# EDGAR Filing Document

**Accession Number:** 0001753712
**File Stem:** 0001410368-26-020081
**Filing Date:** 2026-2
**Character Count:** 97072
**Document Hash:** 668a0174e54ab599f9646abcd8445fe0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020081.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-020081

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**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:** 26689935

**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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3084200134.35

**Total Liabilities:** $54987332.30

**Net Assets:** $3029212802.05

**Delayed Delivery Securities:** $24333419.54

**Cash Not Reported:** $34811610.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -346.33000000 | **1-Year:** -7224.75000000 | **5-Year:** -27049.54000000 | **10-Year:** -2108.71000000 | **30-Year:** 0.00000000

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

- **3-Month:** -8176.23000000 | **1-Year:** -189873.78000000 | **5-Year:** -530488.60000000 | **10-Year:** -92546.95000000 | **30-Year:** -10555.32000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.42%               | -1.34%               | -0.51%               |
| Class ID N/A | -0.47%               | -1.17%               | -0.56%               |
| Class ID N/A | -0.53%               | -1.23%               | -0.62%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15035107.06             | $-63982405.93                              |
| Month 2  | $-25203983.95            | $-35635437.44                              |
| Month 3  | $9019976.75              | $-45081839.33                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB Bsl CLO 1 Ltd                              | AB BSL CLO 4 Ltd                                                                                                               | CUSIP: 00037XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4750000 | PA      | $3127338.25   | 0.10%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ACBL HLDG CORP                                | ACBL HLDG CORP                                                                                                                 | CUSIP: 00085Q209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2785 | NS      | $130895.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                | ACBL HLDG CORP                                                                                                                 | CUSIP: 00085Q605<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     15891 | NS      | $969351.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                | AGL CLO 30 Ltd                                                                                                                 | CUSIP: 00120YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  13610000 | PA      | $13679710.42  | 0.45%             | 2037-04-21      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                              | AMC Networks Inc                                                                                                               | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |  11048000 | PA      | $9827676.59   | 0.32%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                              | AMC Networks Inc                                                                                                               | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4973947.50   | 0.16%             | 2029-02-15      | Fixed         | 4.25%                 | 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      | $7253828.00   | 0.24%             | 2038-07-17      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| ASP Unifrax Holdings Inc                      | ASP Unifrax Holdings Inc 2024 Term Loan                                                                                        | CUSIP: 00216UAK9<br>LEI: 549300RRU6BWJLD0YT71 | Long             | LON              | CORP              | US        |   8074497 | PA      | $6459597.57   | 0.21%             | 2029-09-28      | Floating      | 11.75%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                      | ASP Unifrax Holdings Inc                                                                                                       | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |  13260801 | PA      | $1591296.12   | 0.05%             | 2029-09-30      | Fixed         | 7.10%                 | 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      | $1840846.39   | 0.06%             | 2029-12-17      | Variable      | 100.00%               | 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      | $2165297.64   | 0.07%             | 2030-04-15      | None          | 0.00%                 | 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      | $1205707.71   | 0.04%             | 2029-05-15      | Variable      | 100.00%               | 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      | $8492910.50   | 0.28%             | 2032-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                              | Altice France SA                                                                                                               | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   9183734 | PA      | $8809835.72   | 0.29%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                       | American Axle & Manufacturing Inc                                                                                              | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |  26302000 | PA      | $26805384.51  | 0.88%             | 2033-10-15      | Fixed         | 7.75%                 | 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      | $8317980.00   | 0.27%             | 2037-01-15      | Floating      | 11.63%                | 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      | $8934021.90   | 0.29%             | 2038-02-20      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                    | APIDOS CLO XLVIII Ltd                                                                                                          | CUSIP: 03770XAA7<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |   4550000 | PA      | $4585444.50   | 0.15%             | 2037-07-25      | Floating      | 9.61%                 | 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      | $8579101.00   | 0.28%             | 2036-10-15      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| ARES LXVIII CLO Ltd                           | Ares LXVIII CLO Ltd                                                                                                            | CUSIP: 039942AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2840000 | PA      | $2858667.32   | 0.09%             | 2037-07-25      | Floating      | 9.86%                 | 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      | $7815681.25   | 0.26%             | 2037-10-15      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                      | Atlanticus Holdings Corp                                                                                                       | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4731000 | PA      | $4746394.67   | 0.16%             | 2030-09-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                  | AutoZone Inc                                                                                                                   | CUSIP: 05333UA83<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | STIV             | CORP              | US        |  19000000 | PA      | $18988188.27  | 0.63%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                    | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369CA56<br>LEI: 549300ODEK8HY3445C77 | Long             | STIV             | CORP              | US        |  53000000 | PA      | $52983216.49  | 1.75%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                           | LBM Acquisition LLC                                                                                                            | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |  93820000 | PA      | $84524811.65  | 2.79%             | 2029-01-15      | Fixed         | 6.25%                 | 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      | $9120712.30   | 0.30%             | 2037-10-23      | Floating      | 9.86%                 | 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      | $4588744.50   | 0.15%             | 2037-10-21      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 24 Ltd                                                                                                           | CUSIP: 05875VAC6<br>LEI: 254900B0CDDYIJW8YL36 | Long             | ABS-CBDO         | CORP              | JE        |  14550000 | PA      | $10355642.40  | 0.34%             | 2038-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 26 Ltd                                                                                                           | CUSIP: 05876PAC8<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | KY        |   8100000 | PA      | $4529471.40   | 0.15%             | 2037-07-25      | Variable      | 0.00%                 | No            |                  3 | 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      | $7268125.00   | 0.24%             | 2038-01-20      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd               | Benefit Street Partners CLO XXXIX Ltd                                                                                          | CUSIP: 081931AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11665000 | PA      | $9774150.16   | 0.32%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BORR IHC LTD / BORR FIN                       | Borr IHC Ltd / Borr Finance LLC                                                                                                | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  51730573 | PA      | $51638150.89  | 1.70%             | 2030-11-15      | Fixed         | 10.38%                | 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        |  19747178 | PA      | $18048427.38  | 0.60%             | 2030-08-01      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO I Ltd                       | Bridge Street CLO V Ltd                                                                                                        | CUSIP: 107922AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3456488.00   | 0.11%             | 2038-04-20      | Floating      | 9.23%                 | 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      | $9883460.00   | 0.33%             | 2038-04-20      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2023-II Ltd                                                                                                       | CUSIP: 125492AA6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   5400000 | PA      | $5453962.20   | 0.18%             | 2037-01-21      | Floating      | 11.84%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2024-I Ltd                                                                                                        | CUSIP: 12570XAG7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6796446.75   | 0.22%             | 2037-04-18      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                         | CMG Media Corp                                                                                                                 | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  54646549 | PA      | $46993846.28  | 1.55%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                            | CP Atlas Buyer Inc                                                                                                             | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |  24144244 | PA      | $22897210.70  | 0.76%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                                                               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  89540000 | PA      | $32059448.69  | 1.06%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                 | Cable One Inc                                                                                                                  | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |  41860000 | PA      | $32307726.32  | 1.07%             | 2030-11-15      | Fixed         | 4.00%                 | 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      | $13672782.93  | 0.45%             | 2038-07-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| CAL Receivables LLC                           | CAL Receivables 2022-1 LLC                                                                                                     | CUSIP: 12804BAB4<br>LEI: 549300GJW1JSYKS6S265 | Long             | ABS-O            | CORP              | US        |   6758942 | PA      | $6756749.43   | 0.22%             | 2026-10-15      | Floating      | 8.33%                 | 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      | $1015015.93   | 0.03%             | 2028-01-10      | None          | 0.00%                 | 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      | $13591692.00  | 0.45%             | 2037-04-23      | Floating      | 7.76%                 | 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        |  34041824 | PA      | $28945422.83  | 0.96%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                        | Lumen Technologies Inc                                                                                                         | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    663000 | PA      | $616944.71    | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                           | Conair Holdings LLC Term Loan B                                                                                                | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |  49326810 | PA      | $25958233.53  | 0.86%             | 2028-05-17      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                          | Cornerstone Building Brands Inc                                                                                                | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |  83822000 | PA      | $42450680.40  | 1.40%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $445.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                             | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $27609.66     | 0.00%             |  |  |  | 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      | $-422355.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $37794.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $2633.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                             | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $4984.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-105.19      | -0.00%            |  |  |  | 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      | $10224060.00  | 0.34%             | 2037-10-15      | Floating      | 12.01%                | 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      | $9684859.14   | 0.32%             | 2037-04-18      | Floating      | 10.98%                | 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      | $9228523.32   | 0.30%             | 2037-01-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Elmwood CLO 14 Ltd                            | Elmwood CLO 14 Ltd                                                                                                             | CUSIP: 29003XAG8<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5023340.00   | 0.17%             | 2038-10-20      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                              | Empower CLO 2023-2 Ltd                                                                                                         | CUSIP: 29247JAE0<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6671288.25   | 0.22%             | 2038-10-15      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                              | Empower CLO 2024-2 Ltd                                                                                                         | CUSIP: 29248KAA4<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   9540000 | PA      | $9576757.62   | 0.32%             | 2037-07-15      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                        | EquipmentShare.com Inc                                                                                                         | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |  40877000 | PA      | $43063061.08  | 1.42%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                      | Evergy Missouri West Inc                                                                                                       | CUSIP: 30037NA78<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | STIV             | CORP              | US        |  10550000 | PA      | $10544065.63  | 0.35%             | 2026-01-07      | None          | 0.00%                 | 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      | $7873041.00   | 0.26%             | 2031-10-15      | Fixed         | 7.84%                 | 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      | $7925427.35   | 0.26%             | 2032-05-17      | Fixed         | 7.22%                 | 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      | $721606.62    | 0.02%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | 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      | $4260554.62   | 0.14%             | 2033-07-15      | None          | 0.00%                 | No            |                  3 | 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      | $20067328.80  | 0.66%             | 2031-10-15      | Fixed         | 7.98%                 | No            |                  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      | $15890560.96  | 0.52%             | 2030-09-16      | Fixed         | 12.07%                | 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      | $29825338.65  | 0.98%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                        | First Brands Group LLC 2021 Term Loan                                                                                          | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |  18009156 | PA      | $216304.01    | 0.01%             | 2027-03-30      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                        | First Brands Group LLC 2022 Incremental Term Loan                                                                              | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   9188000 | PA      | $110355.05    | 0.00%             | 2027-03-30      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                       | First Brands Group LLC 2025 DIP Term Loan                                                                                      | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   5218137 | PA      | $1030582.13   | 0.03%             | 2026-06-29      | Floating      | 13.84%                | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                        | First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B                                                                        | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   9551000 | PA      | $167142.50    | 0.01%             | 2026-06-29      | None          | 0.00%                 | 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      | $848280.59    | 0.03%             | 2028-07-17      | 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      | $25634182.81  | 0.85%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                         | Kennedy Lewis CLO 20 Ltd                                                                                                       | CUSIP: 370913AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6710000 | PA      | $6735243.02   | 0.22%             | 2038-01-25      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                         | Kennedy Lewis CLO 13 Ltd                                                                                                       | CUSIP: 370918AG9<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |   7000000 | PA      | $7036295.00   | 0.23%             | 2037-01-20      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                         | Kennedy Lewis CLO 13 Ltd                                                                                                       | CUSIP: 370919AA0<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |   7000000 | PA      | $7058940.00   | 0.23%             | 2037-01-20      | Floating      | 11.91%                | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                         | Kennedy Lewis CLO 22 Ltd                                                                                                       | CUSIP: 37150DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5042055.00   | 0.17%             | 2038-07-20      | Floating      | 9.60%                 | 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      | $8624871.75   | 0.28%             | 2031-05-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                | Gray Media Inc                                                                                                                 | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  59680000 | PA      | $44805059.00  | 1.48%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                           | HINNT 2024-A LLC                                                                                                               | CUSIP: 40472QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1734119 | PA      | $1736000.64   | 0.06%             | 2043-03-15      | Fixed         | 7.00%                 | 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      | $9059193.00   | 0.30%             | 2037-10-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Hayfin US XII, Ltd.                           | Hayfin US XII Ltd                                                                                                              | CUSIP: 42087CAE1<br>LEI: 549300ROX4COSD406L14 | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3466894.65   | 0.11%             | 2038-01-20      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Hayfin US XIV LTD                             | Hayfin US XIV Ltd                                                                                                              | CUSIP: 42088QAE9<br>LEI: 5493000YWK38UXBNS724 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6028968.00   | 0.20%             | 2038-03-20      | Floating      | 9.98%                 | 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        |  30500000 | PA      | $29004800.03  | 0.96%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                      | Hughes Satellite Systems Corp                                                                                                  | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  49009000 | PA      | $44806125.39  | 1.48%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  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      | $10517193.36  | 0.35%             | 2038-01-25      | Floating      | 7.51%                 | 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      | $5531647.00   | 0.18%             | 2038-07-15      | Floating      | 10.28%                | 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      | 3.81%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                     | Jabil Inc                                                                                                                      | CUSIP: 46652MA54<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |  23350000 | PA      | $23341988.81  | 0.77%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                     | Jabil Inc                                                                                                                      | CUSIP: 46652MA88<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7994533.36   | 0.26%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT                                                               | CUSIP: 46653HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15790000 | PA      | $227622.32    | 0.01%             | 2033-08-15      | Floating      | 11.14%                | No            |                  3 | On Loan: No      |
| JELD-WEN INC                                  | JELD-WEN Inc                                                                                                                   | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |  59934000 | PA      | $41235778.69  | 1.36%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                         | KKR CLO 47 Ltd                                                                                                                 | CUSIP: 48190EAA6<br>LEI: 254900X4Y2IUWMENHX76 | Long             | ABS-CBDO         | CORP              | KY        |  10330000 | PA      | $10416389.79  | 0.34%             | 2038-01-15      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                         | KKR CLO 56 Ltd                                                                                                                 | CUSIP: 48256HAA0<br>LEI: 254900BBJPGN777LWF70 | Long             | ABS-CBDO         | CORP              | KY        |  14750000 | PA      | $15008361.00  | 0.50%             | 2037-10-15      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| Kodiak Building Partners Inc                  | Kodiak Building Partners Inc 2024 Term Loan B                                                                                  | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |  31263677 | PA      | $30579784.42  | 1.01%             | 2031-12-04      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                             | Kosmos Energy Ltd                                                                                                              | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |  18436000 | PA      | $12544735.64  | 0.41%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                      | Kraken Oil & Gas Partners LLC                                                                                                  | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |  43928000 | PA      | $43544082.46  | 1.44%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LABL INC                                      | LABL Inc                                                                                                                       | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |  29030000 | PA      | $15467549.78  | 0.51%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                              | Vital Energy Inc                                                                                                               | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |  60264000 | PA      | $59418132.09  | 1.96%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan Trust          | Laurel Road Prime Student Loan Trust 2019-A                                                                                    | CUSIP: 51889RAD1<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |   1930695 | PA      | $827495.47    | 0.03%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                         | Level 3 Financing Inc                                                                                                          | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |  29520405 | PA      | $30268382.39  | 1.00%             | 2036-01-15      | Fixed         | 8.50%                 | 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      | $12574712.50  | 0.42%             | 2037-04-19      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                           | Meritage Homes Corp                                                                                                            | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   7784000 | PA      | $7694451.46   | 0.25%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                      | Moss Creek Resources Holdings Inc                                                                                              | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |  45157000 | PA      | $43273499.72  | 1.43%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                         | Nabors Industries Inc                                                                                                          | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |  19937000 | PA      | $16242673.90  | 0.54%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                         | Nabors Industries Inc                                                                                                          | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |  29047000 | PA      | $28198161.26  | 0.93%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                          | New Mountain CLO 5 Ltd                                                                                                         | CUSIP: 64754XAC5<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | KY        |  16450000 | PA      | $11014525.20  | 0.36%             | 2036-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NGC Ltd                                       | NGC CLO 2 LTD                                                                                                                  | CUSIP: 652942AN3<br>LEI: 254900VQH7AI9RS70C59 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10040490.00  | 0.33%             | 2038-04-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2023-26 Ltd                                                                                                            | CUSIP: 67351PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  23850000 | PA      | $17895179.70  | 0.59%             | 2037-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2024-31 Ltd                                                                                                            | CUSIP: 67570BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1200000 | PA      | $1210531.20   | 0.04%             | 2037-04-20      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                 | 1988 CLO 4 Ltd                                                                                                                 | CUSIP: 68252FAA6<br>LEI: 2549000NTXDB3VOXDV92 | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4306856.50   | 0.14%             | 2037-04-15      | Floating      | 10.82%                | 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      | $3023208.00   | 0.10%             | 2038-07-20      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                       | Oscar AcquisitionCo LLC / Oscar Finance Inc                                                                                    | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35554000 | PA      | $16098445.88  | 0.53%             | 2030-04-15      | Fixed         | 9.50%                 | 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      | $5818.00      | 0.00%             | 2027-07-15      | Variable      | 0.00%                 | No            |                  3 | 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      |
| PARK-OHIO INDUSTRIES INC                      | Park-Ohio Industries Inc                                                                                                       | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |  69038000 | PA      | $71230992.07  | 2.35%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                       | Park River Holdings Inc                                                                                                        | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |  70678393 | PA      | $69883261.08  | 2.31%             | 2030-12-31      | Fixed         | 8.75%                 | 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      | $2468961.41   | 0.08%             | 2030-06-17      | None          | 0.00%                 | No            |                  3 | 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      | $7824961.88   | 0.26%             | 2030-12-16      | Fixed         | 12.80%                | No            |                  2 | On Loan: No      |
| Polus US CLO Ltd                              | POLUS US CLO I Ltd                                                                                                             | CUSIP: 73163HAA0<br>LEI: 254900NPT7G7FAJXZS09 | Long             | ABS-CBDO         | CORP              | BM        |   2600000 | PA      | $2629120.00   | 0.09%             | 2037-10-20      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                   | Rad CLO 22 Ltd                                                                                                                 | CUSIP: 74936CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19614000 | PA      | $12871236.38  | 0.42%             | 2125-10-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                        | RR 18 Ltd                                                                                                                      | CUSIP: 749737AC6<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |  19500000 | PA      | $9954301.50   | 0.33%             | 2121-10-15      | Variable      | 0.00%                 | 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        |  31006189 | PA      | $11592749.07  | 0.38%             | 2028-05-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                          | Rackspace Technology Global Inc                                                                                                | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $245490.00    | 0.01%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                       | Regatta 31 Funding Ltd                                                                                                         | CUSIP: 758981AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17375000 | PA      | $14424603.38  | 0.48%             | 2038-03-25      | Variable      | 0.00%                 | No            |                  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      | $7213259.47   | 0.24%             | 2038-03-31      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Rockland Park CLO Ltd                         | Rockland Park CLO Ltd                                                                                                          | CUSIP: 77366PAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996589.00    | 0.03%             | 2038-07-20      | Floating      | 9.58%                 | 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      | $29202130.00  | 0.96%             | 2026-10-16      | Fixed         | 7.50%                 | 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      | $42585771.30  | 1.41%             | 2035-06-20      | Fixed         | 6.50%                 | 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      | $6081900.62   | 0.20%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                      | Saks Global Enterprises LLC                                                                                                    | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |  12644063 | PA      | $79657.60     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                      | Saks Global Enterprises LLC                                                                                                    | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |  20498688 | PA      | $1332414.72   | 0.04%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Sand Trust                                    | Sandstone Peak IV Ltd                                                                                                          | CUSIP: 80012EAA5<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |   7240000 | PA      | $7260728.12   | 0.24%             | 2039-01-20      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                    | Sandstone Peak II Ltd                                                                                                          | CUSIP: 80013UAE0<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5554274.00   | 0.18%             | 2038-07-20      | Floating      | 10.33%                | 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        |   9415470 | PA      | $9483421.57   | 0.31%             | 2032-05-15      | Fixed         | 12.66%                | 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        |  10160594 | PA      | $10304396.70  | 0.34%             | 2032-08-16      | Fixed         | 14.55%                | 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        |  15880949 | PA      | $16189616.14  | 0.53%             | 2032-12-15      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                          | Saturn Oil & Gas Inc                                                                                                           | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |  66878000 | PA      | $65984610.24  | 2.18%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                         | Scripps Escrow II Inc                                                                                                          | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  46765000 | PA      | $35572180.72  | 1.17%             | 2031-01-15      | Fixed         | 5.38%                 | 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      | $7866803.25   | 0.26%             | 2038-01-20      | Floating      | 9.78%                 | 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      | $2039108.00   | 0.07%             | 2038-04-15      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| SGUS LLC                                      | SGUS LLC                                                                                                                       | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6786545 | PA      | $2544954.38   | 0.08%             | 2029-12-15      | Fixed         | 11.00%                | 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        |    719302 | PA      | $729476.63    | 0.02%             | 2041-06-20      | Fixed         | 7.48%                 | No            |                  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      | $2686950.83   | 0.09%             | 2038-01-20      | Floating      | 9.13%                 | 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      | $8147808.00   | 0.27%             | 2038-03-31      | Floating      | 11.19%                | No            |                  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        |  49987245 | PA      | $45900787.38  | 1.52%             | 2029-12-31      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                 | Sinclair Television Group Inc 2025 Term Loan B7                                                                                | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |  24401659 | PA      | $22254312.75  | 0.73%             | 2030-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                    | FIXED INC CLEARING CORP.REPO                                                                                                   | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  80191462 | PA      | $80191462.42  | 2.65%             |  |  |  | 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      | $9790306.50   | 0.32%             | 2037-04-20      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                         | Sycamore Tree CLO 2024-5 Ltd                                                                                                   | CUSIP: 87122QAE2<br>LEI: 213800TOX9K8OSWW9S26 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7321847.50   | 0.24%             | 2038-10-20      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| TERAWULF INC                                  | Terawulf Inc                                                                                                                   | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   4551000 | PA      | $3947992.50   | 0.13%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                            | 37 Capital Clo 4 Ltd                                                                                                           | CUSIP: 883933AE3<br>LEI: 254900CWCIZKD1LSOX71 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4347112.50   | 0.14%             | 2035-04-15      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                      | Transocean International Ltd                                                                                                   | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |  42850000 | PA      | $40660697.09  | 1.34%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                      | Transocean International Ltd                                                                                                   | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |  24138000 | PA      | $20774758.32  | 0.69%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                              | Trinitas CLO XXII Ltd                                                                                                          | CUSIP: 89640NAE8<br>LEI: 254900Y31HLFEBSJXC19 | Long             | ABS-CBDO         | CORP              | BM        |   5000000 | PA      | $5035460.00   | 0.17%             | 2038-03-20      | Floating      | 9.88%                 | 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      | $7607482.50   | 0.25%             | 2038-07-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                              | Trinitas CLO XXVI Ltd                                                                                                          | CUSIP: 89642PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  10750000 | PA      | $10907863.75  | 0.36%             | 2038-07-20      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| TRONOX INC                                    | Tronox Inc                                                                                                                     | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |  44694000 | PA      | $31326761.16  | 1.03%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| X Corp.                                       | X Corp 2025 Fixed Term Loan                                                                                                    | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  45003000 | PA      | $44930545.17  | 1.48%             | 2029-10-26      | Fixed         | 9.50%                 | 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      | $5393753.29   | 0.18%             | 2032-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                        | Venture Global LNG Inc                                                                                                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  40848000 | PA      | $32288738.67  | 1.07%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                          | Vermilion Energy Inc                                                                                                           | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |  44784000 | PA      | $42227509.84  | 1.39%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                       | ACProducts Holdings Inc                                                                                                        | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |  70921000 | PA      | $34033657.42  | 1.12%             | 2029-05-15      | Fixed         | 6.38%                 | 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        |  15111000 | PA      | $14391847.56  | 0.48%             | 2030-02-01      | Fixed         | 6.38%                 | 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      |
| VStrong Auto Receivables Trust                | VStrong Auto Receivables Trust 2024-A                                                                                          | CUSIP: 92891PAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33915000 | PA      | $37302077.48  | 1.23%             | 2031-07-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| CHINOS INTERMEDIATE WARRANTS                  | CHINOS INTERMEDIATE WARRANTS                                                                                                   | CUSIP: 000000000<br>LEI: 54930061EIIAONXJMZ79 | N/A              | DE               |  | US        |      9971 | NS      | $12154.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 888 Acquisitions Limited                      | 888 Acquisitions Limited USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | LON              | CORP              | US        |  30871066 | PA      | $26636018.68  | 0.88%             | 2028-07-01      | Floating      | 9.05%                 | 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      | $41031423.37  | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| LORD ABBETT PCF2                              | LORD ABBETT PCF2                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |   4966095 | NS      | $124450343.16 | 4.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW MOUNTAIN CLO LTD                          | NEW MOUNTAIN CLO LTD                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16450000 | PA      | $580685.00    | 0.02%             | 2036-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WILSONART LLC                                 | Wilsonart LLC                                                                                                                  | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |  20256000 | PA      | $18120657.25  | 0.60%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                              | WULF Compute LLC                                                                                                               | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14973000 | PA      | $15437289.22  | 0.51%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                                                                   | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |  57776000 | PA      | $58438228.51  | 1.93%             | 2031-03-24      | Fixed         | 7.50%                 | 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      | $-77606.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Long: S60882563 CDS USD R F  5.00000 560882565 CCPCDX / Short: S60882563 CDS USD P V 03MEVENT 560882564 CCPCDX                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |         0 | OU      | $6944.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Long: S83694278 CDS USD R F  1.00000 583694280 CCPCORPORATE / Short: S83694278 CDS USD P V 03MEVENT 583694279 CCPCORPORATE     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  42981000 | OU      | $111572.03    | 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      |
| CIFI HOLDINGS GROUP                           | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $173250.00    | 0.01%             | 2026-05-13      | None          | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                           | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $190000.00    | 0.01%             | 2027-04-12      | None          | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                            | Logan Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   4000000 | PA      | $398840.00    | 0.01%             | 2028-01-13      | None          | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HERENS MIDCO SARL                             | Herens Midco Sarl                                                                                                              | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |  34109000 | PA      | $22735141.12  | 0.75%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BORR DRILLING LTD                             | Borr Drilling Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | DBT              | CORP              | BM        |  14000000 | PA      | $14070000.00  | 0.46%             | 2028-02-08      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    756460 | PA      | $118839.87    | 0.00%             | 2026-09-30      | None          | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    758297 | PA      | $120372.07    | 0.00%             | 2026-09-30      | None          | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   2285942 | PA      | $354321.01    | 0.01%             | 2028-09-30      | None          | 6.75%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   1079008 | PA      | $167354.14    | 0.01%             | 2030-09-30      | None          | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   2291474 | PA      | $357664.72    | 0.01%             | 2029-09-30      | None          | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   1520277 | PA      | $241419.99    | 0.01%             | 2027-09-30      | None          | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |  18058440 | PA      | $2690707.49   | 0.09%             | 2028-09-30      | 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        |    335000 | PA      | $11892.50     | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                       | JP Morgan REPO 3.68% 1-2-2026                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  92000000 | PA      | $92000000.00  | 3.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd                     | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | KY        |  47839996 | NS      | $1175957.72   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                      | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |   1117897 | NS      | $188547.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                            | Logan Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   8000000 | PA      | $780000.00    | 0.03%             | 2023-02-23      | None          | 5.25%                 | Yes           |                  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        |  11249580 | PA      | $26717752.10  | 0.88%             | 2028-03-06      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-21

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer