# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-23-009357
**Filing Date:** 2023-1
**Character Count:** 77618
**Document Hash:** 6e419cf9140e97bce6e943732440a662
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009357.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009357

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000911507
- **IRS NUMBER:** 133731507
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07988
- **FILM NUMBER:** 23546500

**BUSINESS ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### Lord Abbett Corporate Bond Fund (Series ID: S000056808)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000180450 | Class A      | LBCAX           |
| C000180451 | Class R6     | LBCVX           |
| C000180453 | Class C      | LBCCX           |
| C000180454 | Class F      | LCCFX           |
| C000180455 | Class F3     | LBCOX           |
| C000180456 | Class I      | LICIX           |
| C000180457 | Class R2     | LCBQX           |
| C000180458 | Class R3     | LRCBX           |
| C000180459 | Class R4     | LBCSX           |
| C000180460 | Class R5     | LBCUX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** LORD ABBETT INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-07988

- **c. CIK number of Registrant:** 0000911507

- **d. LEI of Registrant:** 54930085JIVNI3FPKR71

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 90 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

  - **Telephone number:** 201-827-2000

**Item A.2. Information about the Series.**

- **a. Name of Series:** Lord Abbett Corporate Bond Fund

- **b. EDGAR series identifier (if any):** S000056808

- **c. LEI of Series:** 5493008X8UVHORS9OQ12

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $6804296.39

**Total Liabilities:** $97754.58

**Net Assets:** $6706541.81

**Cash Not Reported:** $69027.57

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -6.73000000 | **1-Year:** -165.37000000 | **5-Year:** -1431.36000000 | **10-Year:** -2466.39000000 | **30-Year:** -512.40000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -0.75000000 | **1-Year:** -7.66000000 | **5-Year:** -108.67000000 | **10-Year:** -29.12000000 | **30-Year:** -7.85000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000180457 | -5.13%               | -0.93%               | 4.48%                |
| Class ID C000180455 | -5.08%               | -0.88%               | 4.54%                |
| Class ID C000180454 | -5.08%               | -0.89%               | 4.51%                |
| Class ID C000180460 | -5.08%               | -0.88%               | 4.53%                |
| Class ID C000180451 | -5.08%               | -0.88%               | 4.54%                |
| Class ID C000180450 | -5.10%               | -0.90%               | 4.52%                |
| Class ID C000180459 | -5.10%               | -0.90%               | 4.51%                |
| Class ID C000180453 | -5.15%               | -0.95%               | 4.47%                |
| Class ID C000180456 | -5.08%               | -0.88%               | 4.53%                |
| Class ID C000180458 | -5.12%               | -0.92%               | 4.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-33580.08               | $-301517.85                                |
| Month 2  | $-80434.48               | $23029.90                                  |
| Month 3  | $-65897.27               | $323933.43                                 |

**Designated Index Information**

- **Index Name:** Barc Capital US Corp Inv Grade

- **Index Identifier:** BCF2T

### Schedule of Portfolio Investments

| Name                            | Title                                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY                  | Morgan Stanley                                                                                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     33000 | PA      | $24554.97     | 0.37%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Cleco Power LLC                 | Cleco Power LLC                                                                                                    | CUSIP: 185508AG3<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19145.59     | 0.29%             | 2040-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS         | Duquesne Light Holdings Inc                                                                                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     53000 | PA      | $41612.53     | 0.62%             | 2032-01-07      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury          | United States Treasury Inflation Indexed Bonds                                                                     | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37315 | PA      | $25886.74     | 0.39%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                     | ONE Gas Inc                                                                                                        | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22982.61     | 0.34%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: SPP809NO5 CDS USD R F  1.00000 F_SPP809NO5 CCPCDX / Short: SPP809NO5 CDS USD P V 03MEVENT P_SPP809NO5 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    140000 | OU      | $1806.03      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc             | Gilead Sciences Inc                                                                                                | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31250.81     | 0.47%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO             | American Express Co                                                                                                | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38913.69     | 0.58%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                 | McDonald's Corp                                                                                                    | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37818.22     | 0.56%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC           | Time Warner Cable LLC                                                                                              | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8192.13      | 0.12%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC         | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $110696.15    | 1.65%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY        | Teachers Insurance & Annuity Association of America                                                                | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40225.18     | 0.60%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE         | New York Life Insurance Co                                                                                         | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49589.47     | 0.74%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP            | Bank of America Corp                                                                                               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     79000 | PA      | $64086.93     | 0.96%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                | Crown Castle Inc                                                                                                   | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     69000 | PA      | $60754.41     | 0.91%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company     | Southwestern Energy Company 2021 Term Loan                                                                         | CUSIP: 84546SAU7<br>LEI: EFWMP121W54QV9MGOP87 | Long             | LON              | CORP              | US        |     93242 | PA      | $92310.06     | 1.38%             | 2027-06-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP              | Southwest Gas Corp                                                                                                 | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52411.23     | 0.78%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC             | Global Payments Inc                                                                                                | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42671.74     | 0.64%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                      | Cigna Corp                                                                                                         | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44877.84     | 0.67%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                      | US Bancorp                                                                                                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32584.81     | 0.49%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS          | Verizon Communications Inc                                                                                         | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2627.29      | 0.04%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES          | Advanced Micro Devices Inc                                                                                         | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9788.03      | 0.15%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co            | National Fuel Gas Co                                                                                               | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49360.21     | 0.74%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP             | SVB Financial Group                                                                                                | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     54000 | PA      | $38944.18     | 0.58%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP          | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17308.66     | 0.26%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                      | FedEx Corp                                                                                                         | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23508.16     | 0.35%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                       | Amgen Inc                                                                                                          | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76321.68     | 1.14%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                   | DTE Energy Co                                                                                                      | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25764.47     | 0.38%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                   | Citigroup Inc                                                                                                      | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    154000 | PA      | $123331.97    | 1.84%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade          | US LONG BOND(CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $-626.45      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nvent Finance Sarl              | nVent Finance Sarl                                                                                                 | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     48000 | PA      | $44441.34     | 0.66%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury          | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    218000 | PA      | $226549.69    | 3.38%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                     | Workday Inc                                                                                                        | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44720.83     | 0.67%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade          | US ULTRA BOND CBT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         5 | NC      | $2799.26      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd             | Macquarie Group Ltd                                                                                                | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $93665.19     | 1.40%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                      | AbbVie Inc                                                                                                         | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12326.42     | 0.18%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                     | Oracle Corp                                                                                                        | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44998.92     | 0.67%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP          | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48877.79     | 0.73%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                  | Lowe's Cos Inc                                                                                                     | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54763.51     | 0.82%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                    | AES Corp/The                                                                                                       | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15909.24     | 0.24%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade          | US 10YR ULTRA FUT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -8 | NC      | $-4632.50     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES           | Huntington Bancshares Inc/OH                                                                                       | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     22000 | PA      | $15973.59     | 0.24%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                    | NiSource Inc                                                                                                       | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7021.93      | 0.10%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II         | GLP Capital LP / GLP Financing II Inc                                                                              | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43601.51     | 0.65%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC          | UnitedHealth Group Inc                                                                                             | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     27000 | PA      | $29920.74     | 0.45%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS          | Transatlantic Holdings Inc                                                                                         | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |     35000 | PA      | $43214.75     | 0.64%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION           | Flowserve Corp                                                                                                     | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41210.42     | 0.61%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade          | US 10YR NOTE (CBT)MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -9 | NC      | $-5556.73     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROU        | Selective Insurance Group Inc                                                                                      | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34114.18     | 0.51%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP        | Viper Energy Partners LP                                                                                           | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37981.88     | 0.57%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY           | Wells Fargo & Co                                                                                                   | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84076.35     | 1.25%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP            | Bank of America Corp                                                                                               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7579.46      | 0.11%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC          | Pacific Gas and Electric Co                                                                                        | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     66000 | PA      | $60282.00     | 0.90%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp             | Sprint Capital Corp                                                                                                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26522.75     | 0.40%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV         | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                        | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96077.67     | 1.43%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                    | Assurant Inc                                                                                                       | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34227.24     | 0.51%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP               | State Street Corp                                                                                                  | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     49000 | PA      | $45659.71     | 0.68%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Fluor Corp                      | Fluor Corp                                                                                                         | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45587.50     | 0.68%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP          | Toll Brothers Finance Corp                                                                                         | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $16054.34     | 0.24%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc             | Leidos Holdings Inc                                                                                                | CUSIP: 78390XAC5<br>LEI: 549300IUTGTP6EJP8124 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18593.05     | 0.28%             | 2040-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC        | Constellation Energy Generation LLC                                                                                | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14623.23     | 0.22%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc               | Suncor Energy Inc                                                                                                  | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $19423.40     | 0.29%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                    | NiSource Inc                                                                                                       | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30450.38     | 0.45%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc         | CNO Financial Group Inc                                                                                            | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33413.21     | 0.50%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                | Puget Energy Inc                                                                                                   | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53990.65     | 0.81%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY         | Oncor Electric Delivery Co LLC                                                                                     | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40447.29     | 0.60%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                      | Cigna Corp                                                                                                         | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47504.88     | 0.71%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                     | State of Illinois                                                                                                  | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48252.87     | 0.72%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bayer Corp                      | Bayer Corp                                                                                                         | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65006.40     | 0.97%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK           | Toronto-Dominion Bank/The                                                                                          | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $63191.08     | 0.94%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO               | Tampa Electric Co                                                                                                  | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26356.26     | 0.39%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                | Eastern Gas Transmission & Storage Inc                                                                             | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29158.70     | 0.43%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Nutrition & Biosciences, Inc.   | Nutrition & Biosciences, Inc. 3 Year Delayed Draw Term Loan                                                        | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | LON              | CORP              | US        |      7472 | PA      | $7462.66      | 0.11%             | 2023-01-17      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                      | Humana Inc                                                                                                         | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30212.61     | 0.45%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC         | AEP Transmission Co LLC                                                                                            | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22390.82     | 0.33%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS          | Verizon Communications Inc                                                                                         | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60266.90     | 0.90%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp           | Oglethorpe Power Corp                                                                                              | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24508.49     | 0.37%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                 | NGPL PipeCo LLC                                                                                                    | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47634.76     | 0.71%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                | Duke Energy Corp                                                                                                   | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23745.40     | 0.35%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP         | Dell International LLC / EMC Corp                                                                                  | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $8203.56      | 0.12%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP             | Invitation Homes Operating Partnership LP                                                                          | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     12000 | PA      | $9934.03      | 0.15%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EQT CORP                        | EQT Corp                                                                                                           | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52671.43     | 0.79%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC             | Elevance Health Inc                                                                                                | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8916.57      | 0.13%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                    | Broadcom Inc                                                                                                       | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88260.62     | 1.32%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE        | Intercontinental Exchange Inc                                                                                      | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42296.84     | 0.63%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                  | NRG Energy Inc                                                                                                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     49000 | PA      | $45169.11     | 0.67%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp           | Oglethorpe Power Corp                                                                                              | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16592.75     | 0.25%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                  | Morgan Stanley                                                                                                     | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137291.70    | 2.05%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                    | Comcast Corp                                                                                                       | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13638.37     | 0.20%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP        | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $80191.52     | 1.20%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC           | Narragansett Electric Co/The                                                                                       | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31627.35     | 0.47%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY           | Wells Fargo & Co                                                                                                   | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14555.05     | 0.22%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                  | Ohio Edison Co                                                                                                     | CUSIP: 677347CF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $33871.40     | 0.51%             | 2038-10-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC               | Brown & Brown Inc                                                                                                  | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26298.79     | 0.39%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                   | Aircastle Ltd                                                                                                      | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     34000 | PA      | $27713.95     | 0.41%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                 | CVS Health Corp                                                                                                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17584.92     | 0.26%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV         | Fidelity National Information Services Inc                                                                         | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26426.57     | 0.39%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                      | AbbVie Inc                                                                                                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100535.23    | 1.50%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                     | Ovintiv Inc                                                                                                        | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46648.05     | 0.70%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                     | Cargill Inc                                                                                                        | CUSIP: 141781BW3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40985.22     | 0.61%             | 2032-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC GOLDMAN SACHS COC     | SWAP CCPC GOLDMAN SACHS COC                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      5265 | NS      | $5265.35      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                    | Centene Corp                                                                                                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     74000 | PA      | $63128.89     | 0.94%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO             | Consumers Energy Co                                                                                                | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15659.09     | 0.23%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL          | NextEra Energy Capital Holdings Inc                                                                                | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32010.51     | 0.48%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                  | BankUnited Inc                                                                                                     | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26031.97     | 0.39%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES          | Advanced Micro Devices Inc                                                                                         | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17010.38     | 0.25%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC        | Patterson-UTI Energy Inc                                                                                           | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25990.48     | 0.39%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY           | Wells Fargo & Co                                                                                                   | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67505.06     | 1.01%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO         | Piedmont Natural Gas Co Inc                                                                                        | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69757.49     | 1.04%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP          | Bank of New York Mellon Corp/The                                                                                   | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49787.63     | 0.74%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP             | American Tower Corp                                                                                                | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     50000 | PA      | $45792.76     | 0.68%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                  | ServiceNow Inc                                                                                                     | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46790.14     | 0.70%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc               | CF Industries Inc                                                                                                  | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33444.65     | 0.50%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                | CoStar Group Inc                                                                                                   | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $28812.60     | 0.43%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO             | American Express Co                                                                                                | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24133.93     | 0.36%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| QORVO INC                       | Qorvo Inc                                                                                                          | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46215.00     | 0.69%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp            | Bank of America Corp                                                                                               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    187000 | PA      | $173495.53    | 2.59%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO         | Becton Dickinson and Co                                                                                            | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25735.29     | 0.38%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury          | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24000 | PA      | $20557.50     | 0.31%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                 | CVS Health Corp                                                                                                    | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     73000 | PA      | $66009.71     | 0.98%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES           | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     72000 | PA      | $67557.39     | 1.01%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC             | Elevance Health Inc                                                                                                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9299.15      | 0.14%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP        | Western Alliance Bancorp                                                                                           | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34173.40     | 0.51%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co            | National Fuel Gas Co                                                                                               | CUSIP: 63618EAM3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15016.56     | 0.22%             | 2023-03-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade          | US 2YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         6 | NC      | $3571.17      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS FINANCE CORP          | Toll Brothers Finance Corp                                                                                         | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5626.42      | 0.08%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury          | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19000 | PA      | $13848.48     | 0.21%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp            | Protective Life Corp                                                                                               | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     33000 | PA      | $39604.27     | 0.59%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                  | Amazon.com Inc                                                                                                     | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36346.93     | 0.54%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade          | US 5YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $-405.26      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                  | EPR Properties                                                                                                     | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     30000 | PA      | $26056.58     | 0.39%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NOV INC                         | NOV Inc                                                                                                            | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49113.25     | 0.73%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                     | Oracle Corp                                                                                                        | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     68000 | PA      | $62899.83     | 0.94%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL        | First American Financial Corp                                                                                      | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     39000 | PA      | $28937.11     | 0.43%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                     | Eni USA Inc                                                                                                        | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53573.19     | 0.80%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp            | Westpac Banking Corp                                                                                               | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     41000 | PA      | $37464.63     | 0.56%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC          | IPALCO Enterprises Inc                                                                                             | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35013.93     | 0.52%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP           | Antero Resources Corp                                                                                              | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28147.50     | 0.42%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION        | FirstEnergy Transmission LLC                                                                                       | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9801.66      | 0.15%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT          | British Airways 2020-1 Class A Pass Through Trust                                                                  | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89713 | PA      | $82222.03     | 1.23%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP               | Hyatt Hotels Corp                                                                                                  | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31880.91     | 0.48%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC          | Diamondback Energy Inc                                                                                             | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33698.54     | 0.50%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP            | Westpac Banking Corp                                                                                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     64000 | PA      | $54682.65     | 0.82%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                      | Humana Inc                                                                                                         | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47003.30     | 0.70%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                  | Halliburton Co                                                                                                     | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34263.52     | 0.51%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO             | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41266.37     | 0.62%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC        | Vistra Operations Co LLC                                                                                           | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52760.67     | 0.79%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                | Bank of Montreal                                                                                                   | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $68264.67     | 1.02%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE          | VICI Properties LP / VICI Note Co Inc                                                                              | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |     69000 | PA      | $66112.19     | 0.99%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC             | Elevance Health Inc                                                                                                | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40555.33     | 0.60%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP           | Intact Financial Corp                                                                                              | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $16970.27     | 0.25%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO              | Ameren Illinois Co                                                                                                 | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22328.20     | 0.33%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                | T-Mobile USA Inc                                                                                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78149.04     | 1.17%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                     | Netflix Inc                                                                                                        | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46201.19     | 0.69%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO             | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113620.41    | 1.69%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS        | FactSet Research Systems Inc                                                                                       | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33749.87     | 0.50%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                | Eastern Gas Transmission & Storage Inc                                                                             | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26220.24     | 0.39%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS          | Discover Financial Services                                                                                        | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17312.19     | 0.26%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc              | Ally Financial Inc                                                                                                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34382.12     | 0.51%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC          | Philip Morris International Inc                                                                                    | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28495.12     | 0.42%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC         | American Airlines 2021-1 Class A Pass Through Trust                                                                | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $25026.62     | 0.37%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                | BAT Capital Corp                                                                                                   | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49630.55     | 0.74%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                | Georgia Power Co                                                                                                   | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49997.70     | 0.75%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC        | Baltimore Gas and Electric Co                                                                                      | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36210.02     | 0.54%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-15

**Name of Applicant:** LORD ABBETT INVESTMENT TRUST

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer