# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-23-009368
**Filing Date:** 2023-1
**Character Count:** 135153
**Document Hash:** 522193001920bc4d368ec44de72ceca7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009368.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009368

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07988
- **FILM NUMBER:** 23546511

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

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

## Series and Classes Contracts Data

### Lord Abbett Income Fund (Series ID: S000007281)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000020001 | Class I      | LAUYX           |
| C000020002 | Class A      | LAGVX           |
| C000020004 | Class C      | LAUSX           |
| C000054897 | Class F      | LAUFX           |
| C000054898 | Class R2     | LAUQX           |
| C000054899 | Class R3     | LAURX           |
| C000156632 | Class R4     | LAUKX           |
| C000156633 | Class R5     | LAUTX           |
| C000156634 | Class R6     | LAUVX           |
| C000188242 | Class F3     | LOGVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

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

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

- **a. Name of Series:** Lord Abbett Income Fund

- **b. EDGAR series identifier (if any):** S000007281

- **c. LEI of Series:** Z3TCNPEIWI339G5J1A97

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2784404129.79

**Total Liabilities:** $289917019.59

**Net Assets:** $2494487110.20

**Delayed Delivery Securities:** $147049236.86

**Cash Not Reported:** $6441500.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2044.12000000 | **1-Year:** -69312.77000000 | **5-Year:** -394951.68000000 | **10-Year:** -676361.52000000 | **30-Year:** -99915.16000000

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

- **3-Month:** -670.78000000 | **1-Year:** -28131.88000000 | **5-Year:** -75974.26000000 | **10-Year:** -43431.44000000 | **30-Year:** -10024.39000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054897 | -5.27%               | -0.89%               | 4.30%                |
| Class ID C000156634 | -5.26%               | -0.88%               | 4.31%                |
| Class ID C000156632 | -4.88%               | -1.32%               | 4.28%                |
| Class ID C000156633 | -5.27%               | -0.88%               | 4.31%                |
| Class ID C000188242 | -5.26%               | -0.88%               | 4.31%                |
| Class ID C000020004 | -5.31%               | -0.95%               | 4.22%                |
| Class ID C000020001 | -5.27%               | -0.88%               | 4.31%                |
| Class ID C000020002 | -5.28%               | -0.90%               | 4.29%                |
| Class ID C000054898 | -5.27%               | -0.92%               | 4.22%                |
| Class ID C000054899 | -5.28%               | -0.92%               | 4.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-17774169.38            | $-110949324.14                             |
| Month 2  | $-36953220.56            | $16317142.74                               |
| Month 3  | $-24270545.27            | $115610138.78                              |

**Designated Index Information**

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

- **Index Identifier:** BCF2T

### Schedule of Portfolio Investments

| Name                                            | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9129000 | PA      | $6792797.79   | 0.27%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                              | Baytex Energy Corp                                                              | CUSIP: 07317QAH8<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5161125.00   | 0.21%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                        | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9534375.00   | 0.38%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                        | Western Midstream Operating LP                                                  | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1853400.00   | 0.07%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                     | BNP Paribas SA                                                                  | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6844000 | PA      | $6019390.39   | 0.24%             | 2033-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                          | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6120037.28   | 0.25%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                         | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |  14523000 | PA      | $11402618.57  | 0.46%             | 2032-01-07      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Berry Petroleum Co LLC                          | Berry Petroleum Co LLC                                                          | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |   7760000 | PA      | $7358691.60   | 0.29%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                       | Avant Loans Funding Trust 2021-REV1                                             | CUSIP: 05353LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7135000 | PA      | $6174900.13   | 0.25%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23455080 | PA      | $16271665.04  | 0.65%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                     | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   9976000 | PA      | $9553106.69   | 0.38%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                       | Qorvo Inc                                                                       | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8036300.00   | 0.32%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                      | Cigna Corp                                                                      | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   6767000 | PA      | $5754117.61   | 0.23%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                             | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $4442079.59   | 0.18%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAP ROCK RESOURCES LLC                          | Tap Rock Resources LLC                                                          | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7494360.00   | 0.30%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                             | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8831000 | PA      | $8381629.53   | 0.34%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                        | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                      | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3097295.27   | 0.12%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                   | Discover Bank                                                                   | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7465556.17   | 0.30%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                 | McDonald's Corp                                                                 | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   9977000 | PA      | $9929271.93   | 0.40%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                        | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7015091.52   | 0.28%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                            | Vermilion Energy Inc                                                            | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9245106.60   | 0.37%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                           | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |  15865000 | PA      | $16246023.36  | 0.65%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XVII Ltd                                                   | CUSIP: 55818YBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9697608.30   | 0.39%             | 2030-07-21      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                             | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |   6974483 | PA      | $5126314.42   | 0.21%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                | ABN AMRO Bank NV                                                                | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $2900274.88   | 0.12%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                      | Flagship Credit Auto Trust 2019-1                                               | CUSIP: 33844RAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3936811.60   | 0.16%             | 2025-02-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5104000 | PA      | $4035665.27   | 0.16%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                              | Viterra Finance BV                                                              | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   5846000 | PA      | $5470927.95   | 0.22%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6789250.00   | 0.27%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  29237000 | PA      | $23717842.92  | 0.95%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |  25500000 | PA      | $22452716.85  | 0.90%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                         | America Movil SAB de CV                                                         | CUSIP: 03217KAB4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |  11000000 | PA      | $10161250.00  | 0.41%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64763000 | PA      | $65086815.00  | 2.61%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                     | Southwestern Energy Company 2021 Term Loan                                      | CUSIP: 84546SAU7<br>LEI: EFWMP121W54QV9MGOP87 | Long             | LON              | CORP              | US        |  28569675 | PA      | $28283978.39  | 1.13%             | 2027-06-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                              | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $18343930.71  | 0.74%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10136004 | PA      | $9513198.79   | 0.38%             | 2041-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                             | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  16461000 | PA      | $15964080.93  | 0.64%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                      | Cigna Corp                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  19225000 | PA      | $18756009.20  | 0.75%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                          | Lending Funding Trust 2020-2                                                    | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4651000 | PA      | $3976341.29   | 0.16%             | 2031-04-21      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I            | Fairstone Financial Issuance Trust I                                            | CUSIP: 30575PAS5<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |  15535000 | PA      | $11100928.85  | 0.45%             | 2039-10-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                      | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   9918000 | PA      | $9505181.00   | 0.38%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                          | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1682000 | PA      | $1473033.58   | 0.06%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27650000 | PA      | $26922027.21  | 1.08%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                          | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4128771.06   | 0.17%             | 2052-06-01      | Fixed         | 4.39%                 | 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        |  10000000 | PA      | $8240490.00   | 0.33%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                     | Continental Finance Credit Card ABS Master Trust                                | CUSIP: 66981PAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3626976.00   | 0.15%             | 2028-12-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                    | SPX FLOW Inc                                                                    | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |   3938000 | PA      | $3303450.37   | 0.13%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2018-4 Ltd                                                             | CUSIP: 92917WBG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3950000 | PA      | $3876724.14   | 0.16%             | 2032-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                    | Navient Corp                                                                    | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5412637.50   | 0.22%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                        | Permian Resources Operating LLC                                                 | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $8965701.25   | 0.36%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                          | Aviation Capital Group LLC                                                      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3918000 | PA      | $3390766.10   | 0.14%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                  | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   5000000 | PA      | $3943930.10   | 0.16%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                      | FedEx Corp                                                                      | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $4678123.84   | 0.19%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                       | Amgen Inc                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  12566000 | PA      | $11988227.26  | 0.48%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                          | GE Healthcare Holding LLC                                                       | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  15073000 | PA      | $15379981.39  | 0.62%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                           | Xiaomi Best Time International Ltd                                              | CUSIP: 000000000<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |  12000000 | PA      | $8283843.12   | 0.33%             | 2031-07-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| DTE ENERGY CO                                   | DTE Energy Co                                                                   | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  13166000 | PA      | $11307165.40  | 0.45%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  18611000 | PA      | $14904748.88  | 0.60%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                              | Viterra Finance BV                                                              | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |  14555000 | PA      | $11056417.42  | 0.44%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UBS AG                                          | UBS AG                                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  13800000 | PA      | $13580980.20  | 0.54%             | 2024-05-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                           | Earthstone Energy Holdings LLC                                                  | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $6844400.00   | 0.27%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                              | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |  13500000 | PA      | $12499127.42  | 0.50%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                  | Mariner Finance Issuance Trust 2021-A                                           | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5340000 | PA      | $4304734.73   | 0.17%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                             | Minejesa Capital BV                                                             | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |  12000000 | PA      | $10500000.00  | 0.42%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                     | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |  20630000 | PA      | $18451812.60  | 0.74%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1527 | NC      | $854894.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                         | Aethon United BR LP / Aethon United Finance Corp                                | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9962958.30   | 0.40%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                        | Aon Corp                                                                        | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5791225.73   | 0.23%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2015-GS1                                           | CUSIP: 36252AAF3<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |  30000000 | PA      | $184241.70    | 0.01%             | 2048-11-10      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                     | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12298000 | PA      | $12297705.71  | 0.49%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                           | Nabors Industries Ltd                                                           | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |   6000000 | PA      | $5776170.00   | 0.23%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9300000 | PA      | $8800488.26   | 0.35%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3780000 | PA      | $3411752.02   | 0.14%             | 2041-11-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                  | Lowe's Cos Inc                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $18918301.90  | 0.76%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2013-GCJ12                                         | CUSIP: 36197XAM6<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |  17580340 | PA      | $18374.97     | 0.00%             | 2046-06-10      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                    | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   7975000 | PA      | $6343808.97   | 0.25%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                          | CUSIP: 03881EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8470000 | PA      | $8158260.21   | 0.33%             | 2036-05-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -2380 | NC      | $-1273697.18  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                           | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3556000 | PA      | $2581912.49   | 0.10%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                              | Viterra Finance BV                                                              | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4310920.25   | 0.17%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4660122.05   | 0.19%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7325000 | PA      | $7097357.02   | 0.28%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8662767 | PA      | $8083435.79   | 0.32%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  11639000 | PA      | $12898055.69  | 0.52%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                           | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   8450000 | PA      | $6331419.38   | 0.25%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                              | Macquarie Bank Ltd                                                              | CUSIP: 55608XAB3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1850000 | PA      | $1797785.66   | 0.07%             | 2025-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                        | CUSIP: 38378KFD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6835164 | PA      | $74705.60     | 0.00%             | 2054-07-16      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                        | Selective Insurance Group Inc                                                   | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |   5081000 | PA      | $4444465.58   | 0.18%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust            | Perimeter Master Note Business Trust                                            | CUSIP: 71384PAE1<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   2831000 | PA      | $2798205.70   | 0.11%             | 2024-05-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7579463.50   | 0.30%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                        | California Resources Corp                                                       | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   2733000 | PA      | $2661286.08   | 0.11%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  21283000 | PA      | $19439117.71  | 0.78%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Ginnie Mae                                                                      | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12850000 | PA      | $12838956.97  | 0.51%             | 2053-01-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                               | Chord Energy Corp                                                               | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7339762.50   | 0.29%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                      | Hudsons Bay Simon JV Trust 2015-HBS                                             | CUSIP: 44422PBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18308000 | PA      | $2073.75      | 0.00%             | 2034-08-05      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                             | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |  29675000 | PA      | $31482504.25  | 1.26%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                         | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20975000 | PA      | $20152291.70  | 0.81%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                    | Assurant Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   9896000 | PA      | $8467819.57   | 0.34%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO XXVIII Ltd                                                     | CUSIP: 09630PAE3<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |  12000000 | PA      | $11400159.00  | 0.46%             | 2034-04-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                 | VMC Finance 2019-FL3 LLC                                                        | CUSIP: 91834PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    368505 | PA      | $362928.39    | 0.01%             | 2036-09-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                               | State Street Corp                                                               | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  14402000 | PA      | $13420227.61  | 0.54%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Fluor Corp                                      | Fluor Corp                                                                      | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |  16240000 | PA      | $14806820.00  | 0.59%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9650180.40   | 0.39%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $11248265.77  | 0.45%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                           | Newark BSL CLO 2 Ltd                                                            | CUSIP: 65023PAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2355453.58   | 0.09%             | 2030-07-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                         | Alcoa Nederland Holding BV                                                      | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |  15000000 | PA      | $13173000.00  | 0.53%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                          | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5696000 | PA      | $4812921.78   | 0.19%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust          | Santander Drive Auto Receivables Trust 2022-5                                   | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11275000 | PA      | $10888267.50  | 0.44%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                             | Leidos Holdings Inc                                                             | CUSIP: 78390XAC5<br>LEI: 549300IUTGTP6EJP8124 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1231789.71   | 0.05%             | 2040-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                         | CBAM 2017-1 Ltd                                                                 | CUSIP: 12480VAL9<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |   2929907 | PA      | $2625873.74   | 0.11%             | 2030-07-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   5488000 | PA      | $4890243.03   | 0.20%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                   | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   3270000 | PA      | $2585813.03   | 0.10%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                     | Resorts World Las Vegas LLC Term Loan A                                         | CUSIP: 76120KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1087500 | PA      | $1076625.00   | 0.04%             | 2024-04-16      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                                 | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   8563000 | PA      | $5812551.21   | 0.23%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                        | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   5185000 | PA      | $5415816.34   | 0.22%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                         | National Australia Bank Ltd                                                     | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  11000000 | PA      | $9249091.94   | 0.37%             | 2034-08-02      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                               | Suncor Energy Inc                                                               | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   6422000 | PA      | $6929837.44   | 0.28%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                            | Laredo Petroleum Inc                                                            | CUSIP: 516806AG1<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6079410.00   | 0.24%             | 2028-01-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-PC1 Mortgage Trust                                                    | CUSIP: 12593GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3017634 | PA      | $2682612.05   | 0.11%             | 2050-07-10      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                         | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   9239000 | PA      | $8820132.20   | 0.35%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                | Puget Energy Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |  18809000 | PA      | $16925168.24  | 0.68%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |  20000000 | PA      | $17534241.60  | 0.70%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                         | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   6984000 | PA      | $6889850.02   | 0.28%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                     | State of Illinois                                                               | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  15610000 | PA      | $15064544.45  | 0.60%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                           | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-255355.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayer Corp                                      | Bayer Corp                                                                      | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |  12162000 | PA      | $12549330.39  | 0.50%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  24515000 | PA      | $23471657.04  | 0.94%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                               | Tampa Electric Co                                                               | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   7475000 | PA      | $7036179.83   | 0.28%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP       | Invitation Homes Operating Partnership LP 2020 Term Loan A                      | CUSIP: 46187CAF8<br>LEI: 549300147YMUQB3GW319 | Long             | LON              | CORP              | US        |   3911798 | PA      | $3843341.54   | 0.15%             | 2025-01-31      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   5529000 | PA      | $4606241.25   | 0.18%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Ginnie Mae                                                                      | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7288000 | PA      | $7140816.51   | 0.29%             | 2053-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                      | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   7457000 | PA      | $7768806.85   | 0.31%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                     | Rad CLO 7 Ltd                                                                   | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7850616 | PA      | $7686580.68   | 0.31%             | 2033-04-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                          | Lendmark Funding Trust 2021-2                                                   | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5675000 | PA      | $4181337.73   | 0.17%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust 2019-4                                           | CUSIP: 14686YAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $6795740.38   | 0.27%             | 2026-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust 2020-3                                      | CUSIP: 30166NAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6900000 | PA      | $6572822.01   | 0.26%             | 2027-06-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                         | AEP Transmission Co LLC                                                         | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   9272000 | PA      | $8304307.23   | 0.33%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                            | Laredo Petroleum Inc                                                            | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2626250.00   | 0.11%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                          | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  11925000 | PA      | $9582436.42   | 0.38%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                           | Oglethorpe Power Corp                                                           | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   9881000 | PA      | $9686734.40   | 0.39%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                 | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |  20258000 | PA      | $19299700.17  | 0.77%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  14776000 | PA      | $14034480.03  | 0.56%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                        | Midcap Financial Issuer Trust                                                   | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2621205.00   | 0.11%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                           | Sri Lanka Government International Bond                                         | CUSIP: 85227SAK2<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |   2840000 | PA      | $907796.32    | 0.04%             | 2022-07-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                         | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AB1<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2601745.94   | 0.10%             | 2035-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                              | Alcon Finance Corp                                                              | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10084166.70  | 0.40%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Octagon Loan Funding Ltd                        | Octagon Loan Funding Ltd                                                        | CUSIP: 67590RAY1<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4925400.00   | 0.20%             | 2031-11-18      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                        | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                      | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5294000 | PA      | $5064008.05   | 0.20%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                        | CVR Partners LP / CVR Nitrogen Finance Corp                                     | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6037000 | PA      | $5457236.71   | 0.22%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CS Master Trust                                 | CS Master Trust                                                                 | CUSIP: 12598DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4182759.00   | 0.17%             | 2025-04-15      | Floating      | 7.80%                 | No            |                  3 | On Loan: No      |
| DELL INT LLC / EMC CORP                         | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9424000 | PA      | $11044339.47  | 0.44%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                         | Gulfport Energy Corp                                                            | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |   4864000 | PA      | $4854150.40   | 0.19%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                         | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11598840.00  | 0.46%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                           | Civitas Resources Inc                                                           | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7381200.00   | 0.30%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  10118000 | PA      | $9640794.55   | 0.39%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                        | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  16202000 | PA      | $17067650.02  | 0.68%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14293388.55  | 0.57%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                    | Assurant Inc                                                                    | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   3049000 | PA      | $2269938.55   | 0.09%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  36495000 | PA      | $32210712.90  | 1.29%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                         | American Airlines Group Inc                                                     | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3424000 | PA      | $3001753.69   | 0.12%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                         | JT International Financial Services BV                                          | CUSIP: 480914AA8<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |   9263000 | PA      | $9872938.35   | 0.40%             | 2032-10-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                         | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  15826000 | PA      | $13981152.73  | 0.56%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US LONG BOND(CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       119 | NC      | $59651.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27650000 | PA      | $27516070.31  | 1.10%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                          | Comstock Resources Inc                                                          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4613500.00   | 0.18%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2019-IMC                                           | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3726166.00   | 0.15%             | 2034-04-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                        | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  14977000 | PA      | $14732088.61  | 0.59%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Alloy Finco Limited                             | Alloy Finco Limited USD Holdco PIK Term Loan                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |     33239 | PA      | $28668.69     | 0.00%             | 2025-03-06      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |
| W & T OFFSHORE INC                              | W&T Offshore Inc                                                                | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2972070.00   | 0.12%             | 2023-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2089000 | PA      | $1877631.43   | 0.08%             | 2050-11-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                             | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2014000 | PA      | $1487057.87   | 0.06%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCC HOLDINGS LLC                               | ROCC Holdings LLC                                                               | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10017349.00  | 0.40%             | 2026-08-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                  | NRG Energy Inc                                                                  | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  14584000 | PA      | $13443800.71  | 0.54%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                            | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   8000000 | PA      | $5898744.96   | 0.24%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1320840.82   | 0.05%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CS Master Trust                                 | CS Master Trust                                                                 | CUSIP: 12657KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2378224.80   | 0.10%             | 2023-04-15      | Floating      | 8.03%                 | No            |                  3 | On Loan: No      |
| COMCAST CORP                                    | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5371000 | PA      | $5634746.50   | 0.23%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15031000 | PA      | $14180690.32  | 0.57%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15461000 | PA      | $13237392.95  | 0.53%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                         | Eni SpA                                                                         | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |  11398000 | PA      | $10642898.69  | 0.43%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO LTD                            | Marble Point CLO XVII Ltd                                                       | CUSIP: 56606CAG8<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |   3375000 | PA      | $3075857.31   | 0.12%             | 2033-04-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                               | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  11975000 | PA      | $10497599.22  | 0.42%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                     | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MAD1<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4491633.00   | 0.18%             | 2025-12-26      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                   | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  11435000 | PA      | $9320853.29   | 0.37%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                 | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7981000 | PA      | $7386592.28   | 0.30%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                         | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   9976000 | PA      | $9764127.12   | 0.39%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                     | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  10000000 | PA      | $8249063.40   | 0.33%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                      | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  46000000 | PA      | $42042004.98  | 1.69%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                     | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4595000 | PA      | $4763284.52   | 0.19%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                     | Cargill Inc                                                                     | CUSIP: 141781BW3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |  17298000 | PA      | $16112780.31  | 0.65%             | 2032-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | BRCCAP~3.74~20221201                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |   9999450 | PA      | $9999450.00   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                    | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  28116000 | PA      | $23985564.47  | 0.96%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                           | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3210369 | PA      | $2981501.79   | 0.12%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                         | Bayer US Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   7450000 | PA      | $7078810.68   | 0.28%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                             | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3031774.11   | 0.12%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                      | Leidos Inc                                                                      | CUSIP: 808626AE5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   6806000 | PA      | $6862047.41   | 0.28%             | 2032-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  10158000 | PA      | $10161335.89  | 0.41%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                  | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   9962000 | PA      | $9261802.50   | 0.37%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                          | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   5324000 | PA      | $5031291.91   | 0.20%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                        | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   9976000 | PA      | $8940725.44   | 0.36%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9955000 | PA      | $9600183.79   | 0.38%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                         | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   7584000 | PA      | $5545843.53   | 0.22%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4770000 | PA      | $4433702.12   | 0.18%             | 2041-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                          | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $4456480.73   | 0.18%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                 | Danske Bank A/S                                                                 | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  12000000 | PA      | $11939990.28  | 0.48%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |  11950000 | PA      | $10944469.40  | 0.44%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2013-GCJ12                                         | CUSIP: 36197XAN4<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |  47400000 | PA      | $38811.12     | 0.00%             | 2046-06-10      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                  | LoanCore 2022-CRE7 Issuer Ltd                                                   | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6490000 | PA      | $6238690.98   | 0.25%             | 2037-01-17      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                  | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |  17120000 | PA      | $13350786.50  | 0.54%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                      | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $1874686.43   | 0.08%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                               | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |  11621000 | PA      | $11104579.49  | 0.45%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                | CoStar Group Inc                                                                | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1642317.97   | 0.07%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                             | American Express Co                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  13975000 | PA      | $13490864.49  | 0.54%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                       | Qorvo Inc                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   7023000 | PA      | $6241691.25   | 0.25%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                     | Rad CLO 2 Ltd                                                                   | CUSIP: 48661TAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6238822.33   | 0.25%             | 2031-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | BRCCAP~-10~20220726                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -56875 | PA      | $-56875.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                         | Precision Drilling Corp                                                         | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |   3250000 | PA      | $3076206.25   | 0.12%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                         | Becton Dickinson and Co                                                         | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |  14976000 | PA      | $14274510.23  | 0.57%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37451000 | PA      | $32079122.19  | 1.29%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  32943000 | PA      | $29788464.63  | 1.19%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust       | Santander Consumer Auto Receivables Trust 2021-A                                | CUSIP: 80282YAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $2851973.96   | 0.11%             | 2028-08-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $4781361.94   | 0.19%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                           | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  25575000 | PA      | $23996948.33  | 0.96%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                             | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3636000 | PA      | $3756854.86   | 0.15%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                        | Western Alliance Bancorp                                                        | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2185388.85   | 0.09%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1964 | NC      | $1025797.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS FINANCE CORP                          | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2749000 | PA      | $2577836.46   | 0.10%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18725000 | PA      | $13648038.13  | 0.55%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                  | Mariner Finance Issuance Trust 2021-B                                           | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3075000 | PA      | $2319753.56   | 0.09%             | 2036-11-20      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| Protective Life Corp                            | Protective Life Corp                                                            | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   5103000 | PA      | $6124260.58   | 0.25%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                  | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  13304000 | PA      | $13432209.05  | 0.54%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1829 | NC      | $-1030486.23  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JFIN CLO Ltd                                    | JFIN CLO 2013 Ltd                                                               | CUSIP: 46616KAJ3<br>LEI: 254900FKAMPTOJBLLD47 | Long             | ABS-CBDO         | CORP              | KY        |   1851789 | PA      | $1827454.44   | 0.07%             | 2030-01-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                        | PVH Corp                                                                        | CUSIP: 718592AB4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   5967000 | PA      | $6102590.17   | 0.24%             | 2023-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                  | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |  10000000 | PA      | $8685526.70   | 0.35%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NOV INC                                         | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   5632000 | PA      | $5029197.02   | 0.20%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                             | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $10033243.32  | 0.40%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust       | Santander Consumer Auto Receivables Trust 2020-B                                | CUSIP: 802830BA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8452000 | PA      | $8389023.30   | 0.34%             | 2028-08-15      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                     | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7362000 | PA      | $7504128.49   | 0.30%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                     | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  15452000 | PA      | $14293061.52  | 0.57%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                                | Callon Petroleum Co                                                             | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9891350.00   | 0.40%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                        | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9175000 | PA      | $10306525.32  | 0.41%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17350000 | PA      | $17542893.66  | 0.70%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | Great Wolf Trust 2019-WOLF                                                      | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8100000 | PA      | $7825378.41   | 0.31%             | 2036-12-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2019-II Ltd                                                        | CUSIP: 12554AAS1<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4736983.50   | 0.19%             | 2034-04-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                  | Galaxy XXI CLO Ltd                                                              | CUSIP: 36320WAL0<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |   1012000 | PA      | $992571.96    | 0.04%             | 2031-04-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                        | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2967908.52   | 0.12%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2021-ROSS                                     | CUSIP: 36264YAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5160000 | PA      | $4330459.31   | 0.17%             | 2026-05-15      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                 | SEB Funding LLC                                                                 | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2241382 | PA      | $1916824.04   | 0.08%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                        | Octane Receivables Trust 2022-2                                                 | CUSIP: 67578XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11033000 | PA      | $10835316.22  | 0.43%             | 2028-07-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO LTD                            | Marble Point CLO XVII Ltd                                                       | CUSIP: 56606CAA1<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |   4859946 | PA      | $4774896.95   | 0.19%             | 2033-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                             | Macquarie Group Ltd                                                             | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   3724000 | PA      | $2890949.02   | 0.12%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                              | Macquarie Bank Ltd                                                              | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   9790000 | PA      | $7053337.08   | 0.28%             | 2036-03-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                            | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3197000 | PA      | $2921327.39   | 0.12%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                          | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |  10206000 | PA      | $9162874.95   | 0.37%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                           | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   9975000 | PA      | $9359043.75   | 0.38%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  12750000 | PA      | $10462360.58  | 0.42%             | 2027-08-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140KYDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13414180 | PA      | $11715597.69  | 0.47%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings CLO Ltd 2019-III                                                        | CUSIP: 06761KAQ4<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   4480000 | PA      | $4321159.00   | 0.17%             | 2031-04-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                        | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   6480000 | PA      | $5292894.84   | 0.21%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                      | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   3006155 | PA      | $3006154.53   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                               | Hyatt Hotels Corp                                                               | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7728704.48   | 0.31%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                  | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3997000 | PA      | $3977520.82   | 0.16%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8424633.80   | 0.34%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust 2020-3                                      | CUSIP: 30166NAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7074114.00   | 0.28%             | 2026-08-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                            | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   9061000 | PA      | $7741867.36   | 0.31%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27145565 | PA      | $25554694.78  | 1.02%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                      | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  21804000 | PA      | $20095291.60  | 0.81%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                      | Hudsons Bay Simon JV Trust 2015-HBS                                             | CUSIP: 44422PBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16028000 | PA      | $1836.49      | 0.00%             | 2034-08-05      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                        | Encino Acquisition Partners Holdings LLC                                        | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |   4587000 | PA      | $4397303.06   | 0.18%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12620000 | PA      | $10415631.16  | 0.42%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                        | AES Panama Generation Holdings SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |  11000000 | PA      | $9220454.65   | 0.37%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                        | Vistra Operations Co LLC                                                        | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  13009000 | PA      | $12479336.87  | 0.50%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                               | Mountain View CLO 2017-1 LLC                                                    | CUSIP: 62432HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4208143 | PA      | $4154329.73   | 0.17%             | 2029-10-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                 | Danske Bank A/S                                                                 | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   9892000 | PA      | $9527335.18   | 0.38%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                         | National Australia Bank Ltd                                                     | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3443000 | PA      | $2699114.72   | 0.11%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust           | Westlake Automobile Receivables Trust 2021-1                                    | CUSIP: 96043FAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4150000 | PA      | $3773558.90   | 0.15%             | 2027-09-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                               | Elevation CLO 2014-2 Ltd                                                        | CUSIP: 28622QAF8<br>LEI: 635400HAVYYWWB139K27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $929286.19    | 0.04%             | 2029-10-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                  | Romark CLO Ltd                                                                  | CUSIP: 77587UAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8890000 | PA      | $8495270.67   | 0.34%             | 2030-10-23      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                          | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |  20000000 | PA      | $19162952.40  | 0.77%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                             | Elevance Health Inc                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   9977000 | PA      | $9409779.02   | 0.38%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2013-LC12                                 | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |   2255889 | PA      | $789561.15    | 0.03%             | 2046-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                           | Intact Financial Corp                                                           | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |   6983000 | PA      | $6970786.94   | 0.28%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | Capital One Financial Corp                                                      | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7151000 | PA      | $6824305.06   | 0.27%             | 2024-12-06      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust          | Merrill Lynch Mortgage Investors Trust Series 2006-AF2                          | CUSIP: 59023NAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391102 | PA      | $192910.16    | 0.01%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Ginnie Mae                                                                      | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5662000 | PA      | $5547211.78   | 0.22%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  11925000 | PA      | $10963850.37  | 0.44%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hospitality Mortgage Trust                      | HPLY Trust 2019-HIT                                                             | CUSIP: 40443RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2871310 | PA      | $2791517.01   | 0.11%             | 2036-11-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                         | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   8102000 | PA      | $8112035.14   | 0.33%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                     | Netflix Inc                                                                     | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19660080.00  | 0.79%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                  | TransAlta Corp                                                                  | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5143100.00   | 0.21%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                        | FactSet Research Systems Inc                                                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   9551000 | PA      | $8058624.25   | 0.32%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                 | Global Atlantic Fin Co                                                          | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5469000 | PA      | $4052494.22   | 0.16%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                     | Southern Co/The                                                                 | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  11126000 | PA      | $10963549.05  | 0.44%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                          | Discover Financial Services                                                     | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   6983000 | PA      | $7111236.51   | 0.29%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                              | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5975000 | PA      | $6419785.93   | 0.26%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | Credit Suisse Group AG                                                          | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $9279004.90   | 0.37%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust      | JPMBB Commercial Mortgage Securities Trust 2015-C30                             | CUSIP: 46644UBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1674000 | PA      | $1477636.45   | 0.06%             | 2048-07-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Drive Chassis HoldCo, LLC                       | Drive Chassis HoldCo, LLC 2019 2nd Lien Term Loan                               | CUSIP: 000000000<br>LEI: 5493002KRH4K9TQNG877 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4990625.00   | 0.20%             | 2026-04-10      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                          | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4513000 | PA      | $4592802.75   | 0.18%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2021-IV Ltd                                                        | CUSIP: 12547DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6861015.21   | 0.28%             | 2033-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $5146678.95   | 0.21%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| OGX Austria GmbH                                | OGX Austria GmbH                                                                | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |   1800000 | PA      | $36.00        | 0.00%             | 2018-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                         | American Airlines 2021-1 Class A Pass Through Trust                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4243000 | PA      | $3425418.03   | 0.14%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                | BAT Capital Corp                                                                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8432000 | PA      | $9299661.32   | 0.37%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC     | BBCMS 2019-BWAY Mortgage Trust                                                  | CUSIP: 05492NAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3950000 | PA      | $3555385.13   | 0.14%             | 2034-11-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                        | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   6429000 | PA      | $5819854.82   | 0.23%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer