# EDGAR Filing Document

**Accession Number:** 0001753712
**File Stem:** 0001752724-25-210830
**Filing Date:** 2025-8
**Character Count:** 96057
**Document Hash:** d6ee0f54fb3660702d0941f5264440b3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210830.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210830

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Lord Abbett Credit Opportunities Fund
- **CENTRAL INDEX KEY:** 0001753712

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23383
- **FILM NUMBER:** 251269572

**BUSINESS ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 888-522-2388

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## 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 Credit Opportunities Fund

- **b. Investment Company Act file number:** 811-23383

- **c. CIK number of Registrant:** 0001753712

- **d. LEI of Registrant:** 549300LXBK2X0K206O74

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

  - **Street Address 1:** 30 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 Credit Opportunities Fund

- **c. LEI of Series:** 549300LXBK2X0K206O74

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $3013549370.29

**Total Liabilities:** $95081562.51

**Net Assets:** $2918467807.78

**Delayed Delivery Securities:** $60664262.81

**Cash Not Reported:** $7591457.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -973.42000000 | **1-Year:** -773.53000000 | **5-Year:** -35987.41000000 | **10-Year:** -4473.54000000 | **30-Year:** 0.00000000

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

- **3-Month:** -4251.34000000 | **1-Year:** -171122.67000000 | **5-Year:** -456679.35000000 | **10-Year:** -73892.02000000 | **30-Year:** -1242.77000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -4.09%               | 3.01%                | 2.45%                |
| Class ID N/A | -4.03%               | 3.07%                | 2.51%                |
| Class ID N/A | -4.08%               | 3.01%                | 2.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-544353.50              | $-132393251.94                             |
| Month 2  | $1665461.16              | $58239440.20                               |
| Month 3  | $4608010.69              | $63350036.00                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KKR Financial CLO Ltd                                      | KKR CLO 56 Ltd                                                                                                                 | CUSIP: 48256HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14750000 | PA      | $14978964.25  | 0.51%             | 2037-10-15      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                          | Cedar Funding XVIII CLO Ltd                                                                                                    | CUSIP: 15033BAJ3<br>LEI: 2138004YWVJKMJZZU671 | Long             | ABS-CBDO         | CORP              | JE        |  13500000 | PA      | $13653090.00  | 0.47%             | 2037-04-23      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                         | 37 Capital Clo 4 Ltd                                                                                                           | CUSIP: 883933AE3<br>LEI: 254900CWCIZKD1LSOX71 | Long             | ABS-CBDO         | CORP              | KY        |   8600000 | PA      | $8589164.00   | 0.29%             | 2035-04-15      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| CTM CLO Ltd                                                | CTM CLO 2025-1 Ltd                                                                                                             | CUSIP: 12719PAJ0<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | KY        |  13610000 | PA      | $13661037.50  | 0.47%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                                        | Affirm Holdings Inc                                                                                                            | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4851000 | PA      | $5139634.50   | 0.18%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                       | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21906000 | PA      | $21441180.97  | 0.73%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                             | Air Lease Corp                                                                                                                 | CUSIP: 00913WU11<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |  17495000 | PA      | $17495000.00  | 0.60%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                 | Affirm Asset Securitization Trust 2024-X2                                                                                      | CUSIP: 00833Q105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87124 | PA      | $4131935.56   | 0.14%             | 2029-12-17      | Variable      | 100.00%               | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: BP9F4GF32 CDS USD R V 03MEVENT P_SP9F4GF32 CCPSOVEREIGN / Short: BP9F4GF32 CDS USD P F   .25000 F_SP9F4GF32 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  35000000 | OU      | $-109622.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                       | Fairstone Financial Issuance Trust I                                                                                           | CUSIP: 30575PAU0<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |  11070000 | PA      | $8095597.69   | 0.28%             | 2039-10-20      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                          | Generate Clo 13 Ltd                                                                                                            | CUSIP: 370919AA0<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |   7000000 | PA      | $7093548.00   | 0.24%             | 2037-01-20      | Floating      | 12.31%                | No            |                  2 | On Loan: No      |
| Palisades Center Trust                                     | Palisades Center Trust 2016-PLSD                                                                                               | CUSIP: 69640GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $3118.12      | 0.00%             | 2033-04-13      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                          | Generate Clo 13 Ltd                                                                                                            | CUSIP: 370918AG9<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |   7000000 | PA      | $7091917.00   | 0.24%             | 2037-01-20      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                     | CUSIP: 47214KU14<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  23000000 | PA      | $23000000.00  | 0.79%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GPS HOSPITALITY HOLDING                                    | GPS Hospitality Holding Co LLC / GPS Finco Inc                                                                                 | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50275000 | PA      | $29395038.38  | 1.01%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                         | Osaic Holdings Inc                                                                                                             | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |  10611000 | PA      | $10643246.83  | 0.36%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |  18058440 | PA      | $2257304.95   | 0.08%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                     | EquipmentShare.com Inc                                                                                                         | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |  38112000 | PA      | $40310300.16  | 1.38%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                               | Vista Management Holding Inc 2025 Term Loan B                                                                                  | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2023-2                                                                                              | CUSIP: 33843EAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10190000 | PA      | $10377004.84  | 0.36%             | 2030-07-15      | Fixed         | 10.89%                | No            |                  2 | On Loan: No      |
| HCA Inc                                                    | HCA Inc                                                                                                                        | CUSIP: 40412BU92<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   5320000 | PA      | $5314207.11   | 0.18%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                          | Generate CLO 20 Ltd                                                                                                            | CUSIP: 370913AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9980000 | PA      | $10017405.04  | 0.34%             | 2038-01-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                     | Lending Funding Trust 2020-2                                                                                                   | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4885000 | PA      | $4806726.67   | 0.16%             | 2031-04-21      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                           | Trinitas CLO XXVI Ltd                                                                                                          | CUSIP: 89642MAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   7500000 | PA      | $7508010.00   | 0.26%             | 2038-07-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                               | Ares LV CLO Ltd                                                                                                                | CUSIP: 04018DAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7750000 | PA      | $7851184.00   | 0.27%             | 2037-10-15      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2021-1                                                                                     | CUSIP: 30165XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11036 | PA      | $5326100.26   | 0.18%             | 2033-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |  26223000 | PA      | $1410272.94   | 0.05%             | 2027-01-16      | None          | 5.20%                 | Yes           |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                   | Kraken Oil & Gas Partners LLC                                                                                                  | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |  56776000 | PA      | $55826188.62  | 1.91%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   1520277 | PA      | $190034.63    | 0.01%             | 2027-09-30      | None          | 6.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd                                         | Elmwood CLO 20 Ltd                                                                                                             | CUSIP: 29002BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25290000 | PA      | $11352428.10  | 0.39%             | 2037-01-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                       | USB Auto Owner Trust 2025-1                                                                                                    | CUSIP: 90367VAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $6706457.31   | 0.23%             | 2032-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINOS INTERMEDIATE WARRANTS                               | CHINOS INTERMEDIATE WARRANTS                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      9971 | NS      | $10389.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                 | GLS Auto Receivables Issuer Trust 2023-3                                                                                       | CUSIP: 36267PAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9950000 | PA      | $10742887.64  | 0.37%             | 2030-08-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                        | PenFed Auto Receivables Owner Trust 2022-A                                                                                     | CUSIP: 70687AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $2629578.30   | 0.09%             | 2030-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NINE ENERGY SERVICE INC                                    | Nine Energy Service Inc                                                                                                        | CUSIP: 65441VAE1<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |  23829000 | PA      | $12192465.29  | 0.42%             | 2028-02-01      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 94 CLO Ltd                                                                                                              | CUSIP: 26248EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10388640.00  | 0.36%             | 2037-10-15      | Floating      | 12.36%                | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                             | ACBL HLDG CORP                                                                                                                 | CUSIP: 00085Q605<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     15891 | NS      | $985242.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                      | Nabors Industries Inc                                                                                                          | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $8085000.00   | 0.28%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                                                | Twitter Inc 2025 Fixed Term Loan                                                                                               | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  48310000 | PA      | $47041862.50  | 1.61%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-106866.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                      | Sycamore Tree CLO 2023-3 Ltd                                                                                                   | CUSIP: 87122FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9750000 | PA      | $9830369.25   | 0.34%             | 2037-04-20      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                       | Perimeter Master Note Business Trust                                                                                           | CUSIP: 71384PBF7<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7769573.40   | 0.27%             | 2030-12-16      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| Conair Holdings LLC                                        | Conair Holdings LLC Term Loan B                                                                                                | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |  37871862 | PA      | $28025177.90  | 0.96%             | 2028-05-17      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan Trust                       | Laurel Road Prime Student Loan Trust 2019-A                                                                                    | CUSIP: 51889RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2177873 | PA      | $758398.21    | 0.03%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                             | APIDOS CLO XLVIII Ltd                                                                                                          | CUSIP: 03770XAA7<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |   4550000 | PA      | $4598530.30   | 0.16%             | 2037-07-25      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | Rad CLO 22 Ltd                                                                                                                 | CUSIP: 74936CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18914000 | PA      | $11410248.78  | 0.39%             | 2037-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                          | Generate Clo 16 Ltd                                                                                                            | CUSIP: 37149WAA1<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |   7375000 | PA      | $7411594.75   | 0.25%             | 2037-07-20      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                    | Crescent Energy Finance LLC                                                                                                    | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  20853000 | PA      | $20378389.89  | 0.70%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                       | Cornerstone Building Brands Inc                                                                                                | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |  59307000 | PA      | $43058696.79  | 1.48%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                    | Santander Bank Auto Credit-Linked Notes Series 2022-C                                                                          | CUSIP: 80290CBK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32000000 | PA      | $33319187.20  | 1.14%             | 2032-12-15      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2023-2                                                                                     | CUSIP: 30168CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27309000 | PA      | $29549353.89  | 1.01%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                        | LBM Acquisition LLC                                                                                                            | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |  78158000 | PA      | $67868890.09  | 2.33%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    758297 | PA      | $94787.13     | 0.00%             | 2026-09-30      | None          | 6.25%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                   | Compass Minerals International Inc                                                                                             | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |  22206000 | PA      | $22959343.44  | 0.79%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                      | Scripps Escrow II Inc                                                                                                          | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  53609000 | PA      | $37167655.79  | 1.27%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                 | GLS Auto Receivables Issuer Trust 2024-2                                                                                       | CUSIP: 37964VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $8619720.45   | 0.30%             | 2031-05-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                      | AMMC CLO 31 Ltd                                                                                                                | CUSIP: 031929AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8850000 | PA      | $8902639.80   | 0.31%             | 2038-02-20      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2024-2                                                                                     | CUSIP: 30166DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19000000 | PA      | $20093885.10  | 0.69%             | 2031-10-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                     | Lumen Technologies Inc                                                                                                         | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |  11055000 | PA      | $9960002.25   | 0.34%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                     | CUSIP: 47214KU22<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  17602000 | PA      | $17599550.33  | 0.60%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 115 CLO Ltd                                                                                                             | CUSIP: 26248HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   9570000 | PA      | $9761524.41   | 0.33%             | 2037-04-18      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-30161.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd                                      | Bridge Street CLO Ltd                                                                                                          | CUSIP: 107922AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3480253.00   | 0.12%             | 2038-04-20      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                             | Pagaya AI Debt Selection Trust 2021-1                                                                                          | CUSIP: 69547JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2153846 | PA      | $3028.74      | 0.00%             | 2027-11-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                           | CSC Holdings LLC                                                                                                               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  71340000 | PA      | $33239865.68  | 1.14%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                    | Santander Bank Auto Credit-Linked Notes Series 2022-C                                                                          | CUSIP: 80290CBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150389 | PA      | $150974.17    | 0.01%             | 2032-12-15      | Fixed         | 11.37%                | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                | Valaris Ltd                                                                                                                    | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5016000 | PA      | $5150248.22   | 0.18%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                          | Kosmos Energy Ltd                                                                                                              | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |  14936000 | PA      | $12303301.48  | 0.42%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                 | Affirm Asset Securitization Trust 2024-X1                                                                                      | CUSIP: 00834XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181864 | PA      | $3187451.83   | 0.11%             | 2029-05-15      | Variable      | 99.99%                | No            |                  3 | On Loan: No      |
| New Mountain CLO Ltd                                       | New Mountain CLO 5 Ltd                                                                                                         | CUSIP: 64754XAC5<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | KY        |  16450000 | PA      | $11509900.50  | 0.39%             | 2036-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                    | Borr IHC Ltd / Borr Finance LLC                                                                                                | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   8344660 | PA      | $7387319.03   | 0.25%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                        | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $188100.00    | 0.01%             | 2026-05-13      | None          | 5.25%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2077652.43  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                      | Nabors Industries Ltd                                                                                                          | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |  33982000 | PA      | $30339809.24  | 1.04%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                    | Crescent Energy Finance LLC                                                                                                    | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  29919000 | PA      | $28626067.77  | 0.98%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   2291474 | PA      | $286434.25    | 0.01%             | 2029-09-30      | None          | 7.00%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                       | Kleopatra Finco Sarl                                                                                                           | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |   4878270 | PA      | $4413722.65   | 0.15%             | 2029-09-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AMC NETWORKS INC                                           | AMC Networks Inc                                                                                                               | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   6797000 | PA      | $5743465.00   | 0.20%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                             | Orion CLO 2025-5 Ltd                                                                                                           | CUSIP: 68627DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3019137.00   | 0.10%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   1079008 | PA      | $132545.34    | 0.00%             | 2030-09-30      | None          | 7.25%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                    | Bryant Park Funding 2025-26 Ltd                                                                                                | CUSIP: 11765YAA5<br>LEI: 391200IOZVIDW3YK6P85 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10055050.00  | 0.34%             | 2038-04-20      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                     | CUSIP: 47214KU30<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  12000000 | PA      | $11996660.04  | 0.41%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                      | AMMC CLO 23 Ltd                                                                                                                | CUSIP: 00176RAL2<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7286250.00   | 0.25%             | 2038-07-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                          | 720 East CLO 2023-I Ltd                                                                                                        | CUSIP: 81785GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2067820.00   | 0.07%             | 2038-04-15      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                                   | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |   1117897 | NS      | $204455.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | RAD CLO 23 Ltd                                                                                                                 | CUSIP: 75009DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4900000 | PA      | $4913332.90   | 0.17%             | 2037-04-20      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                   | ASP Unifrax Holdings Inc                                                                                                       | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |  17575901 | PA      | $8084914.46   | 0.28%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| PCF GMBH                                                   | PCF GmbH                                                                                                                       | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |  11608000 | PA      | $11380860.82  | 0.39%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                              | Sinclair Television Group Inc 2025 Term Loan B6                                                                                | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |  19376438 | PA      | $16663736.25  | 0.57%             | 2029-12-31      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                           | CIFC Funding 2023-II Ltd                                                                                                       | CUSIP: 125492AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5400000 | PA      | $5514696.00   | 0.19%             | 2037-01-21      | Floating      | 12.24%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                   | ASP Unifrax Holdings Inc 2024 Delayed Draw Term Loan                                                                           | CUSIP: 00216UAH6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | LON              | CORP              | US        |   8002695 | PA      | $7255763.46   | 0.25%             | 2029-09-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Harmony-Peace Park CLO                                     | Harmony-Peace Park CLO Ltd                                                                                                     | CUSIP: 413279AL4<br>LEI: 2138009L3HEW9A8LDJ44 | Long             | ABS-CBDO         | CORP              | JE        |   9000000 | PA      | $9030348.00   | 0.31%             | 2037-10-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| CAL Receivables LLC                                        | CAL Receivables 2022-1 LLC                                                                                                     | CUSIP: 12804BAB4<br>LEI: 549300GJW1JSYKS6S265 | Long             | ABS-O            | CORP              | US        |  15734137 | PA      | $15709023.27  | 0.54%             | 2026-10-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B70223106 CDS USD R V 03MEVENT 370223108 CCPCORPORATE / Short: B70223106 CDS USD P F  5.00000 370223107 CCPCORPORATE     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  10338000 | OU      | $-1492545.22  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                    | Santander Bank Auto Credit-Linked Notes Series 2022-A                                                                          | CUSIP: 80290CAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18552015 | PA      | $19052576.19  | 0.65%             | 2032-05-15      | Fixed         | 12.66%                | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                       | Vermilion Energy Inc                                                                                                           | CUSIP: 923725AE5<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |  43057000 | PA      | $40444189.29  | 1.39%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | Rad CLO 20 Ltd                                                                                                                 | CUSIP: 749979AW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   7050000 | PA      | $7076437.50   | 0.24%             | 2040-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LORD ABBETT PVT CR FUND 1 LP                               | LORD ABBETT PVT CR FUND 1 LP                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1628231 | NS      | $40933729.50  | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                          | 720 East CLO 2022-I Ltd                                                                                                        | CUSIP: 81785CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7950000 | PA      | $7844050.35   | 0.27%             | 2038-01-20      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                             | Gray Media Inc                                                                                                                 | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  51556000 | PA      | $38702895.35  | 1.33%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                         | Logan Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   8000000 | PA      | $560000.00    | 0.02%             | 2023-02-23      | None          | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO Ltd                                             | ICG US CLO 2024-R1 Ltd                                                                                                         | CUSIP: 44934XAG1<br>LEI: 21380029WPUQLKIPJJ57 | Long             | ABS-CBDO         | CORP              | KY        |  10440000 | PA      | $10537687.08  | 0.36%             | 2038-01-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                          | Sierra Timeshare 2024-2 Receivables Funding LLC                                                                                | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    941227 | PA      | $943144.72    | 0.03%             | 2041-06-20      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                    | Park River Holdings Inc                                                                                                        | CUSIP: 70082LAB3<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |  25387000 | PA      | $20725764.01  | 0.71%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                        | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $187500.00    | 0.01%             | 2027-04-12      | None          | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                     | Rockford Tower CLO 2025-1 Ltd                                                                                                  | CUSIP: 77341BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7430000 | PA      | $7329152.61   | 0.25%             | 2038-03-31      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                                     | Rackspace Finance, LLC 2024 First Lien Second Out Term Loan                                                                    | CUSIP: 75008UAD9<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |   9212989 | PA      | $4258473.79   | 0.15%             | 2028-05-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                      | Foundation Building Materials Inc                                                                                              | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |  42998000 | PA      | $39475387.56  | 1.35%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                    | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                      | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  31277000 | PA      | $29353617.13  | 1.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2024-3                                                                                     | CUSIP: 30165AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7823982.75   | 0.27%             | 2031-10-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 20 Ltd                                                                                                           | CUSIP: 05876DAG6<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |   5370000 | PA      | $5331561.54   | 0.18%             | 2036-10-15      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| SCF PREFERRED EQUITY LLC                                   | SCF Preferred Equity LLC                                                                                                       | CUSIP: 78397NAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29000000 | PA      | $28202500.00  | 0.97%             | 2026-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2024-5                                                                                     | CUSIP: 30165BAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7686000 | PA      | $7858308.59   | 0.27%             | 2032-05-17      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                      | Nabors Industries Inc                                                                                                          | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |  20384000 | PA      | $15157500.61  | 0.52%             | 2031-08-15      | Fixed         | 8.88%                 | 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        |  26001587 | PA      | $40302459.79  | 1.38%             | 2028-03-06      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                                | SBNA Auto Receivables Trust 2024-A                                                                                             | CUSIP: 78437PAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5860000 | PA      | $6174842.56   | 0.21%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    756460 | PA      | $93021.89     | 0.00%             | 2025-09-30      | None          | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                    | HCA Inc                                                                                                                        | CUSIP: 40412BU27<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |  24312000 | PA      | $24308704.27  | 0.83%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2021-2                                                                                     | CUSIP: 30166RAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16020 | PA      | $7499190.72   | 0.26%             | 2033-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                             | Transocean Inc                                                                                                                 | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |  26209000 | PA      | $18452373.06  | 0.63%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                     | EquipmentShare.com Inc                                                                                                         | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   4691000 | PA      | $4990941.79   | 0.17%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                   | Moss Creek Resources Holdings Inc                                                                                              | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |  63016000 | PA      | $61342301.34  | 2.10%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                | Ally Auto Receivables Trust 2024-1                                                                                             | CUSIP: 02008F104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30890 | PA      | $10190873.05  | 0.35%             | 2032-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                           | CIFC Funding 2024-I Ltd                                                                                                        | CUSIP: 12570XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6818546.25   | 0.23%             | 2037-04-18      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                 | Affirm Asset Securitization Trust 2025-X1                                                                                      | CUSIP: 00834M103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50502 | PA      | $5086616.42   | 0.17%             | 2030-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                                                    | NGC CLO 2 LTD                                                                                                                  | CUSIP: 652942AN3<br>LEI: 254900VQH7AI9RS70C59 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10079530.00  | 0.35%             | 2038-04-20      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| 888 Acquisitions Limited                                   | 888 Acquisitions Limited USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  32700971 | PA      | $31460950.64  | 1.08%             | 2028-07-01      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                           | AMC Networks Inc                                                                                                               | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |  10223000 | PA      | $8199510.50   | 0.28%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                          | 720 East CLO 2023-II Ltd                                                                                                       | CUSIP: 817942AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10165040.00  | 0.35%             | 2036-10-15      | Floating      | 12.83%                | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                         | Logan Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   4000000 | PA      | $284120.00    | 0.01%             | 2028-01-13      | None          | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2023-1                                                                                     | CUSIP: 30168BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14258000 | PA      | $16158820.95  | 0.55%             | 2030-09-16      | Fixed         | 12.07%                | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                | OCP CLO 2023-26 Ltd                                                                                                            | CUSIP: 67351PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  22000000 | PA      | $20089278.00  | 0.69%             | 2037-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                           | Empower CLO 2024-2 Ltd                                                                                                         | CUSIP: 29248KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9540000 | PA      | $9618103.98   | 0.33%             | 2037-07-15      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B78262647 CDS USD R V 03MEVENT 378262995 CCPCORPORATE / Short: B78262647 CDS USD P F  5.00000 378262994 CCPCORPORATE     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   4850000 | OU      | $-749233.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                               | AGL CLO 26 Ltd                                                                                                                 | CUSIP: 00852JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4160000 | PA      | $4180379.84   | 0.14%             | 2036-10-21      | Floating      | 12.52%                | No            |                  2 | On Loan: No      |
| American Money Management Corporation                      | AMMC CLO 30 Ltd                                                                                                                | CUSIP: 03165YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $8386166.25   | 0.29%             | 2037-01-15      | Floating      | 11.99%                | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                      | KKR CLO 47 Ltd                                                                                                                 | CUSIP: 48190EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10330000 | PA      | $10581091.31  | 0.36%             | 2038-01-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                           | Bain Capital Credit Clo 2024-5 Ltd                                                                                             | CUSIP: 056913AA4<br>LEI: 254900DFJJFRPOS1CT48 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4593816.00   | 0.16%             | 2037-10-21      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                             | Pagaya AI Debt Selection Trust 2020-1                                                                                          | CUSIP: 69546B101<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $12806.00     | 0.00%             | 2027-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VStrong Auto Receivables Trust                             | VStrong Auto Receivables Trust 2024-A                                                                                          | CUSIP: 92891PAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33915000 | PA      | $36420419.75  | 1.25%             | 2031-07-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                 | CUSIP: 46642MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614619 | PA      | $5531.57      | 0.00%             | 2027-06-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                  | Avant Loans Funding Trust 2021-REV1                                                                                            | CUSIP: 05353LAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3931000 | PA      | $3913639.52   | 0.13%             | 2030-07-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                               | AES Corp/The                                                                                                                   | CUSIP: 00809GU13<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | STIV             | CORP              | US        |  20250000 | PA      | $20250000.00  | 0.69%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                        | Quanta Services Inc                                                                                                            | CUSIP: 74767GU26<br>LEI: SHVRXXEACT60MMH07S24 | Long             | STIV             | CORP              | US        |  75500000 | PA      | $75490142.72  | 2.59%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $13853.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   2285942 | PA      | $285742.75    | 0.01%             | 2028-09-30      | None          | 6.75%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 24 Ltd                                                                                                           | CUSIP: 05875VAC6<br>LEI: 254900B0CDDYIJW8YL36 | Long             | ABS-CBDO         | CORP              | JE        |  11250000 | PA      | $9247297.50   | 0.32%             | 2038-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                 | GLS Auto Receivables Issuer Trust 2023-4                                                                                       | CUSIP: 362929AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10980000 | PA      | $12046970.52  | 0.41%             | 2030-08-15      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                      | Silver Point CLO 9 Ltd                                                                                                         | CUSIP: 82810LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8135224.00   | 0.28%             | 2038-03-31      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                           | Vital Energy Inc                                                                                                               | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |  81766000 | PA      | $69974991.21  | 2.40%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                   | Madison Park Funding XLVII Ltd                                                                                                 | CUSIP: 55820FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | PA      | $12624825.00  | 0.43%             | 2037-04-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                 | FIXED INC CLEARING CORP.REPO                                                                                                   | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        | 125623728 | PA      | $125623728.15 | 4.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B67311929 CDS USD R V 03MEVENT 467311930 CCPCDX / Short: B67311929 CDS USD P F  5.00000 467311931 CCPCDX                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  24307000 | OU      | $-1865549.07  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                       | Oceaneering International Inc                                                                                                  | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |   6440000 | PA      | $6497335.32   | 0.22%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                        | Quanta Services Inc                                                                                                            | CUSIP: 74767GU18<br>LEI: SHVRXXEACT60MMH07S24 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.21%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                            | INVESCO US CLO 2025-1 LTD                                                                                                      | CUSIP: 46151PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5535084.50   | 0.19%             | 2038-07-15      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                             | ACBL HLDG CORP                                                                                                                 | CUSIP: 00085Q209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2785 | NS      | $137857.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                   | Hughes Satellite Systems Corp                                                                                                  | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  47227000 | PA      | $33670159.06  | 1.15%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                          | Generate CLO 3 Ltd                                                                                                             | CUSIP: 98625VAN0<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-CBDO         | CORP              | KY        |   1170000 | PA      | $1173233.88   | 0.04%             | 2036-10-20      | Floating      | 12.10%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HLDGS INC                                      | ASP UNIFRAX HLDGS INC                                                                                                          | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |  33785368 | PA      | $30983301.14  | 1.06%             | 2029-09-30      | Fixed         | 11.18%                | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2020-4                                                                                              | CUSIP: 33845X107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17826 | PA      | $886488.09    | 0.03%             | 2028-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   7277000 | PA      | $394704.48    | 0.01%             | 2031-01-11      | None          | 3.45%                 | Yes           |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                    | Park River Holdings Inc                                                                                                        | CUSIP: 70082LAA5<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |  52312000 | PA      | $42647399.85  | 1.46%             | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                           | Trinitas CLO XXVI Ltd                                                                                                          | CUSIP: 89642PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   9250000 | PA      | $9284123.25   | 0.32%             | 2038-07-20      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC          | Foundation Building Materials Holding Company LLC 2024 Term Loan B2                                                            | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |  17854750 | PA      | $17529526.22  | 0.60%             | 2031-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | Rad CLO 20 Ltd                                                                                                                 | CUSIP: 749979AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   6500000 | PA      | $6500325.00   | 0.22%             | 2036-07-20      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                             | Carvana Auto Receivables Trust 2021-N1                                                                                         | CUSIP: 14687D102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $949311.55    | 0.03%             | 2028-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                         | Baytex Energy Corp                                                                                                             | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |  62884000 | PA      | $60098804.76  | 2.06%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                 | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369BU15<br>LEI: 549300ODEK8HY3445C77 | Long             | STIV             | CORP              | US        |  39740000 | PA      | $39740000.00  | 1.36%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                        | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   7000000 | PA      | $717500.00    | 0.02%             | 2025-07-16      | None          | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Silver Point Capital CLO 1, Ltd                            | Silver Point CLO 1 Ltd                                                                                                         | CUSIP: 82808DAL7<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |   2725000 | PA      | $2697305.83   | 0.09%             | 2038-01-20      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                               | AGL CLO 30 Ltd                                                                                                                 | CUSIP: 00120YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  13610000 | PA      | $13817185.03  | 0.47%             | 2037-04-21      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                               | Ares LXXIV CLO Ltd                                                                                                             | CUSIP: 03990GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8537850.50   | 0.29%             | 2036-10-15      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                    | SCF Equipment Leasing 2022-2 LLC                                                                                               | CUSIP: 78397WAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  42622000 | PA      | $42331620.58  | 1.45%             | 2035-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2021-4                                                                                     | CUSIP: 30165JAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28050 | PA      | $1569936.44   | 0.05%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 26 Ltd                                                                                                           | CUSIP: 05876PAC8<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | KY        |   8100000 | PA      | $5469233.40   | 0.19%             | 2037-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                       | Saturn Oil & Gas Inc                                                                                                           | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |  63534000 | PA      | $63189596.16  | 2.17%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                    | ACProducts Holdings Inc                                                                                                        | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |  70921000 | PA      | $32764855.20  | 1.12%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                         | Central Parent Inc 2024 Term Loan B                                                                                            | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  29340730 | PA      | $24574328.81  | 0.84%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                              | Brand Industrial Services Inc 2024 Term Loan B                                                                                 | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |  24564848 | PA      | $20660633.94  | 0.71%             | 2030-08-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                    | Santander Bank Auto Credit-Linked Notes Series 2022-B                                                                          | CUSIP: 80290CBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19750000 | PA      | $20487397.85  | 0.70%             | 2032-08-16      | Fixed         | 14.55%                | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd                                    | Barrow Hanley CLO I Ltd                                                                                                        | CUSIP: 06875PAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7243047.25   | 0.25%             | 2038-01-20      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                                       | Shelf Drilling Holdings Ltd                                                                                                    | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |  65824000 | PA      | $52786042.85  | 1.81%             | 2029-04-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | Rad CLO 20 Ltd                                                                                                                 | CUSIP: 750105AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  11250000 | PA      | $11250562.50  | 0.39%             | 2036-07-20      | Floating      | 12.35%                | No            |                  2 | On Loan: No      |
| Transocean Inc                                             | Transocean Inc                                                                                                                 | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |  60996000 | PA      | $49686615.75  | 1.70%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LORD ABBETT PCF2                                           | LORD ABBETT PCF2                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |   3990429 | NS      | $99720825.43  | 3.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                           | Bain Capital Credit CLO 2024-4 Ltd                                                                                             | CUSIP: 05685WAA8<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |   8950000 | PA      | $9130082.95   | 0.31%             | 2037-10-23      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                        | Leggett & Platt Inc                                                                                                            | CUSIP: 52466JU12<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1250000.00   | 0.04%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                        | HINNT 2024-A LLC                                                                                                               | CUSIP: 40472QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2196085 | PA      | $2171283.70   | 0.07%             | 2043-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                    | HCA Inc                                                                                                                        | CUSIP: 40412BU19<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |  38500000 | PA      | $38500000.00  | 1.32%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                         | Sonoco Products Co                                                                                                             | CUSIP: 83549RU10<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | STIV             | CORP              | US        |  16100000 | PA      | $16100000.00  | 0.55%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERENS MIDCO SARL                                          | Herens Midco Sarl                                                                                                              | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |  47965000 | PA      | $41644069.41  | 1.43%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-24

**Name of Applicant:** Lord Abbett Credit Opportunities Fund

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer