# EDGAR Filing Document

**Accession Number:** 0001139819
**File Stem:** 0001752724-23-073904
**Filing Date:** 2023-3
**Character Count:** 109444
**Document Hash:** 03deb6ef0ef91347612a5af6b123bad4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-073904.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-073904

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT TRUST I
- **CENTRAL INDEX KEY:** 0001139819
- **IRS NUMBER:** 223805271
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10371
- **FILM NUMBER:** 23778674

**BUSINESS ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **STREET 2:** 11TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07301-3973
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **STREET 2:** 11TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302-3973

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LORD ABBETT EQUITY TRUST
- **DATE OF NAME CHANGE:** 20110729

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LORD ABBETT BLEND TRUST
- **DATE OF NAME CHANGE:** 20010502

## Series and Classes Contracts Data

### Lord Abbett Climate Focused Bond Fund (Series ID: S000068466)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000218922 | Class R6     | CFBUX           |
| C000218923 | Class R5     | CFBTX           |
| C000218924 | Class R4     | CFBRX           |
| C000218925 | Class R3     | CFLQX           |
| C000218926 | Class A      | CFBAX           |
| C000218927 | Class I      | CFLIX           |
| C000218928 | Class F3     | CFLNX           |
| C000218929 | Class F      | CFLFX           |
| C000218930 | Class C      | CFBCX           |

## 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 TRUST I

- **b. Investment Company Act file number:** 811-10371

- **c. CIK number of Registrant:** 0001139819

- **d. LEI of Registrant:** 549300XXOBNDWQ1JMK89

- **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 Climate Focused Bond Fund

- **b. EDGAR series identifier (if any):** S000068466

- **c. LEI of Series:** 549300OPSCC3OI43PV02

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $19878893.34

**Total Liabilities:** $335396.07

**Net Assets:** $19543497.27

**Cash Not Reported:** $115902.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -24.83000000 | **1-Year:** -673.14000000 | **5-Year:** -2533.77000000 | **10-Year:** -2679.33000000 | **30-Year:** -555.01000000

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

- **3-Month:** -16.39000000 | **1-Year:** -257.96000000 | **5-Year:** -886.12000000 | **10-Year:** -331.81000000 | **30-Year:** -4.47000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218928 | 2.69%                | -1.22%               | 2.34%                |
| Class ID C000218924 | 2.78%                | -1.35%               | 2.32%                |
| Class ID C000218926 | 2.67%                | -1.28%               | 2.32%                |
| Class ID C000218923 | 2.80%                | -1.33%               | 2.34%                |
| Class ID C000218930 | 2.61%                | -1.29%               | 2.27%                |
| Class ID C000218929 | 2.80%                | -1.33%               | 2.34%                |
| Class ID C000218922 | 2.69%                | -1.22%               | 2.34%                |
| Class ID C000218925 | 2.76%                | -1.37%               | 2.30%                |
| Class ID C000218927 | 2.80%                | -1.33%               | 2.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-181387.87              | $1011563.33                                |
| Month 2  | $-213000.80              | $128588.22                                 |
| Month 3  | $-53266.21               | $572345.93                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CORPUS CHRISTI TX UTILITY SYSREVENUE                         | City of Corpus Christi TX Utility System Revenue                                 | CUSIP: 220245L28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $42213.17     | 0.22%             | 2030-07-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67138.45     | 0.34%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SCATEC ASA                                                   | Scatec ASA                                                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIARK36 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $99474.25     | 0.51%             | 2025-08-19      | Floating      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                     | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $86600.01     | 0.44%             | 2031-12-01      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                   | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    596923 | PA      | $596923.41    | 3.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EATON CORP                                                   | Eaton Corp                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60023.31     | 0.31%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                      | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     50000 | PA      | $42625.40     | 0.22%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| HAMBURGER HOCHBAHN AG                                        | Hamburger Hochbahn AG                                                            | CUSIP: 000000000<br>LEI: 98450007CP3E2ABFF983 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $86255.16     | 0.44%             | 2031-02-24      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                             | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $91714.61     | 0.47%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                               | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    380000 | PA      | $296571.82    | 1.52%             | 2043-02-04      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Asian Development Bank                                       | Asian Development Bank                                                           | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    135000 | PA      | $130347.86    | 0.67%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                     | Sweihan PV Power Co PJSC                                                         | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    194716 | PA      | $163491.54    | 0.84%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                      | Essential Utilities Inc                                                          | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49983.71     | 0.26%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CANAL ISABEL II GESTION                                      | Canal de Isabel II Gestion SA                                                    | CUSIP: 000000000<br>LEI: 959800T25J8CA6LUCP08 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $104284.79    | 0.53%             | 2025-02-26      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                            | EURO-BUND FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         2 | NC      | $-8743.84     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| TECHEM VERWALTUNGSGES                                        | Techem Verwaltungsgesellschaft 674 mbH                                           | CUSIP: 000000000<br>LEI: 549300W2QKB8BC676O97 | Long             | DBT              | CORP              | DE        |     87920 | PA      | $91839.99     | 0.47%             | 2026-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                         | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $654.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40777.84     | 0.21%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                                     | Novelis Sheet Ingot GmbH                                                         | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $95064.12     | 0.49%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                       | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $93380.78     | 0.48%             | 2032-03-11      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| EWT Holdings III Corp.                                       | EWT Holdings III Corp. 2021 Term Loan                                            | CUSIP: 26928XAB7<br>LEI: 5493007CXSSB57GCEB24 | Long             | LON              | CORP              | US        |     24439 | PA      | $24450.40     | 0.13%             | 2028-04-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                  | Hubbell Inc                                                                      | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52021.59     | 0.27%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-4155.56     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO CAR AB                                                 | Volvo Car AB                                                                     | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $98995.91     | 0.51%             | 2027-10-07      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058KD4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    220000 | PA      | $218123.53    | 1.12%             | 2028-11-22      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                     | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $158125.58    | 0.81%             | 2034-10-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| IGNITIS GRUPE AB                                             | Ignitis Grupe AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | DBT              | CORP              | LT        |    100000 | PA      | $90848.59     | 0.46%             | 2030-05-21      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1440.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-263.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL FINANCE COR                                             | International Finance Corp                                                       | CUSIP: 45950KCW8<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $49990.86     | 0.26%             | 2023-06-30      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                | NYO Commercial Mortgage Trust 2021-1290                                          | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $45975.23     | 0.24%             | 2038-11-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                          | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |    100000 | PA      | $88723.97     | 0.45%             | 2030-04-30      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| STATNETT SF                                                  | Statnett SF                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |   2000000 | PA      | $189083.66    | 0.97%             | 2023-06-30      | Fixed         | 0.52%                 | Yes           |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                                         | Ferrovie dello Stato Italiane SpA                                                | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $90193.80     | 0.46%             | 2028-03-25      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                       | Array Technologies Inc                                                           | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |     18000 | PA      | $20363.40     | 0.10%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SIGNIFY NV                                                   | Signify NV                                                                       | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106354.50    | 0.54%             | 2024-05-11      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-25.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP                                        | Seattle Children's Hospital                                                      | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37262.90     | 0.19%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                        | One Bryant Park Trust 2019-OBP                                                   | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $84951.83     | 0.43%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $89398.95     | 0.46%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                            | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $77701.79     | 0.40%             | 2035-06-16      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $117481.73    | 0.60%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                    | Xylem Inc/NY                                                                     | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42026.23     | 0.22%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | New York City Water & Sewer System                                               | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $57621.84     | 0.29%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058KG7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $99369.48     | 0.51%             | 2026-06-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                     | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     66000 | PA      | $45948.21     | 0.24%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| INTL FINANCE CORP                                            | International Finance Corp                                                       | CUSIP: 45950VQM1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    230000 | PA      | $229846.93    | 1.18%             | 2024-04-03      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                       | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42308.25     | 0.22%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                     | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $95627.92     | 0.49%             | 2027-06-21      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                     | Southwestern Public Service Co                                                   | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40944.98     | 0.21%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                       | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $188687.17    | 0.97%             | 2024-06-19      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US LONG BOND(CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $-3348.88     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                                 | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $94043.50     | 0.48%             | 2032-06-09      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    106000 | PA      | $111531.88    | 0.57%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating, LLC                               | TerraForm Power Operating, LLC 2022 Term Loan B                                  | CUSIP: 88103NAK6<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |     27850 | PA      | $27897.94     | 0.14%             | 2029-05-21      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                           | Enphase Energy Inc                                                               | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20102.00     | 0.10%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PLUG POWER INC                                               | Plug Power Inc                                                                   | CUSIP: 72919PAD5<br>LEI: 549300JPDKRSJ8JSM954 | Long             | DBT              | CORP              | US        |      3000 | PA      | $10237.50     | 0.05%             | 2025-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $18085.81     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                       | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     60000 | PA      | $53737.65     | 0.27%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                         | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $95137.39     | 0.49%             | 2034-05-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                     | Northern States Power Co/MN                                                      | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34302.51     | 0.18%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-508.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                             | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     95000 | PA      | $62869.51     | 0.32%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                     | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $78732.19     | 0.40%             | 2033-11-29      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                             | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $101882.73    | 0.52%             | 2032-06-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ORSTED A/S                                                   | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $96279.34     | 0.49%             | 2029-11-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| LUCID GROUP INC                                              | Lucid Group Inc                                                                  | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $7822.50      | 0.04%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                             | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $92544.87     | 0.47%             | 2028-11-14      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                          | Sunnova Energy Corp                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     57000 | PA      | $51380.66     | 0.26%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                      | Development Bank of Japan Inc                                                    | CUSIP: 25159MBH9<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $199151.00    | 1.02%             | 2025-09-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                 | AES Corp/The                                                                     | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49653.91     | 0.25%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                | JP Morgan Chase Commercial Mortgage Securities Trust 2021-1440                   | CUSIP: 46653DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $105197.76    | 0.54%             | 2036-03-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -7 | NC      | $-14682.54    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NEDER FINANCIERINGS-MAAT                                     | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | CUSIP: 000000000<br>LEI: XTC5E2QFTEF0435JWL77 | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $219198.42    | 1.12%             | 2027-10-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    100000 | PA      | $83499.50     | 0.43%             | 2033-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY UP                                        | Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ | CUSIP: 00654AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $186900.43    | 0.96%             | 2024-12-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                     | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |     75000 | PA      | $66554.26     | 0.34%             | 2030-04-30      | Fixed         | 0.42%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                                | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $94517.32     | 0.48%             | 2027-11-17      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Zurn Holdings, Inc.                                          | Zurn Holdings, Inc. 2021 Term Loan B                                             | CUSIP: 76168JAS5<br>LEI: 549300XLZXRC2KJ6VK87 | Long             | LON              | CORP              | US        |     16870 | PA      | $16888.58     | 0.09%             | 2028-10-04      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-22493.38    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Esdec Solar Group B.V.                                       | Esdec Solar Group B.V. Term Loan B                                               | CUSIP: 000000000<br>LEI: 724500UTJRTIU7878U15 | Long             | LON              | CORP              | NL        |     19358 | PA      | $19309.83     | 0.10%             | 2028-08-30      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                      | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $171498.00    | 0.88%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BINGO INDUSTRIES LTD                                         | Bingo Industries Ltd Term Loan                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |     29625 | PA      | $28514.06     | 0.15%             | 2028-07-14      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                | Owens Corning                                                                    | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52202.47     | 0.27%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-181394.88   | -0.93%            |  |  |  | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     49000 | PA      | $39018.22     | 0.20%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                         | Legence Holdings LLC 2021 Delayed Draw Term Loan                                 | CUSIP: 75865HAH1<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |      1071 | PA      | $1062.51      | 0.01%             | 2027-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AURORA CO WTR REVENUE                                        | City of Aurora CO Water Revenue                                                  | CUSIP: 051595CE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $23145.70     | 0.12%             | 2036-08-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DRAX FINCO PLC                                               | Drax Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000MW6H7G7JFNQ88 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $104019.19    | 0.53%             | 2025-11-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200838.83    | 1.03%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                    | Apple Inc                                                                        | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81529.23     | 0.42%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARTNERRE IRELAND FINANC                                     | PartnerRe Ireland Finance DAC                                                    | CUSIP: 000000000<br>LEI: 54930031Y2QTHTYUHU14 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $99042.50     | 0.51%             | 2026-09-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SOLAR EDGE TECHNOLOGIES                                      | SolarEdge Technologies Inc                                                       | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |     14000 | PA      | $18865.00     | 0.10%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SWEDEN                                            | Sweden Government International Bond                                             | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $82770.90     | 0.42%             | 2030-09-09      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                              | Weyerhaeuser Co                                                                  | CUSIP: 962166BT0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     40000 | PA      | $45216.38     | 0.23%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                         | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $3620.44      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                        | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $96030.16     | 0.49%             | 2027-05-10      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                     | Johnson Controls International plc / Tyco Fire & Security Finance SCA            | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     47000 | PA      | $38962.26     | 0.20%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                      | Japan Bank for International Cooperation                                         | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $181523.15    | 0.93%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GETLINK SE                                                   | Getlink SE                                                                       | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $106518.99    | 0.55%             | 2025-10-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                            | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $225293.24    | 1.15%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS                                       | Societe Du Grand Paris EPIC                                                      | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $173059.11    | 0.89%             | 2034-05-25      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                         | Enel Finance International NV                                                    | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $156261.40    | 0.80%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     62000 | PA      | $52210.32     | 0.27%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP/FIN C                                     | Enviva Partners LP / Enviva Partners Finance Corp                                | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $36447.45     | 0.19%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                       | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     89000 | PA      | $59212.04     | 0.30%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83556.96     | 0.43%             | 2033-09-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                        | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $115926.32    | 0.59%             | 2025-02-03      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                            | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     34000 | PA      | $27159.38     | 0.14%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                     | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47689.18     | 0.24%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                          | Global Payments Inc                                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44451.19     | 0.23%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SUNRUN INC                                                   | Sunrun Inc                                                                       | CUSIP: 86771WAB1<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14430.00     | 0.07%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                        | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-9195.28     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                               | BorgWarner Inc                                                                   | CUSIP: 099724AJ5<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62823.24     | 0.32%             | 2025-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $1473.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                              | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     54000 | PA      | $42925.14     | 0.22%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52991.99     | 0.27%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                  | BNP Paribas SA                                                                   | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $177871.76    | 0.91%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                               | EDP Finance BV                                                                   | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $210193.71    | 1.08%             | 2027-10-11      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ExGen Renewables IV, LLC                                     | ExGen Renewables IV, LLC 2020 Term Loan                                          | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |     29519 | PA      | $29521.54     | 0.15%             | 2027-12-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $4420.95      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                         | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $2417.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                          | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $88596.17     | 0.45%             | 2031-05-27      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                       | Massachusetts Institute of Technology                                            | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71252.59     | 0.36%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                        | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $163454.19    | 0.84%             | 2030-05-28      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-669.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SECHE ENVIRONNEMENT SA                                       | Seche Environnement SA                                                           | CUSIP: 000000000<br>LEI: 969500R9ENNIN33POO20 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $93824.33     | 0.48%             | 2028-11-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| HONG KONG                                                    | Hong Kong Government International Bond                                          | CUSIP: 43858AAG5<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $204184.85    | 1.04%             | 2028-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                     | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     48000 | PA      | $40680.44     | 0.21%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND                                             | Continental Wind LLC                                                             | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55881 | PA      | $57249.70     | 0.29%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thermostat Purchaser III, Inc.                               | Thermostat Purchaser III, Inc. Term Loan                                         | CUSIP: 88366MAC8<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |     13827 | PA      | $13049.11     | 0.07%             | 2028-08-31      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| NIO INC                                                      | NIO Inc                                                                          | CUSIP: 62914VAF3<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |      8000 | PA      | $6740.00      | 0.03%             | 2027-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                                        | Liberty Utilities Finance GP 1                                                   | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79184.40     | 0.41%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WABTEC TRANSPORTATION                                        | Wabtec Transportation Netherlands BV                                             | CUSIP: 000000000<br>LEI: 213800W8WKL7DR8NFE48 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $94441.29     | 0.48%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                           | Province of Quebec Canada                                                        | CUSIP: 748148SA2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     88000 | PA      | $62372.16     | 0.32%             | 2027-02-13      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                       | Mueller Water Products Inc                                                       | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     51000 | PA      | $45294.71     | 0.23%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                                        | Eco Material Technologies Inc                                                    | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43353.23     | 0.22%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING S                                             | Paprec Holding SA                                                                | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $94638.28     | 0.48%             | 2028-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                       | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              |  | US        |     71000 | PA      | $54361.67     | 0.28%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REGL TRANSPRTN DIST CO SALES TAX REVENUE                     | Regional Transportation District Sales Tax Revenue                               | CUSIP: 759136VM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $19470.46     | 0.10%             | 2036-11-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                                | Metropolitan Transportation Authority                                            | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     45000 | PA      | $41678.99     | 0.21%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51465.41     | 0.26%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERDE BIDCO SPA                                              | Verde Bidco SpA                                                                  | CUSIP: 000000000<br>LEI: 984500D74F7AB47FCW98 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $98207.07     | 0.50%             | 2026-10-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                     | NextEra Energy Operating Partners LP                                             | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32986.98     | 0.17%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                     | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $146323.78    | 0.75%             | 2051-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CA WTR AUTH                                   | San Diego County Water Authority                                                 | CUSIP: 797412DW0<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     60000 | PA      | $46573.18     | 0.24%             | 2034-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE               | Dallas Area Rapid Transit                                                        | CUSIP: 235241WL6<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     80000 | PA      | $63241.20     | 0.32%             | 2036-12-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $488.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                           | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39747.85     | 0.20%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                     | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     74000 | PA      | $48687.81     | 0.25%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                                     | Industrial Bank of Korea                                                         | CUSIP: 45604GAK5<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $187027.36    | 0.96%             | 2024-09-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                       | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AG8<br>LEI: N/A                  | Long             | DBT              |  | US        |     15000 | PA      | $14737.50     | 0.08%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                          | Global Payments Inc                                                              | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29844.80     | 0.15%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                 | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $95772.40     | 0.49%             | 2031-06-18      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                        | Topaz Solar Farms LLC                                                            | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66392 | PA      | $63868.44     | 0.33%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                     | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $97205.00     | 0.50%             | 2029-06-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                       | Tesla Auto Lease Trust 2021-A                                                    | CUSIP: 88161FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96215.17     | 0.49%             | 2025-03-20      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| SERVICIOS MEDIO AMBIENTE                                     | FCC Servicios Medio Ambiente Holding SAU                                         | CUSIP: 000000000<br>LEI: 959800JMZW3HYQVLKG81 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $98351.65     | 0.50%             | 2026-12-04      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                     | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    212258 | PA      | $128664.21    | 0.66%             | 2050-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                           | nVent Finance Sarl                                                               | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     67000 | PA      | $54826.22     | 0.28%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                           | Canary Wharf Group Investment Holdings PLC                                       | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $105893.99    | 0.54%             | 2025-04-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                     | Tucson Electric Power Co                                                         | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47792.90     | 0.24%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                       | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38038.48     | 0.19%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Transport for London                                         | Transport for London                                                             | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $232934.59    | 1.19%             | 2025-04-24      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Array Technologies, Inc.                                     | Array Technologies, Inc. Term Loan B                                             | CUSIP: 04270YAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | LON              | CORP              | US        |     31341 | PA      | $30704.84     | 0.16%             | 2027-10-14      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                       | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $96616.24     | 0.49%             | 2027-04-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV                                     | LeasePlan Corp NV                                                                | CUSIP: 000000000<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $97505.46     | 0.50%             | 2026-02-23      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                         | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $1440.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $1188.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $200092.34    | 1.02%             | 2027-04-12      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR | City of San Francisco CA Public Utilities Commission Water Revenue               | CUSIP: 79765RSV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $111731.40    | 0.57%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                            | EURO-BOBL FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         2 | NC      | $-4264.78     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| VESTAS WIND SYSTEMS FINA                                     | Vestas Wind Systems Finance BV                                                   | CUSIP: 000000000<br>LEI: 635400M3RVFQU3M7HW17 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $91651.23     | 0.47%             | 2034-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| REN FINANCE BV                                               | Ren Finance BV                                                                   | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $89206.12     | 0.46%             | 2029-04-16      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORP                                                | Amphenol Corp                                                                    | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66447.55     | 0.34%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                  | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $210609.07    | 1.08%             | 2024-08-28      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                            | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43853.55     | 0.22%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United Utilities PLC                                         | United Utilities PLC                                                             | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $54701.56     | 0.28%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                                | Vattenfall AB                                                                    | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $99027.65     | 0.51%             | 2026-06-24      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Aptiv PLC                                                    | Aptiv PLC                                                                        | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     35000 | PA      | $33748.18     | 0.17%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                      | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $88083.09     | 0.45%             | 2031-05-28      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -21 | NC      | $-15973.26    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                      | Japan Finance Organization for Municipalities                                    | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $185602.65    | 0.95%             | 2028-02-02      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL JAPAN RAILWAY CO                                     | Central Japan Railway Co                                                         | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $191229.91    | 0.98%             | 2024-10-02      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                     | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64169.62     | 0.33%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                     | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49562.01     | 0.25%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.             | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $92708.51     | 0.47%             | 2032-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                        | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $105298.88    | 0.54%             | 2025-10-13      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                            | EURO-BUXL 30Y BND MAR23                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         2 | NC      | $-38075.16    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| NTT FINANCE CORP                                             | NTT Finance Corp                                                                 | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200085.97    | 1.02%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SWEDEN                                            | Sweden Government International Bond                                             | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $82770.90     | 0.42%             | 2030-09-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                            | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    200000 | PA      | $191305.07    | 0.98%             | 2025-02-11      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| LEEWARD RENEWABL                                             | Leeward Renewable Energy Operations LLC                                          | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    102000 | PA      | $89900.03     | 0.46%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $78.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAZALGETTE FINANCE PLC                                       | Bazalgette Finance Plc                                                           | CUSIP: 000000000<br>LEI: 213800ZGSE4AQTG77U19 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101544.14    | 0.52%             | 2034-03-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                       | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    100000 | PA      | $81080.21     | 0.41%             | 2032-01-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $3516.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                       | Solar Star Funding LLC                                                           | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78666 | PA      | $78861.37     | 0.40%             | 2035-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                     | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     33000 | PA      | $19137.96     | 0.10%             | 2052-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                         | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $5409.98      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    221000 | PA      | $205934.52    | 1.05%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                      | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35865.54     | 0.18%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Greenko Investment Co                                        | Greenko Investment Co                                                            | CUSIP: 39530XAA2<br>LEI: 21380023V4N5Y8KXN552 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $197000.00    | 1.01%             | 2023-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CULLINAN HOLDCO                                              | Cullinan Holdco Scsp                                                             | CUSIP: 000000000<br>LEI: 549300F81ZP47K818173 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $97785.69     | 0.50%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                              | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $90359.59     | 0.46%             | 2029-06-09      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE DU GRAND PARIS                                       | Societe Du Grand Paris EPIC                                                      | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $72447.91     | 0.37%             | 2036-09-02      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| Nordic Investment Bank                                       | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $52183.00     | 0.27%             | 2024-06-10      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| BUREAU VERITAS SA                                            | Bureau Veritas SA                                                                | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $104266.41    | 0.53%             | 2025-01-06      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                          | Quanta Services Inc                                                              | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60079.45     | 0.31%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     86000 | PA      | $75373.22     | 0.39%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                     | Inter-American Investment Corp                                                   | CUSIP: 45828Q2A4<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |     75000 | PA      | $72327.68     | 0.37%             | 2025-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                                      | Atlantica Sustainable Infrastructure PLC                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $178245.00    | 0.91%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN FIVE LLC                                      | Goodman US Finance Five LLC                                                      | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |     28000 | PA      | $26532.35     | 0.14%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-632.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                            | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $77325.20     | 0.40%             | 2032-11-30      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| EEW ENERGY FROM                                              | EEW Energy from Waste GmbH                                                       | CUSIP: 000000000<br>LEI: 529900YYYN57F8GSXH16 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $95168.60     | 0.49%             | 2026-06-30      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $88.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                         | Legence Holdings LLC 2021 Term Loan                                              | CUSIP: 75865HAJ7<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |     18381 | PA      | $18243.09     | 0.09%             | 2027-12-16      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| DERICHEBOURG                                                 | Derichebourg SA                                                                  | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $93069.85     | 0.48%             | 2028-07-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| DALLAS TX WTRWKS & SWR SYS REVENUE                           | City of Dallas TX Waterworks & Sewer System Revenue                              | CUSIP: 23542JRC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $58152.50     | 0.30%             | 2040-10-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-525.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS                                      | NextEra Energy Partners LP                                                       | CUSIP: 65341BAE6<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13391.00     | 0.07%             | 2024-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                         | Pentair Finance Sarl                                                             | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $56938.84     | 0.29%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOREA WATER RESOURCES                                        | Korea Water Resources Corp                                                       | CUSIP: 000000000<br>LEI: 98840035IHSMZZ2TP220 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $199444.00    | 1.02%             | 2023-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                       | Kommuninvest I Sverige AB                                                        | CUSIP: 50046PBL8<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $198528.08    | 1.02%             | 2023-04-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| STORA ENSO OYJ                                               | Stora Enso Oyj                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $87902.21     | 0.45%             | 2030-12-02      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| MidAmerican Energy Co                                        | MidAmerican Energy Co                                                            | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57435.16     | 0.29%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                                  | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $78764.80     | 0.40%             | 2036-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSALTA CORP                                               | TransAlta Corp                                                                   | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $49418.32     | 0.25%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123772.58    | 0.63%             | 2024-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98958.49     | 0.51%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                     | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    684000 | PA      | $632715.84    | 3.24%             | 2030-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALSTOM SA                                                    | Alstom SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $98708.03     | 0.51%             | 2026-10-14      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| PHILADELPHIA PA WTR & WSTWTR REVENUE                         | City of Philadelphia PA Water & Wastewater Revenue                               | CUSIP: 717893R52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $34119.76     | 0.17%             | 2028-11-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| REXEL SA                                                     | Rexel SA                                                                         | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $94682.10     | 0.48%             | 2028-06-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CA WSTWTR SYS REVENUE                            | City of Los Angeles CA Wastewater System Revenue                                 | CUSIP: 5446526E5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $56314.12     | 0.29%             | 2039-06-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                       | Ormat Technologies Inc                                                           | CUSIP: 686688AA0<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $24440.00     | 0.13%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                     | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $223283.28    | 1.14%             | 2028-09-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                     | Pattern Energy Operations LP / Pattern Energy Operations Inc                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $40426.98     | 0.21%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                         | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $558.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                     | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAB2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $137353.75    | 0.70%             | 2025-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON CNTY TN WTR & SWR REVENUE      | Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue  | CUSIP: 592098Y92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $15923.82     | 0.08%             | 2036-07-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer