NPORT-P false 0000911507 XXXXXXXX S000056808 C000180457 C000180455 C000180454 C000180460 C000180451 C000180450 C000180459 C000180453 C000180456 C000180458 LORD ABBETT INVESTMENT TRUST 811-07988 0000911507 54930085JIVNI3FPKR71 90 HUDSON STREET JERSEY CITY 07302 201-827-2000 Lord Abbett Corporate Bond Fund S000056808 5493008X8UVHORS9OQ12 2021-11-30 2021-11-30 N 11889243.30 267954.69 11621288.61 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 156495.87000000 0.00000000 0.00000000 20742.21000000 USD N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 48000.00000000 PA USD 46484.02000000 0.399990238259 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAL6 37000.00000000 PA USD 37564.45000000 0.323238250598 Long DBT CORP US N 2 2031-06-01 Fixed 3.00000000 N N N N N N Cleco Power LLC TM1ZH54SJKLNHFCBFK92 185508AG3 20000.00000000 PA USD 27877.72000000 0.239884929593 Long DBT CORP US N 2 2040-12-01 Fixed 6.00000000 N N N N N N DUQUESNE LIGHT H 4CUJ1D8WDXK9X7QI6B93 266233AJ4 38000.00000000 PA USD 38036.04000000 0.327296234320 Long DBT CORP US N 2 2032-01-07 Fixed 2.77500000 N N N N N N Orange SA 969500MCOONR8990S771 35177PAL1 65000.00000000 PA USD 100033.09000000 0.860774509239 Long DBT CORP FR N 2 2031-03-01 Fixed 9.00000000 N N N N N N NEUBERGER BERMAN GRP/FIN N/A 64128XAE0 26000.00000000 PA USD 31337.58000000 0.269656671059 Long DBT CORP US N 2 2045-04-15 Fixed 4.87500000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAP4 3000.00000000 PA USD 3289.27000000 0.028303831962 Long DBT CORP US N 2 2025-05-31 Fixed 4.75000000 N N N N N N American Homes 4 Rent 549300N4PXZ37U8QKI55 02666TAB3 45000.00000000 PA USD 52665.10000000 0.453177799531 Long DBT US N 2 2029-02-15 Fixed 4.90000000 N N N N N N Seminole Tribe of Florida 549300EWYRB8UULZD884 81683UAN7 154553.46000000 PA USD 154276.04000000 1.327529546656 Long LON CORP US N 2 2024-07-08 Floating 1.84000000 N N N N N N CALIFORNIA ST UNIV REVENUE N/A 13077DBY7 25000.00000000 PA USD 29609.41000000 0.254785944946 Long DBT MUN US N 2 2047-11-01 Fixed 3.89900000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AF2 54000.00000000 PA USD 62749.78000000 0.539955439588 Long DBT CORP US N 2 2030-05-15 Fixed 4.70000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 70000.00000000 PA USD 68733.88000000 0.591448008105 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BD8 45000.00000000 PA USD 59329.22000000 0.510521870603 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAQ3 40000.00000000 PA USD 39949.20000000 0.343758780464 Long DBT CORP US N 2 2033-08-15 Fixed 3.25000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 33000.00000000 PA USD 34277.27000000 0.294952402872 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAQ1 60000.00000000 PA USD 79017.46000000 0.679937162321 Long DBT CORP US N 2 2069-05-15 Fixed 4.45000000 N N N N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59259YBY4 20000.00000000 PA USD 28733.89000000 0.247252184884 Long DBT MUN US N 2 2039-11-15 Fixed 6.66800000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 69000.00000000 PA USD 69912.06000000 0.601586126514 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N MIAMI-DADE CNTY FL SPL OBLIG 549300QG0NBD9HULR263 59333NV67 10000.00000000 PA USD 10100.52000000 0.086913941637 Long DBT MUN US N 2 2037-10-01 Fixed 2.78600000 N N N N N N El Paso Electric Co OZ8GM8L4AHPKSWZMW205 283677AW2 35000.00000000 PA USD 46683.54000000 0.401707087455 Long DBT CORP US N 2 2035-05-15 Fixed 6.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 95000.00000000 PA USD 103955.41000000 0.894525671710 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180BN0 54000.00000000 PA USD 56741.10000000 0.488251362686 Long DBT CORP US N 2 2027-09-15 Fixed 3.95000000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAF8 54000.00000000 PA USD 51268.53000000 0.441160457506 Long DBT CORP US N 2 2031-02-02 Fixed 1.80000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 99000.00000000 PA USD 99494.47000000 0.856139739222 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 200000.00000000 PA USD 215250.00000000 1.852204236755 Long DBT CORP CH Y 2 2024-05-15 Fixed 5.12500000 N N N N N N Nvent Finance Sarl 549300KO1OQ4MVFB6X02 67078AAD5 63000.00000000 PA USD 70446.47000000 0.606184669911 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAD9 57000.00000000 PA USD 70370.76000000 0.605533193104 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 60000.00000000 PA USD 84815.84000000 0.729831629231 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Pentair Finance Sarl 549300H2U8U8TZPV3T89 709629AL3 30000.00000000 PA USD 30375.54000000 0.261378415246 Long DBT CORP LU N 2 2022-09-15 Fixed 3.15000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 15669GAF1 24013.15000000 PA USD 23904.25000000 0.205693626603 Long LON CORP US N 2 2025-01-31 Floating 2.09000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AV8 75000.00000000 PA USD 86300.06000000 0.742603190542 Long DBT CORP US N 2 2026-06-30 Fixed 5.87500000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 55608JAN8 100000.00000000 PA USD 113358.68000000 0.975439848404 Long DBT CORP AU N 2 2029-03-27 Fixed 4.65400000 N N N N N N Hilton Worldwide Finance, LLC 549300406TN7EY0NPH20 43289DAH6 101404.00000000 PA USD 100120.73000000 0.861528642476 Long LON CORP US N 2 2026-06-22 Floating 1.84200000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WCN9 115000.00000000 PA USD 115004.70000000 0.989603682168 Long DBT CORP US N 2 2021-12-10 Floating 0.40600000 N N N N N N NEW JERSEY ST TRANSPRTN TRUST FUND AUTH 549300YUVD5TEXR6L889 6461366S5 15000.00000000 PA USD 17514.55000000 0.150710911567 Long DBT MUN US N 2 2042-06-15 Fixed 4.13100000 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAC6 24000.00000000 PA USD 24006.14000000 0.206570379633 Long DBT US N 2 2031-11-01 Fixed 2.62500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAH8 145000.00000000 PA USD 198016.66000000 1.703913108479 Long DBT CORP US N 2 2039-07-08 Fixed 6.12500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 56000.00000000 PA USD 54992.42000000 0.473204150120 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46611VAU9 93297.55000000 PA USD 92959.81000000 0.799909658211 Long LON CORP LU N 2 2026-05-01 Floating 2.09200000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCG8 20000.00000000 PA USD 19605.91000000 0.168706850487 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N SABAL TRAIL TRANS 5493002DWITGSZFUI977 78516FAA7 43000.00000000 PA USD 48433.46000000 0.416764970093 Long DBT CORP US N 2 2028-05-01 Fixed 4.24600000 N N N N N N NVR INC 529900RWXR4JI3JYTV70 62944TAF2 44000.00000000 PA USD 45890.78000000 0.394885468729 Long DBT CORP US N 2 2030-05-15 Fixed 3.00000000 N N N N N N SECURIAN FINANCIAL GROUP 5493007EAD0HGURCS836 81373PAA1 26000.00000000 PA USD 32818.10000000 0.282396394249 Long DBT CORP US N 2 2048-04-15 Fixed 4.80000000 N N N N N N Lamar Media Corporation N/A 513076BB4 50000.00000000 PA USD 49800.00000000 0.428523907040 Long LON CORP US N 2 2027-02-05 Floating 1.58900000 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 16117LBW8 19037.10000000 PA USD 18971.61000000 0.163248763856 Long LON CORP US N 2 2025-04-30 Floating 1.85000000 N N N N N N CHICAGO IL T5UYO5SYLC8K73MJQX30 167486SD2 20000.00000000 PA USD 27244.74000000 0.234438201427 Long DBT MUN US N 2 2044-01-01 Fixed 6.31400000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 50000.00000000 PA USD 57824.50000000 0.497573908888 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAE0 4000.00000000 PA USD 4165.70000000 0.035845422481 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N TRANSATLANTIC HOLDINGS RN37QJVS1BV19MNIC295 893521AB0 25000.00000000 PA USD 39831.69000000 0.342747618932 Long DBT CORP US N 2 2039-11-30 Fixed 8.00000000 N N N N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34355JAB4 50000.00000000 PA USD 49286.61000000 0.424106238593 Long DBT CORP US N 2 2032-01-15 Fixed 2.80000000 N N N N N N HELMERICH & PAYNE INC 254900NAOGHJ88RZ4C73 423452AE1 83000.00000000 PA USD 81213.90000000 0.698837303895 Long DBT CORP US N 2 2031-09-29 Fixed 2.90000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAA0 33000.00000000 PA USD 31335.77000000 0.269641096195 Long DBT US N 2 2031-08-15 Fixed 2.00000000 N N N N N N SELECTIVE INSURANCE GROU 549300R3WGJWLE40R258 816300AH0 39000.00000000 PA USD 53468.70000000 0.460092695348 Long DBT CORP US N 2 2049-03-01 Fixed 5.37500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -2.00000000 NC USD -5066.34000000 -0.04359533757 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year US Treasury Note Futures UXYH2 COMDTY 2022-03-22 -288714.91000000 USD -5066.34000000 N N N VIPER ENERGY PARTNERS LP 5299009LINL232255G03 92763MAA3 65000.00000000 PA USD 67090.73000000 0.577308870397 Long DBT CORP US N 2 2027-11-01 Fixed 5.37500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 260000.00000000 PA USD 263547.07000000 2.267795584847 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 20000.00000000 PA USD 19327.20000000 0.166308579440 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 20000.00000000 PA USD 21429.30000000 0.184396934962 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAJ3 37000.00000000 PA USD 38681.47000000 0.332850093463 Long DBT US N 2 2029-08-01 Fixed 4.62500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JM0 115000.00000000 PA USD 125682.08000000 1.081481445111 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N Ausgrid Finance Pty Ltd 549300DN8D7YR73BKB57 052113AB3 46000.00000000 PA USD 51973.27000000 0.447224673133 Long DBT CORP AU N 2 2028-08-01 Fixed 4.35000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CM0 115000.00000000 PA USD 141242.26000000 1.215375202698 Long DBT CORP US N 2 2035-07-20 Fixed 4.87500000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAM0 57000.00000000 PA USD 61693.62000000 0.530867290800 Long DBT CORP US N 2 2030-02-22 Fixed 3.70000000 N N N N N N GLP Capital L.P. 2549005PXW31DRW8EC44 36198MAE7 30000.00000000 PA USD 29775.00000000 0.256210829962 Long LON CORP US N 3 2023-05-21 Floating 1.58900000 N N N N N N Fluor Corp CQ7WZ4NOFWT7FAE6Q943 343412AF9 50000.00000000 PA USD 51080.25000000 0.439540327361 Long DBT CORP US N 2 2028-09-15 Fixed 4.25000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAU4 16000.00000000 PA USD 16937.52000000 0.145745627429 Long DBT CORP US N 2 2029-11-01 Fixed 3.80000000 N N N N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 78390XAC5 35000.00000000 PA USD 44521.87000000 0.383106138175 Long DBT CORP US N 2 2040-12-01 Fixed 5.95000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAN9 47000.00000000 PA USD 49363.78000000 0.424770278551 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N EASTERN GAS TRAN H2VQBNB3NSKRM5QWBI71 276480AC4 55000.00000000 PA USD 66217.96000000 0.569798773803 Long DBT CORP US N 2 2044-12-15 Fixed 4.60000000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AH1 10000.00000000 PA USD 9919.57000000 0.085356885392 Long DBT US N 2 2029-01-15 Fixed 2.25000000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 30161MAG8 75000.00000000 PA USD 96259.10000000 0.828299711248 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621EAK9 40000.00000000 PA USD 44622.46000000 0.383971704838 Long DBT CORP US N 2 2025-05-30 Fixed 5.25000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 71644EAE2 23000.00000000 PA USD 28289.39000000 0.243427307843 Long DBT CORP CA N 2 2026-06-15 Fixed 7.87500000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918VAY0 0.01000000 PA USD 0.01000000 0.000000086048 Long LON CORP US N 2 2026-08-12 Floating 1.84000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QAX1 36000.00000000 PA USD 49815.85000000 0.428660294669 Long DBT CORP US N 2 2041-06-15 Fixed 5.95000000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621EAL7 35000.00000000 PA USD 40482.35000000 0.348346481690 Long DBT CORP US N 2 2029-05-30 Fixed 5.25000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 50000.00000000 PA USD 54386.25000000 0.467988119262 Long DBT CORP US N 2 2030-06-15 Fixed 4.10000000 N N N N N N EXPEDIA GROUP INC N/A 30212PBH7 19000.00000000 PA USD 19206.55000000 0.165270398529 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CD0 75000.00000000 PA USD 106935.90000000 0.920172483350 Long DBT CORP US N 2 2041-11-15 Fixed 6.12500000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404122BH5 37905.00000000 PA USD 38100.40000000 0.327850045538 Long LON CORP US N 2 2028-06-30 Floating 1.84000000 N N N N N N Patterson-UTI Energy Inc 254900XGFBKIXD6G0697 703481AB7 71000.00000000 PA USD 69419.37000000 0.597346579451 Long DBT CORP US N 2 2028-02-01 Fixed 3.95000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AC5 31000.00000000 PA USD 41722.49000000 0.359017759563 Long DBT CORP CA N 2 2032-01-15 Fixed 7.20000000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452151LF8 25000.00000000 PA USD 29248.60000000 0.251681211796 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N Bayer Corp 54930050NR9YMICYZM28 072732AC4 63000.00000000 PA USD 76898.69000000 0.661705363154 Long DBT CORP US N 2 2028-02-15 Fixed 6.65000000 N N N N N N Comcast Hulu Holdings, LLC N/A 20030YAB3 50000.00000000 PA USD 49562.50000000 0.426480243829 Long LON CORP US N 2 2024-03-15 Floating 0.96500000 N N N N N N American Homes 4 Rent 549300N4PXZ37U8QKI55 02666TAA5 23000.00000000 PA USD 25673.06000000 0.220914055760 Long DBT US N 2 2028-02-15 Fixed 4.25000000 N N N N N N Nutrition & Biosciences, Inc. N/A 000000000 7472.00000000 PA USD 7467.33000000 0.064255610979 Long LON CORP US N 2 2023-01-17 Floating 1.40700000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 2027A0KF5 75000.00000000 PA USD 73262.50000000 0.630416320071 Long DBT CORP AU N 2 2031-09-15 Fixed 1.87500000 N N N N N N Suncor Energy Ventures N/A 13643EAG0 10000.00000000 PA USD 10032.82000000 0.086331390060 Long DBT CORP CA N 2 2022-04-01 Fixed 4.50000000 N N N N N N NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE N/A 64971XQY7 40000.00000000 PA USD 38196.05000000 0.328673104006 Long DBT MUN US N 2 2034-08-01 Fixed 1.95000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 059438AK7 120000.00000000 PA USD 156373.87000000 1.345581159265 Long DBT CORP US N 2 2027-04-29 Fixed 8.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD -3316.12000000 -0.02853487346 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT US Long Bond Future USH2 COMDTY 2022-03-22 -158808.88000000 USD -3316.12000000 N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127AW2 12000.00000000 PA USD 16561.85000000 0.142513025498 Long DBT CORP US N 2 2037-05-15 Fixed 6.15000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AG1 55000.00000000 PA USD 74052.18000000 0.637211435711 Long DBT CORP US N 2 2039-11-01 Fixed 5.95000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAF1 77000.00000000 PA USD 86027.86000000 0.740260937379 Long DBT CORP US N 2 2027-08-15 Fixed 4.87500000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AG3 50000.00000000 PA USD 55609.46000000 0.478513716216 Long DBT US N 2 2031-01-30 Fixed 3.87500000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BT0 1071.54000000 PA USD 1073.64000000 0.009238562400 Long DBT CORP US N 2 2022-02-01 Fixed 1.91400000 N N N N N N NEUBERGER BERMAN GRP/FIN N/A 64128XAG5 38000.00000000 PA USD 42362.56000000 0.364525496454 Long DBT CORP US N 2 2027-03-15 Fixed 4.50000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAK2 24000.00000000 PA USD 40115.73000000 0.345191754083 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AX1 85000.00000000 PA USD 107178.33000000 0.922258568707 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAK0 90000.00000000 PA USD 85031.75000000 0.731689512700 Long DBT CORP US N 2 2031-03-15 Fixed 1.75000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAB8 12000.00000000 PA USD 11914.96000000 0.102527012277 Long DBT US N 2 2028-11-15 Fixed 2.30000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 4.00000000 NC USD 1607.32000000 0.013830824222 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year US Treasury Note Future TUH2 COMDTY 2022-03-31 873330.18000000 USD 1607.32000000 N N N MIAMI-DADE CNTY FL AVIATION REVENUE N/A 59333P3W6 25000.00000000 PA USD 27602.53000000 0.237516947787 Long DBT MUN US N 2 2041-10-01 Fixed 4.28000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LP4 145000.00000000 PA USD 156116.38000000 1.343365484148 Long DBT CORP US N 2 2028-07-24 Fixed 3.66800000 N N N N N N Southwest Gas Corp OQQR1IQTGBKH0UR88X59 845011AB1 34000.00000000 PA USD 40021.68000000 0.344382463452 Long DBT CORP US N 2 2049-06-01 Fixed 4.15000000 N N N N N N Emera US Finance LP N/A 29103DAM8 35000.00000000 PA USD 41625.03000000 0.358179126230 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE N/A 913366KB5 15000.00000000 PA USD 15887.97000000 0.136714357014 Long DBT MUN US N 2 2050-05-15 Fixed 3.00600000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CL4 44000.00000000 PA USD 48041.74000000 0.413394259554 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 164000.00000000 PA USD 187214.22000000 1.610959217026 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 111000.00000000 PA USD 151964.71000000 1.307640788382 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AV2 50000.00000000 PA USD 48565.25000000 0.417899009566 Long DBT CORP US N 2 2030-10-15 Fixed 2.65000000 N N N N N N Ohio Edison Co N/A 677347CF1 33000.00000000 PA USD 53986.35000000 0.464547020659 Long DBT CORP US N 2 2038-10-15 Fixed 8.25000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAU5 46000.00000000 PA USD 46274.21000000 0.398184844666 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 313000.00000000 PA USD 327867.50000000 2.821266307058 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BF6 15000.00000000 PA USD 15328.58000000 0.131900863272 Long DBT CORP US N 2 2026-12-15 Fixed 5.00000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 23283PAR5 65000.00000000 PA USD 69411.23000000 0.597276535583 Long DBT US N 2 2029-11-15 Fixed 3.45000000 N N N N N N Cheniere Corpus Christi Holdings, LLC 549300I7CIEWU1BBLQ53 000000000 37877.33000000 PA USD 37869.38000000 0.325862142064 Long LON CORP US N 2 2024-06-30 None 0.00000000 N N N N N N Delos Finance Sarl 549300HX549YWOJQT076 000000000 70000.00000000 PA USD 69943.65000000 0.601857955234 Long LON CORP LU N 2 2023-10-06 Floating 1.88200000 N N N N N N Ovintiv Inc N/A 292505AE4 10000.00000000 PA USD 12738.48000000 0.109613317657 Long DBT CORP US N 2 2037-08-15 Fixed 6.62500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDR9 50000.00000000 PA USD 48962.01000000 0.421313088790 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 16000.00000000 PA USD 17345.60000000 0.149257114095 Long DBT CORP US N 2 2025-06-01 Fixed 5.37500000 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CC8 18000.00000000 PA USD 24866.97000000 0.213977733748 Long DBT CORP US N 2 2040-07-15 Fixed 5.76400000 N N N N N N AVOLON TLB BORROWER 1 (US) LLC 635400O84AGITYFZQB55 05400KAH3 114924.82000000 PA USD 114832.31000000 0.988120283848 Long LON CORP US N 2 2027-12-01 None 0.00000000 N N N N N N BANKUNITED INC 96OVUWEW5D4YX6PFXD91 06652KAB9 53000.00000000 PA USD 60969.33000000 0.524634849422 Long DBT CORP US N 2 2030-06-11 Fixed 5.12500000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AN5 115000.00000000 PA USD 114753.38000000 0.987441099270 Long DBT CORP US N 2 2031-03-15 Fixed 2.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 25000.00000000 PA USD 25298.53000000 0.217691263413 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 5.00000000 NC USD 4365.40000000 0.037563820558 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year US Treasury Note FVH2 COMDTY 2022-03-31 602626.79000000 USD 4365.40000000 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAW0 55000.00000000 PA USD 59754.27000000 0.514179382384 Long DBT US N 2 2029-08-15 Fixed 3.80000000 N N N N N N COSTAR GROUP INC N/A 22160NAA7 45000.00000000 PA USD 45690.55000000 0.393162510056 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BG4 60000.00000000 PA USD 77095.34000000 0.663397516293 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N N Nutrition & Biosciences, Inc. N/A 000000000 27086.00000000 PA USD 27069.07000000 0.232926579043 Long LON CORP US N 2 2025-01-17 Floating 1.78600000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGR4 274000.00000000 PA USD 294833.22000000 2.537009706017 Long DBT CORP US N 2 2028-07-21 Fixed 3.59300000 N N N N N N WESTERN ALLIANCE BANCORP 5493003VJXZ5JXT9S762 957638AD1 74000.00000000 PA USD 75728.08000000 0.651632383820 Long DBT CORP US N 2 2031-06-15 Fixed 3.00000000 N N N N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 17148PAF8 65137.64000000 PA USD 64703.17000000 0.556764160768 Long LON CORP US N 2 2028-03-17 Floating 2.10000000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 63618EAM3 15000.00000000 PA USD 15915.45000000 0.136950819604 Long DBT CORP US N 2 2023-03-30 Fixed 7.39500000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAS9 17000.00000000 PA USD 18776.33000000 0.161568399427 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N Protective Life Corp 549300ZWIT8J8Y2EXL07 743674AY9 33000.00000000 PA USD 53326.84000000 0.458872004556 Long DBT CORP US N 2 2039-10-15 Fixed 8.45000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAE9 64000.00000000 PA USD 70121.37000000 0.603387217658 Long DBT US N 2 2028-04-15 Fixed 4.95000000 N N N N N N NOV INC 549300EHF3IW1AR6U008 637071AM3 80000.00000000 PA USD 82213.19000000 0.707436092149 Long DBT CORP US N 2 2029-12-01 Fixed 3.60000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 55000.00000000 PA USD 56085.69000000 0.482611626663 Long DBT CORP US N 2 2030-12-01 Fixed 3.12500000 N N N N N N FIRST AMERICAN FINANCIAL 549300B6VEZK3N0A1P55 31847RAH5 34000.00000000 PA USD 33130.74000000 0.285086629476 Long DBT CORP US N 2 2031-08-15 Fixed 2.40000000 N N N N N N ENI USA INC N/A 51808BAE2 50000.00000000 PA USD 63971.43000000 0.550467612902 Long DBT CORP US N 2 2027-11-15 Fixed 7.30000000 N N N N N N Murphy USA Inc 549300Y081F8XIKQIO72 62675KAB5 102457.52000000 PA USD 102756.18000000 0.884206420203 Long LON CORP US N 2 2028-01-31 Floating 2.25000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DF7 41000.00000000 PA USD 44507.50000000 0.382982485795 Long DBT CORP AU N 2 2031-11-23 Fixed 4.32200000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAL4 63000.00000000 PA USD 91290.58000000 0.785546104770 Long DBT CORP US N 2 2046-04-01 Fixed 6.75000000 N N N N N N EASTERN GAS TRAN H2VQBNB3NSKRM5QWBI71 276480AG5 60000.00000000 PA USD 62543.65000000 0.538181712019 Long DBT CORP US N 2 2029-11-15 Fixed 3.00000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAD8 82000.00000000 PA USD 95517.29000000 0.821916512062 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 44000.00000000 PA USD 48919.01000000 0.420943078187 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452151LE1 2545.46000000 PA USD 2662.71000000 0.022912347239 Long DBT MUN US N 2 2023-06-01 Fixed 4.95000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 314280.51000000 PA USD 314280.51000000 2.704351647626 Long RA CORP US N 2 Repurchase N 0.00000000 2021-12-01 309400.00000000 USD 320607.71000000 USD UST N N N BRIGHTSPHERE INVESTMENT 5493004FTLQNQTBOP608 10948WAA1 17000.00000000 PA USD 17629.28000000 0.151698151484 Long DBT CORP US N 2 2026-07-27 Fixed 4.80000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAC3 10000.00000000 PA USD 11715.57000000 0.100811281718 Long DBT CORP US N 2 2049-04-01 Fixed 4.55000000 N N N N N N BRITISH AIR 20-1 A PTT N/A 11044MAA4 38449.26000000 PA USD 41601.36000000 0.357975448300 Long DBT CORP US N 2 2032-11-15 Fixed 4.25000000 N N N N N N Nielsen Finance LLC UJ76Y189LDMPCOCW7204 65409YBE4 100000.00000000 PA USD 99875.00000000 0.859414160956 Long LON CORP US N 2 2023-10-04 Floating 2.08900000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EF6 69000.00000000 PA USD 74893.36000000 0.644449703585 Long DBT CORP AU N 2 2034-07-24 Fixed 4.11000000 N N N N N N GLENCORE FINANCE CANADA 5493005TTO0UJ33KCK70 98417EAR1 52000.00000000 PA USD 65998.40000000 0.567909482457 Long DBT CORP CA N 2 2042-10-25 Fixed 5.55000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216AY7 61000.00000000 PA USD 90131.03000000 0.775568295605 Long DBT CORP US N 2 2039-09-15 Fixed 7.45000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AQ4 42000.00000000 PA USD 46659.69000000 0.401501860644 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411AW5 15000.00000000 PA USD 16296.83000000 0.140232555501 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 54000.00000000 PA USD 72942.98000000 0.627666883147 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 50000.00000000 PA USD 51859.39000000 0.446244747380 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N Setanta Aircraft Leasing Designated Activity Company N/A 000000000 75000.00000000 PA USD 74968.88000000 0.645099545462 Long LON CORP IE N 2 2028-11-05 Floating 2.14000000 N N N N N N GOODMAN US FIN THREE N/A 38239JAA9 80000.00000000 PA USD 86687.73000000 0.745939051246 Long DBT US N 2 2028-03-15 Fixed 3.70000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368BGS1 96000.00000000 PA USD 103320.32000000 0.889060787209 Long DBT CORP CA N 2 2032-12-15 Fixed 3.80300000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAB6 50000.00000000 PA USD 53863.31000000 0.463488274042 Long DBT CORP KY N 2 2024-02-15 Fixed 5.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGQ9 263000.00000000 PA USD 297162.72000000 2.557054815283 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGM0 225000.00000000 PA USD 222891.25000000 1.917956411548 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N Trans Union, LLC X8NPN6PWJOM1QCTYFV34 89334GAX2 66794.52000000 PA USD 65931.87000000 0.567336998611 Long LON CORP US N 2 2026-11-16 Floating 1.84000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAP1 107000.00000000 PA USD 118096.61000000 1.016209251514 Long DBT CORP US N 2 2027-07-13 Fixed 4.40000000 N N N N N N CENOVUS ENERGY INC 549300NKHFE6ZRF37I48 15135UAX7 26000.00000000 PA USD 25572.52000000 0.220048919342 Long DBT CORP CA N 2 2052-02-15 Fixed 3.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 5.00000000 NC USD 32490.40000000 0.279576569263 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term US Treasury Bond Future WNH2 COMDTY 2022-03-22 970322.10000000 USD 32490.40000000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162AW0 80000.00000000 PA USD 113320.19000000 0.975108645890 Long DBT CORP US N 2 2037-06-01 Fixed 6.37500000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 50000.00000000 PA USD 59228.00000000 0.509650882855 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 140000.00000000 PA USD 141263.83000000 1.215560810342 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 37943VBM4 21131.00000000 PA USD 21078.17000000 0.181375497222 Long LON CORP US N 2 2024-07-09 Floating 1.46700000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 36186CBY8 53000.00000000 PA USD 75024.77000000 0.645580473196 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N AMER AIRLINE 21-1A EETC N/A 02379KAA2 63000.00000000 PA USD 61365.61000000 0.528044798295 Long DBT CORP US N 2 2034-07-11 Fixed 2.87500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -12.00000000 NC USD -21960.54000000 -0.18896820083 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year US Treasury Note TYH2 COMDTY 2022-03-22 -1547789.46000000 USD -21960.54000000 N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334JS1 80000.00000000 PA USD 94897.43000000 0.816582680154 Long DBT CORP US N 2 2040-09-01 Fixed 4.75000000 N N N N N N 2021-12-21 LORD ABBETT INVESTMENT TRUST Michael Hebert Michael Hebert Chief Financial Officer