X0404 N-CEN LIVE 0000855396 XXXXXXXX 811-05876 false false false N-1A S000045029 C000139705 S000028719 C000087850 S000028721 C000087852 S000007304 C000020060 S000007300 C000020056 S000007297 C000020053 S000007301 C000020057 S000007298 C000020054 S000007299 C000020055 LORD ABBETT SERIES FUND INC 811-05876 0000855396 549300MNKALF1QZZNY95 30 HUDSON STREET JERSEY CITY 07302 US-NJ US 201-827-2000 State Street Bank and Trust Company 1 Congress Street Suite 1 Boston 02114 617-786-3000 Custody and Accounting Records. N N N-1A 9 Y James M. McTaggart N/A N Karla M. Rabusch N/A N Douglas B. Sieg 002261001 Y Lorin Patrick Taylor Radtke N/A N Charles O. Prince N/A N Kathleen M. Lutito N/A N Mark A. Schmid N/A N Leah Song Richardson N/A N James L.L. Tullis N/A N Evelyn E. Guernsey N/A N MARY ANN PICCIOTTO 004235357 30 HUDSON STREET JERSEY CITY 07302-3973 XXXXXX N N N N N N Lord Abbett Distributor LLC 8-00216 000000530 0000000000 Y N Deloitte & Touche LLP 34 N/A N N N N N N N Short Duration Income Portfolio S000045029 5493002ZQZTU4MLER510 N 1 0 0 N/A N N Y N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N N/A N/A N/A Rule 18f-4 (17 CFR 270.18f-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 22d-1 (17 CFR 270.22d-1) Y Y N N Lord, Abbett & Co. LLC 801-6997 000110391 549300JN4JHMFPO31Y81 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N ICE Data Services, Inc. 13-3668779 Tax ID N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 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) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N N Lord, Abbett & Co. LLC 549300JN4JHMFPO31Y81 Y N N 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 62089851.52000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 149255402.71000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 23177799.38000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 38260965.48000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 70900096.06000000 Mizuho Securities USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 87632526.07000000 TD Securities (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 17325413.45000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 116628388.90000000 BNY Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 18163887.73000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 25970239.31000000 685148259.70000000 N 128468300.52846153 Committed 1600000000.00000000 N Uncommitted 330000000.00000000 N N N N Developing Growth Portfolio S000028719 549300QGKE9JFJ5L7T44 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Cash collateral reinvestment fee Revenue sharing split 640049.82000000 16534.00000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 22d-1 (17 CFR 270.22d-1) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Y Y N N Lord, Abbett & Co. LLC 801-6997 000110391 549300JN4JHMFPO31Y81 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N Bloomberg L.P. 549300B56MD0ZC402L06 N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N ICE Data Services, Inc. 13-3668779 Tax ID 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)) N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N N Lord, Abbett & Co. LLC 549300JN4JHMFPO31Y81 Y N N BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 4917.91000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 5667.24000000 Evercore Group L.L.C. 8-49830 000042405 5493008F0LRLS5N8LZ81 3384.03000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 4009.50000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 4588.81000000 Kezar Trading, LLC 8-69476 000171752 254900ZBK50B4Y36MJ33 2079.62000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 11332.10000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 7264.51000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 6094.39000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 5220.26000000 70922.04000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 354995248.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 365590.00000000 Leerink Partners LLC 8-48535 000039011 549300AAH7U76CEUBI94 110700.00000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 250800.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 792013.25000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 392628.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 47477.00000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 365800.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 807809.00000000 358128065.25000000 Y 69626499.40076923 Uncommitted 330000000.00000000 N Committed 1600000000.00000000 N N N N Total Return Portfolio S000028721 549300WNI7Z4R98NYC03 N 1 0 0 N/A N N Y N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N N/A N/A N/A Rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i)) Rule 32a-4 (17 CFR 270.32a-4) Rule 22d-1 (17 CFR 270.22d-1) Rule 18f-4 (17 CFR 270.18f-4) Y Y N N Lord, Abbett & Co. LLC 801-6997 000110391 549300JN4JHMFPO31Y81 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N ICE Data Services, Inc. 13-3668779 Tax ID N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA 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) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Banco Itau Uruguay S.A. 549300HU8OQS1VTVXN55 UY 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) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Y BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N N Lord, Abbett & Co. LLC 549300JN4JHMFPO31Y81 Y N N 0.00000000 Mizuho Securities USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 1405819644.25000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 679522190.44000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 435106695.16000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1352388929.11000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 559918020.46000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1168990964.14000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 144330101.83000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1247817377.51000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 450324220.93000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 847475508.75000000 8842444129.76000000 N 632956322.26461538 Committed 1600000000.00000000 N Uncommitted 330000000.00000000 N N N N Mid Cap Stock Portfolio S000007304 5493000K0E03VFQW9H20 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Cash collateral reinvestment fee Revenue sharing split 1350161.49000000 4413.00000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Rule 22d-1 (17 CFR 270.22d-1) Y Y N N Lord, Abbett & Co. LLC 801-6997 000110391 549300JN4JHMFPO31Y81 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N N 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) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) First Abu Dhabi Bank P.J.S.C. 2138002Y3WMK6RZS8H90 AE 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) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH 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) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Copenhagen, Hovedstaden, DK, Branch) F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE 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) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI 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) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA 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) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR 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) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas R0MUWSFPU8MPRO8K5P83 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas (Athens, Attica, GR, Branch) R0MUWSFPU8MPRO8K5P83 GR 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) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank Europe Public Limited Company (Budapest, HU, Branch) N1FBEDJ5J41VKZLO2475 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N N Lord, Abbett & Co. LLC 549300JN4JHMFPO31Y81 Y N N BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 10731.29000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 9669.09000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 7249.21000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 7489.45000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 6018.98000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 5339.17000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 11131.48000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 8511.38000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 10339.15000000 Evercore Group L.L.C. 8-49830 000042405 5493008F0LRLS5N8LZ81 4760.64000000 105679.42000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 595069860.64000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 595900.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 879200.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 473060.00000000 597018020.64000000 Y 257742766.22615384 Uncommitted 330000000.00000000 N Committed 1600000000.00000000 N N N N Growth and Income Portfolio S000007300 549300SKXQU2HCIWOY35 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Cash collateral reinvestment fee Revenue sharing split 728897.51000000 4180.00000000 Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 18f-4 (17 CFR 270.18f-4) Rule 22d-1 (17 CFR 270.22d-1) Y Y N N Lord, Abbett & Co. LLC 801-6997 000110391 549300JN4JHMFPO31Y81 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N N UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) First Abu Dhabi Bank P.J.S.C. 2138002Y3WMK6RZS8H90 AE 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) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas R0MUWSFPU8MPRO8K5P83 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE 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)) 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) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA 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) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO 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) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas (Athens, Attica, GR, Branch) R0MUWSFPU8MPRO8K5P83 GR 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) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE 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) Skandinaviska Enskilda Banken AB (Copenhagen, Hovedstaden, DK, Branch) F3JS33DEI6XQ4ZBPTN86 DK 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) Deutsche Bank (Malaysia) Berhad 529900DLWFR8HK7DR278 MY 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) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N N Lord, Abbett & Co. LLC 549300JN4JHMFPO31Y81 Y N N Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 9840.99000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 10747.65000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 16144.12000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 2909.39000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 4170.39000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 9149.59000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 3658.56000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 7748.75000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4727.54000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 4539.88000000 90067.70000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 481600.00000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 776830600.28000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2807077.00000000 780119277.28000000 Y 508397035.44307692 Uncommitted 330000000.00000000 N Committed 1600000000.00000000 N N N N Fundamental Equity Portfolio S000007297 549300ZKL651UPD22A50 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Cash collateral reinvestment fee Revenue sharing split 739779.19000000 1326.00000000 Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 22d-1 (17 CFR 270.22d-1) Rule 18f-4 (17 CFR 270.18f-4) Y Y N N Lord, Abbett & Co. LLC 801-6997 000110391 549300JN4JHMFPO31Y81 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N N HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN 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) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 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) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Copenhagen, Hovedstaden, DK, Branch) F3JS33DEI6XQ4ZBPTN86 DK 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 (Malaysia) Berhad 529900DLWFR8HK7DR278 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 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 (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 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) Citibank Europe Public Limited Company (Budapest, HU, Branch) N1FBEDJ5J41VKZLO2475 HU 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) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas R0MUWSFPU8MPRO8K5P83 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) First Abu Dhabi Bank P.J.S.C. 2138002Y3WMK6RZS8H90 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE 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)) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas (Athens, Attica, GR, Branch) R0MUWSFPU8MPRO8K5P83 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N N Lord, Abbett & Co. LLC 549300JN4JHMFPO31Y81 Y N N BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 8697.75000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 5263.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 5188.08000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 10944.31000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 6222.94000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 5118.13000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 4919.61000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 3637.61000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 7447.89000000 Raymond James & Associates, Inc. 8-10999 000000705 U4ONQX15J3RO8XCKE979 5002.74000000 82259.82000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3306800.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1281186.00000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 328966216.04000000 333554202.04000000 Y 231984724.73538461 Uncommitted 330000000.00000000 N Committed 1600000000.00000000 N N N N Growth Opportunities Portfolio S000007301 5493008XFHEB7W47BA67 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Revenue sharing split Cash collateral reinvestment fee 232381.48000000 3736.00000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 18f-4 (17 CFR 270.18f-4) Rule 22d-1 (17 CFR 270.22d-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y Y N N Lord, Abbett & Co. LLC 801-6997 000110391 549300JN4JHMFPO31Y81 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N Bloomberg L.P. 549300B56MD0ZC402L06 N N Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas R0MUWSFPU8MPRO8K5P83 FR 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)) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N N Lord, Abbett & Co. LLC 549300JN4JHMFPO31Y81 Y N N J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 5889.98000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 5405.54000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 3260.08000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1692.26000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 7167.25000000 Kezar Trading, LLC 8-69476 000171752 254900ZBK50B4Y36MJ33 1681.27000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 9698.60000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1749.03000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 4184.63000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 3691.78000000 57948.55000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 424715873.58000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 102000.00000000 424817873.58000000 Y 84544959.32384615 Uncommitted 330000000.00000000 N Committed 1600000000.00000000 N N N N Dividend Growth Portfolio S000007298 5493007VF7519IU7NQ66 N 1 0 0 N/A N N Y N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 18f-4 (17 CFR 270.18f-4) Rule 22d-1 (17 CFR 270.22d-1) Y Y N N Lord, Abbett & Co. LLC 801-6997 000110391 549300JN4JHMFPO31Y81 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N N Skandinaviska Enskilda Banken AB (Copenhagen, Hovedstaden, DK, Branch) F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA 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) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE 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)) BNP Paribas R0MUWSFPU8MPRO8K5P83 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N N Lord, Abbett & Co. LLC 549300JN4JHMFPO31Y81 Y N N Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1222.13000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1273.32000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1051.46000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 609.56000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 725.02000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2896.66000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1939.39000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1023.51000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 3187.58000000 Raymond James & Associates, Inc. 8-10999 000000705 U4ONQX15J3RO8XCKE979 1492.93000000 17682.81000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 348040.00000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 457816880.30000000 458164920.30000000 Y 186879044.92230769 Committed 1600000000.00000000 N Uncommitted 330000000.00000000 N N N N Bond-Debenture Portfolio S000007299 549300AH5T7DR842HG66 N 1 0 0 N/A N N Y N N Citibank, National Association E57ODZWZ7FF32TWEFA76 N N Cash collateral reinvestment fee Revenue sharing split 482279.79000000 19707.00000000 Rule 22d-1 (17 CFR 270.22d-1) Rule 18f-4 (17 CFR 270.18f-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(e) (17 CFR 270.18f-4(e)) Y Y N N Lord, Abbett & Co. LLC 801-6997 000110391 549300JN4JHMFPO31Y81 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N Bloomberg L.P. 549300B56MD0ZC402L06 N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N ICE Data Services, Inc. 13-3668779 Tax ID N N Banco Itau Uruguay S.A. 549300HU8OQS1VTVXN55 UY 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) 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) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO 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) BNP Paribas R0MUWSFPU8MPRO8K5P83 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas (Athens, Attica, GR, Branch) R0MUWSFPU8MPRO8K5P83 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Copenhagen, Hovedstaden, DK, Branch) F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 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) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL 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) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ 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)) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI 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) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK 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) 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 (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE 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) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream Banking S.A. 549300OL514RA0SXJJ44 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH 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 (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch) 579100KKDGKCFFKKF005 AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N N Lord, Abbett & Co. LLC 549300JN4JHMFPO31Y81 Y N N Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 11997.66000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 27150.68000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 23085.48000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 25694.91000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 14676.65000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 7081.74000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 8286.35000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 11116.58000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 19136.35000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 20984.20000000 220529.02000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 454119443.80000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 408571050.14000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 2161725664.87000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 763711147.69000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 994112775.08000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 485576331.49000000 Mizuho Securities USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 1698653529.97000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 176057194.67000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 792080422.16000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1560094954.14000000 9874444561.07000000 Y 1119491663.94615384 Committed 1600000000.00000000 N Uncommitted 330000000.00000000 N N N true true