# EDGAR Filing Document

**Accession Number:** 0001753712
**File Stem:** 0001410368-25-032910
**Filing Date:** 2025-11
**Character Count:** 155675
**Document Hash:** af24277145b0567cd5346b96216163d4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-032910.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0001410368-25-032910

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**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:** 251536367

**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

## Nport-Ex

![](x2_c114068x1x1.jpg)

Lord Abbett

Quarterly Portfolio Holdings Report

Lord Abbett

Credit Opportunities Fund

*For the period ended September 30, 2025*

**Schedule of Investments (unaudited)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **LONG-TERM INVESTMENTS 89.54%** |  |  |  |  |  |
| **ASSET-BACKED SECURITIES 25.51%** |  |  |  |  |  |
| **Automobiles 7.66%** |  |  |  |  |  |
| Ally Auto Receivables Trust Series 2024-1 Class CERT<sup>†</sup> | Zero Coupon |  | 2/16/2032 | $30890 | $9272951 |
| CAL Receivables LLC Series 2022-1 Class B<sup>†</sup> | 8.722% (30 day<br> USD SOFR Average + 4.35%) | <sup>#</sup> | 10/15/2026 | 10165122 | 10161174 |
| Carvana Auto Receivables Trust Series 2021-N1 Class R<sup>†</sup> | Zero Coupon |  | 1/10/2028 | 10000 <sup>(a)</sup> | 1005716 |
| Exeter Automobile Receivables Trust Series 2021-1A Class R | Zero Coupon |  | 2/15/2033 | 16020 | 6585407 |
| Exeter Automobile Receivables Trust Series 2021-2A Class R | Zero Coupon |  | 7/15/2033 | 11036 | 4721839 |
| Exeter Automobile Receivables Trust Series 2021-4A Class R<sup>†</sup> | Zero Coupon |  | 12/15/2033 | 28050 <sup>(a)</sup> | 1255343 |
| Exeter Automobile Receivables Trust Series 2023-1A Class E<sup>†</sup> | 12.07% |  | 9/16/2030 | 14258000 | 15951009 |
| Exeter Automobile Receivables Trust Series 2023-2A Class E<sup>†</sup> | 9.75% |  | 11/15/2030 | 27309000 | 29331900 |
| Exeter Automobile Receivables Trust Series 2024-2A Class E<sup>†</sup> | 7.98% |  | 10/15/2031 | 19000000 | 19983075 |
| Exeter Automobile Receivables Trust Series 2024-3A Class E<sup>†</sup> | 7.84% |  | 10/15/2031 | 7500000 | 7861356 |
| Exeter Automobile Receivables Trust Series 2024-5A Class E<sup>†</sup> | 7.22% |  | 5/17/2032 | 7686000 | 7935586 |
| Flagship Credit Auto Trust Series 2020-4 Class R<sup>†</sup> | Zero Coupon |  | 7/17/2028 | 17826 <sup>(a)</sup> | 866823 <sup>(b)</sup> |
| GLS Auto Receivables Issuer Trust Series 2024-2A Class E<sup>†</sup> | 7.98% |  | 5/15/2031 | 8250000 | 8662220 |
| PenFed Auto Receivables Owner Trust Series 2022-A Class R1<sup>†</sup> | Zero Coupon |  | 6/17/2030 | 30000 | 2591601 |
| Santander Bank Auto Credit-Linked Notes Series 2022-A Class E<sup>†</sup> | 12.662% |  | 5/15/2032 | 17746623 | 18031048 |
| Santander Bank Auto Credit-Linked Notes Series 2022-B Class G<sup>†</sup> | 14.552% |  | 8/16/2032 | 19230254 | 19663343 |
| Santander Bank Auto Credit-Linked Notes Series 2022-C Class F<sup>†</sup> | 14.592% |  | 12/15/2032 | 26179015 | 26888857 |
| SBNA Auto Receivables Trust Series 2024-A Class E<sup>†</sup> | 8.00% |  | 4/15/2032 | 5860000 | 6117314 |
| USB Auto Owner Trust Series 2025-1A Class R<sup>†</sup> | Zero Coupon |  | 12/15/2032 | 20000 | 6203192 |

---

*See Notes to Schedule of Investments.* 1

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Automobiles (continued)** |  |  |  |  |  |
| VStrong Auto Receivables Trust Series 2024-A Class E<sup>†</sup> | 10.12% |  | 7/15/2031 | $33915000 | $37363843 |
| *Total* |  |  |  |  | 240453597 |
| **Credit Card 0.25%** |  |  |  |  |  |
| Perimeter Master Note Business Trust Series 2025-1A Class D<sup>†</sup> | 12.80% |  | 12/16/2030 | 7750000 | 7878602 |
| **Other 17.58%** |  |  |  |  |  |
| 37 Capital CLO 4 Ltd. Series 2023-2A Class ER<sup>†</sup> | 9.668% (3 mo.<br> USD Term SOFR + 5.35%) | <sup>#</sup> | 4/15/2035 | 8600000 | 8589293 |
| 720 East CLO Ltd. Series 2022-1A Class ER<sup>†</sup> | 10.226% (3 mo.<br> USD Term SOFR + 5.90%) | <sup>#</sup> | 1/20/2038 | 7950000 | 7919082 |
| 720 East CLO Ltd. Series 2023-2A Class E<sup>†</sup> | 12.888% (3 mo.<br> USD Term SOFR + 8.57%) | <sup>#</sup> | 10/15/2036 | 10000000 | 10104700 |
| 720 East CLO Ltd. Series 2023-IA Class ER<sup>†</sup> | 11.628% (3 mo.<br> USD Term SOFR + 7.31%) | <sup>#</sup> | 4/15/2038 | 2000000 | 2060848 |
| AB BSL CLO 4 Ltd. Series 2023-4A Class SUB<sup>†</sup> | Zero Coupon | <sup>#(c)</sup> | 4/20/2038 | 4750000 | 3104600 |
| Affirm Asset Securitization Trust Series 2024-X1 Class CERT<sup>†</sup> | 100.00% |  | 5/15/2029 | 181864 | 1921662 |
| Affirm Asset Securitization Trust Series 2024-X2 Class CERT<sup>†</sup> | 100.00% |  | 12/17/2029 | 87124 | 2803774 |
| Affirm Asset Securitization Trust Series 2025-X1 Class CERT<sup>†</sup> | 0.01% |  | 4/15/2030 | 50502 | 2803456 <sup>(b)</sup> |
| AGL CLO 30 Ltd. Series 2024-30RA Class E<sup>†</sup> | 11.076% (3 mo.<br> USD Term SOFR + 6.75%) | <sup>#</sup> | 4/21/2037 | 13610000 | 13742874 |
| AMMC CLO 23 Ltd. Series 2020-23A Class ER3<sup>†</sup> | 10.972% (3 mo.<br> USD Term SOFR + 6.65%) | <sup>#</sup> | 7/17/2038 | 7250000 | 7309058 |
| AMMC CLO 30 Ltd. Series 2024-30A Class E<sup>†</sup> | 12.048% (3 mo.<br> USD Term SOFR + 7.73%) | <sup>#</sup> | 1/15/2037 | 8250000 | 8377850 |
| AMMC CLO 31 Ltd. Series 2025-31A Class E<sup>†</sup> | 9.776% (3 mo.<br> USD Term SOFR + 5.45%) | <sup>#</sup> | 2/20/2038 | 8850000 | 8929500 |
| Apidos CLO XLVIII Ltd. Series 2024-48A Class E<sup>†</sup> | 10.069% (3 mo.<br> USD Term SOFR + 5.75%) | <sup>#</sup> | 7/25/2037 | 4550000 | 4594545 |

---

2 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Other (continued)** |  |  |  |  |  |
| ARES LV CLO Ltd. Series 2020-55A Class ER2<sup>†</sup> | 10.818% (3 mo.<br> USD Term SOFR + 6.50%) | <sup>#</sup> | 10/15/2037 | $7750000 | $7862429 |
| ARES LXVIII CLO Ltd. Series 2023-68A Class ER<sup>†</sup> | 10.319% (3 mo.<br> USD Term SOFR + 6.00%) | <sup>#</sup> | 7/25/2037 | 5440000 | 5557319 |
| ARES LXXIV CLO Ltd. Series 2024-74A Class E<sup>†</sup> | 10.318% (3 mo.<br> USD Term SOFR + 6.00%) | <sup>#</sup> | 10/15/2036 | 8500000 | 8630951 |
| Bain Capital Credit CLO Ltd. Series 2024-4A Class E<sup>†</sup> | 10.319% (3 mo.<br> USD Term SOFR + 6.00%) | <sup>#</sup> | 10/23/2037 | 8950000 | 9096431 |
| Bain Capital Credit CLO Ltd. Series 2024-5A Class E<sup>†</sup> | 10.476% (3 mo.<br> USD Term SOFR + 6.15%) | <sup>#</sup> | 10/21/2037 | 4500000 | 4575578 |
| Ballyrock CLO 20 Ltd. Series 2022-20A Class DR2<sup>†</sup> | 10.518% (3 mo.<br> USD Term SOFR + 6.20%) | <sup>#</sup> | 10/15/2036 | 5370000 | 5382421 |
| Ballyrock CLO 24 Ltd. Series 2023-24A Class SUB<sup>†</sup> | Zero Coupon | <sup>#(c)</sup> | 7/15/2038 | 11250000 | 9207079 |
| Ballyrock CLO 26 Ltd. Series 2024-26A Class SUB<sup>†</sup> | Zero Coupon | <sup>#(c)</sup> | 7/25/2037 | 8100000 | 5103373 |
| Barrow Hanley CLO I Ltd. Series 2023-1A Class ER<sup>†</sup> | 9.576% (3 mo.<br> USD Term SOFR + 5.25%) | <sup>#</sup> | 1/20/2038 | 7250000 | 7299162 |
| Benefit Street Partners CLO XXXIX Ltd. Series 2025-39A Class SUB<sup>†</sup> | Zero Coupon | <sup>#(c)</sup> | 4/15/2038 | 11665000 | 11708464 |
| Bridge Street CLO Ltd. Series 2025-1A Class E<sup>†</sup> | 9.676% (3 mo.<br> USD Term SOFR + 5.35%) | <sup>#</sup> | 4/20/2038 | 3500000 | 3500000 |
| Bryant Park Funding Ltd. Series 2025-26A Class E<sup>†</sup> | 9.625% (3 mo.<br> USD Term SOFR + 5.35%) | <sup>#</sup> | 4/20/2038 | 10000000 | 10054840 |
| Cedar Funding XVIII CLO Ltd. Series 2024-18A Class D<sup>†</sup> | 8.219% (3 mo.<br> USD Term SOFR + 3.90%) | <sup>#</sup> | 4/23/2037 | 13500000 | 13644531 |
| CIFC Funding Ltd. Series 2023-2A Class E<sup>†</sup> | 12.296% (3 mo.<br> USD Term SOFR + 7.97%) | <sup>#</sup> | 1/21/2037 | 5400000 | 5481562 |
| CIFC Funding Ltd. Series 2024-1A Class D<sup>†</sup> | 8.029% (3 mo.<br> USD Term SOFR + 3.70%) | <sup>#</sup> | 4/18/2037 | 6750000 | 6816508 |
| CTM CLO Ltd. Series 2025-1A Class D1<sup>†</sup> | 7.835% (3 mo.<br> USD Term SOFR + 3.50%) | <sup>#</sup> | 7/15/2038 | 13610000 | 13673014 |

---

*See Notes to Schedule of Investments.* 3

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Other (continued)** |  |  |  |  |  |
| Dryden 115 CLO Ltd. Series 2024-115A Class E<sup>†</sup> | 11.429% (3 mo.<br> USD Term SOFR + 7.10%) | <sup>#</sup> | 4/18/2037 | $9570000 | $9756988 |
| Dryden 94 CLO Ltd. Series 2022-94A Class ER<sup>†</sup> | 12.418% (3 mo.<br> USD Term SOFR + 8.10%) | <sup>#</sup> | 10/15/2037 | 10000000 | 10328510 |
| Elmwood CLO 14 Ltd. Series 2022-1A Class ER<sup>†</sup> | 9.779% (3 mo.<br> USD Term SOFR + 5.50%) | <sup>#</sup> | 10/20/2038 | 5000000 | 5024790 |
| Elmwood CLO 20 Ltd. Series 2022-7A Class SUB<sup>†</sup> | Zero Coupon | <sup>#(c)</sup> | 1/17/2037 | 25290000 | 11156178 |
| Empower CLO Ltd. Series 2023-2A Class ER<sup>†</sup> | 9.89% (3 mo.<br> USD Term SOFR + 5.60%) | <sup>#</sup> | 10/15/2038 | 6750000 | 6776413 |
| Empower CLO Ltd. Series 2024-2A Class E<sup>†</sup> | 10.368% (3 mo.<br> USD Term SOFR + 6.05%) | <sup>#</sup> | 7/15/2037 | 9540000 | 9607515 |
| Generate CLO 13 Ltd. Series 2023-13A Class D1<sup>†</sup> | 9.332% (3 mo.<br> USD Term SOFR + 5.00%) | <sup>#</sup> | 1/20/2037 | 7000000 | 7065982 |
| Generate CLO 13 Ltd. Series 2023-13A Class E<sup>†</sup> | 12.372% (3 mo.<br> USD Term SOFR + 8.04%) | <sup>#</sup> | 1/20/2037 | 7000000 | 7110817 |
| Generate CLO 16 Ltd. Series 2024-16A Class E<sup>†</sup> | 10.476% (3 mo.<br> USD Term SOFR + 6.15%) | <sup>#</sup> | 7/20/2037 | 7375000 | 7446073 |
| Generate CLO 20 Ltd. Series 2024-20A Class E<sup>†</sup> | 9.669% (3 mo.<br> USD Term SOFR + 5.35%) | <sup>#</sup> | 1/25/2038 | 9980000 | 10068243 |
| Generate CLO 22 Ltd. Series 2025-22A Class E<sup>†</sup> | 9.821% (3 mo.<br> USD Term SOFR + 5.50%) | <sup>#</sup> | 7/20/2038 | 5000000 | 5051910 |
| Generate CLO 3 Ltd. Series 3A Class E2R<sup>†</sup> | 12.156% (3 mo.<br> USD Term SOFR + 7.83%) | <sup>#</sup> | 10/20/2036 | 2190000 | 2209279 |
| Harmony-Peace Park CLO Ltd. Series 2024-1A Class D1<sup>†</sup> | 7.326% (3 mo.<br> USD Term SOFR + 3.00%) | <sup>#</sup> | 10/20/2037 | 9000000 | 9052929 |
| Hayfin U.S. XII Ltd. Series 2020-12A Class ER<sup>†</sup> | 10.076% (3 mo.<br> USD Term SOFR + 5.75%) | <sup>#</sup> | 1/20/2038 | 3450000 | 3469272 |
| HINNT LLC Series 2024-A Class D<sup>†</sup> | 7.00% |  | 3/15/2043 | 1953121 | 1945355 |
| ICG U.S. CLO Ltd. Series 2024-R1A Class D1<sup>†</sup> | 7.969% (3 mo.<br> USD Term SOFR + 3.65%) | <sup>#</sup> | 1/25/2038 | 10440000 | 10560436 |

---

4 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Other (continued)** |  |  |  |  |  |
| Invesco U.S. CLO Ltd. Series 2025-1A Class E<sup>†</sup> | 10.281% (3 mo.<br> USD Term SOFR + 6.00%) | <sup>#</sup> | 7/15/2038 | $5500000 | $5618349 |
| KKR CLO 47 Ltd. Series 2024-47A Class E<sup>†</sup> | 10.818% (3 mo.<br> USD Term SOFR + 6.50%) | <sup>#</sup> | 1/15/2038 | 10330000 | 10577507 |
| KKR CLO 59 Ltd. Series 2024-56A Class E<sup>†</sup> | 10.818% (3 mo.<br> USD Term SOFR + 6.50%) | <sup>#</sup> | 10/15/2037 | 14750000 | 14994924 |
| Madison Park Funding XLVII Ltd. Series 2020-47A Class DR<sup>†</sup> | 8.226% (3 mo.<br> USD Term SOFR + 3.90%) | <sup>#</sup> | 4/19/2037 | 12500000 | 12616500 |
| New Mountain CLO 5 Ltd. Series CLO-5A Class SUB<sup>†</sup> | Zero Coupon | <sup>#(c)</sup> | 7/20/2036 | 16450000 <sup>(a)</sup> | 11738950 |
| NGC CLO 2 Ltd. Series 2025-2A Class D1<sup>†</sup> | 7.83% (3 mo.<br> USD Term SOFR + 3.55%) | <sup>#</sup> | 4/20/2038 | 10000000 | 10049390 |
| OCP CLO Ltd. Series 2023-26A Class SUB<sup>†</sup> | Zero Coupon | <sup>#(c)</sup> | 4/17/2037 | 22000000 | 17541766 |
| OCP CLO Ltd. Series 2024-31A Class E<sup>†</sup> | 11.226% (3 mo.<br> USD Term SOFR + 6.90%) | <sup>#</sup> | 4/20/2037 | 1200000 | 1223352 |
| Orion CLO Ltd. Series 2025-5A Class E<sup>†</sup> | 10.328% (3 mo.<br> USD Term SOFR + 5.95%) | <sup>#</sup> | 7/20/2038 | 3000000 | 3046596 |
| Pagaya AI Debt Selection Trust Series 2020-1 Class CERT<sup>†(d)</sup> | Zero Coupon | <sup>#(c)</sup> | 7/15/2027 | 2000000 <sup>(a)</sup> | 9314 <sup>(b)</sup> |
| Pagaya AI Debt Selection Trust Series 2021-1 Class CERT<sup>†(d)</sup> | Zero Coupon | <sup>#(c)</sup> | 11/15/2027 | 2153846 <sup>(a)</sup> | 3029 |
| Polus U.S. CLO II Ltd. Series 2024-1A Class E<sup>†</sup> | 11.666% (3 mo.<br> USD Term SOFR + 7.34%) | <sup>#</sup> | 10/20/2037 | 2600000 | 2650632 |
| Rad CLO 20 Ltd. Series 2023-20A Class DR<sup>†</sup> | 10.726% (3 mo.<br> USD Term SOFR + 6.40%) | <sup>#</sup> | 7/20/2040 | 7050000 | 7156716 |
| Rad CLO 22 Ltd. Series 2023-22A Class SUB<sup>†</sup> | Zero Coupon | <sup>#(c)</sup> | 1/20/2037 | 18914000 | 11746369 |
| Rad CLO 23 Ltd. Series 2024-23A Class E<sup>†</sup> | 11.076% (3 mo.<br> USD Term SOFR + 6.75%) | <sup>#</sup> | 4/20/2037 | 4900000 | 4945364 |
| Rockford Tower CLO Ltd. Series 2025-1A Class E<sup>†</sup> | 9.857% (3 mo.<br> USD Term SOFR + 5.60%) | <sup>#</sup> | 3/31/2038 | 7430000 | 7427399 |
| Rockland Park CLO Ltd. Series 2021-1A Class ER<sup>†</sup> | 9.988% (3 mo.<br> USD Term SOFR + 5.70%) | <sup>#</sup> | 7/20/2038 | 1000000 | 1004950 |

---

*See Notes to Schedule of Investments.* 5

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Other (continued)** |  |  |  |  |  |
| RR 18 Ltd. Series 2021-18A Class SUB<sup>†</sup> | Zero Coupon | <sup>#(c)</sup> | 10/15/2121 | $17075000 | $9925219 |
| Sandstone Peak II Ltd. Series 2023-1A Class ER<sup>†</sup> | 10.776% (3 mo.<br> USD Term SOFR + 6.45%) | <sup>#</sup> | 7/20/2038 | 5500000 | 5573859 |
| SCF Equipment Leasing LLC Series 2022-2A Class F1<sup>†</sup> | 6.50% |  | 6/20/2035 | 42622000 | 42570585 |
| Sierra Timeshare Receivables Funding LLC Series 2024-2A Class D<sup>†</sup> | 7.48% |  | 6/20/2041 | 812920 | 827545 |
| Silver Point CLO 1 Ltd. Series 2022-1A Class ER<sup>†</sup> | 9.576% <br> (3 mo.<br> USD Term SOFR + 5.25%) | <sup>#</sup> | 1/20/2038 | 2725000 | 2731308 |
| Silver Point CLO 9 Ltd. Series 2025-9A Class E<sup>†</sup> | 11.188% (3 mo.<br> USD Term SOFR + 6.90%) | <sup>#</sup> | 3/31/2038 | 8000000 | 8219768 |
| Sycamore Tree CLO Ltd. Series 2023-3A Class D1R<sup>†</sup> | 8.576% (3 mo.<br> USD Term SOFR + 4.25%) | <sup>#</sup> | 4/20/2037 | 9750000 | 9819400 |
| Trinitas CLO XXII Ltd. Series 2023-22A Class ER<sup>†</sup> | 10.276% (3 mo.<br> USD Term SOFR + 6.00%) | <sup>#</sup> | 3/20/2038 | 5000000 | 5030895 |
| Trinitas CLO XXVI Ltd. Series 2023-26A Class DR<sup>†</sup> | 7.994% (3 mo.<br> USD Term SOFR + 3.70%) | <sup>#</sup> | 7/20/2038 | 7500000 | 7609995 |
| Trinitas CLO XXVI Ltd. Series 2023-26A Class ER<sup>†</sup> | 11.044% (3 mo.<br> USD Term SOFR + 6.75%) | <sup>#</sup> | 7/20/2038 | 10750000 | 11017159 |
| *Total* |  |  |  |  | 552162434 |
| **Student Loan 0.02%** |  |  |  |  |  |
| Laurel Road Prime Student Loan Trust Series 2019-A Class R<sup>†</sup> | Zero Coupon |  | 10/25/2048 | 2052900 | 812749 |
| *Total Asset-Backed Securities* (cost $851,849,533) |  |  |  |  | 801307382 |
|  |  |  |  | **Shares** |  |
| **COMMON STOCKS 0.09%** |  |  |  |  |  |
| **Real Estate Management & Development 0.08%** |  |  |  |  |  |
| Shimao Group Holdings Ltd.\*<sup>(e)</sup> |  |  |  | 47839996 | 2307744 |
| Sunac China Holdings Ltd.\*<sup>(e)</sup> |  |  |  | 1117897 | 244014 |
| *Total* |  |  |  |  | 2551758 |
| **Transportation Infrastructure 0.01%** |  |  |  |  |  |
| ACBL Holdings Corp.\* |  |  |  | 2785 | 143950 |
| *Total Common Stocks* (cost $11,661,647) |  |  |  |  | 2695708 |

---

6 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest**<br> **Rate** | **Maturity**<br> **Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair**<br> **Value** |
| **CONVERTIBLE BONDS 1.75%** |  |  | | |
| **Equity Real Estate 0.09%** |  |  | | |
| Sunac China Holdings Ltd. (China)<sup>†(f)(g)</sup> | Zero Coupon | 9/30/2028 | $18058439 | $2799058 |
| **Home Builders 0.26%** |  |  |  |  |
| Meritage Homes Corp. | 1.75% | 5/15/2028 | 7784000 | 8005550 |
| **Media 0.15%** |  |  |  |  |
| AMC Networks, Inc. | 4.25% | 2/15/2029 | 4855000 | 4648662 |
| **Oil & Gas 1.25%** |  |  |  |  |
| Borr Drilling Ltd. | 5.00% | 2/8/2028 | 8600000 | 8011152 |
| Borr Drilling Ltd. | 5.00% | 2/8/2028 | 4800000 | 4471340 |
| Nabors Industries, Inc. | 1.75% | 6/15/2029 | 19937000 | 15351490 |
| Transocean International Ltd. | 4.625% | 9/30/2029 | 9735000 | 11516505 |
| *Total* |  |  |  | 39350487 |
| *Total Convertible Bonds* (cost $65,557,972) |  |  |  | 54803757 |
| **CORPORATE BONDS 46.87%** |  |  |  |  |
| **Advertising 1.28%** |  |  |  |  |
| CMG Media Corp.<sup>†</sup> | 8.875% | 6/18/2029 | 43712044 | 40187105 |
| **Airlines 0.38%** |  |  |  |  |
| VistaJet Malta Finance PLC/Vista Management Holding, Inc. (Malta)<sup>†(g)</sup> | 6.375% | 2/1/2030 | 12095000 | 11799078 |
| **Auto Parts & Equipment 2.47%** |  |  |  |  |
| American Axle & Manufacturing, Inc.<sup>†(h)</sup> | 7.75% | 10/15/2033 | 22613000 | 22803416 |
| ZF North America Capital, Inc.<sup>†</sup> | 7.50% | 3/24/2031 | 55161000 | 54819908 |
| *Total* |  |  |  | 77623324 |
| **Building Materials 5.25%** |  |  |  |  |
| ACProducts Holdings, Inc.<sup>†</sup> | 6.375% | 5/15/2029 | 70921000 | 40450195 |
| Cornerstone Building Brands, Inc.<sup>†</sup> | 6.125% | 1/15/2029 | 74519000 | 60936690 |
| CP Atlas Buyer, Inc.<sup>†</sup> | 12.75% | 1/15/2031 | 7335653 | 7332524 |
| JELD-WEN, Inc.<sup>†</sup> | 7.00% | 9/1/2032 | 48550000 | 41037281 |
| Oscar AcquisitionCo LLC/Oscar Finance, Inc.<sup>†</sup> | 9.50% | 4/15/2030 | 9659000 | 7917967 |
| Wilsonart LLC<sup>†</sup> | 11.00% | 8/15/2032 | 7414000 | 7222857 |
| *Total* |  |  |  | 164897514 |
| **Chemicals 2.45%** |  |  |  |  |
| ASP Unifrax Holdings, Inc.<sup>†</sup> | 7.10% | 9/30/2029 | 14709119 | 5868775 |
| ASP Unifrax Holdings, Inc.<sup>†</sup> | 11.175% | 9/30/2029 | 36089947 | 33432579 |

---

*See Notes to Schedule of Investments.* 7

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Chemicals (continued)** |  |  |  |  |  |
| Herens Midco SARL | 5.25% |  | 5/15/2029 | 47965000 | $32689868 |
| Tronox, Inc.<sup>†</sup> | 4.625% |  | 3/15/2029 | $7789000 | 5088333 |
| *Total* |  |  |  |  | 77079555 |
| **Diversified Financial Services 0.93%** |  |  |  |  |  |
| SCF Preferred Equity LLC<sup>†</sup> | 7.50% (5 yr.<br> CMT + 6.73%) | <sup>#</sup> | – <sup>(i)</sup> | 29000000 | 29279560 |
| **Media 6.08%** |  |  |  |  |  |
| AMC Networks, Inc. | 4.25% |  | 2/15/2029 | 10223000 | 8903466 |
| Cable One, Inc.<sup>†</sup> | 4.00% |  | 11/15/2030 | 9308000 | 7895329 |
| CSC Holdings LLC<sup>†</sup> | 4.625% |  | 12/1/2030 | 86140000 | 30300313 |
| DISH DBS Corp. | 5.125% |  | 6/1/2029 | 26513000 | 22695522 |
| EW Scripps Co.<sup>†</sup> | 9.875% |  | 8/15/2030 | 30239000 | 28411448 |
| Gray Media, Inc.<sup>†</sup> | 5.375% |  | 11/15/2031 | 69299000 | 52104708 |
| Scripps Escrow II, Inc.<sup>†</sup> | 5.375% |  | 1/15/2031 | 57519000 | 40533927 |
| *Total* |  |  |  |  | 190844713 |
| **Metal Fabricate-Hardware 2.24%** |  |  |  |  |  |
| Park-Ohio Industries, Inc.<sup>†</sup> | 8.50% |  | 8/1/2030 | 67738000 | 70282916 |
| **Oil & Gas 15.82%** |  |  |  |  |  |
| Baytex Energy Corp. (Canada)<sup>†(g)</sup> | 7.375% |  | 3/15/2032 | 40685000 | 39864257 |
| Borr IHC Ltd./Borr Finance LLC<sup>†</sup> | 10.375% |  | 11/15/2030 | 44261932 | 44374925 |
| Kosmos Energy Ltd.<sup>†</sup> | 7.50% |  | 3/1/2028 | 18436000 | 16126237 |
| Kraken Oil & Gas Partners LLC<sup>†</sup> | 7.625% |  | 8/15/2029 | 50899000 | 50491620 |
| Moss Creek Resources Holdings, Inc.<sup>†</sup> | 8.25% |  | 9/1/2031 | 21413000 | 20998410 |
| Nabors Industries, Inc.<sup>†</sup> | 8.875% |  | 8/15/2031 | 43756000 | 40783653 |
| Petroleos Mexicanos (Mexico)<sup>(g)</sup> | 6.875% |  | 10/16/2025 | 17666000 | 17655031 |
| Saturn Oil & Gas, Inc. (Canada)<sup>†(g)</sup> | 9.625% |  | 6/15/2029 | 53969000 | 55954377 |
| Transocean International Ltd. | 6.80% |  | 3/15/2038 | 33360000 | 28278400 |
| Transocean International Ltd. | 7.50% |  | 4/15/2031 | 48223000 | 44789736 |
| Vermilion Energy, Inc. (Canada)<sup>†(g)</sup> | 7.25% |  | 2/15/2033 | 63561000 | 60122680 |
| Vital Energy, Inc.<sup>†</sup> | 7.875% |  | 4/15/2032 | 79782000 | 77502014 |
| *Total* |  |  |  |  | 496941340 |
| **Oil & Gas Services 0.24%** |  |  |  |  |  |
| Nine Energy Service, Inc. | 13.00% |  | 2/1/2028 | 14829000 | 7477820 |
| **Packaging & Containers 0.02%** |  |  |  |  |  |
| Kleopatra Finco SARL | 9.00% |  | 9/1/2029 | 4878270 | 687302 |

---

8 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest <br> Rate** | **Maturity<br> Date** | **Principal <br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Real Estate 0.11%** |  |  |  |  |
| CIFI Holdings Group Co. Ltd. (China)<sup>(f)(g)</sup> | 4.375% | 4/12/2027 | $2000000 | $187500 |
| CIFI Holdings Group Co. Ltd. (China)<sup>(f)(g)</sup> | 5.25% | 5/13/2026 | 1800000 | 171000 |
| CIFI Holdings Group Co. Ltd. (China)<sup>(f)(g)</sup> | 6.00% | 7/16/2025 | 7000000 | 700000 |
| Logan Group Co. Ltd. (China)<sup>(f)(g)</sup> | 4.50% | 1/13/2028 | 4000000 | 333040 |
| Logan Group Co. Ltd. (China)<sup>(f)(g)</sup> | 5.25% | 2/23/2023 | 8000000 | 720000 |
| Shimao Group Holdings Ltd. (Hong Kong)<sup>†(g)</sup> | 5.00% | 7/21/2031 | 335000 | 15276 |
| Sunac China Holdings Ltd. (China)<sup>†(f)(g)</sup> | 6.00% | 9/30/2026 | 756460 | 113832 |
| Sunac China Holdings Ltd. (China)<sup>†(f)(g)</sup> | 6.25% | 9/30/2027 | 758297 | 116588 |
| Sunac China Holdings Ltd. (China)<sup>†(f)(g)</sup> | 6.50% | 9/30/2027 | 1520277 | 231842 |
| Sunac China Holdings Ltd. (China)<sup>†(f)(g)</sup> | 6.75% | 9/30/2028 | 2285942 | 354321 |
| Sunac China Holdings Ltd. (China)<sup>†(f)(g)</sup> | 7.00% | 9/30/2029 | 2291474 | 355179 |
| Sunac China Holdings Ltd. (China)<sup>†(f)(g)</sup> | 7.25% | 9/30/2030 | 1079008 | 165814 |
| *Total* |  |  |  | 3464392 |
| **Retail 7.26%** |  |  |  |  |
| Foundation Building Materials, Inc.<sup>†</sup> | 6.00% | 3/1/2029 | 11291000 | 11451742 |
| GPS Hospitality Holding Co. LLC/GPS Finco, Inc.<sup>†</sup> | 7.00% | 8/15/2028 | 50275000 | 29044873 |
| LBM Acquisition LLC<sup>†</sup> | 6.25% | 1/15/2029 | 93220000 | 86376235 |
| Park River Holdings, Inc.<sup>†</sup> | 5.625% | 2/1/2029 | 46080000 | 45385188 |
| Park River Holdings, Inc.<sup>†</sup> | 6.75% | 8/1/2029 | 28306000 | 28059579 |
| Park River Holdings, Inc.<sup>†(h)</sup> | 8.00% | 3/15/2031 | 9411000 | 9536536 |
| Saks Global Enterprises LLC<sup>†</sup> | 11.00% | 12/15/2029 | 12644063 | 4615083 |
| Saks Global Enterprises LLC<sup>†</sup> | 11.00% | 12/15/2029 | 13683177 | 7115252 |
| SGUS LLC<sup>†</sup> | 11.00% | 12/15/2029 | 6786545 | 6465379 |
| *Total* |  |  |  | 228049867 |
| **Software 0.01%** |  |  |  |  |
| Rackspace Technology Global, Inc.<sup>†</sup> | 5.375% | 12/1/2028 | 1169000 | 315630 |
| **Telecommunications 2.33%** |  |  |  |  |
| Hughes Satellite Systems Corp. | 6.625% | 8/1/2026 | 63268000 | 60226138 |
| Lumen Technologies, Inc.<sup>†</sup> | 4.50% | 1/15/2029 | 14256000 | 13014275 |
| *Total* |  |  |  | 73240413 |
| *Total Corporate Bonds* (cost $1,502,166,034) |  |  |  | 1472170529 |
| **FLOATING RATE LOANS**<sup>(j)</sup> **10.29%** |  |  |  |  |
| **Aerospace/Defense 1.02%** |  |  |  |  |
| Alloy Finco Ltd. USD Holdco PIK Term Loan 13.50% (Jersey)<sup>(g)</sup> | 0.50% | 3/6/2028 | 17633959 | 31917467 <sup>(k)</sup> |

---

*See Notes to Schedule of Investments.* 9

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest**<br> **Rate** | **Maturity**<br> **Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair**<br> **Value** |
| **Auto Parts & Equipment 0.31%** |  |  |  |  |
| First Brands Group LLC 2021 Term Loan | – <sup>(l)</sup> | 3/30/2027 | $17902000 | $6508720 |
| First Brands Group LLC 2022 Incremental Term Loan | – <sup>(l)</sup> | 3/30/2027 | 9188000 | 3347877 |
| *Total* |  |  |  | 9856597 |
| **Building Materials 0.20%** |  |  |  |  |
| Oscar AcquisitionCo LLC Term Loan B | 8.252% (3 mo.<br> USD Term SOFR + 4.25%) | 4/29/2029 | 6793491 | 6361187 |
| **Chemicals 0.23%** |  |  |  |  |
| ASP Unifrax Holdings, Inc. 2024 Delayed Draw Term Loan<sup>(m)</sup> | – <sup>(l)</sup> | 9/28/2029 | 8002695 | 7312463 |
| **Computers 1.39%** |  |  |  |  |
| X Corp. 2025 Fixed Term Loan | 9.50% | 10/26/2029 | 43454000 | 43650195 |
| **Cosmetics/Personal Care 0.92%** |  |  |  |  |
| Conair Holdings LLC Term Loan B | 8.028% (1 mo.<br> USD Term SOFR + 3.75%) | 5/17/2028 | 45393712 | 28881749 |
| **Engineering & Construction 0.58%** |  |  |  |  |
| Brand Industrial Services, Inc. 2024 Term Loan B | 8.796% (3 mo.<br> USD Term SOFR + 4.50%) | 8/1/2030 | 19866426 | 18058581 |
| **Entertainment 0.95%** |  |  |  |  |
| 888 Acquisitions Ltd. USD Term Loan B (United Kingdom)<sup>(g)</sup> | 9.658% (3 mo.<br> USD Term SOFR + 5.25%) | 7/1/2028 | 31027729 | 29934001 |
| **Media 2.19%** |  |  |  |  |
| Sinclair Television Group, Inc. 2025 Term Loan B6 | 7.87% (3 mo.<br> USD Term SOFR + 3.30%) | 12/31/2029 | 51184244 | 46513938 |
| Sinclair Television Group, Inc. 2025 Term Loan B7 | 8.363% (1 mo.<br> USD Term SOFR + 4.10%) | 12/31/2030 | 24463124 | 22230986 |
| *Total* |  |  |  | 68744924 |
| **Retail 1.33%** |  |  |  |  |
| Foundation Building Materials Holding Co. LLC 2024 Term Loan B2 | 8.308% (3 mo.<br> USD Term SOFR + 4.00%) | 1/29/2031 | 16401013 | 16449478 |
| Foundation Building Materials Holding Co. LLC 2025 Term Loan | – <sup>(l)</sup> | 1/29/2031 | 2997702 | 3019391 |
| Kodiak Building Partners, Inc. 2024 Term Loan B | 7.752% (3 mo.<br> USD Term SOFR + 3.75%) | 12/4/2031 | 22237677 | 22169741 |
| *Total* |  |  |  | 41638610 |

---

10 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Software 1.17%** |  |  |  |  |  |
| Central Parent, Inc. 2024 Term Loan B | 7.252% (3 mo.<br> USD Term SOFR + 3.25%) |  | 7/6/2029 | $29266824 | $25390287 |
| Rackspace Finance LLC 2024 First Lien Second Out Term Loan | 7.04% (1 mo.<br> USD Term SOFR + 2.75%) |  | 5/15/2028 | 25368974 | 11447749 |
| *Total* |  |  |  |  | 36838036 |
| *Total Floating Rate Loans* (cost $324,552,770) |  |  |  |  | 323193810 |
|  |  |  |  | **Shares** |  |
| **INVESTMENTS IN UNDERLYING FUNDS**<sup>(n)(o)(p)</sup> **4.99%** |  |  |  |  |  |
| Lord Abbett Private Credit Fund (cost $40,750,000) |  |  |  | 1628231 | 40982576 |
| Lord Abbett Private Credit Fund S (cost $115,377,778) |  |  |  | 4609664 | 115702569 |
| *Total Investments in Underlying Funds* (cost $156,127,778) |  |  |  |  | 156685145 |
|  |  |  |  | **Principal <br> Amount**<sup>‡</sup> |  |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 0.01%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 0.01%** |  |  |  |  |
| JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-DSTY Class D<sup>†</sup> | 3.931% | <sup>#(q)</sup> | 6/10/2027 | $614619 | 5526 |
| JP Morgan Chase Commercial Mortgage Securities Trust Series 2021-BOLT Class D<sup>†</sup> | 11.137% (1 mo.<br> USD Term SOFR + 6.81%) | <sup>#</sup> | 8/15/2033 | 15790000 <sup>(a)</sup> | 227622 |
| Palisades Center Trust Series 2016-PLSD Class D<sup>†</sup> | 4.737% |  | 4/13/2033 | 225000 | 2953 |
| *Total Non-Agency Commercial Mortgage-Backed Securities* <br> (cost $16,563,947) |  |  |  |  | 236101 |
|  | **Dividend<br> Rate** |  |  | **Shares** |  |
| **PREFERRED STOCKS 0.03%** |  |  |  |  |  |
| **Transportation Infrastructure 0.03%** |  |  |  |  |  |
| ACBL Holdings Corp. (cost $397,275) | Zero Coupon |  |  | 15891 | 953460 |
|  | **Exercise <br> Price** |  | **Expiration <br> Date** |  |  |
| **WARRANTS 0.00%** |  |  |  |  |  |
| **Specialty Retail 0.00%** |  |  |  |  |  |
| Chinos Intermediate Holdings A, Inc.\*<br> (cost $34,898) | $3.50 |  | 12/31/2099 | 9971 | 12469 |
| *Total Long-Term Investments* (cost $2,928,911,854) | *Total Long-Term Investments* (cost $2,928,911,854) |  |  |  | 2812058361 |

---

*See Notes to Schedule of Investments.* 11

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest**<br> **Rate** | **Maturity**<br> **Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair**<br> **Value** |
| **SHORT-TERM INVESTMENTS 10.53%** |  |  |  |  |
| **COMMERCIAL PAPER 6.69%** |  |  |  |  |
| **Chemicals 1.38%** |  |  |  |  |
| FMC Corp.<sup>†</sup> | 4.817% | 10/1/2025 | $1699000 | $1699000 |
| FMC Corp.<sup>†</sup> | 4.817% | 10/1/2025 | 41701000 | 41701000 |
| *Total* |  |  |  | 43400000 |
| **Diversified Financial Services 1.75%** |  |  |  |  |
| Air Lease Corp.<sup>†</sup> | 4.597% | 10/1/2025 | 55000000 | 55000000 |
| **Electric 1.53%** |  |  |  |  |
| Evergy Missouri West, Inc.<sup>†</sup> | 4.455% | 10/7/2025 | 25000000 | 24981708 |
| Evergy Missouri West, Inc.<sup>†</sup> | 4.541% | 10/14/2025 | 23000000 | 22963290 |
| *Total* |  |  |  | 47944998 |
| **Electronics 0.32%** |  |  |  |  |
| Jabil, Inc.<sup>†</sup> | 4.654% | 10/6/2025 | 10000000 | 9993639 |
| **Pharmaceuticals 1.29%** |  |  |  |  |
| CVS Health Corp.<sup>†</sup> | 4.571% | 10/6/2025 | 40500000 | 40474687 |
| **Retail 0.42%** |  |  |  |  |
| AutoNation, Inc.<sup>†</sup> | 4.563% | 10/1/2025 | 13300000 | 13300000 |
| *Total Commercial Paper* (cost $210,113,324) |  |  |  | 210113324 |
| **REPURCHASE AGREEMENTS 3.84%** |  |  |  |  |
| Repurchase Agreement dated 9/30/2025, 3.750% due 10/1/2025 with Fixed Income Clearing Corp. collateralized by $69,831,000 of U.S. Treasury Note at 4.500% due 4/15/2027; $75,000 of U.S. Treasury Note at 3.875% due 3/31/2027; value: $72,188,795; proceeds: $70,780,652<br> (cost $70,773,280) |  |  | 70773280 | 70773280 |
| Repurchase Agreement dated 9/30/2025, 4.230% due 10/1/2025 with JPMorgan Securities LLC collateralized by $49,019,700 of U.S. Treasury Note at 4.000% due 12/15/2027; value: $50,000,000; proceeds: $50,005,875 <br> (cost $50,000,000) |  |  | 50000000 | 50000000 |
| *Total Repurchase Agreements* (cost $120,773,280) |  |  |  | 120773280 |
| *Total Short-Term Investments* (cost $330,886,604) |  |  |  | 330886604 |
| *Total Investments in Securities 100.07%* (cost $3,259,798,458) |  |  |  | 3142944965 |
| *Less Unfunded Loan Commitments (0.23%)* (cost $8,002,695) |  |  |  | (7312463) |
| *Net Investments in Securities 99.84%* (cost $3,251,795,763) |  |  |  | 3135632502 |
| *Other Assets and Liabilities – Net*<sup>(r)</sup> *0.16%* |  |  |  | 5047163 |
| *Net Assets 100.00%* |  |  |  | $3140679665 |

---

12 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

---

| | |
|:---|:---|
| EUR | &nbsp;&nbsp;&nbsp;Euro. |
| CMT | &nbsp;&nbsp;&nbsp;Constant Maturity Rate. |
| PIK | &nbsp;&nbsp;&nbsp;Payment-in-kind. |
| SOFR | &nbsp;&nbsp;&nbsp;Secured Overnight Financing Rate. |
| <sup>‡</sup> | &nbsp;&nbsp;&nbsp;Principal Amount is denominated in U.S. dollars unless otherwise noted. |
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. At September 30, 2025, the total value of Rule 144A securities was $2,249,804,325, which represents 71.63% of net assets. |
| <sup>#</sup> | &nbsp;&nbsp;&nbsp;Variable rate security. The interest rate represents the rate in effect at September 30, 2025. |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Non-income producing security. |
| <sup>(a)</sup> | &nbsp;&nbsp;&nbsp;Principal amount represents ownership shares of the Trust. |
| <sup>(b)</sup> | &nbsp;&nbsp;&nbsp;Level 3 Investment as described in Note 2(a) in the Notes to Schedule of Investments. Security valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments. |
| <sup>(c)</sup> | &nbsp;&nbsp;&nbsp;Variable Rate is Fixed to Float: Rate remains fixed or at Zero Coupon until designated future date. |
| <sup>(d)</sup> | &nbsp;&nbsp;&nbsp;Interest-only security. The principal amount shown is a notional amount representing the outstanding principal of the underlying debt obligation(s). Holders of interest only securities do not receive principal payments on the underlying debt obligation(s). |
| <sup>(e)</sup> | &nbsp;&nbsp;&nbsp;Investment in non-U.S. dollar denominated securities. |
| <sup>(f)</sup> | &nbsp;&nbsp;&nbsp;Defaulted (non-income producing security). |
| <sup>(g)</sup> | &nbsp;&nbsp;&nbsp;Foreign security traded in U.S. dollars. |
| <sup>(h)</sup> | &nbsp;&nbsp;&nbsp;Securities purchased on a when-issued basis. |
| <sup>(i)</sup> | &nbsp;&nbsp;&nbsp;Security is perpetual in nature and has no stated maturity. |
| <sup>(j)</sup> | &nbsp;&nbsp;&nbsp;Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the SOFR or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at September 30, 2025. |
| <sup>(k)</sup> | &nbsp;&nbsp;&nbsp;Level 3 Investment as described in Note 2(a) in the Notes to Schedule of Investments. Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation. |
| <sup>(l)</sup> | &nbsp;&nbsp;&nbsp;Interest Rate to be determined. |
| <sup>(m)</sup> | &nbsp;&nbsp;&nbsp;Security partially/fully unfunded. |
| <sup>(n)</sup> | &nbsp;&nbsp;&nbsp;Affiliated funds. |
| <sup>(o)</sup> | &nbsp;&nbsp;&nbsp;Restricted securities (including private placement) - investments in securities not registered under the Securities Act of 1933 (excluding 144A issues). At September 30, 2025, the value of restricted securities (excluding 144A issues) amounted to $156,685,145 or 4.99% of net assets. |
| <sup>(p)</sup> | &nbsp;&nbsp;&nbsp;Fund is a business development company under the Investment Company Act of 1940. |
| <sup>(q)</sup> | &nbsp;&nbsp;&nbsp;Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool. |
| <sup>(r)</sup> | &nbsp;&nbsp;&nbsp;Other Assets and Liabilities – Net include net unrealized appreciation/(depreciation) on forward foreign currency exchange contracts and swap contracts as follows: |

---

*See Notes to Schedule of Investments.* 13

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

**Centrally Cleared Credit Default Swap Contracts on Indexes/Issuers - Buy Protection at September 30, 2025**<sup>(1)</sup>**:**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Referenced<br> Indexes/Issuers** | **Central<br> Clearing Party** | **Fund<br> Pays<br> (Quarterly)** | **Termination<br> Date** | **Notional<br> Amount** | **Payments<br> Upfront**<sup>(2)</sup> | **Unrealized<br> Appreciation/<br> (Depreciation)**<sup>(3)</sup> | **Value** |
| Federal Republic of Germany<sup>(4)</sup> | Bank of America | 0.25% | 12/20/2026 | $35000000 | $(41125) | $(50964) | $(92089) |

---

<sup>(1)</sup> If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap contracts agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap contracts and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap contracts less the recovery value of the referenced obligation or underlying securities.

<sup>(2)</sup> Upfront payments paid (received) are presented net of amortization.

<sup>(3)</sup> Total unrealized appreciation on Credit Default Swap Contracts on Indexes/Issuers amounted to $0. Total unrealized depreciation on Credit Default Swap Contracts on Indexes/Issuers amounted to $50,964.

<sup>(4)</sup> Central Clearinghouse: Intercontinental Exchange (ICE).

**Forward Foreign Currency Exchange Contracts at September 30, 2025:**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward<br> Foreign<br> Currency<br> Exchange<br> Contracts** | **Transaction<br> Type** | **Counterparty** | **Expiration<br> Date** | **Foreign<br> Currency** | **U.S. $ Cost on<br> Origination<br> Date** | **U.S. $ Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Appreciation** |
| Euro | Buy | State Street Bank And Trust | 11/21/2025 | 1186000 | $1386613 | $1396514 |  | $9901 |
| Euro | Buy | State Street Bank And Trust | 11/21/2025 | 7542000 | 8834021 | 8880696 |  | 46675 |
| Canadian dollar | Sell | Morgan Stanley | 1/23/2026 | 11092000 | 8089469 | 8011519 |  | 77950 |
| *Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts* | $134526 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward<br> Foreign<br> Currency<br> Exchange<br> Contracts** | **Transaction<br> Type** | **Counterparty** | **Expiration<br> Date** | **Foreign<br> Currency** | **U.S. $ Cost on<br> Origination<br> Date** | **U.S. $ Current<br> Value** | **Unrealized<br> Depreciation** | **Unrealized<br> Depreciation** |
| Canadian dollar | Buy | Barclays Bank PLC | 1/23/2026 | 11092000 | $8061414 | $8011519 |  | $(49895) |
| Euro | Buy | Toronto Dominion Bank | 11/21/2025 | 4576000 | 5392000 | 5388234 |  | (3766) |
| Euro | Sell | Morgan Stanley | 11/21/2025 | 45337000 | 52906429 | 53384261 |  | (477832) |
| *Total Unrealized Depreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Depreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Depreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Depreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Depreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Depreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Depreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Depreciation on Forward Foreign Currency Exchange Contracts* | $(531493) |

---

14 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

The following is a summary of the inputs used as of September 30, 2025 in valuing the Fund's investments carried at fair value<sup>(1)</sup>:<br>

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investment Type**<sup>(2)</sup> | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Long-Term Investments** |  |  |  |  |
| Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Automobiles | $– | $239586774 | $866823 | $240453597 |
| &nbsp;&nbsp;&nbsp;Other |  | 549349664 | 2812770 | 552162434 |
| &nbsp;&nbsp;&nbsp;Remaining Industries |  | 8691351 |  | 8691351 |
| Common Stocks |  | 2695708 |  | 2695708 |
| Convertible Bonds |  | 54803757 |  | 54803757 |
| Corporate Bonds |  | 1472170529 |  | 1472170529 |
| Floating Rate Loans |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Aerospace/Defense |  |  | 31917467 | 31917467 |
| &nbsp;&nbsp;&nbsp;Remaining Industries |  | 291276343 |  | 291276343 |
| &nbsp;&nbsp;&nbsp;Less Unfunded Loan Commitments |  | (7312463) |  | (7312463) |
| Investments in Underlying Funds |  | 156685145 |  | 156685145 |
| Non-Agency Commercial Mortgage-Backed Securities |  | 236101 |  | 236101 |
| Preferred Stocks |  | 953460 |  | 953460 |
| Warrants |  | 12469 |  | 12469 |
| **Short-Term Investments** |  |  |  |  |
| Commercial Paper |  | 210113324 |  | 210113324 |
| Repurchase Agreements | – | 120773280 | – | 120773280 |
| Total | $– | $3100035442 | $35597060 | $3135632502 |
| **Other Financial Instruments** |  |  |  |  |
| Centrally Cleared Credit Default Swap Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets | $– | $– | $– | $– |
| &nbsp;&nbsp;&nbsp;Liabilities |  | (92089) |  | (92089) |
| Forward Foreign Currency Exchange Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets |  | 134526 |  | 134526 |
| &nbsp;&nbsp;&nbsp;Liabilities | – | (531493) | – | (531493) |
| Total | $– | $(489056) | $– | $(489056) |

---

<sup>(1)</sup> Refer to Note 2(a) for a description of fair value measurements and the three-tier hierarchy of inputs.

<sup>(2)</sup> See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. When applicable, each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.

A reconciliation of Level 3 investments is presented when the Fund has a material amount of Level 3 investments at the beginning or end of the period in relation to the Fund's net assets.

*See Notes to Schedule of Investments.* 15

**Schedule of Investments (unaudited)(concluded)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *September 30, 2025*

The following is a reconciliation of investments with unobservable inputs (Level 3) that were used in determining fair value:

---

| | | |
|:---|:---|:---|
| **Investment Type** | **Asset-Backed<br> Securities** | **Floating Rate<br> Loans** |
| **Balance as of December 31, 2024** | $47309463 | $– |
| Accrued Discounts (Premiums) |  | (1071176) |
| Change in Unrealized Appreciation/(Depreciation) | 4358223 | 12260505 |
| Realized Gain/(Loss) | (5051234) | 5097498 |
| Purchases | 5052668 | 2111609 |
| Sales | (16899402) | (15808528) |
| Transfers into Level 3<sup>(a)</sup> |  | 29327559 |
| Transfers out of Level 3<sup>(a)</sup> | (31090125) | – |
| **Balance as of September 30, 2025** | $3679593 | $31917467 |
| **Change in unrealized appreciation/(depreciation) for the period ended September 30, 2025, related to Level 3 investments held at September 30, 2025** | $(1818828) | $12260505 |

---

<sup>(a)</sup> The Fund recognizes transfers within the fair value hierarchy as of the beginning of the period. Transfers into and out of Level 3 were primarily related to the availability of market quotations in accordance with valuation methodology.

16 *See Notes to Schedule of Investments.*

**Notes to Schedule of Investments (unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;**1.** **ORGANIZATION** 

Lord Abbett Credit Opportunities Fund (the "Fund") is registered under the Investment Company Act of 1940, as amended (the "1940 Act"), as a non-diversified, closed-end management investment company that continuously offers its common shares (the "Shares") and is operated as an interval fund. The Fund was organized as a Delaware statutory trust on September 18, 2018. The Fund had a sale to Lord, Abbett & Co. LLC ("Lord Abbett") of 10,000 shares of common stock for $100,000 ($10.00 per share). The Fund commenced operations on February 15, 2019.

&nbsp;&nbsp;&nbsp;&nbsp;**2.** **SIGNIFICANT ACCOUNTING POLICIES** 

---

| | |
|:---|:---|
| (a) | **Investment Valuation** **–**Under procedures approved by the Fund's Board of Trustees (the "Board"), the Board has designated the determination of fair value of the Fund's portfolio investments to Lord, Abbett & Co. LLC ("Lord Abbett") as its valuation designee. Accordingly, Lord Abbett is responsible for, among other things, assessing and managing valuation risks, establishing, applying and testing fair value methodologies, and evaluating pricing services. Lord Abbett has formed a Pricing Committee (the "Pricing Committee") that performs these responsibilities on behalf of Lord Abbett, administers the pricing and valuation of portfolio investments and ensures that prices utilized reasonably reflect fair value. Among other things, these procedures allow Lord Abbett, subject to Board oversight, to utilize independent pricing services, quotations from securities, financial instrument dealers and other market sources to determine fair value. |
|  | Securities actively traded on any recognized U.S. or non-U.S. exchange or on the NASDAQ Stock Market LLC are valued at the last sale price or official closing price on the exchange or system on which they are principally traded. Events occurring after the close of trading on non-U.S. exchanges may result in adjustments to the valuation of foreign securities to reflect their fair value as of the close of regular trading on the New York Stock Exchange. When valuing foreign equity securities that meet certain criteria, the Pricing Committee uses a third-party fair valuation service that values such securities to reflect market trading that occurs after the close of the applicable foreign markets of comparable securities or other instruments that correlate to the fair-valued securities. Unlisted equity securities are valued at the last quoted sale price or, if no sale price is available, at the mean between the most recently quoted bid and ask prices. Investments in the PCF and PCF S are valued at their net asset value ("NAV") each month end. Fixed income securities are valued based on evaluated prices supplied by independent pricing services, which reflect broker/dealer supplied valuations and the independent pricing services' own electronic data processing techniques. Floating rate loans are valued at the average of bid and ask quotations obtained from dealers in loans on the basis of prices supplied by independent pricing services. Forward foreign currency exchange contracts are valued using daily forward exchange rates. Swaps, options and options on swaps ("swaptions") are valued daily using independent pricing services or quotations from broker/dealers to the extent available. |
|  | Securities for which prices are not readily available are valued at fair value as determined by the Pricing Committee. The Pricing Committee considers a number of factors, including observable and unobservable inputs, when arriving at fair value. The Pricing Committee may use observable inputs such as yield curves, broker quotes, observable trading activity, option adjusted spread models, related or comparable assets or liabilities, recent transactions, |

---

**Notes to Schedule of Investments (unaudited)(continued)**

---

| | |
|:---|:---|
|  | market multiples, book values and other relevant information to determine the fair value of portfolio investments. The Board or a designated committee thereof periodically reviews reports that may include fair value determinations made by the Pricing Committee, related market activity, inputs and assumptions, and retrospective comparison of prices of subsequent purchases and sales transactions to fair value determinations made by the Pricing Committee. |
|  | Short-term securities with 60 days or less remaining to maturity are valued using the amortized cost method, which approximates fair value. Investments in open-ended money market funds a valued at their NAV as of close of each business day. |
| (b) | **Fair Value Measurements** **–**Fair value is defined as the price that the Fund would receive upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market of the investment. A three-tier hierarchy is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk – for example, the risk inherent in a particular valuation technique used to measure fair value (such as a pricing model) and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity's own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The three-tier hierarchy classification is determined based on the lowest level of inputs that is significant to the fair value measurement, and is summarized in the three broad Levels listed below: |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 1 – unadjusted quoted prices in active markets for identical
 investments;

● Level 2 – other significant observable inputs (including quoted prices for similar
 investments, interest rates, prepayment speeds, credit risk, etc.); and

● Level 3 – significant unobservable inputs (including the Fund's own assumptions
 in determining the fair value of investments).

---

| |
|:---|
| A summary of inputs used in valuing the Fund's investments and other financial instruments as of September 30, 2025 and, if applicable, Level 3 rollforwards for the period then ended is included in the Fund's Schedule of Investments. |
| Changes in valuation techniques may result in transfers into or out of an assigned level within the three-tier hierarchy. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. |

---

&nbsp;&nbsp;&nbsp;&nbsp;**3.** **FEDERAL TAX INFORMATION** 

It is the policy of the Fund to meet the requirements of Subchapter M of the Internal Revenue Code applicable to regulated investment companies and to distribute substantially all taxable income and capital gains to its shareholders. Therefore, no income tax provision is required.

**Notes to Schedule of Investments (unaudited)(concluded)**

The Fund files U.S. federal and various state and local tax returns. No income tax returns are currently under examination. The statute of limitations on the Fund's filed U.S. federal tax returns remains open generally three years after the filing of the tax return. The statutes of limitations on the Fund's state and local tax returns may remain open for an additional year depending upon the jurisdiction.

&nbsp;&nbsp;&nbsp;&nbsp;**4.** **SECURITIES LENDING AGREEMENT** 

The Fund has established a securities lending agreement with Citibank, N.A. for the lending of securities to qualified brokers in exchange for securities or cash collateral equal to at least the market value of securities loaned, plus interest, if applicable. Cash collateral is invested in an approved money market fund. In accordance with the Fund's securities lending agreement, the market value of securities on loan is determined each day at the close of business and any additional collateral required to cover the value of securities on loan is delivered to the Fund on the next business day. As with other extensions of credit, the Fund may experience a delay in the recovery of its securities or incur a loss should the borrower of the securities breach its agreement with the Fund or the borrower becomes insolvent at a time when the collateral is insufficient to cover the cost of repurchasing securities on loan.

The initial collateral received by the Fund is required to have a value equal to at least 100% of the market value of the securities loaned. The collateral must be marked-to-market daily to cover increases in the market value of the securities loaned (or potentially a decline in the value of the collateral). In general, the risk of borrower default will be borne by Citibank, N.A.; the Fund will bear the risk of loss with respect to the investment of the cash collateral. The advantage of such loans is that the Fund continues to receive income on loaned securities while receiving a portion of any securities lending fees and earning returns on the cash amounts which may be reinvested for the purchase of investments in securities.

As of September 30, 2025, the Fund did not have any securities on loan.

QPHR-CREDIT-3Q

(11/25)

## 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:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3251867084.22

**Total Liabilities:** $126284104.37

**Net Assets:** $3125582979.85

**Delayed Delivery Securities:** $72854931.37

**Cash Not Reported:** $21015219.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -883.95000000 | **1-Year:** -1151.51000000 | **5-Year:** -38831.19000000 | **10-Year:** -4406.25000000 | **30-Year:** 0.00000000

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

- **3-Month:** -7411.07000000 | **1-Year:** -190288.85000000 | **5-Year:** -536866.73000000 | **10-Year:** -80760.66000000 | **30-Year:** -2577.97000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.67%                | 2.43%                | 0.93%                |
| Class ID N/A | 1.85%                | 2.38%                | 1.11%                |
| Class ID N/A | 1.79%                | 2.31%                | 1.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5862922.91              | $-385165.68                                |
| Month 2  | $13343737.35             | $36618730.01                               |
| Month 3  | $1827070.61              | $5679083.84                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                              | Title                                                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KKR Financial CLO Ltd                             | KKR CLO 56 Ltd                                                                                                                 | CUSIP: 48256HAA0<br>LEI: 254900BBJPGN777LWF70 | Long             | ABS-CBDO         | CORP              | KY        |  14750000 | PA      | $14994923.75  | 0.48%             | 2037-10-15      | Floating      | 10.82%                | 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      | $13644531.00  | 0.44%             | 2037-04-23      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                | 37 Capital Clo 4 Ltd                                                                                                           | CUSIP: 883933AE3<br>LEI: 254900CWCIZKD1LSOX71 | Long             | ABS-CBDO         | CORP              | KY        |   8600000 | PA      | $8589293.00   | 0.27%             | 2035-04-15      | Floating      | 9.67%                 | 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      | $13673014.30  | 0.44%             | 2038-07-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $46674.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X2                                                                                      | CUSIP: 00833Q105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87124 | PA      | $2803774.48   | 0.09%             | 2029-12-17      | Variable      | 100.00%               | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: BP9F4GF32 CDS USD R V 03MEVENT P_SP9F4GF32 CCPSOVEREIGN / Short: BP9F4GF32 CDS USD P F   .25000 F_SP9F4GF32 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  35000000 | OU      | $-94762.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                          | Saks Global Enterprises LLC                                                                                                    | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |  13683177 | PA      | $7115252.04   | 0.23%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                 | Generate Clo 13 Ltd                                                                                                            | CUSIP: 370919AA0<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |   7000000 | PA      | $7110817.00   | 0.23%             | 2037-01-20      | Floating      | 12.37%                | No            |                  2 | On Loan: No      |
| Palisades Center Trust                            | Palisades Center Trust 2016-PLSD                                                                                               | CUSIP: 69640GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $2953.13      | 0.00%             | 2033-04-13      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                 | Generate Clo 13 Ltd                                                                                                            | CUSIP: 370918AG9<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |   7000000 | PA      | $7065982.00   | 0.23%             | 2037-01-20      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Hayfin US, Ltd.                                   | Hayfin US XII Ltd                                                                                                              | CUSIP: 42087CAE1<br>LEI: 549300ROX4COSD406L14 | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3469271.70   | 0.11%             | 2038-01-20      | Floating      | 10.07%                | 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      | $29044873.00  | 0.93%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |  18058440 | PA      | $2799058.13   | 0.09%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                      | Vista Management Holding Inc 2025 Term Loan B                                                                                  | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                 | Generate CLO 20 Ltd                                                                                                            | CUSIP: 370913AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9980000 | PA      | $10068243.16  | 0.32%             | 2038-01-25      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    335000 | PA      | $15276.00     | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | 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      | $7609995.00   | 0.24%             | 2038-07-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Polus Capital Management                          | POLUS US CLO I Ltd                                                                                                             | CUSIP: 73163HAA0<br>LEI: 254900NPT7G7FAJXZS09 | Long             | ABS-CBDO         | CORP              | BM        |   2600000 | PA      | $2650632.40   | 0.08%             | 2037-10-20      | Floating      | 11.66%                | 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      | $7862429.25   | 0.25%             | 2037-10-15      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-1                                                                                     | CUSIP: 30165XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11036 | PA      | $4721838.82   | 0.15%             | 2033-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                          | Saks Global Enterprises LLC                                                                                                    | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |  12644063 | PA      | $4615083.00   | 0.15%             | 2029-12-15      | Fixed         | 11.00%                | 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        |  17902000 | PA      | $6508719.65   | 0.21%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                          | Kraken Oil & Gas Partners LLC                                                                                                  | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |  50899000 | PA      | $50491619.67  | 1.62%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   1520277 | PA      | $231842.24    | 0.01%             | 2027-09-30      | None          | 6.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd                                | Elmwood CLO 20 Ltd                                                                                                             | CUSIP: 29002BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25290000 | PA      | $11156177.70  | 0.36%             | 2037-01-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                              | USB Auto Owner Trust 2025-1                                                                                                    | CUSIP: 90367VAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $6203192.54   | 0.20%             | 2032-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINOS INTERMEDIATE WARRANTS                      | CHINOS INTERMEDIATE WARRANTS                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      9971 | NS      | $12468.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd                         | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | KY        |  47839996 | NS      | $2307744.43   | 0.07%             |  |  |  | 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      | $2591601.19   | 0.08%             | 2030-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NINE ENERGY SERVICE INC                           | Nine Energy Service Inc                                                                                                        | CUSIP: 65441VAE1<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |  14829000 | PA      | $7477819.83   | 0.24%             | 2028-02-01      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 94 CLO Ltd                                                                                                              | CUSIP: 26248EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10328510.00  | 0.33%             | 2037-10-15      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                    | ACBL HLDG CORP                                                                                                                 | CUSIP: 00085Q605<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     15891 | NS      | $953460.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                     | EW Scripps Co/The                                                                                                              | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |  30239000 | PA      | $28411447.67  | 0.91%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                           | JP Morgan REPO 4.23% 10-1-2025                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  50000000 | PA      | $50000000.00  | 1.60%             |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                             | Nabors Industries Inc                                                                                                          | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |  19937000 | PA      | $15351490.00  | 0.49%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| X Corp.                                           | X Corp 2025 Fixed Term Loan                                                                                                    | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  43454000 | PA      | $43650194.81  | 1.40%             | 2029-10-26      | Fixed         | 9.50%                 | 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      | $9819400.50   | 0.31%             | 2037-04-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                    | AutoNation Inc                                                                                                                 | CUSIP: 05330LX16<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  13300000 | PA      | $13300000.00  | 0.43%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust              | Perimeter Master Note Business Trust                                                                                           | CUSIP: 71384PBF7<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7878601.95   | 0.25%             | 2030-12-16      | Fixed         | 12.80%                | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                 | Generate CLO 22 Ltd                                                                                                            | CUSIP: 37150DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5051910.00   | 0.16%             | 2038-07-20      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                               | Conair Holdings LLC Term Loan B                                                                                                | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |  45393712 | PA      | $28881749.09  | 0.92%             | 2028-05-17      | Floating      | 8.03%                 | 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        |   2052900 | PA      | $812748.78    | 0.03%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                    | APIDOS CLO XLVIII Ltd                                                                                                          | CUSIP: 03770XAA7<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |   4550000 | PA      | $4594544.50   | 0.15%             | 2037-07-25      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC | Foundation Building Materials Holding Company LLC 2025 Term Loan                                                               | CUSIP: 35039KAE6<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |   2997702 | PA      | $3019390.28   | 0.10%             | 2031-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | Rad CLO 22 Ltd                                                                                                                 | CUSIP: 74936CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18914000 | PA      | $11746369.47  | 0.38%             | 2037-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                 | Generate Clo 16 Ltd                                                                                                            | CUSIP: 37149WAA1<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |   7375000 | PA      | $7446072.88   | 0.24%             | 2037-07-20      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                                                                 | CUSIP: 00913WX18<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |  55000000 | PA      | $55000000.00  | 1.76%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                  | Trinitas CLO XXII Ltd                                                                                                          | CUSIP: 89640NAE8<br>LEI: 254900Y31HLFEBSJXC19 | Long             | ABS-CBDO         | CORP              | BM        |   5000000 | PA      | $5030895.00   | 0.16%             | 2038-03-20      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| JABIL INC                                         | Jabil Inc                                                                                                                      | CUSIP: 46652LX69<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9993638.90   | 0.32%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                              | Cornerstone Building Brands Inc                                                                                                | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |  74519000 | PA      | $60936690.14  | 1.95%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2022-C                                                                          | CUSIP: 80290CBK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26179015 | PA      | $26888856.55  | 0.86%             | 2032-12-15      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2023-2                                                                                     | CUSIP: 30168CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27309000 | PA      | $29331900.52  | 0.94%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                               | LBM Acquisition LLC                                                                                                            | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |  93220000 | PA      | $86376235.06  | 2.76%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-477831.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    758297 | PA      | $116588.16    | 0.00%             | 2026-09-30      | None          | 6.25%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                             | Scripps Escrow II Inc                                                                                                          | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  57519000 | PA      | $40533926.90  | 1.30%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2024-2                                                                                       | CUSIP: 37964VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $8662220.33   | 0.28%             | 2031-05-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation             | AMMC CLO 31 Ltd                                                                                                                | CUSIP: 031929AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8850000 | PA      | $8929499.55   | 0.29%             | 2038-02-20      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-2                                                                                     | CUSIP: 30166DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19000000 | PA      | $19983075.20  | 0.64%             | 2031-10-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                            | Lumen Technologies Inc                                                                                                         | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |  14256000 | PA      | $13014275.31  | 0.42%             | 2029-01-15      | Fixed         | 4.50%                 | 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      | $9756988.23   | 0.31%             | 2037-04-18      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd                             | Bridge Street CLO Ltd                                                                                                          | CUSIP: 107922AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3500000.00   | 0.11%             | 2038-04-20      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Selection Trust 2021-1                                                                                          | CUSIP: 69547JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2153846 | PA      | $3028.74      | 0.00%             | 2027-11-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  83140000 | PA      | $29245043.72  | 0.94%             | 2030-12-01      | Fixed         | 4.62%                 | 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        |  22237677 | PA      | $22169741.26  | 0.71%             | 2031-12-04      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                              | Rackspace Technology Global Inc                                                                                                | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $315630.00    | 0.01%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                 | Kosmos Energy Ltd                                                                                                              | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |  18436000 | PA      | $16126236.52  | 0.52%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X1                                                                                      | CUSIP: 00834XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181864 | PA      | $1921661.55   | 0.06%             | 2029-05-15      | Variable      | 100.00%               | 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      | $11738950.30  | 0.38%             | 2036-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                           | Borr IHC Ltd / Borr Finance LLC                                                                                                | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  44261932 | PA      | $44374924.67  | 1.42%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                               | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $171000.00    | 0.01%             | 2026-05-13      | None          | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25013000 | PA      | $21411499.94  | 0.69%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                        | Sandstone Peak II Ltd                                                                                                          | CUSIP: 80013UAE0<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5573859.50   | 0.18%             | 2038-07-20      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   2291474 | PA      | $355178.47    | 0.01%             | 2029-09-30      | None          | 7.00%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                              | Kleopatra Finco Sarl                                                                                                           | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |   4878270 | PA      | $687301.81    | 0.02%             | 2029-09-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AMC NETWORKS INC                                  | AMC Networks Inc                                                                                                               | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4648662.50   | 0.15%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                    | Orion CLO 2025-5 Ltd                                                                                                           | CUSIP: 68627DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3046596.00   | 0.10%             | 2038-07-20      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   1079008 | PA      | $165814.18    | 0.01%             | 2030-09-30      | None          | 7.25%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                           | Bryant Park Funding 2025-26 Ltd                                                                                                | CUSIP: 11765YAA5<br>LEI: 391200IOZVIDW3YK6P85 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10054840.00  | 0.32%             | 2038-04-20      | Floating      | 9.62%                 | 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      | $7309058.50   | 0.23%             | 2038-07-17      | Floating      | 10.97%                | 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      | $2060848.00   | 0.07%             | 2038-04-15      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |   1117897 | NS      | $244014.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                             | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |         1 | NC      | $-3765.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SGUS LLC                                          | SGUS LLC                                                                                                                       | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6786545 | PA      | $6465378.61   | 0.21%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | RAD CLO 23 Ltd                                                                                                                 | CUSIP: 75009DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4900000 | PA      | $4945364.20   | 0.16%             | 2037-04-20      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                          | ASP Unifrax Holdings Inc                                                                                                       | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |  14663297 | PA      | $5850492.89   | 0.19%             | 2029-09-30      | Fixed         | 7.10%                 | 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        |  51184245 | PA      | $46513938.23  | 1.49%             | 2029-12-31      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2023-II Ltd                                                                                                       | CUSIP: 125492AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5400000 | PA      | $5481561.60   | 0.18%             | 2037-01-21      | Floating      | 12.29%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                          | ASP Unifrax Holdings Inc 2024 Delayed Draw Term Loan                                                                           | CUSIP: 00216UAH6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | LON              | CORP              | US        |   8002695 | PA      | $7312462.56   | 0.23%             | 2029-09-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Harmony-Peace Park CLO                            | Harmony-Peace Park CLO Ltd                                                                                                     | CUSIP: 413279AL4<br>LEI: 2138009L3HEW9A8LDJ44 | Long             | ABS-CBDO         | CORP              | JE        |   9000000 | PA      | $9052929.00   | 0.29%             | 2037-10-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | Rad CLO 20 Ltd                                                                                                                 | CUSIP: 750105AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   7050000 | PA      | $7156715.85   | 0.23%             | 2040-07-20      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing Inc                                                                                              | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |  22613000 | PA      | $22803416.16  | 0.73%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CAL Receivables LLC                               | CAL Receivables 2022-1 LLC                                                                                                     | CUSIP: 12804BAB4<br>LEI: 549300GJW1JSYKS6S265 | Long             | ABS-O            | CORP              | US        |  10165122 | PA      | $10161173.63  | 0.33%             | 2026-10-15      | Floating      | 8.72%                 | 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        |  17746623 | PA      | $18031047.95  | 0.58%             | 2032-05-15      | Fixed         | 12.66%                | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                              | Vermilion Energy Inc                                                                                                           | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |  63561000 | PA      | $60122680.42  | 1.92%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARES LXVIII CLO Ltd                               | Ares LXVIII CLO Ltd                                                                                                            | CUSIP: 039942AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5440000 | PA      | $5557319.04   | 0.18%             | 2037-07-25      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                           | Oscar AcquisitionCo LLC / Oscar Finance Inc                                                                                    | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9659000 | PA      | $7917967.09   | 0.25%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                | CP Atlas Buyer Inc                                                                                                             | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   7335653 | PA      | $7332523.61   | 0.23%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd                                | Elmwood CLO 14 Ltd                                                                                                             | CUSIP: 29003XAG8<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5024790.00   | 0.16%             | 2038-10-20      | Floating      | 9.78%                 | 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      | $40982576.43  | 1.31%             |  |  |  | No            |                  3 | On Loan: No      |
| CVS HEALTH CORPORATION                            | CVS Health Corp                                                                                                                | CUSIP: 12665JX61<br>LEI: 549300EJG376EN5NQE29 | Long             | STIV             | CORP              | US        |  40500000 | PA      | $40474687.50  | 1.29%             | 2025-10-06      | None          | 0.00%                 | 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      | $7919082.45   | 0.25%             | 2038-01-20      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                    | Gray Media Inc                                                                                                                 | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  70760000 | PA      | $53203208.53  | 1.70%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                     | Cable One Inc                                                                                                                  | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   9308000 | PA      | $7895328.56   | 0.25%             | 2030-11-15      | Fixed         | 4.00%                 | 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      | $1004950.00   | 0.03%             | 2038-07-20      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   8000000 | PA      | $720000.00    | 0.02%             | 2023-02-23      | None          | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO Ltd                                    | ICG US CLO 2024-R1 Ltd                                                                                                         | CUSIP: 44934XAG1<br>LEI: 21380029WPUQLKIPJJ57 | Long             | ABS-CBDO         | CORP              | KY        |  10440000 | PA      | $10560435.84  | 0.34%             | 2038-01-25      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                                                                   | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |  55161000 | PA      | $54819907.54  | 1.75%             | 2031-03-24      | Fixed         | 7.50%                 | 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        |    812920 | PA      | $827545.41    | 0.03%             | 2041-06-20      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings Inc                                                                                                        | CUSIP: 70082LAB3<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |  28306000 | PA      | $28059579.29  | 0.90%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                               | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $187500.00    | 0.01%             | 2027-04-12      | None          | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2025-1 Ltd                                                                                                  | CUSIP: 77341BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7430000 | PA      | $7427399.50   | 0.24%             | 2038-03-31      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                            | Rackspace Finance, LLC 2024 First Lien Second Out Term Loan                                                                    | CUSIP: 75008UAD9<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |  23322696 | PA      | $10524366.42  | 0.34%             | 2028-05-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                             | Foundation Building Materials Inc                                                                                              | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |  11291000 | PA      | $11451741.84  | 0.37%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                           | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                      | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  12095000 | PA      | $11799077.68  | 0.38%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-3                                                                                     | CUSIP: 30165AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7861356.00   | 0.25%             | 2031-10-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                     | Ballyrock CLO 20 Ltd                                                                                                           | CUSIP: 05876DAG6<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |   5370000 | PA      | $5382420.81   | 0.17%             | 2036-10-15      | Floating      | 10.52%                | 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      | $29279560.00  | 0.94%             | 2026-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-5                                                                                     | CUSIP: 30165BAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7686000 | PA      | $7935585.94   | 0.25%             | 2032-05-17      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                          | Evergy Missouri West Inc                                                                                                       | CUSIP: 30037MXE0<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | STIV             | CORP              | US        |  23000000 | PA      | $22963289.47  | 0.73%             | 2025-10-14      | None          | 0.00%                 | 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      | $11708463.79  | 0.37%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                             | Nabors Industries Inc                                                                                                          | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |  43756000 | PA      | $40783653.17  | 1.30%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Alloy Finco Limited                               | Alloy Finco Limited USD Holdco PIK Term Loan                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |  17633960 | PA      | $31917466.88  | 1.02%             | 2028-03-06      | Floating      | 13.50%                | No            |                  3 | 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      | $6117313.77   | 0.20%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    756460 | PA      | $113832.10    | 0.00%             | 2025-09-30      | None          | 6.00%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                          | FMC Corp                                                                                                                       | CUSIP: 34410WX15<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |  43400000 | PA      | $43400000.00  | 1.39%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-2                                                                                     | CUSIP: 30166RAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16020 | PA      | $6585406.63   | 0.21%             | 2033-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                    | Transocean International Ltd                                                                                                   | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |  33360000 | PA      | $28278400.30  | 0.90%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                                            | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  17666000 | PA      | $17655031.18  | 0.56%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                          | Park-Ohio Industries Inc                                                                                                       | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |  67738000 | PA      | $70282916.66  | 2.25%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                     | Wilsonart LLC                                                                                                                  | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |   7414000 | PA      | $7222857.44   | 0.23%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                          | Moss Creek Resources Holdings Inc                                                                                              | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |  21413000 | PA      | $20998410.06  | 0.67%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                       | Ally Auto Receivables Trust 2024-1                                                                                             | CUSIP: 02008F104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30890 | PA      | $9272950.76   | 0.30%             | 2032-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2024-I Ltd                                                                                                        | CUSIP: 12570XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6816507.75   | 0.22%             | 2037-04-18      | Floating      | 8.03%                 | 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      | $2803455.69   | 0.09%             | 2030-04-15      | Fixed         | 0.01%                 | No            |                  3 | On Loan: No      |
| NGC Ltd                                           | NGC CLO 2 LTD                                                                                                                  | CUSIP: 652942AN3<br>LEI: 254900VQH7AI9RS70C59 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10049390.00  | 0.32%             | 2038-04-20      | Floating      | 7.83%                 | 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      | $77949.54     | 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        |  31027729 | PA      | $29934001.22  | 0.96%             | 2028-07-01      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                      | JELD-WEN Inc                                                                                                                   | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |  48550000 | PA      | $41037280.76  | 1.31%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                  | AMC Networks Inc                                                                                                               | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |  10223000 | PA      | $8903466.28   | 0.28%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                 | 720 East CLO 2023-II Ltd                                                                                                       | CUSIP: 817942AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10104700.00  | 0.32%             | 2036-10-15      | Floating      | 12.89%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED CAD / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $-49894.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   4000000 | PA      | $333040.00    | 0.01%             | 2028-01-13      | None          | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd                                            | RR 18 Ltd                                                                                                                      | CUSIP: 749737AC6<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |  17075000 | PA      | $9925219.40   | 0.32%             | 2121-10-15      | Variable      | 0.00%                 | 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      | $15951009.18  | 0.51%             | 2030-09-16      | Fixed         | 12.07%                | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2023-26 Ltd                                                                                                            | CUSIP: 67351PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  22000000 | PA      | $17541766.00  | 0.56%             | 2037-04-17      | Variable      | 0.00%                 | 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      | $9607514.58   | 0.31%             | 2037-07-15      | Floating      | 10.37%                | 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      | $8377850.25   | 0.27%             | 2037-01-15      | Floating      | 12.05%                | 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      | $10577506.80  | 0.34%             | 2038-01-15      | Floating      | 10.82%                | 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      | $4575577.50   | 0.15%             | 2037-10-21      | Floating      | 10.47%                | 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      | $9314.00      | 0.00%             | 2027-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VStrong Auto Receivables Trust                    | VStrong Auto Receivables Trust 2024-A                                                                                          | CUSIP: 92891PAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33915000 | PA      | $37363843.48  | 1.20%             | 2031-07-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                 | CUSIP: 46642MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614619 | PA      | $5525.42      | 0.00%             | 2027-06-10      | Variable      | 3.93%                 | 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      |
| Ballyrock Ltd                                     | Ballyrock CLO 24 Ltd                                                                                                           | CUSIP: 05875VAC6<br>LEI: 254900B0CDDYIJW8YL36 | Long             | ABS-CBDO         | CORP              | JE        |  11250000 | PA      | $9207078.75   | 0.29%             | 2038-07-15      | Variable      | 0.00%                 | 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      | $8219768.00   | 0.26%             | 2038-03-31      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                  | Vital Energy Inc                                                                                                               | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |  79782000 | PA      | $77502013.94  | 2.48%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                               | Meritage Homes Corp                                                                                                            | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   7784000 | PA      | $8005549.53   | 0.26%             | 2028-05-15      | Fixed         | 1.75%                 | 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      | $12616500.00  | 0.40%             | 2037-04-19      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings Inc                                                                                                        | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |   9411000 | PA      | $9536535.87   | 0.31%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                    | Transocean International Ltd                                                                                                   | CUSIP: 893830BW8<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   9735000 | PA      | $11516505.00  | 0.37%             | 2029-09-30      | Fixed         | 4.62%                 | 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        |  24463124 | PA      | $22230986.12  | 0.71%             | 2030-12-31      | Floating      | 8.36%                 | 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      | $1223352.00   | 0.04%             | 2037-04-20      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| BORR DRILLING LTD                                 | Borr Drilling Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | DBT              | CORP              | BM        |   4800000 | PA      | $4471340.26   | 0.14%             | 2028-02-08      | Fixed         | 5.00%                 | Yes           |                  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      | $5618349.00   | 0.18%             | 2038-07-15      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                    | ACBL HLDG CORP                                                                                                                 | CUSIP: 00085Q209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2785 | NS      | $143949.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                          | Hughes Satellite Systems Corp                                                                                                  | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  64728000 | PA      | $61615942.49  | 1.97%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                 | Generate CLO 3 Ltd                                                                                                             | CUSIP: 98625VAN0<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-CBDO         | CORP              | KY        |   2190000 | PA      | $2209278.57   | 0.07%             | 2036-10-20      | Floating      | 12.15%                | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc                          | Evergy Missouri West Inc                                                                                                       | CUSIP: 30037MX75<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24981708.26  | 0.80%             | 2025-10-07      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HLDGS INC                             | ASP UNIFRAX HLDGS INC                                                                                                          | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |  35666409 | PA      | $33040226.75  | 1.06%             | 2029-09-30      | Fixed         | 11.18%                | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2020-4                                                                                              | CUSIP: 33845X107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17826 | PA      | $866822.80    | 0.03%             | 2028-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AB BSL CLO                                        | AB BSL CLO 4 Ltd                                                                                                               | CUSIP: 00037XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4750000 | PA      | $3104600.00   | 0.10%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings Inc                                                                                                        | CUSIP: 70082LAA5<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |  46080000 | PA      | $45385188.25  | 1.45%             | 2029-02-01      | Fixed         | 5.62%                 | 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      | $3347877.50   | 0.11%             | 2027-03-30      | None          | 0.00%                 | 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      | $11017159.00  | 0.35%             | 2038-07-20      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC | Foundation Building Materials Holding Company LLC 2024 Term Loan B2                                                            | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |  16401013 | PA      | $16449478.16  | 0.53%             | 2031-01-29      | Floating      | 8.31%                 | 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      | $1005715.98   | 0.03%             | 2028-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                | Baytex Energy Corp                                                                                                             | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |  40685000 | PA      | $39864257.43  | 1.28%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                               | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   7000000 | PA      | $700000.00    | 0.02%             | 2025-07-16      | None          | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Silver Point Capital CLO 1, Ltd                   | Silver Point CLO 1 Ltd                                                                                                         | CUSIP: 82808DAL7<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |   2725000 | PA      | $2731308.38   | 0.09%             | 2038-01-20      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL CLO 30 Ltd                                                                                                                 | CUSIP: 00120YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  13610000 | PA      | $13742874.43  | 0.44%             | 2037-04-21      | Floating      | 11.07%                | 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      | $8630951.00   | 0.28%             | 2036-10-15      | Floating      | 10.32%                | 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      | $42570585.08  | 1.36%             | 2035-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BORR DRILLING LTD                                 | Borr Drilling Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | DBT              | CORP              | BM        |   8600000 | PA      | $8011151.29   | 0.26%             | 2028-02-08      | Fixed         | 5.00%                 | Yes           |                  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      | $1255343.08   | 0.04%             | 2033-12-15      | None          | 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      | $5103372.60   | 0.16%             | 2037-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                              | Saturn Oil & Gas Inc                                                                                                           | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |  53969000 | PA      | $55954376.49  | 1.79%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                           | ACProducts Holdings Inc                                                                                                        | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |  70921000 | PA      | $40450195.18  | 1.29%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                | Central Parent Inc 2024 Term Loan B                                                                                            | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  29266824 | PA      | $25390287.13  | 0.81%             | 2029-07-06      | Floating      | 7.25%                 | 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        |  19866426 | PA      | $18058580.93  | 0.58%             | 2030-08-01      | Floating      | 8.80%                 | 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        |  19230254 | PA      | $19663342.68  | 0.63%             | 2032-08-16      | Fixed         | 14.55%                | No            |                  2 | On Loan: No      |
| Oscar Acquisitionco LLC                           | Oscar AcquisitionCo LLC Term Loan B                                                                                            | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |   6793491 | PA      | $6361187.20   | 0.20%             | 2029-04-29      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                        | Tronox Inc                                                                                                                     | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   7789000 | PA      | $5088333.27   | 0.16%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd                           | Barrow Hanley CLO I Ltd                                                                                                        | CUSIP: 06875PAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7299162.25   | 0.23%             | 2038-01-20      | Floating      | 9.57%                 | 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            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                    | Transocean International Ltd                                                                                                   | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |  48223000 | PA      | $44789736.03  | 1.43%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LORD ABBETT PCF2                                  | LORD ABBETT PCF2                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |   4609664 | NS      | $115702568.53 | 3.70%             |  |  |  | No            |                  3 | 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      | $9096430.95   | 0.29%             | 2037-10-23      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                             | CMG Media Corp                                                                                                                 | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  43712044 | PA      | $40187104.77  | 1.29%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $9900.43      | 0.00%             |  |  |  | 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      | $6776412.75   | 0.22%             | 2038-10-15      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                               | HINNT 2024-A LLC                                                                                                               | CUSIP: 40472QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1953120 | PA      | $1945354.97   | 0.06%             | 2043-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERENS MIDCO SARL                                 | Herens Midco Sarl                                                                                                              | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |  47965000 | PA      | $32689867.43  | 1.05%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                        | FIXED INC CLEARING CORP.REPO                                                                                                   | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  70773280 | PA      | $70773279.69  | 2.26%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-28

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer