21/2027	$	42,188	$	43,894
Chemicals 0.15%
Starfruit Finco BV 2018 USD Term Loan B (Netherlands)(d)	8.427% (1 mo. USD Term SOFR + 3.00%)		10/1/2025		179,243		179,467
Diversified Financial Services 0.30%
Setanta Aircraft Leasing Designated Activity Co. Term Loan B (Ireland)(d)	–	(b)	11/5/2028		181,654		363,593
Energy 0.14%
Buckeye Partners LP 2021 Term Loan B	7.666% (1 mo. USD Term SOFR + 2.25%)		11/1/2026		163,992		164,067
Entertainment 0.14%
Stars Group Holdings BV 2018 USD Incremental Term Loan (Netherlands)(d)	7.902% (3 mo. USD Term SOFR + 2.25%)		7/21/2026		174,362		174,471
Food 0.15%
U.S. Foods, Inc. 2019 Term Loan B	7.431% (1 mo. USD Term SOFR + 2.00%)		9/13/2026		179,559		179,759
Health Care Services 0.13%
HCA, Inc. 2021 Term Loan A	6.791% (1 mo. USD Term SOFR + 1.38%)		6/30/2026		154,501		154,405
Internet 0.26%
Imperva, Inc. 1st Lien Term Loan	–	(b)	1/12/2026		113,349		113,704
MH Sub I LLC 2017 1st Lien Term Loan	–	(b)	9/13/2024		199,000		199,361
Total							313,065
Leisure Time 0.05%
Carnival Corp. 2023 Term Loan B	8.327% (1 mo. USD Term SOFR + 3.00%)		8/8/2027		54,863		54,817

94 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Lodging 0.24%
Hilton Domestic Operating Co., Inc. 2019 Term Loan B2	7.17% (1 mo. USD Term SOFR + 1.75%)		6/22/2026	$	291,646	$	291,879
Media 0.59%
Charter Communications Operating LLC 2019 Term Loan B1	7.116% (3 mo. USD Term SOFR + 1.75%)		4/30/2025		708,905		710,234
Pharmaceuticals 0.29%
Horizon Therapeutics USA, Inc. 2021 Term Loan B2	7.184% (1 mo. USD Term SOFR + 1.75%)		3/15/2028		346,573		346,691
REITS 0.52%
Invitation Homes Operating Partnership LP 2020 Term Loan A	6.416% (1 mo. USD Term SOFR + 1.00%)		1/31/2025		628,665		626,308
Retail 0.10%
KFC Holding Co. 2021 Term Loan B	7.195% (1 mo. USD Term SOFR + 1.75%)		3/15/2028		125,678		125,812
Total Floating Rate Loans (cost $3,735,272)							3,728,462
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.06%
Government National Mortgage Association Series 2014-112 Class A	3.00%	#(g)	1/16/2048		2,302		1,997
Government National Mortgage Association Series 2014-78 Class IO	0.007%	#(g)	3/16/2056		10,780		19
Government National Mortgage Association Series 2017-23 Class AB	2.60%		12/16/2057		12,037		10,204
Government National Mortgage Association Series 2017-44 Class AD	2.65%		11/17/2048		9,350		8,681
Government National Mortgage Association Series 2017-53 Class B	2.75%		3/16/2050		29,258		25,118
Government National Mortgage Association Series 2017-61 Class A	2.60%		8/16/2058		14,692		13,010
Government National Mortgage Association Series 2017-76 Class AS	2.65%		11/16/2050		19,007		15,948
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $86,262)							74,977

See Notes to Schedule of Investments. 95

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 0.04%
Federal Home Loan Mortgage Corp.	4.142% (1Yr. RFUCCT + 1.89%)	#	12/1/2040	$	2,264	$	2,241
Federal Home Loan Mortgage Corp.	4.801% (1Yr. RFUCCT + 1.84%)	#	6/1/2042		1,654		1,670
Federal Home Loan Mortgage Corp.	5.058% (1Yr. RFUCCT + 1.80%)	#	6/1/2041		3,974		4,053
Federal National Mortgage Association	4.287% (1Yr. RFUCCT + 1.81%)	#	4/1/2040		4,638		4,723
Federal National Mortgage Association	4.341% (1Yr. RFUCCT + 1.81%)	#	12/1/2040		263		269
Federal National Mortgage Association	4.356% (1Yr. RFUCCT + 1.82%)	#	12/1/2040		548		560
Federal National Mortgage Association	4.603% (1Yr. RFUCCT + 1.78%)	#	10/1/2036		8,622		8,781
Federal National Mortgage Association	4.887% (1Yr. RFUCCT + 1.79%)	#	3/1/2042		1,786		1,819
Federal National Mortgage Association	5.498% (1Yr. RFUCCT + 1.81%)	#	1/1/2042		9,065		9,273
Federal National Mortgage Association	5.518% (1Yr. RFUCCT + 1.60%)	#	10/1/2045		878		900
Federal National Mortgage Association	5.574% (1Yr. RFUCCT + 1.80%)	#	10/1/2040		131		134
Federal National Mortgage Association	5.844% (1Yr. RFUCCT + 1.72%)	#	6/1/2042		1,562		1,591
Federal National Mortgage Association	6.423% (1Yr. RFUCCT + 1.60%)	#	12/1/2045		5,405		5,539
Federal National Mortgage Association	6.603% (1Yr. RFUCCT + 1.60%)	#	12/1/2045		1,012		1,034
Total Government Sponsored Enterprises Pass-Throughs (cost $43,489)							42,587
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 6.45%
Atrium Hotel Portfolio Trust Series 2017-ATRM Class A†	6.56% (1 mo. USD Term SOFR + 1.23%)	#	12/15/2036		96,889		91,656
BBCMS Mortgage Trust Series 2018-TALL Class A†	6.252% (1 mo. USD Term SOFR + 0.92%)	#	3/15/2037		200,000		185,409
BB-UBS Trust Series 2012-TFT Class A†	2.892%		6/5/2030		70,882		62,420
BB-UBS Trust Series 2012-TFT Class B†	3.678%	#(g)	6/5/2030		100,000		76,250
BB-UBS Trust Series 2012-TFT Class C†	3.678%	#(g)	6/5/2030		100,000		66,500
BX Commercial Mortgage Trust Series 2019-XL Class A†	6.367% (1 mo. USD Term SOFR + 1.03%)	#	10/15/2036		124,179		123,865

96 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust Series 2021-ACNT Class A†	6.297% (1 mo. USD Term SOFR + 0.96%)	#	11/15/2038	$	240,000	$	235,696
BX Commercial Mortgage Trust Series 2021-XL2 Class A†	6.135% (1 mo. USD Term SOFR + 0.80%)	#	10/15/2038		445,700		435,842
BX Trust Series 2022-LBA6 Class A†	6.332% (1 mo. USD Term SOFR + 1.00%)	#	1/15/2039		610,000		596,996
BX Trust Series 2022-PSB Class A†	7.783% (1 mo. USD Term SOFR + 2.45%)	#	8/15/2039		178,524		178,698
BXHPP Trust Series 2021-FILM Class A†	6.097% (1 mo. USD Term SOFR + 0.76%)	#	8/15/2036		280,000		264,176
BXHPP Trust Series 2021-FILM Class B†	6.347% (1 mo. USD Term SOFR + 1.01%)	#	8/15/2036		160,000		147,495
BXP Trust Series 2017-CQHP Class A†	6.23% (1 mo. USD Term SOFR + 0.90%)	#	11/15/2034		43,000		40,654
CFCRE Commercial Mortgage Trust Series 2016-C6 Class XA	1.217%	#(g)	11/10/2049		173,912		4,337
CFCRE Commercial Mortgage Trust Series 2016-C7 Class XA	0.786%	#(g)	12/10/2054		170,225		2,873
Citigroup Commercial Mortgage Trust Series 2015-GC27 Class AAB	2.944%		2/10/2048		1,971		1,941
Citigroup Commercial Mortgage Trust Series 2015-GC31 Class XA	0.448%	#(g)	6/10/2048		862,950		4,002
Commercial Mortgage Pass-Through Certificates Series 2014-UBS5 Class XB1†	0.249%	#(g)	9/10/2047		2,000,000		2,642
Commercial Mortgage Pass-Through Certificates Series 2014-CR19 Class A4	3.532%		8/10/2047		12,267		12,022
Commercial Mortgage Pass-Through Certificates Series 2014-UBS3 Class A4	3.819%		6/10/2047		184,000		180,460
Commercial Mortgage Pass-Through Certificates Series 2015-PC1 Class XA†	0.515%	#(g)	7/10/2050		60,250		288
Commercial Mortgage Pass-Through Certificates Series 2016-CD1 Class XA	1.497%	#(g)	8/10/2049		45,780		1,247
Credit Suisse Mortgage Capital Certificates Trust Series 2014-USA Class X1†	0.686%	#(g)	9/15/2037		978,382		7,179
Credit Suisse Mortgage Capital Certificates Trust Series 2017-PFHP Class A†	6.33% (1 mo. USD Term SOFR + 1.00%)	#	12/15/2030		50,000		47,694

See Notes to Schedule of Investments. 97

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
Credit Suisse Mortgage Capital Certificates Trust Series 2021-ADV Class A†	6.848% (1 mo. USD Term SOFR + 1.51%)	#	7/15/2038	$	100,000	$	88,649
Credit Suisse Mortgage Capital Certificates Trust Series 2021-NQM3 Class A1†	1.015%	#(g)	4/25/2066		51,005		41,533
CSAIL Commercial Mortgage Trust Series 2016-C6 Class XA	2.022%	#(g)	1/15/2049		600,091		20,996
DBJPM Mortgage Trust Series 2016-C3 Class XA	1.564%	#(g)	8/10/2049		159,258		5,033
DBWF Mortgage Trust Series 2015-LCM Class A1†	2.998%		6/10/2034		7,165		6,679
DBWF Mortgage Trust Series 2016-85T Class XA†	0.116%	#(g)	12/10/2036		3,140,000		4,686
EQUS Mortgage Trust Series 2021-EQAZ Class B†	6.548% (1 mo. USD Term SOFR + 1.21%)	#	10/15/2038		99,998		97,387
Federal Home Loan Mortgage Corp. STACR REMIC Notes Series 2023-DNA2 Class M1A†	7.415% (30 day USD SOFR Average + 2.10%)	#	4/25/2043		264,632		267,393
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2021-HQA3 Class M1†	6.165% (30 day USD SOFR Average + 0.85%)	#	9/25/2041		93,804		91,811
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2022-DNA4 Class M1A†	7.515% (30 day USD SOFR Average + 2.20%)	#	5/25/2042		216,615		219,005
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2022-HQA3 Class M1A†	7.615% (30 day USD SOFR Average + 2.30%)	#	8/25/2042		214,852		218,353
Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2022-R02 Class 2M1†	6.515% (30 day USD SOFR Average + 1.20%)	#	1/25/2042		151,566		150,644
Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2022-R08 Class 1M1†	7.865% (30 day USD SOFR Average + 2.55%)	#	7/25/2042		249,023		253,819

98 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2023-R01 Class 1M1†	7.715% (30 day USD SOFR Average + 2.40%)	#	12/25/2042	$	268,222	$	272,978
Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2023-R03 Class 2M1†	7.815% (30 day USD SOFR Average + 2.50%)	#	4/25/2043		136,001		137,629
Fontainebleau Miami Beach Trust Series 2019-FBLU Class A†	3.144%		12/10/2036		100,000		95,577
GS Mortgage Securities Corp. Trust Series 2017-GPTX Class A†	2.856%		5/10/2034		100,000		70,000
GS Mortgage Securities Corp. Trust Series 2021-ARDN Class A†	6.697% (1 mo. USD Term SOFR + 1.36%)	#	11/15/2036		380,000		370,129
GS Mortgage Securities Corp. Trust Series 2021-ROSS Class A†	6.598% (1 mo. USD Term SOFR + 1.26%)	#	5/15/2026		100,000		88,465
GS Mortgage Securities Corp. Trust Series 2021-ROSS Class H†	11.348% (1 mo. USD Term SOFR + 6.01%)	#	5/15/2026		100,000		55,772
GS Mortgage Securities Corp. Trust Series2017-485L Class XB†	0.244%	#(g)	2/10/2037		1,590,000		7,301
GS Mortgage Securities Trust Series 2014-GC18 Class A4	4.074%		1/10/2047		151,000		150,061
GS Mortgage Securities Trust Series 2015-GS1 Class XB	0.326%	#(g)	11/10/2048		1,082,000		4,782
HMH Trust Series 2017-NSS Class A†	3.062%		7/5/2031		100,000		93,035
HMH Trust Series 2017-NSS Class B†	3.343%		7/5/2031		100,000		94,905
HMH Trust Series 2017-NSS Class C†	3.787%		7/5/2031		100,000		94,407
HMH Trust Series 2017-NSS Class D†	4.723%		7/5/2031		100,000		92,219
HONO Mortgage Trust Series 2021-LULU Class A†	6.598% (1 mo. USD Term SOFR + 1.26%)	#	10/15/2036		100,000		96,138
Hudsons Bay Simon JV Trust Series 2015-HB7 Class XA7†	1.417%	#(g)	8/5/2034		1,000,000		168
JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-DSTY Class A†	3.429%		6/10/2027		200,000		73,800
JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 Class XA	0.71%	#(g)	12/15/2049		772,084		10,641

See Notes to Schedule of Investments. 99

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
JP Morgan Chase Commercial Mortgage Securities Trust Series 2017-JP7 Class XA	1.131%	#(g)	9/15/2050	$	876,711	$	23,007
JP Morgan Chase Commercial Mortgage Securities Trust Series 2018-PTC Class A†	6.83% (1 mo. USD Term SOFR + 1.50%)	#	4/15/2031		90,000		69,480
JP Morgan Chase Commercial Mortgage Securities Trust Series 2018-PTC Class B†	7.53% (1 mo. USD Term SOFR + 2.20%)	#	4/15/2031		24,000		15,960
JP Morgan Chase Commercial Mortgage Securities Trust Series 2018-PTC Class C†	7.93% (1 mo. USD Term SOFR + 2.60%)	#	4/15/2031		18,000		11,070
JP Morgan Chase Commercial Mortgage Securities Trust Series 2020-MKST Class E†	7.947% (1 mo. USD Term SOFR + 2.61%)	#	12/15/2036		420,000		85,026
JPMBB Commercial Mortgage Securities Trust Series 2014-C26 Class XA	1.066%	#(g)	1/15/2048		603,918		4,080
JPMBB Commercial Mortgage Securities Trust Series 2015-C30 Class XA	0.564%	#(g)	7/15/2048		685,750		4,258
JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-ICON Class XA†	1.51%	#(g)	1/5/2034		3,332,000		2,325
JPMorgan Chase Commercial Mortgage Securities Trust Series 2020-ACE Class XA†	0.467%	#(g)	1/10/2037		9,368,548		41,969
KIND Trust Series 2021-KIND Class A†	6.397% (1 mo. USD Term SOFR + 1.06%)	#	8/15/2038		158,852		153,484
Life Mortgage Trust Series 2022-BMR2 Class A1†	6.627% (1 mo. USD Term SOFR + 1.30%)	#	5/15/2039		150,000		147,507
LoanCore Issuer Ltd. Series 2019-CRE3 Class AS†	6.817% (1 mo. USD Term SOFR + 1.48%)	#	4/15/2034		5,866		5,814
LSTAR Commercial Mortgage Trust Series 2016-4 Class XA†	1.837%	#(g)	3/10/2049		513,489		8,295
LSTAR Commercial Mortgage Trust Series 2017-5 Class A3†	4.50%		3/10/2050		68,208		66,755
Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 Class A4	4.02%	#(g)	8/15/2046		30,718		30,570
Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 Class XA	0.682%	#(g)	7/15/2050		349,518		2,323
Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 Class XA	1.409%	#(g)	11/15/2049		783,387		22,903

100 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

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	$	4,652	$	4,527
Morgan Stanley Capital I Trust Series 2016-UB11 Class XB	1.017%	#(g)	8/15/2049		1,000,000		22,433
MSCG Trust Series 2015-ALDR Class A1†	2.612%		6/7/2035		4,998		4,764
MTN Commercial Mortgage Trust Series 2022-LPFL Class A†	6.737% (1 mo. USD Term SOFR + 1.40%)	#	3/15/2039		300,000		296,554
One New York Plaza Trust Series 2020-1NYP Class A†	6.398% (1 mo. USD Term SOFR + 1.06%)	#	1/15/2036		100,000		95,166
Palisades Center Trust Series 2016-PLSD Class A†	2.713%		4/13/2033		10,000		5,840
Palisades Center Trust Series 2016-PLSD Class D†	4.737%		4/13/2033		77,000		3,614
Ready Capital Mortgage Financing LLC Series 2021-FL6 Class A†	6.384% (1 mo. USD Term SOFR + 1.06%)	#	7/25/2036		106,039		104,057
SG Commercial Mortgage Securities Trust Series 2019-787E Class X†	0.456%	#(g)	2/15/2041		4,149,000		67,098
Shops at Crystals Trust Series 2016-CSTL Class XB†	0.328%	#(g)	7/5/2036		1,000,000		5,482
SMRT Commercial Mortgage Trust Series 2022-MINI Class A†	6.333% (1 mo. USD Term SOFR + 1.00%)	#	1/15/2039		300,000		292,501
Verus Securitization Trust Series 2020-4 Class A1†	1.502%	(e)	5/25/2065		22,952		20,951
Verus Securitization Trust Series 2021-R2 Class A1†	0.918%	#(g)	2/25/2064		32,109		27,391
Verus Securitization Trust Series 2021-R3 Class A1†	1.02%	#(g)	4/25/2064		41,907		36,840
Wells Fargo Commercial Mortgage Trust Series 2015-C29 Class XB	0.096%	#(g)	6/15/2048		2,000,000		1,643
Wells Fargo Commercial Mortgage Trust Series 2015-SG1 Class XA	0.797%	#(g)	9/15/2048		806,968		7,268
Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 Class XA	1.854%	#(g)	8/15/2049		897,503		31,678
Total Non-Agency Commercial Mortgage-Backed Securities (cost $8,688,943)							7,766,970

See Notes to Schedule of Investments. 101

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
U.S. TREASURY OBLIGATIONS 2.55%
U.S. Treasury Inflation-Indexed Notes(h)	0.25%	1/15/2025	$	779,541	$	749,877
U.S. Treasury Notes	4.00%	6/30/2028		2,379,000		2,315,762
Total U.S. Treasury Obligations (cost $3,135,795)						3,065,639
Total Long-Term Investments (cost $117,828,595)						114,616,337
SHORT-TERM INVESTMENTS 5.67%
COMMERCIAL PAPER 2.29%
Finance 0.43%
Brookfield Infrastructure Holdings Canada, Inc.	6.485%	10/5/2023		519,000		518,732
Health Care-Services 0.50%
CommonSpirit Health	6.348%	10/4/2023		603,000		602,792
Oil & Gas 0.97%
Marathon Oil Corp.†	6.036%	10/2/2023		1,163,000		1,163,000
Retail 0.39%
Bayer Corp.†	6.372%	7/8/2024		500,000		476,503
Total Commercial Paper (cost $2,761,034)						2,761,027
Repurchase Agreements 1.56%
Repurchase Agreement dated 9/29/2023, 5.200% due 10/2/2023 with Barclays Capital, Inc. collateralized by $1,630,000 of U.S. Treasury Note at 4.750% due 7/31/2025; value: $1,631,426; proceeds: $1,600,131 (cost $1,599,438)				1,599,438		1,599,438
Repurchase Agreement dated 9/29/2023, 2.800% due 10/2/2023 with Fixed Income Clearing Corp. collateralized by $293,800 of U.S. Treasury Note at 3.625% due 5/15/2026; value: $288,607; proceeds: $282,983 (cost $282,917)				282,917		282,917
Total Repurchase Agreements (cost $1,882,355)						1,882,355

102 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
U.S. TREASURY OBLIGATIONS 1.82%
U.S. Treasury Bills (Cost $2,183,314)	Zero Coupon	1/9/2024		2,216,000		2,183,732
Total Short-Term Investments (cost $6,826,703)						6,827,114
Total Investments in Securities 100.88% (cost $124,655,298)						121,443,451
Other Assets and Liabilities – Net(i) (0.88)%						(1,061,837	)
Net Assets 100.00%					$	120,381,614

CMT	Constant Maturity Rate.
IO	Interest Only.
LIBOR	London Interbank Offered Rate.
REITS	Real Estate Investment Trusts.
REMIC	Real Estate Mortgage Investment Conduit.
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, 2023, the total value of Rule 144A securities was $60,091,222, which represents 49.92% of net assets.
#	Variable rate security. The interest rate represents the rate in effect at September 30, 2023.
(a)	Securities purchased on a when-issued basis.
(b)	Interest Rate to be determined.
(c)	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.
(d)	Foreign security traded in U.S. dollars.
(e)	Step Bond – Security with a predetermined schedule of interest rate changes.
(f)	Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at September 30, 2023.
(g)	Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool.
(h)	Treasury Inflation Protected Security. A U.S. Treasury Note or Bond that offers protection from inflation by paying a fixed rate of interest on principal amount that is adjusted for inflation based on the Consumer Price Index.
(i)	Other Assets and Liabilities - Net include net unrealized appreciation/depreciation on futures contracts and swap contracts as follows:

See Notes to Schedule of Investments. 103

Schedule of Investments (unaudited)(continued)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

Centrally Cleared Consumer Price Index (“CPI”) Swap Contracts at September 30, 2023:

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	2.079%	CPI Urban Consumer NSA	7/15/2024		$299,000		$	1,062
Goldman Sachs	2.285%	CPI Urban Consumer NSA	7/15/2025		299,000			860
Goldman Sachs	2.399%	CPI Urban Consumer NSA	10/4/2023		602,340			4,971
Goldman Sachs	2.548%	CPI Urban Consumer NSA	3/27/2025		600,000			2,068
Goldman Sachs	2.744%	CPI Urban Consumer NSA	1/15/2024		299,000			4,340
Goldman Sachs	2.750%	CPI Urban Consumer NSA	3/24/2024		600,000			2,814
Goldman Sachs	4.145%	CPI Urban Consumer NSA	4/15/2024		581,000			17,021
Total Unrealized Appreciation on Centrally Cleared CPI Swap Contracts							$	33,136

Futures Contracts at September 30, 2023:

Type	Expiration	Contracts	Position	Notional Amount		Notional Value		Unrealized Appreciation
U.S. 5-Year Treasury Note	December 2023	103	Short	$(10,940,254	)	$(10,852,016	)	$88,238
Type	Expiration	Contracts	Position	Notional Amount		Notional Value		Unrealized Depreciation
U.S. 2-Year Treasury Note	December 2023	247	Long	$50,180,068		$50,069,602		$(110,466	)

104 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(concluded)

SHORT DURATION INCOME PORTFOLIO September 30, 2023

The following is a summary of the inputs used as of September 30, 2023 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
Other	$	–		$	15,900,355	$	250,000	$	16,150,355
Remaining Industries		–			14,395,427		–		14,395,427
Corporate Bonds		–			69,391,920		–		69,391,920
Floating Rate Loans		–			3,728,462		–		3,728,462
Government Sponsored Enterprises Collateralized Mortgage Obligations		–			74,977		–		74,977
Government Sponsored Enterprises Pass-Throughs		–			42,587		–		42,587
Non-Agency Commercial Mortgage-Backed Securities		–			7,766,970		–		7,766,970
U.S. Treasury Obligations		–			3,065,639		–		3,065,639
Short-Term Investments
Commercial Paper		–			2,761,027		–		2,761,027
U.S. Treasury Obligations		–			2,183,732		–		2,183,732
Repurchase Agreements		–			1,882,355		–		1,882,355
Total	$	–		$	121,193,451	$	250,000	$	121,443,451
Other Financial Instruments
Centrally Cleared CPI Swap Contracts
Assets	$	–		$	33,136	$	–	$	33,136
Liabilities		–			–		–		–
Futures Contracts
Assets		88,238			–		–		88,238
Liabilities		(110,466	)		–		–		(110,466	)
Total	$	(22,228	)	$	33,136	$	–	$	10,908

(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. 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.

See Notes to Schedule of Investments. 105

Schedule of Investments (unaudited)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
LONG-TERM INVESTMENTS 116.23%
ASSET-BACKED SECURITIES 15.96%
Automobiles 6.19%
Avid Automobile Receivables Trust Series 2019-1 Class C†	3.14%	7/15/2026	$	52,465	$	52,414
CarMax Auto Owner Trust Series 2023-1 Class B	4.98%	1/16/2029		2,130,000		2,067,907
Carvana Auto Receivables Trust Series NP1 2020-N1A Class E†	5.20%	7/15/2027		1,500,000		1,449,612
Citizens Auto Receivables Trust Series 2023-2 Class A3†	5.83%	2/15/2028		3,210,000		3,210,873
CPS Auto Receivables Trust Series 2019-B Class E†	5.00%	3/17/2025		306,880		306,222
Exeter Automobile Receivables Trust Series 2020-2A Class E†	7.19%	9/15/2027		2,380,000		2,391,542
First Investors Auto Owner Trust Series 2021-1A Class E†	3.35%	4/15/2027		1,000,000		936,055
Flagship Credit Auto Trust Series 2018-3 Class E†	5.28%	12/15/2025		1,425,000		1,415,809
Flagship Credit Auto Trust Series 2018-4 Class E†	5.51%	3/16/2026		1,675,000		1,663,418
Flagship Credit Auto Trust Series 2022-3 Class A3†	4.55%	4/15/2027		2,010,000		1,980,472
Flagship Credit Auto Trust Series 2023-3 Class C†	6.01%	7/16/2029		1,570,000		1,556,935
Ford Credit Auto Lease Trust Series 2023-A Class A3	4.94%	3/15/2026		2,750,000		2,722,502
Ford Credit Auto Lease Trust Series 2023-A Class B	5.29%	6/15/2026		1,505,000		1,480,836
Ford Credit Auto Lease Trust Series 2023-B Class D	6.97%	6/15/2028		1,660,000		1,659,308
GM Financial Automobile Leasing Trust Series 2022-2 Class A2	2.93%	10/21/2024		547,397		545,739
Santander Consumer Auto Receivables Trust Series 2020-BA Class C†	1.29%	4/15/2026		2,081,000		2,052,580
Santander Consumer Auto Receivables Trust Series 2021-AA Class E†	3.28%	3/15/2027		1,386,000		1,272,129
Santander Drive Auto Receivables Trust Series 2020-3 Class D	1.64%	11/16/2026		1,809,015		1,769,720
Santander Drive Auto Receivables Trust Series 2022-5 Class C	4.74%	10/16/2028		1,009,000		981,189
Santander Drive Auto Receivables Trust Series 2022-6 Class C	4.96%	11/15/2028		2,310,000		2,251,934
Santander Drive Auto Receivables Trust Series 2022-7 Class C	6.69%	3/17/2031		2,470,000		2,491,120
Westlake Automobile Receivables Trust Series 2020-3A Class E†	3.34%	6/15/2026		1,450,000		1,408,356
Westlake Automobile Receivables Trust Series 2023-1A Class C†	5.74%	8/15/2028		885,000		875,184
Total						36,541,856

106 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Credit Card 0.79%
American Express Credit Account Master Trust Series 2023-4 Class A	5.15%		9/16/2030	$	4,655,000	$	4,634,646
Other 8.97%
Affirm Asset Securitization Trust Series 2023-A Class 1A†	6.61%		1/18/2028		1,630,000		1,622,614
Affirm Asset Securitization Trust Series 2023-B Class A†	6.82%		9/15/2028		1,015,000		1,017,048
Arbor Realty Commercial Real Estate Notes Ltd. Series 2021-FL4 Class A†	6.797% (1 mo. USD Term SOFR + 1.46%)	#	11/15/2036		1,523,500		1,503,999
ARES XL CLO Ltd. Series 2016-40A Class A1RR†	6.44% (3 mo. USD Term SOFR + 1.13%)	#	1/15/2029		541,200		540,363
Avant Loans Funding Trust Series 2022-REV1 Class A†	6.54%		9/15/2031		2,765,000		2,755,408
Bain Capital Credit CLO Ltd. Series 2019-2A Class AR†	6.67% (3 mo. USD LIBOR + 1.10%)	#	10/17/2032		1,690,000		1,679,053
Bain Capital Credit CLO Ltd. Series 2023-4A Class D†	10.423% (3 mo. USD Term SOFR + 5.00%)	#	10/21/2036		1,330,000		1,330,000
Ballyrock CLO Ltd. Series 2023-23A Class A1†	6.971% (3 mo. USD Term SOFR + 1.98%)	#	4/25/2036		1,950,000		1,958,234
Barings CLO Ltd. Series 2019-3A Class A1R†	6.658% (3 mo. USD Term SOFR + 1.33%)	#	4/20/2031		1,000,000		998,259
BlueMountain CLO XXXI Ltd. Series 2021-31A Class A1†	6.732% (3 mo. USD Term SOFR + 1.41%)	#	4/19/2034		1,370,000		1,354,301
Carlyle Global Market Strategies CLO Ltd. Series 2012-3A Class A1A2†	6.753% (3 mo. USD Term SOFR + 1.44%)	#	1/14/2032		765,554		764,736
Carlyle U.S. CLO Ltd. Series 2019-1A Class A1AR†	6.668% (3 mo. USD Term SOFR + 1.34%)	#	4/20/2031		1,330,000		1,327,557
Carlyle U.S. CLO Ltd. Series 2021-1A Class A1†	6.71% (3 mo. USD Term SOFR + 1.40%)	#	4/15/2034		2,860,000		2,846,457
CIFC Funding Ltd. Series 2014-5A Class A1R2†	6.77% (3 mo. USD Term SOFR + 1.46%)	#	10/17/2031		640,000		638,572

See Notes to Schedule of Investments. 107

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Other (continued)
GoldenTree Loan Opportunities X Ltd. Series 2015-10A Class AR†	6.708% (3 mo. USD Term SOFR + 1.38%)	#	7/20/2031	$	750,000	$	749,969
Lending Funding Trust Series 2020-2A Class A†	2.32%		4/21/2031		1,840,000		1,643,844
Lendmark Funding Trust Series 2021-1A Class A†	1.90%		11/20/2031		1,400,000		1,210,891
LoanCore Issuer Ltd. Series 2022-CRE7 Class A†	6.863% (30 day USD SOFR Average + 1.55%)	#	1/17/2037		1,350,000		1,328,062
Logan CLO I Ltd. Series 2021-1A Class A†	6.748% (3 mo. USD Term SOFR + 1.42%)	#	7/20/2034		1,040,000		1,036,191
Madison Park Funding XI Ltd. Series 2013-11A Class AR2†	6.507% (3 mo. USD Term SOFR + 1.16%)	#	7/23/2029		1,682,998		1,679,856
Madison Park Funding XXI Ltd. Series 2016-21A Class AARR†	6.65% (3 mo. USD Term SOFR + 1.34%)	#	10/15/2032		520,000		518,032
Magnetite VII Ltd. Series 2012-7A Class A1R2†	6.37% (3 mo. USD Term SOFR + 1.06%)	#	1/15/2028		1,128,784		1,128,191
Marble Point CLO XVII Ltd. Series 2020-1A Class A†	6.888% (3 mo. USD Term SOFR + 1.56%)	#	4/20/2033		1,134,614		1,126,639
Mariner Finance Issuance Trust Series 2021-BA Class E†	4.68%		11/20/2036		650,000		505,316
Marlette Funding Trust Series 2020-2A Class D†	4.65%		9/16/2030		991,931		979,647
ME Funding LLC Series 2019-1 Class A2†	6.448%		7/30/2049		1,615,075		1,585,099
Mountain View CLO LLC Series 2017-1A Class AR†	6.66% (3 mo. USD Term SOFR + 1.35%)	#	10/16/2029		658,537		659,209
Neuberger Berman Loan Advisers CLO 35 Ltd. Series 2019-35A Class A1†	6.922% (3 mo. USD Term SOFR + 1.60%)	#	1/19/2033		660,000		660,332
OCP CLO Ltd. Series 2014-7A Class A1RR†	6.708% (3 mo. USD Term SOFR + 1.38%)	#	7/20/2029		1,076,357		1,074,735
OCP CLO Ltd. Series 2019-17A Class A1R†	6.628% (3 mo. USD Term SOFR + 1.30%)	#	7/20/2032		1,250,000		1,243,892

108 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Other (continued)
OneMain Financial Issuance Trust Series 2020-2A Class C†	2.76%		9/14/2035	$	2,745,000	$	2,371,161
SCF Equipment Leasing LLC Series 2019-2A Class B†	2.76%		8/20/2026		1,442,000		1,414,936
SCF Equipment Leasing LLC Series 2019-2A Class C†	3.11%		6/21/2027		1,110,000		1,070,246
SCF Equipment Leasing LLC Series 2021-1A Class D†	1.93%		9/20/2030		1,369,000		1,236,230
SEB Funding LLC Series 2021-1A Class A2†	4.969%		1/30/2052		1,935,150		1,732,546
Signal Peak CLO 8 Ltd. Series 2020-8A Class A†	6.858% (3 mo. USD Term SOFR + 1.53%)	#	4/20/2033		2,004,915		1,994,940
Sunrun Demeter Issuer LLC Series 2021-2A Class A†	2.27%		1/30/2057		728,062		576,937
TCW CLO Ltd. Series 2022-1A Class A1†	6.686% (3 mo. USD Term SOFR + 1.34%)	#	4/22/2033		1,500,000		1,488,212
THL Credit Wind River CLO Ltd. Series 2013-2A Class AR2†	6.572% (3 mo. USD Term SOFR + 1.26%)	#	10/18/2030		1,151,740		1,148,528
Valley Stream Park CLO Ltd. Series 2022-1A Class BR†(a)	–	(b)	10/20/2034		1,180,000		1,180,000
Voya CLO Ltd. Series 2018-2A Class A1†	6.57% (3 mo. USD Term SOFR + 1.26%)	#	7/15/2031		1,220,000		1,219,134
Total							52,899,376
Student Loan 0.01%
Towd Point Asset Trust Series 2018-SL1 Class A†	6.034% (1 mo. USD Term SOFR + 0.71%)	#	1/25/2046		74,777		74,556
Total Asset-Backed Securities (cost $96,582,859)							94,150,434
CORPORATE BONDS 49.68%
Aerospace/Defense 0.66%
Bombardier, Inc. (Canada)†(c)	6.00%		2/15/2028		941,000		854,631
L3Harris Technologies, Inc.	5.40%		7/31/2033		1,993,000		1,916,585
TransDigm, Inc.	4.625%		1/15/2029		639,000		558,802
Triumph Group, Inc.	7.75%		8/15/2025		571,000		543,110
Total							3,873,128

See Notes to Schedule of Investments. 109

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Agriculture 1.55%
BAT Capital Corp.	3.222%		8/15/2024	$	1,937,000	$	1,889,323
BAT Capital Corp.	6.343%		8/2/2030		1,065,000		1,049,546
Cargill, Inc. †	4.00%		6/22/2032		2,907,000		2,599,468
Philip Morris International, Inc.	5.625%		11/17/2029		1,700,000		1,681,521
Viterra Finance BV (Netherlands)†(c)	4.90%		4/21/2027		2,000,000		1,917,709
Total							9,137,567
Airlines 0.41%
American Airlines, Inc.†	7.25%		2/15/2028		632,000		604,885
Azul Secured Finance LLP†	11.93%		8/28/2028		290,000		287,575
British Airways Pass-Through Trust (United Kingdom)†(c)	4.25%		5/15/2034		1,048,472		942,362
VistaJet Malta Finance PLC/Vista Management Holding, Inc. (Malta)†(c)	7.875%		5/1/2027		656,000		565,888
Total							2,400,710
Apparel 0.09%
PVH Corp.	7.75%		11/15/2023		561,000		560,315
Auto Manufacturers 0.54%
Ford Motor Co.	3.25%		2/12/2032		2,007,000		1,548,688
Hyundai Capital America†	1.80%		10/15/2025		1,025,000		942,878
Hyundai Capital America†	5.80%		6/26/2025		711,000		708,288
Total							3,199,854
Banks 15.31%
ABN AMRO Bank NV (Netherlands)†(c)	3.324% (5 yr. CMT + 1.90%)	#	3/13/2037		800,000		589,446
Bank of America Corp.	2.087% (SOFR + 1.06%)	#	6/14/2029		2,633,000		2,205,118
Bank of America Corp.	2.687% (SOFR + 1.32%)	#	4/22/2032		2,100,000		1,651,447
Bank of America Corp.	3.458% (3 mo. USD Term SOFR + 1.23%)	#	3/15/2025		1,455,000		1,435,783
Bank of America Corp.	3.97% (3 mo. USD Term SOFR + 1.33%)	#	3/5/2029		3,996,000		3,662,324
Bank of New York Mellon Corp.	4.967% (SOFR + 1.61%)	#	4/26/2034		1,059,000		977,245
BankUnited, Inc.	5.125%		6/11/2030		1,140,000		961,277
Barclays PLC (United Kingdom)(c)	3.932% (3 mo. USD LIBOR + 1.61%)	#	5/7/2025		2,200,000		2,166,857
BNP Paribas SA (France)†(c)	2.219% (SOFR + 2.07%)	#	6/9/2026		1,914,000		1,786,636
BNP Paribas SA (France)†(c)	4.375% (5 yr. USD Swap + 1.48%)	#	3/1/2033		1,296,000		1,151,308

110 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Banks (continued)
Citigroup, Inc.	2.666% (SOFR + 1.15%)	#	1/29/2031	$	816,000	$	662,182
Citigroup, Inc.	3.887% (3 mo. USD Term SOFR + 1.82%)	#	1/10/2028		2,186,000		2,038,875
Citigroup, Inc.	3.98% (3 mo. USD Term SOFR + 1.60%)	#	3/20/2030		4,576,000		4,111,885
Citigroup, Inc.	4.14% (SOFR + 1.37%)	#	5/24/2025		605,000		596,547
Citizens Bank NA	4.119% (SOFR + 1.40%)	#	5/23/2025		1,375,000		1,329,658
Danske Bank AS (Denmark)†(c)	3.773% (1 yr. CMT + 1.45%)	#	3/28/2025		2,812,000		2,770,592
Danske Bank AS (Denmark)†(c)	4.375%		6/12/2028		200,000		184,680
Danske Bank AS (Denmark)†(c)	6.466% (1 yr. CMT + 2.10%)	#	1/9/2026		1,570,000		1,567,731
First-Citizens Bank & Trust Co.	2.969% (3 mo. USD Term SOFR + 1.72%)	#	9/27/2025		1,271,000		1,211,301
HSBC Holdings PLC (United Kingdom)(c)	3.803% (3 mo. USD Term SOFR + 1.47%)	#	3/11/2025		1,218,000		1,203,158
Intesa Sanpaolo SpA (Italy)†(c)	6.625%		6/20/2033		1,782,000		1,676,871
JPMorgan Chase & Co.	2.739% (3 mo. USD Term SOFR + 1.51%)	#	10/15/2030		2,124,000		1,777,275
JPMorgan Chase & Co.	3.54% (3 mo. USD Term SOFR + 1.64%)	#	5/1/2028		2,477,000		2,278,920
JPMorgan Chase & Co.	3.782% (3 mo. USD Term SOFR + 1.60%)	#	2/1/2028		1,015,000		945,835
JPMorgan Chase & Co.	3.845% (SOFR + 0.98%)	#	6/14/2025		2,186,000		2,147,837
Lloyds Banking Group PLC (United Kingdom)(c)	3.90%		3/12/2024		1,533,000		1,517,821
M&T Bank Corp.	5.053% (SOFR + 1.85%)	#	1/27/2034		978,000		846,484
Macquarie Bank Ltd. (Australia)†(c)	3.624%		6/3/2030		516,000		420,395
Macquarie Group Ltd. (Australia)†(c)	2.691% (SOFR + 1.44%)	#	6/23/2032		2,044,000		1,568,063
Macquarie Group Ltd. (Australia)†(c)	4.654% (3 mo. USD LIBOR + 1.73%)	#	3/27/2029		1,931,000		1,810,486
Mitsubishi UFJ Financial Group, Inc. (Japan)(c)	5.541% (1 yr. CMT + 1.50%)	#	4/17/2026		760,000		753,626
Morgan Stanley	2.239% (SOFR + 1.18%)	#	7/21/2032		2,077,000		1,566,444
Morgan Stanley	2.484% (SOFR + 1.36%)	#	9/16/2036		1,088,000		791,111
Morgan Stanley	4.21% (SOFR + 1.61%)	#	4/20/2028		912,000		857,834
Morgan Stanley	4.431% (3 mo. USD Term SOFR + 1.89%)	#	1/23/2030		5,916,000		5,475,089

See Notes to Schedule of Investments. 111

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments		Interest Rate		Maturity Date	Principal Amount		Fair Value
Banks (continued)
NatWest Group PLC (United Kingdom)(c)		4.269% (3 mo. USD LIBOR + 1.76%)	#	3/22/2025	$	2,512,000	$	2,485,445
NatWest Group PLC (United Kingdom)(c)		5.808% (1 yr. CMT + 1.95%)	#	9/13/2029		808,000		784,390
NatWest Group PLC (United Kingdom)(c)		7.472% (1 yr. CMT + 2.85%)	#	11/10/2026		1,205,000		1,229,560
Royal Bank of Canada (Canada)(c)		6.00%		11/1/2027		1,456,000		1,467,459
State Street Corp.		4.164% (SOFR + 1.73%)	#	8/4/2033		987,000		862,554
Toronto-Dominion Bank (Canada)(c)		4.456%		6/8/2032		800,000		717,904
U.S. Bancorp		4.839% (SOFR + 1.60%)	#	2/1/2034		907,000		799,171
U.S. Bancorp		4.967% (SOFR + 2.11%)	#	7/22/2033		2,235,000		1,946,920
UBS AG (Switzerland)(c)		5.125%		5/15/2024		1,399,000		1,381,093
UBS Group AG (Switzerland)†(c)		1.364% (1 yr. CMT + 1.08%)	#	1/30/2027		1,127,000		1,001,759
UBS Group AG (Switzerland)†(c)		1.494% (1 yr. CMT + 0.85%)	#	8/10/2027		1,717,000		1,499,319
UBS Group AG (Switzerland)†(c)		4.703% (1 yr. CMT + 2.05%)	#	8/5/2027		869,000		833,577
UBS Group AG (Switzerland)†(c)		4.988% (1 yr. CMT + 2.40%)	#	8/5/2033		2,000,000		1,789,847
UBS Group AG (Switzerland)†(c)		5.711% (1 yr. CMT + 1.55%)	#	1/12/2027		662,000		653,814
UBS Group AG (Switzerland)†(c)		6.373% (SOFR + 3.34%)	#	7/15/2026		2,400,000		2,392,136
UBS Group AG (Switzerland)†(c)		6.442% (SOFR + 3.70%)	#	8/11/2028		2,000,000		1,999,149
Wachovia Corp.		7.574%(d)		8/1/2026		660,000		685,631
Wells Fargo & Co.		2.188% (SOFR + 2.00%)	#	4/30/2026		1,422,000		1,335,524
Wells Fargo & Co.		2.393% (SOFR + 2.10%)	#	6/2/2028		5,043,000		4,424,186
Wells Fargo & Co.		2.406% (3 mo. USD Term SOFR + 1.09%)	#	10/30/2025		1,573,000		1,507,947
Wells Fargo & Co.		3.35% (SOFR + 1.50%)	#	3/2/2033		1,349,000		1,091,031
Wells Fargo & Co.		3.584% (3 mo. USD Term SOFR + 1.57%)	#	5/22/2028		1,873,000		1,715,729
Wells Fargo & Co.	5.389% (SOFR + 2.02%)		#	4/24/2034		1,069,000		999,824
Total								90,302,110
Beverages 0.34%
Bacardi Ltd./Bacardi-Martini BV†		5.40%		6/15/2033		2,121,000		1,990,201

112 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Biotechnology 0.06%
Baxalta, Inc.	4.00%	6/23/2025	$	375,000	$	363,890
Building Materials 0.40%
Eco Material Technologies, Inc.†	7.875%	1/31/2027		615,000		587,011
Griffon Corp.	5.75%	3/1/2028		648,000		588,944
Smyrna Ready Mix Concrete LLC†	6.00%	11/1/2028		645,000		596,207
Standard Industries, Inc.†	4.375%	7/15/2030		677,000		561,398
Total						2,333,560
Chemicals 0.92%
Celanese U.S. Holdings LLC	6.05%	3/15/2025		2,042,000		2,035,188
CVR Partners LP/CVR Nitrogen Finance Corp.†	6.125%	6/15/2028		649,000		583,930
International Flavors & Fragrances, Inc.†	1.23%	10/1/2025		2,351,000		2,108,298
Rain Carbon, Inc.†	12.25%	9/1/2029		645,000		677,250
Rain CII Carbon LLC/CII Carbon Corp.†	7.25%	4/1/2025		14,000		13,595
Total						5,418,261
Coal 0.15%
SunCoke Energy, Inc.†	4.875%	6/30/2029		1,043,000		887,551
Commercial Services 0.55%
Adani Ports & Special Economic Zone Ltd. (India)(c)	4.00%	7/30/2027		670,000		566,034
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl (Luxembourg)†(c)	4.625%	6/1/2028		702,000		583,777
Garda World Security Corp. (Canada)†(c)	7.75%	2/15/2028		595,000		583,908
Global Payments, Inc.	4.95%	8/15/2027		1,579,000		1,518,504
Total						3,252,223
Computers 0.13%
Leidos, Inc.	5.75%	3/15/2033		825,000		791,345
Cosmetics/Personal Care 0.19%
Haleon U.S. Capital LLC	3.625%	3/24/2032		1,343,000		1,152,436
Diversified Financial Services 2.69%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)(c)	4.875%	1/16/2024		523,000		520,957
Air Lease Corp.	5.85%	12/15/2027		1,473,000		1,454,207
Aircastle Ltd.†	2.85%	1/26/2028		1,114,000		946,303
Aviation Capital Group LLC†	1.95%	1/30/2026		812,000		730,465
Aviation Capital Group LLC†	5.50%	12/15/2024		1,928,000		1,896,247

See Notes to Schedule of Investments. 113

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Diversified Financial Services (continued)
Aviation Capital Group LLC†	6.375%		7/15/2030	$	1,471,000	$	1,425,738
Avolon Holdings Funding Ltd. (Ireland)†(c)	2.125%		2/21/2026		2,161,000		1,937,024
Avolon Holdings Funding Ltd. (Ireland)†(c)	4.25%		4/15/2026		1,300,000		1,222,412
Avolon Holdings Funding Ltd. (Ireland)†(c)	5.25%		5/15/2024		2,137,000		2,116,983
LPL Holdings, Inc.†	4.00%		3/15/2029		1,291,000		1,126,981
Navient Corp.	4.875%		3/15/2028		645,000		547,441
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.†	4.50%		3/15/2027		913,000		856,491
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.†	4.875%		4/15/2045		677,000		504,474
OneMain Finance Corp.	5.375%		11/15/2029		700,000		587,090
Total							15,872,813
Electric 4.48%
AEP Texas, Inc.	5.40%		6/1/2033		731,000		697,764
AES Corp.†	3.95%		7/15/2030		1,138,000		982,191
Alfa Desarrollo SpA (Chile)†(c)	4.55%		9/27/2051		1,184,563		810,830
Ausgrid Finance Pty. Ltd. (Australia)†(c)	4.35%		8/1/2028		1,118,000		1,043,421
Calpine Corp.†	5.125%		3/15/2028		670,000		597,361
Constellation Energy Generation LLC	6.25%		10/1/2039		1,303,000		1,264,378
Duke Energy Corp.	4.50%		8/15/2032		2,578,000		2,320,831
Duke Energy Indiana LLC	5.40%		4/1/2053		712,000		652,674
Electricite de France SA (France)†(c)	6.25%		5/23/2033		1,871,000		1,874,738
Eskom Holdings SOC Ltd. (South Africa)(c)	6.35%		8/10/2028		634,000		578,698
Indiana Michigan Power Co.	5.625%		4/1/2053		717,000		677,977
Indianapolis Power & Light Co.†	5.65%		12/1/2032		2,543,000		2,496,893
Minejesa Capital BV (Netherlands)†(c)	4.625%		8/10/2030		1,535,000		1,369,604
National Grid PLC (United Kingdom)(c)	5.809%		6/12/2033		1,858,000		1,806,724
NRG Energy, Inc.†	4.45%		6/15/2029		537,000		466,140
Oklahoma Gas & Electric Co.	5.40%		1/15/2033		2,346,000		2,272,543
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (Indonesia)†(c)	3.00%		6/30/2030		1,390,000		1,141,012
Southern Co.	4.475%	(d)	8/1/2024		2,400,000		2,365,933
Vistra Operations Co. LLC†	3.55%		7/15/2024		3,061,000		2,985,995
Total							26,405,707
Engineering & Construction 0.35%
Cellnex Finance Co. SA (Spain)†(c)	3.875%		7/7/2041		1,687,000		1,170,339
Weekley Homes LLC/Weekley Finance Corp.†	4.875%		9/15/2028		1,040,000		903,682
Total							2,074,021

114 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Entertainment 0.38%
Cinemark USA, Inc.†	5.875%	3/15/2026	$	627,000	$	602,698
Jacobs Entertainment, Inc.†	6.75%	2/15/2029		609,000		541,124
Warnermedia Holdings, Inc.	3.788%	3/15/2025		1,114,000		1,076,044
Total						2,219,866
Environmental Control 0.16%
Veralto Corp.†	5.45%	9/18/2033		963,000		932,074
Food 0.20%
NBM U.S. Holdings, Inc.	7.00%	5/14/2026		611,000		606,397
Post Holdings, Inc.†	4.625%	4/15/2030		675,000		578,846
Total						1,185,243
Gas 0.78%
CenterPoint Energy Resources Corp.	1.75%	10/1/2030		704,000		545,231
CenterPoint Energy Resources Corp.	4.40%	7/1/2032		1,443,000		1,301,900
National Fuel Gas Co.	5.50%	1/15/2026		1,622,000		1,596,190
Southwest Gas Corp.	4.05%	3/15/2032		1,373,000		1,186,988
Total						4,630,309
Hand/Machine Tools 0.22%
Regal Rexnord Corp.†	6.05%	2/15/2026		1,336,000		1,321,704
Health Care-Products 0.70%
GE HealthCare Technologies, Inc.	5.65%	11/15/2027		2,613,000		2,609,863
Revvity, Inc.	0.85%	9/15/2024		1,605,000		1,525,604
Total						4,135,467
Health Care-Services 2.15%
Centene Corp.	2.45%	7/15/2028		810,000		685,016
Centene Corp.	3.375%	2/15/2030		3,543,000		2,959,138
Centene Corp.	4.25%	12/15/2027		869,000		801,883
CHS/Community Health Systems, Inc.†	5.25%	5/15/2030		760,000		578,730
Elevance Health, Inc.	2.25%	5/15/2030		2,100,000		1,709,663
Elevance Health, Inc.	5.50%	10/15/2032		1,327,000		1,307,169
Humana, Inc.	1.35%	2/3/2027		1,608,000		1,401,707
Humana, Inc.	5.875%	3/1/2033		2,041,000		2,030,572
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc.†	9.75%	12/1/2026		630,000		610,807
Tenet Healthcare Corp.	6.125%	10/1/2028		629,000		591,059
Total						12,675,744

See Notes to Schedule of Investments. 115

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Insurance 0.76%
Assurant, Inc.	2.65%	1/15/2032	$	595,000	$	435,875
GA Global Funding Trust†	3.85%	4/11/2025		1,689,000		1,623,546
Metropolitan Life Global Funding I†	4.05%	8/25/2025		444,000		429,562
Metropolitan Life Global Funding I†	5.15%	3/28/2033		910,000		862,747
New York Life Global Funding†	4.55%	1/28/2033		1,214,000		1,114,194
Total						4,465,924
Internet 0.66%
Netflix, Inc.	6.375%	5/15/2029		2,364,000		2,443,447
Prosus NV (Netherlands)†(c)	3.257%	1/19/2027		1,660,000		1,471,278
Total						3,914,725
Iron-Steel 0.09%
U.S. Steel Corp.	6.875%	3/1/2029		531,000		522,528
Leisure Time 0.11%
Royal Caribbean Cruises Ltd.†	5.375%	7/15/2027		688,000		637,388
Lodging 0.10%
Genting New York LLC/GENNY Capital, Inc.†	3.30%	2/15/2026		669,000		593,885
Machinery-Diversified 0.44%
Chart Industries, Inc.†	9.50%	1/1/2031		579,000		615,883
nVent Finance Sarl (Luxembourg)(c)	4.55%	4/15/2028		2,097,000		1,965,210
Total						2,581,093
Media 0.49%
DISH Network Corp.†	11.75%	11/15/2027		567,000		572,070
FactSet Research Systems, Inc.	3.45%	3/1/2032		2,105,000		1,745,879
Nexstar Media, Inc.†	4.75%	11/1/2028		695,000		576,095
Total						2,894,044
Mining 0.60%
Antofagasta PLC (Chile)(c)	5.625%	5/13/2032		400,000		381,673
Corp. Nacional del Cobre de Chile (Chile)†(c)	5.125%	2/2/2033		700,000		645,819
FMG Resources August 2006 Pty. Ltd. (Australia)†(c)	4.375%	4/1/2031		1,046,000		861,993
Freeport Indonesia PT (Indonesia)(c)	6.20%	4/14/2052		690,000		578,914
Glencore Funding LLC†	4.875%	3/12/2029		1,115,000		1,057,267
Total						3,525,666
Miscellaneous Manufacturing 0.10%
LSB Industries, Inc.†	6.25%	10/15/2028		646,000		585,945

116 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Oil & Gas 3.94%
Antero Resources Corp.†	7.625%		2/1/2029	$	1,160,000	$	1,176,606
Callon Petroleum Co.†	8.00%		8/1/2028		633,000		634,467
CITGO Petroleum Corp.†	8.375%		1/15/2029		618,000		617,608
Civitas Resources, Inc.†	8.375%		7/1/2028		1,169,000		1,190,919
Comstock Resources, Inc.†	6.75%		3/1/2029		666,000		613,421
Continental Resources, Inc.†	5.75%		1/15/2031		4,100,000		3,853,490
Crescent Energy Finance LLC†	9.25%		2/15/2028		876,000		895,193
Diamondback Energy, Inc.	3.125%		3/24/2031		2,136,000		1,780,711
Earthstone Energy Holdings LLC†	8.00%		4/15/2027		609,000		623,872
Ecopetrol SA (Colombia)(c)	8.625%		1/19/2029		612,000		614,930
EQT Corp.	7.00%		2/1/2030		3,141,000		3,234,966
Occidental Petroleum Corp.	6.625%		9/1/2030		2,364,000		2,397,900
Ovintiv, Inc.	6.50%		2/1/2038		1,193,000		1,143,332
PBF Holding Co. LLC/PBF Finance Corp.	6.00%		2/15/2028		658,000		621,208
Petroleos Mexicanos (Mexico)(c)	6.70%		2/16/2032		2,172,000		1,614,284
Transocean, Inc.†	8.00%		2/1/2027		922,000		888,435
Valaris Ltd.†	8.375%		4/30/2030		591,000		591,960
Vital Energy, Inc.	9.50%		1/15/2025		151,000		152,371
Vital Energy, Inc.	10.125%		1/15/2028		577,000		588,763
Total							23,234,436
Packaging & Containers 0.20%
LABL, Inc.†	9.50%		11/1/2028		575,000		590,094
Mauser Packaging Solutions Holding Co.†	7.875%		8/15/2026		598,000		577,597
Total							1,167,691
Pharmaceuticals 1.91%
BellRing Brands, Inc.†	7.00%		3/15/2030		577,000		568,913
Cigna Group	2.40%		3/15/2030		2,832,000		2,326,789
CVS Health Corp.	1.75%		8/21/2030		1,631,000		1,255,910
CVS Health Corp.	3.25%		8/15/2029		3,857,000		3,376,288
CVS Health Corp.	5.05%		3/25/2048		1,112,000		924,739
Horizon Therapeutics USA, Inc.†	5.50%		8/1/2027		375,000		385,312
Pfizer Investment Enterprises Pte. Ltd. (Singapore)(c)	4.75%		5/19/2033		2,601,000		2,459,710
Total							11,297,661
Pipelines 1.64%
Buckeye Partners LP	9.627% (3 mo. USD LIBOR + 4.02%)	#	1/22/2078		688,000		565,653

See Notes to Schedule of Investments. 117

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Pipelines (continued)
Cheniere Energy Partners LP	3.25%	1/31/2032	$	692,000	$	550,765
Columbia Pipeline Group, Inc.	4.50%	6/1/2025		845,000		822,319
Eastern Gas Transmission & Storage, Inc.	3.00%	11/15/2029		846,000		720,549
EIG Pearl Holdings Sarl (Luxembourg)†(c)	3.545%	8/31/2036		1,650,000		1,340,569
Galaxy Pipeline Assets Bidco Ltd. (United Arab Emirates)†(c)	3.25%	9/30/2040		1,813,000		1,325,280
Kinder Morgan Energy Partners LP	4.25%	9/1/2024		1,360,000		1,338,271
NGPL PipeCo LLC†	3.25%	7/15/2031		1,170,000		931,709
Sabine Pass Liquefaction LLC	5.625%	3/1/2025		1,512,000		1,502,870
Venture Global LNG, Inc.†	8.375%	6/1/2031		593,000		583,537
Total						9,681,522
REITS 1.61%
American Tower Corp.	2.40%	3/15/2025		949,000		900,169
American Tower Corp.	2.95%	1/15/2025		497,000		477,874
American Tower Corp.	3.80%	8/15/2029		2,800,000		2,492,682
American Tower Corp.	5.55%	7/15/2033		733,000		699,268
Crown Castle, Inc.	2.10%	4/1/2031		1,001,000		764,443
Crown Castle, Inc.	3.30%	7/1/2030		2,308,000		1,949,726
EPR Properties	4.95%	4/15/2028		732,000		649,284
Service Properties Trust	7.50%	9/15/2025		588,000		578,360
VICI Properties LP/VICI Note Co., Inc.†	5.625%	5/1/2024		1,000,000		994,541
Total						9,506,347
Retail 0.30%
Bayer Corp.†	6.65%	2/15/2028		670,000		690,057
Evergreen Acqco 1 LP/TVI, Inc.†	9.75%	4/26/2028		538,000		554,476
Macy’s Retail Holdings LLC†	5.875%	4/1/2029		617,000		540,828
Total						1,785,361
Semiconductors 0.14%
Broadcom, Inc.†	4.15%	4/15/2032		983,000		853,639
Software 1.00%
Cloud Software Group, Inc.†	6.50%	3/31/2029		679,000		601,146
Intuit, Inc.	5.50%	9/15/2053		723,000		694,187
Oracle Corp.	2.875%	3/25/2031		2,024,000		1,654,155
Oracle Corp.	6.25%	11/9/2032		1,800,000		1,823,217
Workday, Inc.	3.80%	4/1/2032		1,290,000		1,106,520
Total						5,879,225

118 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate	Maturity Date	Principal Amount		Fair Value
Telecommunications 1.98%
AT&T, Inc.	4.30%	2/15/2030	$	2,000,000	$	1,821,836
AT&T, Inc.	5.40%	2/15/2034		2,238,000		2,095,505
Frontier Communications Holdings LLC†	5.00%	5/1/2028		1,379,000		1,179,138
Sprint Capital Corp.	6.875%	11/15/2028		520,000		537,353
Sprint Capital Corp.	8.75%	3/15/2032		1,713,000		1,983,185
T-Mobile USA, Inc.	3.50%	4/15/2025		853,000		823,279
T-Mobile USA, Inc.	3.875%	4/15/2030		3,200,000		2,836,316
Viasat, Inc.†	5.625%	9/15/2025		428,000		395,864
Total						11,672,476
Trucking & Leasing 0.20%
Fortress Transportation & Infrastructure Investors LLC†	5.50%	5/1/2028		1,314,000		1,192,687
Total Corporate Bonds (cost $312,924,538)						293,108,342
FLOATING RATE LOANS(e) 0.76%
Lodging 0.25%
Hilton Domestic Operating Co., Inc. 2019 Term Loan B2	7.17% (1 mo. USD Term SOFR + 1.75%)	6/22/2026		1,489,229		1,490,420
Media 0.41%
Charter Communications Operating LLC 2019 Term Loan B1	7.116% (3 mo. USD Term SOFR + 1.75%)	4/30/2025		1,490,093		1,492,888
Charter Communications Operating LLC 2019 Term Loan B2	7.116% (3 mo. USD Term SOFR + 1.75%)	2/1/2027		893,023		893,081
Total						2,385,969
Utilities 0.10%
Vistra Operations Co. LLC 1st Lien Term Loan B3	7.181% (1 mo. USD Term SOFR + 1.75%)	12/31/2025		584,987		585,443
Total Floating Rate Loans (cost $4,462,782)						4,461,832
FOREIGN GOVERNMENT OBLIGATIONS(c) 5.80%
Bahrain 0.10%
Bahrain Government International Bonds†	6.75%	9/20/2029		600,000		591,155

See Notes to Schedule of Investments. 119

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
Canada 2.51%
CDP Financial, Inc.†	4.25%		7/25/2028	$	3,424,000	$	3,313,975
Province of Ontario	3.05%		1/29/2024		11,611,000		11,513,816
Total							14,827,791
Costa Rica 0.20%
Costa Rica Government International Bonds†	6.55%		4/3/2034		1,200,000		1,169,811
Japan 0.32%
Japan Bank for International Cooperation	4.625%		7/19/2028		1,936,000		1,902,541
Mexico 0.24%
Mexico Government International Bonds	4.875%		5/19/2033		1,560,000		1,400,972
Panama 0.17%
Panama Government International Bonds	2.252%		9/29/2032		1,358,000		986,260
Senegal 0.09%
Senegal Government International Bonds†	6.25%		5/23/2033		640,000		514,675
South Africa 0.09%
Republic of South Africa Government International Bonds	5.875%		4/20/2032		645,000		550,250
Sweden 1.98%
Svensk Exportkredit AB	4.875%		9/14/2026		7,908,000		7,875,180
Svensk Exportkredit AB(a)	4.875%		10/4/2030		3,818,000		3,788,063
Total							11,663,243
Turkey 0.10%
Turkey Government International Bonds	4.25%		4/14/2026		670,000		614,725
Total Foreign Government Obligations (cost $34,653,593)							34,221,423
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.59%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series 145 Class A2	2.58%		5/25/2032		1,648,000		1,345,718
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series G07 Class A2	3.123%	#(f)	8/25/2032		2,510,000		2,133,582
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $3,675,330)							3,479,300

120 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 27.32%
Federal Home Loan Mortgage Corp.	2.50%		11/1/2050 – 7/1/2051	$	3,252,023	$	2,612,857
Federal Home Loan Mortgage Corp.	3.50%		2/1/2046		1,031,944		912,313
Federal Home Loan Mortgage Corp.	4.50%		8/1/2052		2,608,818		2,414,093
Federal Home Loan Mortgage Corp.	5.00%		7/1/2052 – 8/1/2052		5,554,412		5,280,219
Federal National Mortgage Association	2.00%		6/1/2051 – 11/1/2051		5,776,697		4,430,825
Federal National Mortgage Association	2.50%		8/1/2050 – 5/1/2052		28,715,475		23,196,521
Federal National Mortgage Association	3.00%		12/1/2048 – 1/1/2051		4,541,118		3,832,824
Federal National Mortgage Association	3.50%		7/1/2045 – 4/1/2052		3,794,996		3,320,399
Federal National Mortgage Association	4.00%		5/1/2052 – 6/1/2052		4,374,586		3,942,044
Federal National Mortgage Association	4.887% (1 Yr. RFUCCT + 1.79%)	#	3/1/2042		80,359		81,854
Federal National Mortgage Association	5.00%		7/1/2052 – 8/1/2052		3,934,524		3,742,929
Government National Mortgage Association(g)	3.00%		TBA		8,750,000		7,418,359
Government National Mortgage Association(g)	3.50%		TBA		1,525,000		1,336,162
Government National Mortgage Association(g)	4.00%		TBA		5,367,000		4,839,315
Government National Mortgage Association(g)	4.50%		TBA		7,832,000		7,239,228
Government National Mortgage Association(g)	5.00%		TBA		14,878,000		14,102,103
Government National Mortgage Association(g)	5.50%		TBA		16,357,000		15,873,318
Government National Mortgage Association(g)	6.00%		TBA		14,480,000		14,340,401
Government National Mortgage Association(g)	6.50%		TBA		8,440,000		8,482,859
Uniform Mortgage-Backed Security(g)	2.00%		TBA		1,917,000		1,460,065
Uniform Mortgage-Backed Security(g)	3.00%		TBA		2,115,000		1,751,732
Uniform Mortgage-Backed Security(g)	4.00%		TBA		2,967,000		2,644,571
Uniform Mortgage-Backed Security(g)	5.00%		TBA		5,528,000		5,333,610
Uniform Mortgage-Backed Security(g)	5.50%		TBA		6,909,000		6,763,451
Uniform Mortgage-Backed Security(g)	6.00%		TBA		11,205,000		11,153,780
Uniform Mortgage-Backed Security(g)	6.50%		TBA		4,657,000		4,677,306
Total Government Sponsored Enterprises Pass-Throughs (cost $168,363,722)							161,183,138

See Notes to Schedule of Investments. 121

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 7.41%
Angel Oak Mortgage Trust Series 2020-1 Class A1†	2.466%	#(f)	12/25/2059	$	58,461	$	54,518
Bank Series 2022-BNK44 Class A5	5.937%	#(f)	11/15/2055		550,000		545,416
BBCMS Mortgage Trust Series 2019-BWAY Class A†	6.403% (1 mo. USD Term SOFR + 1.07%)	#	11/15/2034		655,000		507,675
BBCMS Mortgage Trust Series 2019-BWAY Class B†	6.757% (1 mo. USD Term SOFR + 1.42%)	#	11/15/2034		288,000		171,759
BHMS Mortgage Trust Series 2018-ATLS Class A†	6.879% (1 mo. USD Term SOFR + 1.55%)	#	7/15/2035		1,080,000		1,067,204
BMO Mortgage Trust Series 2023-C5 Class A4	5.494%		6/15/2056		1,130,000		1,100,100
BRAVO Residential Funding Trust Series 2021-NQM2 Class A1†	0.97%	#(f)	3/25/2060		1,343,781		1,234,717
BX Commercial Mortgage Trust Series 2021-XL2 Class A†	6.135% (1 mo. USD Term SOFR + 0.80%)	#	10/15/2038		421,460		412,138
Chase Home Lending Mortgage Trust Series 2023-1 Class A2†	6.00%	#(f)	6/25/2054		790,000		782,681
CIM Trust Series 2021-J3 Class A1†	2.50%	#(f)	6/25/2051		2,097,139		1,592,945
Citigroup Commercial Mortgage Trust Series 2016-GC36 Class D†	2.85%		2/10/2049		1,250,000		479,235
COMM Mortgage Trust Series 2014-CR17 Class AM	4.174%		5/10/2047		1,460,000		1,401,208
COMM Mortgage Trust Series 2015-LC21 Class AM	4.043%	#(f)	7/10/2048		1,228,000		1,153,761
Commercial Mortgage Pass-Through Certificates Series 2014-CR17 Class A5	3.977%		5/10/2047		1,000,000		984,731
Credit Suisse Mortgage Capital Certificates Series 2020-SPT1 Class A1†	1.616%	(d)	4/25/2065		34,013		33,709
CSMC Trust Series 2020-AFC1 Class A1†	2.24%	#(f)	2/25/2050		182,157		167,955
EQUS Mortgage Trust Series 2021-EQAZ Class A†	6.202% (1 mo. USD Term SOFR + 0.87%)	#	10/15/2038		560,989		548,289
Federal Home Loan Mortgage Corp. STACR REMIC Notes Series 2022-HQA2 Class M1A†	7.965% (30 day USD SOFR Average + 2.65%)	#	7/25/2042		902,587		922,742

122 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
Federal Home Loan Mortgage Corp. STACR REMIC Notes Series 2023-DNA2 Class M1A†	7.415% (30 day USD SOFR Average + 2.10%)	#	4/25/2043	$	1,487,412	$	1,502,934
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2021-DNA3 Class M2†	7.415% (30 day USD SOFR Average + 2.10%)	#	10/25/2033		1,290,000		1,294,008
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2021-DNA6 Class M2†	6.815% (30 day USD SOFR Average + 1.50%)	#	10/25/2041		1,427,000		1,408,317
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2021-DNA7 Class M2†	7.115% (30 day USD SOFR Average + 1.80%)	#	11/25/2041		1,000,000		978,192
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2022-HQA3 Class M1A†	7.615% (30 day USD SOFR Average + 2.30%)	#	8/25/2042		1,804,760		1,834,166
Federal National Mortgage Association Connecticut Avenue Securities Series 2021-R02 Class 2M2†	7.315% (30 day USD SOFR Average + 2.00%)	#	11/25/2041		790,000		778,402
Federal National Mortgage Association Connecticut Avenue Securities Series 2023-R04 Class 1M2†	8.865% (30 day USD SOFR Average + 3.55%)	#	5/25/2043		850,000		890,831
Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2021-R01 Class 1M2†	6.865% (30 day USD SOFR Average + 1.55%)	#	10/25/2041		820,000		819,020
Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2023-R02 Class 1M1†	7.615% (30 day USD SOFR Average + 2.30%)	#	1/25/2043		1,104,081		1,119,688
Flagstar Mortgage Trust Series 2021-3INV Class A2†	2.50%	#(f)	6/25/2051		1,458,265		1,107,669
Flagstar Mortgage Trust Series 2021-7 Class A1†	2.50%	#(f)	8/25/2051		1,338,251		1,016,509
GCAT Trust Series 2023-NQM1 Class A1†	4.25%	#(f)	10/25/2057		2,290,215		2,048,595
Great Wolf Trust Series 2019-WOLF Class A†	6.481% (1 mo. USD Term SOFR + 1.15%)	#	12/15/2036		3,216,000		3,201,266

See Notes to Schedule of Investments. 123

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Corp. Trust Series 2021-ROSS Class G†	10.098% (1 mo. USD Term SOFR + 4.76%)	#	5/15/2026	$	1,230,000	$	735,800
GS Mortgage-Backed Securities Trust Series 2021-PJ2 Class A2†	2.50%	#(f)	7/25/2051		1,100,189		835,682
GS Mortgage-Backed Securities Trust Series 2021-PJ8 Class A2†	2.50%	#(f)	1/25/2052		1,709,696		1,301,312
GS Mortgage-Backed Securities Trust Series 2023-PJ1 Class A4†	3.50%	#(f)	2/25/2053		1,208,337		999,263
JP Morgan Chase Commercial Mortgage Securities Trust Series 2018-MINN Class A†	6.649% (1 mo. USD Term SOFR + 1.32%)	#	11/15/2035		542,000		520,583
JP Morgan Mortgage Trust Series 2021-13 Class A3†	2.50%	#(f)	4/25/2052		1,170,942		889,424
JP Morgan Mortgage Trust Series 2021-INV8 Class A2†	3.00%	#(f)	5/25/2052		1,105,076		880,115
JP Morgan Mortgage Trust Series 2022-3 Class A2†	3.00%	#(f)	8/25/2052		808,952		640,244
Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 Class XA	0.682%	#(f)	7/15/2050		13,980,717		92,905
New Residential Mortgage Loan Trust Series 2020-NQM1 Class A1†	2.464%	#(f)	1/26/2060		69,660		62,727
PFP Ltd. Series 2023-10 Class A†	7.696% (1 mo. USD Term SOFR + 2.36%)	#	9/16/2038		1,050,000		1,052,950
Ready Capital Mortgage Financing LLC Series 2022-FL8 Class A†	6.965% (30 day USD SOFR Average + 1.65%)	#	1/25/2037		1,856,154		1,840,492
Residential Mortgage Loan Trust Series 2020-1 Class A1†	2.376%	#(f)	1/26/2060		30,437		28,915
Starwood Mortgage Residential Trust Series 2020-1 Class A1†	2.275%	#(f)	2/25/2050		15,359		14,264
Starwood Mortgage Residential Trust Series 2020-3 Class A1†	1.486%	#(f)	4/25/2065		355,022		328,874
Verus Securitization Trust Series 2020-1 Class A1†	2.417%	(d)	1/25/2060		108,485		102,672
Verus Securitization Trust Series 2020-5 Class A1†	1.218%	(d)	5/25/2065		451,594		416,543
Verus Securitization Trust Series 2021-2 Class A1†	1.031%	#(f)	2/25/2066		929,615		779,076
Vista Point Securitization Trust Series 2020-2 Class A1†	1.475%	#(f)	4/25/2065		248,959		223,079

124 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

Investments	Interest Rate		Maturity Date	Principal Amount		Fair Value
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Commercial Mortgage Trust Series 2013-LC12 Class D†	4.087%	#(f)	7/15/2046	$	364,000	$	72,608
Wells Fargo Mortgage Backed Securities Trust Series 2021-INV2 Class A2†	2.50%	#(f)	9/25/2051		957,544		728,524
Total Non-Agency Commercial Mortgage-Backed Securities (cost $46,513,615)							43,706,432
U.S. TREASURY OBLIGATIONS 8.71%
U.S. Treasury Bonds	1.125%		8/15/2040		14,449,000		8,219,562
U.S. Treasury Bonds	2.25%		5/15/2041		3,113,000		2,137,147
U.S. Treasury Bonds	4.125%		8/15/2053		8,193,000		7,438,988
U.S. Treasury Bonds(h)	4.375%		8/15/2043		8,343,000		7,785,062
U.S. Treasury Inflation-Indexed Notes(i)	0.375%		7/15/2025		6,333,103		6,063,959
U.S. Treasury Notes	3.875%		8/15/2033		7,177,000		6,782,265
U.S. Treasury Notes	4.375%		8/15/2026		3,349,800		3,308,451
U.S. Treasury Notes	5.00%		8/31/2025		9,698,000		9,679,059
Total U.S. Treasury Obligations (cost $53,633,451)							51,414,493
Total Long-Term Investments (cost $720,809,890)							685,725,394
SHORT-TERM INVESTMENTS 2.86%
Repurchase Agreements 1.30%
Repurchase Agreement dated 9/29/2023, 5.300% due 10/2/2023 with Barclays Capital, Inc. collateralized by $8,286,000 of U.S. Treasury Bond at 4.375% due 8/15/2043; value: $7,838,970; proceeds: $7,688,659 (cost $7,685,265)					7,685,265		7,685,265
U.S. TREASURY OBLIGATIONS 1.56%
U.S. Treasury Bills (Cost $9,161,858)	Zero Coupon		12/5/2023		9,250,000		9,162,655
Total Short-Term Investments (cost $16,847,123)							16,847,920
Total Investments in Securities 119.09% (cost $737,657,013)							702,573,314
Other Assets and Liabilities – Net(j) (19.09)%							(112,619,941	)
Net Assets 100.00%						$	589,953,373

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

See Notes to Schedule of Investments. 125

Schedule of Investments (unaudited)(continued)

TOTAL RETURN PORTFOLIO September 30, 2023

†	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, 2023, the total value of Rule 144A securities was $229,666,416, which represents 38.93% of net assets.
#	Variable rate security. The interest rate represents the rate in effect at September 30, 2023.
(a)	Securities purchased on a when-issued basis.
(b)	Interest Rate to be determined.
(c)	Foreign security traded in U.S. dollars.
(d)	Step Bond – Security with a predetermined schedule of interest rate changes.
(e)	Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at September 30, 2023.
(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)	Security has been fully or partially segregated for open reverse repurchase agreements as of September 30,2023.
(i)	Treasury Inflation Protected Security. A U.S. Treasury Note or Bond that offers protection from inflation by paying a fixed rate of interest on principal amount that is adjusted for inflation based on the Consumer Price Index.
(j)	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 - Sell Protection at September 30, 2023⁽¹⁾:

Referenced Indexes	Central Clearing Party	Fund Receives (Quarterly	)	Termination Date	Notional Amount	Payments Upfront(2)	Unrealized Appreciation(3)	Value
Markit CDX.NA.HY.40(4)(5)	Goldman Sachs	5.00%		6/20/2028	$6,047,000	$65,354	$29,426	$94,780

(1)	If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap contracts agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap contracts and take 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 amounted to $29,426. Total unrealized depreciation on Credit Default Swap Contracts on Indexes amounted to $0.
(4)	Central Clearinghouse: Intercontinental Exchange (ICE).
(5)	The Referenced Index is for the Centrally Cleared Credit Default Swap Contracts on Indexes, which is comprised of a basket of high yield securities.

Futures Contracts at September 30, 2023:

Type	Expiration	Contracts	Position	Notional Amount				Notional Value				Unrealized Appreciation
U.S. 10-Year Ultra Treasury Bond	December 2023	444	Short		$	(50,880,672	)		$	(49,533,750	)		$	1,346,922
U.S. 5-Year Treasury Note	December 2023	181	Short			(19,221,229	)			(19,070,047	)			151,182
Total Unrealized Appreciation on Futures Contracts													$	1,498,104
Type	Expiration	Contracts	Position	Notional Amount				Notional Value				Unrealized Depreciation
U.S. 2-Year Treasury Note	December 2023	306	Long		$	62,155,144			$	62,029,547			$	(125,597	)
U.S. Long Bond	December 2023	189	Long			22,656,363				21,504,657				(1,151,706	)
U.S. Ultra Treasury Bond	December 2023	284	Long			35,896,842				33,707,250				(2,189,592	)
Total Unrealized Depreciation on Futures Contracts													$	(3,466,895	)

126 See Notes to Schedule of Investments.

Schedule of Investments (unaudited)(concluded)

TOTAL RETURN PORTFOLIO September 30, 2023

Counterparty	Principal	Collateral Held by Counterparty	Interest Rate(1)	Trade Date	Maturity Date	Fair Value(2)
Barclays Capital Inc.	$7,685,989	$8,401,563 principal, U.S. Treasury Bond at 4.375%, due 8/15/2043, $7,839,709 fair value	(0.80%)	09/30/2023	10/2/2023	$7,685,647

(1)	The negative interest rate on the reverse repurchase agreement results in interest income to the Fund.
(2)	Total fair value of reverse repurchase agreement is presented net of interest receivable of $342.

The following is a summary of the inputs used as of September 30, 2023 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	$	–		$	94,150,434		$	–	$	94,150,434
Corporate Bonds		–			293,108,342			–		293,108,342
Floating Rate Loans		–			4,461,832			–		4,461,832
Foreign Government Obligations		–			34,221,423			–		34,221,423
Government Sponsored Enterprises Collateralized Mortgage Obligations		–			3,479,300			–		3,479,300
Government Sponsored Enterprises Pass-Throughs		–			161,183,138			–		161,183,138
Non-Agency Commercial Mortgage-Backed Securities		–			43,706,432			–		43,706,432
U.S. Treasury Obligations		–			51,414,493			–		51,414,493
Short-Term Investments
U.S. Treasury Obligations		–			9,162,655			–		9,162,655
Repurchase Agreements		–			7,685,265			–		7,685,265
Total	$	–		$	702,573,314		$	–	$	702,573,314
Other Financial Instruments
Centrally Cleared Credit Default Swap Contracts
Assets	$	–		$	94,780		$	–	$	94,780
Liabilities		–			–			–		–
Futures Contracts
Assets		1,498,104			–			–		1,498,104
Liabilities		(3,466,895	)		–			–		(3,466,895	)
Reverse Repurchase Agreements
Asset		–			–			–		–
Liabilities		–			(7,685,647	)		–		(7,685,647	)
Total	$	(1,968,791	)	$	(7,590,867	)	$	–	$	(9,559,658	)

(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. 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. 127

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.

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. 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 valuation 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 exchange rates. Options and options on swaps (“swaptions”) are valued daily using

128

Notes to Schedule of Investments (unaudited)(continued)

independent pricing services or quotations from broker/dealers to the extent available. Swaps 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, 2023 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.

129

Notes to Schedule of Investments (unaudited)(concluded)

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, 2023, the market value of securities loaned and collateral received were as follows:

Funds	Market Value of Securities Loaned	Collateral Received
Developing Growth Portfolio	$120,529	$125,920
Growth Opportunities Portfolio	685,334	735,788

130

QPHR-SERIES-3Q.

(11/23)