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MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch) 0000000000 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch) 2HI3YI5320L3RW6NJ957 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (Oslo, Oslo, NO, Branch) 0000000000 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Budapest, HU, Branch) N1FBEDJ5J41VKZLO2475 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) (Helsinki, Uusimaa, FI, Branch) 6SCPQ280AIY8EP3XFW53 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch) 0000000000 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Polska Kasa Opieki - Spolka Akcyjna 5493000LKS7B3UTF7H35 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Societa per Azioni 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (London, GB, Branch) 0000000000 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N DST Systems, Inc. 21B7QCD05XOK0YTYOP98 N N N Lord, Abbett & Co. LLC 549300JN4JHMFPO31Y81 Y N N Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 10266.26000000 Bank Of America Merrill Lynch Securities Inc N/A 000000000 00000000000000000000 15730.88000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 22202.25000000 Bloomberg Tradebook LLC 8-49219 000040881 549300P0PVQNO43T7K36 3460.47000000 Raymond James Financial, Inc. 8-17983 000006694 RGUZHJ05YTITL6D76949 3776.06000000 Scotia Capital (USA) Inc. 8-3716 000002739 549300BLWPABP1VNME36 3455.18000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 8113.78000000 National Financial Services Corp. 8-26740 000013041 0000000000 8581.11000000 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 24557.93000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 9196.06000000 127968.70000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 50829.12000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3920000.00000000 The Bank of New York Mellon 8-35255 000017454 HPFHU0OQ28E4N0NFVK49 45074.88000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 978250.00000000 PNC Bank, National Association N/A 000000000 AD6GFRVSDT01YPT1CS68 87746.87000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1960810445.00000000 1965892345.87000000 Y 302727406.32000000 Committed 250000000.00000000 N Committed 1100000000.00000000 N N N N Fundamental Equity Portfolio S000007297 549300ZKL651UPD22A50 N 1 0 0 N/A N N Y N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y Y N Lord, Abbett & Co. LLC 801-6997 000110391 549300JN4JHMFPO31Y81 N DST Systems, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N ICE Data Services, Inc. 5493000NQ9LYLDBCTL34 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv 00000000000000000000 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) (Helsinki, Uusimaa, FI, Branch) 6SCPQ280AIY8EP3XFW53 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Budapest, HU, Branch) N1FBEDJ5J41VKZLO2475 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) 7LTWFZYICNSX8D621K86 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch) 0000000000 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch) 2HI3YI5320L3RW6NJ957 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) (Stockholm, Stockholm, SE, Branch) 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Societa per Azioni 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (London, GB, Branch) 0000000000 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. 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LLC 801-6997 000110391 549300JN4JHMFPO31Y81 N DST Systems, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 5493000NQ9LYLDBCTL34 N Refinitiv 00000000000000000000 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch) 2HI3YI5320L3RW6NJ957 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Budapest, HU, Branch) N1FBEDJ5J41VKZLO2475 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Societa per Azioni 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company (London, GB, Branch) 0000000000 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Nordea Bank AB (Oslo, Oslo, NO, Branch) 0000000000 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) (Helsinki, Uusimaa, FI, Branch) 6SCPQ280AIY8EP3XFW53 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) (Stockholm, Stockholm, SE, Branch) 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) 7LTWFZYICNSX8D621K86 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch) 0000000000 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N DST Systems, Inc. 21B7QCD05XOK0YTYOP98 N N N Lord, Abbett & Co. LLC 549300JN4JHMFPO31Y81 Y N N Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 34391.48000000 Deutsche Bank Capital Corporation 8-15774 000005323 529900NZEAS6DR7N9T89 12345.51000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 14316.18000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 24330.05000000 Raymond James Financial, Inc. 8-17983 000006694 RGUZHJ05YTITL6D76949 11482.36000000 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 24370.90000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 21915.50000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 12575.23000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 11994.96000000 National Financial Services Corp. 8-26740 000013041 0000000000 23265.76000000 239741.22000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 2915982342.00000000 2915982342.00000000 Y 640191607.83000000 Committed 1100000000.00000000 N Committed 250000000.00000000 N N N N Short Duration Income Portfolio S000045029 5493002ZQZTU4MLER510 N 1 0 0 N/A N N Y N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y Y N Lord, Abbett & Co. LLC 801-6997 000110391 549300JN4JHMFPO31Y81 N DST Systems, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv 00000000000000000000 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 5493000NQ9LYLDBCTL34 N N Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch) 0000000000 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (London, GB, Branch) 0000000000 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N DST Systems, Inc. 21B7QCD05XOK0YTYOP98 N N N Lord, Abbett & Co. LLC 549300JN4JHMFPO31Y81 Y N N Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1077.42000000 1077.42000000 SunTrust Robinson Humphrey, Inc. 008-17212 000006271 CSVTK36R0PNGXEM7NS14 7656374.57000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 22200990.72000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 23586009.90000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 19021573.12000000 Mizuho Securities USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 13241107.47000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 478548368.10000000 Bank Of America Merrill Lynch Securities Inc N/A 000000000 00000000000000000000 22207599.06000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 8602471.11000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 14588871.90000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 8072572.80000000 648448321.29000000 N 68634517.54000000 Committed 250000000.00000000 N Committed 1100000000.00000000 N N N N Total Return Portfolio S000028721 549300WNI7Z4R98NYC03 N 1 0 0 N/A N N Y N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y Y N Lord, Abbett & Co. LLC 801-6997 000110391 549300JN4JHMFPO31Y81 N DST Systems, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv 00000000000000000000 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 5493000NQ9LYLDBCTL34 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Banco Itau Uruguay S.A. 549300HU8OQS1VTVXN55 UY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N DST Systems, Inc. 21B7QCD05XOK0YTYOP98 N N N Lord, Abbett & Co. LLC 549300JN4JHMFPO31Y81 Y N N Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 6691.63000000 6691.63000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 1379447090.00000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 386872297.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 516817120.50000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 991420688.90000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 5190864396.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 414002308.70000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 379156384.60000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 767344637.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 856707960.50000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 835924117.90000000 13001861115.06000000 N 562861891.11000000 Committed 1100000000.00000000 N Committed 250000000.00000000 N N N International Opportunities Portfolio S000007302 5493005EIB0T0F77OM30 N 1 0 0 N/A N N Y N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Y Y Y N Lord, Abbett & Co. LLC 801-6997 000110391 549300JN4JHMFPO31Y81 N DST Systems, Inc. 84-00448 21B7QCD05XOK0YTYOP98 N N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 5493000NQ9LYLDBCTL34 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv 00000000000000000000 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank (Malaysia) Berhad 529900DLWFR8HK7DR278 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Societa per Azioni 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch) 0000000000 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) (Stockholm, Stockholm, SE, Branch) 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 57257.11000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 119035.83000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 232962252.80000000 The Tel-Aviv Stock Exchange Ltd N/A 000000000 00000000000000000000 IL 98266.96000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 196020.99000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 50400.00000000 234173604.92000000 Y 49839141.87000000 Committed 1100000000.00000000 N Committed 250000000.00000000 N N N N Bond-Debenture Portfolio S000007299 549300AH5T7DR842HG66 N 1 0 0 N/A N N Y N N/A N/A N/A Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Y Y Y N Lord, Abbett & Co. 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