# EDGAR Filing Document

**Accession Number:** 0001753712
**File Stem:** 0001410368-26-056351
**Filing Date:** 2026-5
**Character Count:** 159832
**Document Hash:** 5936959c38be4ace925ac63cc5c35a0e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056351.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056351

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**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:** 261042725

**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

![](x5_c115951x1x1.jpg)

Lord Abbett<br> Quarterly Portfolio Holdings Report

Lord Abbett<br> Credit Opportunities Fund

*For the period ended March 31, 2026*

**Schedule of Investments (unaudited)**

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **LONG-TERM INVESTMENTS 85.26%** |  |  |  |  |
| **ASSET-BACKED SECURITIES 20.83%** |  |  |  |  |
| **Automobiles 5.34%** |  |  |  |  |
| Ally Auto Receivables Trust Series 2024-1 Class CERT<sup>†</sup> | Zero coupon | 2/16/2032 | $30890 | $7640285 |
| Carvana Auto Receivables Trust Series 2021-N1 Class R<sup>†</sup> | Zero coupon | 1/10/2028 | 10000 <sup>(a)</sup> | 1034529 |
| Exeter Automobile Receivables Trust Series 2021-4A Class R<sup>†</sup> | Zero coupon | 12/15/2033 | 28050 <sup>(a)</sup> | 265607 <sup>(b)</sup> |
| Exeter Automobile Receivables Trust Series 2023-1A Class E<sup>†</sup> | 12.07% | 9/16/2030 | 14258000 | 15651685 |
| Exeter Automobile Receivables Trust Series 2023-2A Class E<sup>†</sup> | 9.75% | 11/15/2030 | 27309000 | 29334306 |
| Exeter Automobile Receivables Trust Series 2024-2A Class E<sup>†</sup> | 7.98% | 10/15/2031 | 19000000 | 19627293 |
| Exeter Automobile Receivables Trust Series 2024-3A Class E<sup>†</sup> | 7.84% | 10/15/2031 | 7500000 | 7730306 |
| Exeter Automobile Receivables Trust Series 2024-5A Class E<sup>†</sup> | 7.22% | 5/17/2032 | 7686000 | 7806037 |
| Flagship Credit Auto Trust Series 2020-4 Class R<sup>†</sup> | Zero coupon | 7/17/2028 | 17826 <sup>(a)</sup> | 871703 |
| GLS Auto Receivables Issuer Trust Series 2024-2A Class E<sup>†</sup> | 7.98% | 5/15/2031 | 8250000 | 8602872 |
| PenFed Auto Receivables Owner Trust Series 2022-A Class R1<sup>†</sup> | Zero coupon | 6/17/2030 | 30000 <sup>(a)</sup> | 2465621 <sup>(b)</sup> |
| Santander Bank Auto Credit-Linked Notes Series 2022-B Class G<sup>†</sup> | 14.552% | 8/16/2032 | 2341279 | 2348773 |
| Santander Bank Auto Credit-Linked Notes Series 2022-C Class F<sup>†</sup> | 14.592% | 12/15/2032 | 6628719 | 6689881 |
| SBNA Auto Receivables Trust Series 2024-A Class E<sup>†</sup> | 8.00% | 4/15/2032 | 5860000 | 6040419 |
| USB Auto Owner Trust Series 2025-1A Class R<sup>†</sup> | Zero coupon | 12/15/2032 | 20000 <sup>(a)</sup> | 4700858 |
| VStrong Auto Receivables Trust Series 2024-A Class E<sup>†</sup> | 10.12% | 7/15/2031 | 33915000 | 36927785 |
| *Total* |  |  |  | 157737960 |
| **Credit Card 0.26%** |  |  |  |  |
| Perimeter Master Note Business Trust Series 2025-1A Class D<sup>†</sup> | 12.80% | 12/16/2030 | 7750000 | 7746589 |

---

*See Notes to Schedule of Investments.* 1

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Other 15.20%** |  |  |  |  |  |
| 1988 CLO 4 Ltd. Series 2024-4A Class E<sup>†</sup> | 10.592% (3 mo.<br> USD Term SOFR + 6.92%) | <sup>#</sup> | 4/15/2037 | $4250000 | $4250213 |
| 37 Capital CLO 4 Ltd. Series 2023-2A Class ER<sup>†</sup> | 9.022% (3 mo.<br> USD Term SOFR + 5.35%) | <sup>#</sup> | 4/15/2035 | 4500000 | 4202901 |
| 720 East CLO Ltd. Series 2022-1A Class ER<sup>†</sup> | 9.568% (3 mo.<br> USD Term SOFR + 5.90%) | <sup>#</sup> | 1/20/2038 | 7950000 | 7525605 |
| 720 East CLO Ltd. Series 2023-IA Class ER<sup>†</sup> | 10.982% (3 mo.<br> USD Term SOFR + 7.31%) | <sup>#</sup> | 4/15/2038 | 2000000 | 1884290 |
| AB BSL CLO 4 Ltd. Series 2023-4A Class SUB<sup>†</sup> | Zero coupon | <sup>#(c)</sup> | 4/20/2038 | 4750000 | 2734167 |
| Affirm Asset Securitization Trust Series 2024-X1 Class CERT<sup>†</sup> | Zero coupon |  | 5/15/2029 | 181864 <sup>(a)</sup> | 830677 |
| Affirm Asset Securitization Trust Series 2024-X2 Class CERT<sup>†</sup> | Zero coupon |  | 12/17/2029 | 87124 <sup>(a)</sup> | 1048872 <sup>(b)</sup> |
| Affirm Asset Securitization Trust Series 2025-X1 Class CERT<sup>†</sup> | Zero coupon |  | 4/15/2030 | 50502 <sup>(a)</sup> | 1235839 <sup>(b)</sup> |
| AGL CLO 30 Ltd. Series 2024-30RA Class E<sup>†</sup> | 10.42% (3 mo.<br> USD Term SOFR + 6.75%) | <sup>#</sup> | 4/21/2037 | 13610000 | 12660036 |
| AMMC CLO 23 Ltd. Series 2020-23A Class ER3<sup>†</sup> | 10.318% (3 mo.<br> USD Term SOFR + 6.65%) | <sup>#</sup> | 7/17/2038 | 7250000 | 7105239 |
| AMMC CLO 31 Ltd. Series 2025-31A Class E<sup>†</sup> | 9.118% (3 mo.<br> USD Term SOFR + 5.45%) | <sup>#</sup> | 2/20/2038 | 8850000 | 8721224 |
| Apidos CLO XLVIII Ltd. Series 2024-48A Class E<sup>†</sup> | 9.418% (3 mo.<br> USD Term SOFR + 5.75%) | <sup>#</sup> | 7/25/2037 | 4550000 | 4463509 |
| ARES LV CLO Ltd. Series 2020-55A Class ER2<sup>†</sup> | 10.172% (3 mo.<br> USD Term SOFR + 6.50%) | <sup>#</sup> | 10/15/2037 | 5750000 | 5498949 |
| ARES LXXIV CLO Ltd. Series 2024-74A Class E<sup>†</sup> | 9.672% (3 mo.<br> USD Term SOFR + 6.00%) | <sup>#</sup> | 10/15/2036 | 4250000 | 4168166 |
| Bain Capital Credit CLO Ltd. Series 2024-4A Class E<sup>†</sup> | 9.671% (3 mo.<br> USD Term SOFR + 6.00%) | <sup>#</sup> | 10/23/2037 | 8950000 | 8674358 |
| Bain Capital Credit CLO Ltd. Series 2024-5A Class E<sup>†</sup> | 9.82% (3 mo.<br> USD Term SOFR + 6.15%) | <sup>#</sup> | 10/21/2037 | 4500000 | 4362480 |

---

2 *See Notes to Schedule of Investments.*

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Other (continued)** |  |  |  |  |  |
| Ballyrock CLO 24 Ltd. Series 2023-24A Class SUB<sup>†</sup> | Zero coupon | <sup>#(c)</sup> | 7/15/2038 | $14550000 | $8533822 |
| Ballyrock CLO 26 Ltd. Series 2024-26A Class SUB<sup>†</sup> | Zero coupon | <sup>#(c)</sup> | 7/25/2037 | 8100000 | 4175720 <sup>(b)</sup> |
| Barrow Hanley CLO I Ltd. Series 2023-1A Class ER<sup>†</sup> | 8.918% (3 mo.<br> USD Term SOFR + 5.25%) | <sup>#</sup> | 1/20/2038 | 7250000 | 7103013 |
| Benefit Street Partners CLO XXXIX Ltd. Series 2025-39A Class SUB<sup>†</sup> | Zero coupon | <sup>#(c)</sup> | 4/15/2038 | 11665000 | 8175415 |
| Birch Grove CLO 3 Ltd. Series 2021-3A Class ER<sup>†</sup> | 8.818% (3 mo.<br> USD Term SOFR + 5.15%) | <sup>#</sup> | 1/19/2038 | 1000000 | 943544 |
| Brant Point CLO Ltd. Series 2024-3A Class ER<sup>†</sup> | 10.46% (3 mo.<br> USD Term SOFR + 6.83%) | <sup>#</sup> | 1/20/2039 | 5020000 | 4914931 |
| Bridge Street CLO Ltd. Series 2025-1A Class E<sup>†</sup> | 9.018% (3 mo.<br> USD Term SOFR + 5.35%) | <sup>#</sup> | 4/20/2038 | 3500000 | 3426735 |
| Bryant Park Funding Ltd. Series 2025-26A Class E<sup>†</sup> | 9.018% (3 mo.<br> USD Term SOFR + 5.35%) | <sup>#</sup> | 4/20/2038 | 10000000 | 9790500 |
| Carlyle U.S. CLO Ltd. Series 2019-3A Class ER3<sup>†</sup> | 8.621% (3 mo.<br> USD Term SOFR + 4.95%) | <sup>#</sup> | 4/20/2039 | 2100000 | 2022722 |
| Carlyle U.S. CLO Ltd. Series 2021-9A Class AR<sup>†</sup> | 4.778% (3 mo.<br> USD Term SOFR + 1.11%) | <sup>#</sup> | 10/20/2034 | 8950000 | 8941050 |
| Cedar Funding VIII CLO Ltd. Series 2017-8A Class ERR<sup>†</sup> | 10.088% (3 mo.<br> USD Term SOFR + 6.42%) | <sup>#</sup> | 1/17/2038 | 1800000 | 1617475 |
| Cedar Funding XVIII CLO Ltd. Series 2024-18A Class D<sup>†</sup> | 7.571% (3 mo.<br> USD Term SOFR + 3.90%) | <sup>#</sup> | 4/23/2037 | 13500000 | 13518130 |
| CIFC Funding Ltd. Series 2024-1A Class D<sup>†</sup> | 7.368% (3 mo.<br> USD Term SOFR + 3.70%) | <sup>#</sup> | 4/18/2037 | 6750000 | 6759976 |
| Crown City CLO I Series 2020-1A Class ERR<sup>†</sup> | 10.258% (3 mo.<br> USD Term SOFR + 6.59%) | <sup>#</sup> | 7/20/2038 | 3600000 | 3431412 |
| CTM CLO Ltd. Series 2025-1A Class D1<sup>†</sup> | 7.172% (3 mo.<br> USD Term SOFR + 3.50%) | <sup>#</sup> | 7/15/2038 | 13610000 | 13645005 |
| Driven Brands Funding LLC Series 2025-1A Class A2<sup>†</sup> | 5.296% |  | 10/20/2055 | 3491250 | 3134183 |

---

*See Notes to Schedule of Investments.* 3

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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> | 10.768% (3 mo.<br> USD Term SOFR + 7.10%) | <sup>#</sup> | 4/18/2037 | $9570000 | $9404898 |
| Dryden 94 CLO Ltd. Series 2022-94A Class ER<sup>†</sup> | 11.772% (3 mo.<br> USD Term SOFR + 8.10%) | <sup>#</sup> | 10/15/2037 | 10000000 | 9720660 |
| Elmwood CLO 14 Ltd. Series 2022-1A Class ER<sup>†</sup> | 9.168% (3 mo.<br> USD Term SOFR + 5.50%) | <sup>#</sup> | 10/20/2038 | 5000000 | 4891270 |
| Elmwood CLO 20 Ltd. Series 2022-7A Class SUB<sup>†</sup> | Zero coupon | <sup>#(c)</sup> | 1/20/2039 | 32590000 | 11381243 |
| Empower CLO Ltd. Series 2023-2A Class ER<sup>†</sup> | 9.272% (3 mo.<br> USD Term SOFR + 5.60%) | <sup>#</sup> | 10/15/2038 | 3250000 | 3064666 |
| Empower CLO Ltd. Series 2024-2A Class E<sup>†</sup> | 9.722% (3 mo.<br> USD Term SOFR + 6.05%) | <sup>#</sup> | 7/15/2037 | 9540000 | 9253848 |
| Generate CLO 20 Ltd. Series 2024-20A Class E<sup>†</sup> | 9.018% (3 mo.<br> USD Term SOFR + 5.35%) | <sup>#</sup> | 1/25/2038 | 6710000 | 6573136 |
| Generate CLO 22 Ltd. Series 2025-22A Class E<sup>†</sup> | 9.168% (3 mo.<br> USD Term SOFR + 5.50%) | <sup>#</sup> | 7/20/2038 | 2500000 | 2447290 |
| Harmony-Peace Park CLO Ltd. Series 2024-1A Class D1<sup>†</sup> | 6.668% (3 mo.<br> USD Term SOFR + 3.00%) | <sup>#</sup> | 10/20/2037 | 9000000 | 8883279 |
| Hayfin U.S. XII Ltd. Series 2020-12A Class ER<sup>†</sup> | 9.418% (3 mo.<br> USD Term SOFR + 5.75%) | <sup>#</sup> | 1/20/2038 | 3450000 | 3381276 |
| Hayfin U.S. XIV Ltd. Series 2021-14A Class ER<sup>†</sup> | 9.768% (3 mo.<br> USD Term SOFR + 6.10%) | <sup>#</sup> | 3/20/2038 | 7300000 | 7280969 |
| ICG U.S. CLO Ltd. Series 2024-R1A Class D1<sup>†</sup> | 7.318% (3 mo.<br> USD Term SOFR + 3.65%) | <sup>#</sup> | 1/25/2038 | 10440000 | 10468021 |
| Invesco U.S. CLO Ltd. Series 2025-1A Class E<sup>†</sup> | 9.672% (3 mo.<br> USD Term SOFR + 6.00%) | <sup>#</sup> | 7/15/2038 | 5500000 | 5486443 |
| KKR CLO 47 Ltd. Series 2024-47A Class E<sup>†</sup> | 10.172% (3 mo.<br> USD Term SOFR + 6.50%) | <sup>#</sup> | 1/15/2038 | 7430000 | 7386624 |
| KKR CLO 59 Ltd. Series 2024-56A Class E<sup>†</sup> | 10.172% (3 mo.<br> USD Term SOFR + 6.50%) | <sup>#</sup> | 10/15/2037 | 10000000 | 9891270 |

---

4 *See Notes to Schedule of Investments.*

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Other (continued)** |  |  |  |  |  |
| Madison Park Funding XLVII Ltd. Series 2020-47A Class DR<sup>†</sup> | 7.568% (3 mo.<br> USD Term SOFR + 3.90%) | <sup>#</sup> | 4/19/2037 | $12500000 | $12206150 |
| Navesink CLO 5 Ltd. Series 2026-5A Class D1<sup>†</sup> | 6.757% (3 mo.<br> USD Term SOFR + 3.05%) | <sup>#</sup> | 3/31/2039 | 3200000 | 3193872 |
| New Mountain CLO 2 Ltd. | Zero coupon |  | 7/20/2036 | 16450000 | 551075 |
| New Mountain CLO 5 Ltd. Series CLO-5A Class SUB<sup>†</sup> | Zero coupon | <sup>#(c)</sup> | 7/20/2036 | 16450000 <sup>(a)</sup> | 7699751 |
| NGC CLO 2 Ltd. Series 2025-2A Class D1<sup>†</sup> | 7.218% (3 mo.<br> USD Term SOFR + 3.55%) | <sup>#</sup> | 4/20/2038 | 10000000 | 9849460 |
| Ocean Trails CLO XII Ltd. Series 2022-12A Class A2R<sup>†</sup> | 5.168% (3 mo.<br> USD Term SOFR + 1.50%) | <sup>#</sup> | 7/20/2035 | 7170000 | 7156628 |
| OCP CLO Ltd. Series 2023-26A Class SUB<sup>†</sup> | Zero coupon | <sup>#(c)</sup> | 4/17/2037 | 23850000 | 14123541 |
| Orion CLO Ltd. Series 2025-5A Class E<sup>†</sup> | 9.618% (3 mo.<br> USD Term SOFR + 5.95%) | <sup>#</sup> | 7/20/2038 | 3000000 | 2917560 |
| Orion CLO Ltd. Series 2026-7A Class E<sup>†</sup> | 9.006% (3 mo.<br> USD Term SOFR + 5.25%) | <sup>#</sup> | 4/20/2039 | 5020000 | 4971115 |
| 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> | 202 <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 |
| Parallel Ltd. Series 2023-1A Class A1R<sup>†</sup> | 5.058% (3 mo.<br> USD Term SOFR + 1.39%) | <sup>#</sup> | 7/20/2036 | 13430000 | 13448950 |
| Polus U.S. CLO II Ltd. Series 2024-1A Class E<sup>†</sup> | 11.008% (3 mo.<br> USD Term SOFR + 7.34%) | <sup>#</sup> | 10/20/2037 | 2600000 | 2553837 |
| Rad CLO 22 Ltd. Series 2023-22A Class SUB<sup>†</sup> | Zero coupon | <sup>#(c)</sup> | 10/22/2125 | 19614000 | 10366372 |
| Regatta 31 Funding Ltd. Series 2025-1A Class SUB<sup>†</sup> | Zero coupon | <sup>#(c)</sup> | 3/25/2038 | 17375000 | 12839082 |
| Rockford Tower CLO Ltd. Series 2025-1A Class E<sup>†</sup> | 9.272% (3 mo.<br> USD Term SOFR + 5.60%) | <sup>#</sup> | 3/31/2038 | 7430000 | 6820153 |
| Rockland Park CLO Ltd. Series 2021-1A Class ER<sup>†</sup> | 9.368% (3 mo.<br> USD Term SOFR + 5.70%) | <sup>#</sup> | 7/20/2038 | 1000000 | 875249 |

---

*See Notes to Schedule of Investments.* 5

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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 | $21450000 | $10782078 |
| Sandstone Peak II Ltd. Series 2023-1A Class ER<sup>†</sup> | 10.118% (3 mo.<br> USD Term SOFR + 6.45%) | <sup>#</sup> | 7/20/2038 | 5500000 | 5389241 |
| Sandstone Peak IV Ltd. Series 2025-1A Class E<sup>†</sup> | 9.859% (3 mo.<br> USD Term SOFR + 6.20%) | <sup>#</sup> | 1/20/2039 | 7240000 | 7215724 |
| Sierra Timeshare Receivables Funding LLC Series 2024-2A Class D<sup>†</sup> | 7.48% |  | 6/20/2041 | 630260 | 638548 |
| Silver Point CLO 9 Ltd. Series 2025-9A Class E<sup>†</sup> | 10.572% (3 mo.<br> USD Term SOFR + 6.90%) | <sup>#</sup> | 3/31/2038 | 5250000 | 4853562 |
| Steele Creek CLO Ltd. Series 2022-1A Class E1R<sup>†</sup> | 11.672% (3 mo.<br> USD Term SOFR + 8.00%) | <sup>#</sup> | 4/15/2038 | 4725000 | 4382749 |
| Sycamore Tree CLO Ltd. Series 2024-5A Class ER<sup>†</sup> | 10.068% (3 mo.<br> USD Term SOFR + 6.40%) | <sup>#</sup> | 10/20/2038 | 3500000 | 3301872 |
| TCW CLO Ltd. Series 2021-2A Class ER<sup>†</sup> | 10.418% (3 mo.<br> USD Term SOFR + 6.75%) | <sup>#</sup> | 10/24/2038 | 1000000 | 914868 |
| Trinitas CLO XXVI Ltd. Series 2023-26A Class DR<sup>†</sup> | 7.368% (3 mo.<br> USD Term SOFR + 3.70%) | <sup>#</sup> | 7/20/2038 | 7500000 | 7460430 |
| Trinitas CLO XXVI Ltd. Series 2023-26A Class ER<sup>†</sup> | 10.418% (3 mo.<br> USD Term SOFR + 6.75%) | <sup>#</sup> | 7/20/2038 | 5375000 | 5362616 |
| *Total* |  |  |  |  | 448892765 |
| **Student Loan 0.03%** |  |  |  |  |  |
| Laurel Road Prime Student Loan Trust Series 2019-A Class R<sup>†</sup> | Zero Coupon |  | 10/25/2048 | 1826448 | 852636 |
| *Total Asset-Backed Securities* (cost $708,955,216) |  |  |  |  | 615229950 |
|  |  |  |  | **Shares** |  |
| **COMMON STOCKS 0.04%** |  |  |  |  |  |
| **Real Estate Management & Development 0.04%** |  |  |  |  |  |
| Shimao Group Holdings Ltd.\*<sup>(e)</sup> |  |  |  | 47839996 | 1056687 |
| Sunac China Holdings Ltd.\*<sup>(e)</sup> |  |  |  | 1117897 | 151861 |
| *Total* |  |  |  |  | 1208548 |

---

6 *See Notes to Schedule of Investments.*

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | | | **Shares** | **Fair<br> Value** |
| **Transportation Infrastructure 0.00%** |  |  |  |  |
| ACBL Holdings Corp.\* |  |  | 2785 | $97475 |
| *Total Common Stocks* (cost $11,661,647) |  |  |  | 1306023 |
|  | **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> |  |
| **CONVERTIBLE BONDS 1.52%** |  |  |  |  |
| **Home Builders 0.25%** |  |  |  |  |
| Meritage Homes Corp. | 1.75% | 5/15/2028 | $7784000 | 7534912 |
| **Media 0.15%** |  |  |  |  |
| AMC Networks, Inc. | 4.25% | 2/15/2029 | 4855000 | 4327019 |
| **Oil & Gas 0.99%** |  |  |  |  |
| Borr Drilling Ltd. | 5.00% | 2/8/2028 | 10200000 | 11602500 |
| Nabors Industries, Inc. | 1.75% | 6/15/2029 | 19337000 | 17616007 |
| *Total* |  |  |  | 29218507 |
| **Real Estate 0.13%** |  |  |  |  |
| CIFI Holdings Group Co. Ltd. (China)<sup>(f)</sup> | Zero Coupon | 6/30/2029 | 7112100 | 332064 |
| Sunac China Holdings Ltd. (China)<sup>†(f)</sup> | Zero Coupon | 6/23/2026 | 9166977 | 1363588 |
| Sunac China Holdings Ltd. (China)<sup>†(f)</sup> | Zero Coupon | 6/23/2028 | 8985305 | 2223863 |
| *Total* |  |  |  | 3919515 |
| *Total Convertible Bonds* (cost $43,396,225) |  |  |  | 44999953 |
|  | **Dividend<br> Rate** |  | **Shares** |  |
| **CONVERTIBLE PREFERRED STOCKS 0.28%** |  |  |  |  |
| **Software 0.28%** |  |  |  |  |
| Oracle Corp. (cost $8,927,276) | 6.50% |  | 178581 | 8254014 |
|  | **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> |  |
| **CORPORATE BONDS 40.03%** |  |  |  |  |
| **Advertising 1.39%** |  |  |  |  |
| CMG Media Corp.<sup>†</sup> | 8.875% | 6/18/2029 | $47194549 | 41041465 |
| **Airlines 1.60%** |  |  |  |  |
| VistaJet Malta Finance PLC/Vista Management Holding, Inc. (Malta)<sup>†(f)</sup> | 6.375% | 2/1/2030 | 54680000 | 47282523 |

---

*See Notes to Schedule of Investments.* 7

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Auto Parts & Equipment 2.44%** |  |  |  |  |  |
| American Axle & Manufacturing, Inc.<sup>†</sup> | 7.75% |  | 10/15/2033 | $30058000 | $29279889 |
| ZF North America Capital, Inc.<sup>†</sup> | 7.50% |  | 3/24/2031 | 43519000 | 42783102 |
| *Total* |  |  |  |  | 72062991 |
| **Building Materials 4.86%** |  |  |  |  |  |
| ACProducts Holdings, Inc.<sup>†</sup> | 6.375% |  | 5/15/2029 | 70921000 | 34042080 |
| Cornerstone Building Brands, Inc.<sup>†</sup> | 6.125% |  | 1/15/2029 | 29983000 | 6146515 |
| CP Atlas Buyer, Inc.<sup>†</sup> | 12.75% |  | 1/15/2031 | 40924989 | 31632009 |
| JELD-WEN Holding, Inc.<sup>†</sup> | 7.00% |  | 9/1/2032 | 71707000 | 33789309 |
| Oscar AcquisitionCo LLC/Oscar Finance, Inc.<sup>†</sup> | 9.50% |  | 4/15/2030 | 39732000 | 15103498 |
| Wilsonart LLC<sup>†</sup> | 11.00% |  | 8/15/2032 | 31315000 | 22749155 |
| *Total* |  |  |  |  | 143462566 |
| **Chemicals 0.03%** |  |  |  |  |  |
| ASP Unifrax Holdings, Inc.<sup>†</sup> | 7.10% |  | 9/30/2029 | 13302241 | 931157 |
| **Diversified Financial Services 2.20%** |  |  |  |  |  |
| Atlanticus Holdings Corp.<sup>†</sup> | 9.75% |  | 9/1/2030 | 2023000 | 1820521 |
| OneMain Finance Corp. | 6.50% |  | 3/15/2033 | 35980000 | 34427138 |
| SCF Preferred Equity LLC<sup>†</sup> | 7.50%<br> (5 yr. CMT + 6.73%) | <sup>#</sup> | – <sup>(g)</sup> | 29000000 | 28826146 |
| *Total* |  |  |  |  | 65073805 |
| **Engineering & Construction 0.13%** |  |  |  |  |  |
| Brand Industrial Services, Inc.<sup>†</sup> | 10.375% |  | 8/1/2030 | 4230000 | 3871139 |
| **Entertainment 0.50%** |  |  |  |  |  |
| 888 Acquisitions Ltd. | 8.00% |  | 9/30/2031 | 14330000 | 14652006 |
| **Lodging 0.36%** |  |  |  |  |  |
| Full House Resorts, Inc.<sup>†</sup> | 8.25% |  | 2/15/2028 | $11781000 | 10750163 |
| **Media 4.47%** |  |  |  |  |  |
| AMC Networks, Inc. | 4.25% |  | 2/15/2029 | 4646000 | 3919284 |
| Cable One, Inc.<sup>†</sup> | 4.00% |  | 11/15/2030 | 52712000 | 36754897 |
| CSC Holdings LLC<sup>†</sup> | 4.625% |  | 12/1/2030 | 89540000 | 31696479 |
| Gray Media, Inc.<sup>†</sup> | 5.375% |  | 11/15/2031 | 34194000 | 25417939 |
| Nexstar Media, Inc.<sup>†</sup> | 6.50% |  | 9/15/2033 | 3978000 | 4010715 |
| Scripps Escrow II, Inc.<sup>†</sup> | 5.375% |  | 1/15/2031 | 41120000 | 30346227 |
| *Total* |  |  |  |  | 132145541 |

---

8 *See Notes to Schedule of Investments.*

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Metal Fabricate-Hardware 1.91%** |  |  |  |  |  |
| Park-Ohio Industries, Inc.<sup>†</sup> | 8.50% |  | 8/1/2030 | $54897000 | $56313617 |
| **Oil & Gas 7.59%** |  |  |  |  |  |
| Borr IHC Ltd./Borr Finance LLC<sup>†</sup> | 10.375% |  | 11/15/2030 | 47937437 | 48699142 |
| Comstock Resources, Inc.<sup>†</sup> | 5.875% |  | 1/15/2030 | 33851000 | 32796856 |
| Kraken Oil & Gas Partners LLC<sup>†</sup> | 7.625% |  | 8/15/2029 | 31471000 | 32155589 |
| Moss Creek Resources Holdings, Inc.<sup>†</sup> | 8.25% |  | 9/1/2031 | 8313000 | 8313618 |
| Saturn Oil & Gas, Inc. (Canada)<sup>†(f)</sup> | 9.625% |  | 6/15/2029 | 30611000 | 32061135 |
| Transocean International Ltd. | 6.80% |  | 3/15/2038 | 47291000 | 45465236 |
| Transocean International Ltd. | 7.50% |  | 4/15/2031 | 19646000 | 20093772 |
| Vermilion Energy, Inc. (Canada)<sup>†(f)</sup> | 7.25% |  | 2/15/2033 | 4430000 | 4471663 |
| *Total* |  |  |  |  | 224057011 |
| **Oil & Gas Services 0.74%** |  |  |  |  |  |
| SESI LLC<sup>†</sup> | 7.875% |  | 9/30/2030 | 21261000 | 21695086 |
| **Other 0.03%** |  |  |  |  |  |
| Elmwood CLO 20 Ltd. | Zero Coupon |  | 1/17/2027 | 32590000 | 945110 <sup>(b)</sup> |
| **Packaging & Containers 0.72%** |  |  |  |  |  |
| LABL, Inc.<sup>†</sup> | Zero Coupon |  | 10/1/2031 | 14108000 | 6842380 |
| LABL, Inc.<sup>†(h)</sup> | 8.625% |  | 10/1/2031 | 29030000 | 14515000 |
| *Total* |  |  |  |  | 21357380 |
| **Pipelines 2.15%** |  |  |  |  |  |
| Venture Global LNG, Inc.<sup>†</sup> | 9.00%<br> (5 yr. CMT + 5.44%) | <sup>#</sup> | – <sup>(g)</sup> | 63754000 | 63551974 |
| **Real Estate 0.06%** |  |  |  |  |  |
| CIFI Holdings Group Co. Ltd. (China)<sup>(f)</sup> | 2.75% |  | 12/30/2029 | 3556050 | 364495 |
| Logan Group Co. Ltd. (China)<sup>(f)(h)</sup> | 4.50% |  | 1/13/2028 | 4000000 | 420000 |
| Logan Group Co. Ltd. (China)<sup>(f)(h)</sup> | 5.25% |  | 2/23/2023 | 8000000 | 840000 |
| Shimao Group Holdings Ltd. (Hong Kong)<sup>†(f)</sup> | 5.95% |  | 7/21/2031 | 344883 | 12933 |
| *Total* |  |  |  |  | 1637428 |
| **Retail 4.98%** |  |  |  |  |  |
| GPS Hospitality Holding Co. LLC/GPS Finco, Inc.<sup>†</sup> | 7.00% |  | 8/15/2028 | 50275000 | 24634750 |
| LBM Acquisition LLC<sup>†</sup> | 6.25% |  | 1/15/2029 | 75945000 | 55589575 |
| Park River Holdings, Inc.<sup>†</sup> | 8.75% |  | 12/31/2030 | 72145964 | 66809558 |
| *Total* |  |  |  |  | 147033883 |
| **Software 0.43%** |  |  |  |  |  |
| Rocket Software, Inc.<sup>†</sup> | 9.00% |  | 11/28/2028 | 12703000 | 12697198 |

---

*See Notes to Schedule of Investments.* 9

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Telecommunications 3.44%** |  |  |  |  |
| Altice France SA (France)<sup>†(f)</sup> | 6.50% | 4/15/2032 | $9089473 | $8620402 |
| Hughes Satellite Systems Corp. | 5.25% | 8/1/2026 | 3173000 | 2824127 |
| Hughes Satellite Systems Corp. | 6.625% | 8/1/2026 | 53859000 | 40576832 |
| Level 3 Financing, Inc.<sup>†</sup> | 8.50% | 1/15/2036 | 47422086 | 49525811 |
| *Total* |  |  |  | 101547172 |
| *Total Corporate Bonds* (cost $1,340,459,730) |  |  |  | 1182109215 |
| **FLOATING RATE LOANS**<sup>(i)</sup> **11.91%** |  |  |  |  |
| **Aerospace & Defense 1.34%** |  |  |  |  |
| Alloy Finco Ltd. USD Holdco PIK Term Loan (Jersey)<sup>(f)</sup> | – <sup>(j)</sup> | 3/6/2028 | 11633472 | 39713764 |
| **Auto Parts & Equipment 0.01%** |  |  |  |  |
| First Brands Group LLC 2021 Term Loan | 10.782% (1 mo.<br> USD Term SOFR + 7.11%) | 3/30/2027 | 18962491 | 64597 |
| First Brands Group LLC 2022 Incremental Term Loan | 10.782% (1 mo.<br> USD Term SOFR + 7.11%) | 3/30/2027 | 9782683 | 33326 |
| First Brands Group LLC 2025 DIP Term Loan | 13.671% (1 mo.<br> USD Term SOFR + 10.00%) | 6/29/2026 | 57059 | 13908 |
| First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B | – <sup>(j)</sup> | 6/29/2026 | 9551000 | 36389 |
| *Total* |  |  |  | 148220 |
| **Building Materials 0.25%** |  |  |  |  |
| Oscar AcquisitionCo LLC Term Loan B | 7.95% (3 mo.<br> USD Term SOFR + 4.25%) | 4/27/2029 | 11633860 | 7526177 |
| **Chemicals 0.42%** |  |  |  |  |
| ASP Unifrax Holdings, Inc. 2024 PIK Term Loan 6.68% | 4.75% (3 mo.<br> USD Term SOFR + 3.00%) | 9/28/2029 | 8170382 | 4636733 |
| Tronox Finance LLC 2024 Term Loan B1 | – <sup>(j)</sup> | 4/4/2029 | 9382307 | 7652444 |
| *Total* |  |  |  | 12289177 |
| **Computers 0.40%** |  |  |  |  |
| Surf Holdings LLC 2025 Incremental Term Loan | 7.282% (1 mo.<br> USD Term SOFR + 3.50%) | 3/5/2027 | 12229582 | 11677355 |

---

10 *See Notes to Schedule of Investments.*

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Containers & Packaging 0.07%** |  |  |  |  |
| LABL, Inc. 2026 USD Interim New Money DIP Term Loan | 10.383% (3 mo.<br> USD Term SOFR + 6.75%) | 12/2/2026 | $1997739 | $2001904 |
| **Cosmetics/Personal Care 0.88%** |  |  |  |  |
| Conair Holdings LLC Term Loan B | 7.532% (1 mo.<br> USD Term SOFR + 3.75%) | 5/17/2028 | 36792183 | 26030470 |
| **Engineering & Construction 0.97%** |  |  |  |  |
| Brand Industrial Services, Inc. 2024 Term Loan B | 8.164% (3 mo.<br> USD Term SOFR + 4.50%) | 8/1/2030 | 33098743 | 28575138 |
| **Entertainment 0.76%** |  |  |  |  |
| 888 Acquisitions Ltd. USD Term Loan B (United Kingdom)<sup>(f)</sup> | 9.048% (6 mo.<br> USD Term SOFR + 5.25%) | 7/1/2028 | 24063501 | 22512248 |
| **Media 2.29%** |  |  |  |  |
| Sinclair Television Group, Inc. 2025 Term Loan B6 | 7.082% (1 mo.<br> USD Term SOFR + 3.30%) | 12/31/2029 | 50674052 | 45670243 |
| Sinclair Television Group, Inc. 2025 Term Loan B7 | 7.868% (1 mo.<br> USD Term SOFR + 4.10%) | 12/31/2030 | 24340194 | 21906174 |
| *Total* |  |  |  | 67576417 |
| **Retail 1.48%** |  |  |  |  |
| LBM Acquisition LLC 2024 Incremental Term Loan B | 7.525% (1 mo.<br> USD Term SOFR + 3.75%) | 6/6/2031 | 7600660 | 6133770 |
| Specialty Building Products Holdings LLC 2021 Term Loan B | 7.518% (1 mo.<br> USD Term SOFR + 3.75%) | 10/16/2028 | 44013052 | 37716765 |
| *Total* |  |  |  | 43850535 |
| **Software 3.04%** |  |  |  |  |
| Boxer Parent Co., Inc. 2024 2nd Lien Term Loan | 9.417% (3 mo.<br> USD Term SOFR + 5.75%) | 7/30/2032 | 2537000 | 2137435 |
| Boxer Parent Co., Inc. 2025 USD Term Loan B | 6.673% (3 mo.<br> USD Term SOFR + 3.00%) | 7/30/2031 | 38891153 | 36164689 |
| Central Parent, Inc. 2024 Term Loan B | 6.95% (3 mo.<br> USD Term SOFR + 3.25%) | 7/6/2029 | 38133714 | 27316704 |

---

*See Notes to Schedule of Investments.* 11

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Software (continued)** | |  |  |  |  |
| Rackspace Finance LLC 2024 First Lien Second Out Term Loan | 6.544% (1 mo.<br> USD Term SOFR + 2.75%) |  | 5/15/2028 | $17788148 | $8404900 |
| Rocket Software, Inc. 2023 USD Term Loan B | 7.418% (1 mo.<br> USD Term SOFR + 3.75%) |  | 11/28/2028 | 16452558 | 15818476 |
| *Total* |  |  |  |  | 89842204 |
| *Total Floating Rate Loans* (cost $360,359,290) |  |  |  |  | 351743609 |
|  |  |  |  | **Shares** |  |
| **INVESTMENTS IN UNDERLYING FUNDS**<sup>(k)(l)(m)</sup> **5.56%** |  |  |  |  |  |
| Lord Abbett Private Credit Fund (cost $40,750,000) |  |  |  | 1628231 | 40542954 |
| Lord Abbett Private Credit Fund S (cost $124,311,111) |  |  |  | 4965618 | 123494928 |
| *Total Investments in Underlying Funds* (cost $165,061,111) | *Total Investments in Underlying Funds* (cost $165,061,111) | *Total Investments in Underlying Funds* (cost $165,061,111) | *Total Investments in Underlying Funds* (cost $165,061,111) |  | 164037882 |
|  |  |  |  | **Principal**<br> **Amount**<sup>‡</sup> |  |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 0.01%** | **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> | 3.805% | <sup>#(n)</sup> | 6/10/2027 | $614619 | 5523 |
| 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 <sup>(o)</sup> |
| *Total Non-Agency Commercial Mortgage-Backed Securities* (cost $16,366,203) | *Total Non-Agency Commercial Mortgage-Backed Securities* (cost $16,366,203) | *Total Non-Agency Commercial Mortgage-Backed Securities* (cost $16,366,203) | *Total Non-Agency Commercial Mortgage-Backed Securities* (cost $16,366,203) |  | 233145 |
|  | **Dividend**<br> **Rate** |  |  | **Shares** |  |
| **PREFERRED STOCKS 0.02%** |  |  |  |  |  |
| **Transportation Infrastructure 0.02%** |  |  |  |  |  |
| ACBL Holdings Corp. (cost $397,275) | Zero Coupon |  |  | 15891 | 635640 |
|  | **Interest**<br> **Rate** |  | **Maturity<br> Date** | **Principal<br> Amount<sup>‡</sup>** |  |
| **U.S. TREASURY OBLIGATIONS 5.06%** |  |  |  |  |  |
| U.S. Treasury Notes | 3.375% |  | 2/29/2028 | $128201000 | 127199429 |
| U.S. Treasury Notes | 3.875% |  | 3/31/2031 | 22390000 | 22319157 |
| *Total U.S. Treasury Obligations* (cost $149,278,948) |  |  |  |  | 149518586 |

---

12 *See Notes to Schedule of Investments.*

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Exercise<br> Price** | **Expiration<br> Date** | **Shares** | **Fair<br> Value** |
| **WARRANTS 0.00%** |  |  |  |  |
| **Specialty Retail 0.00%** |  |  |  |  |
| Chinos Intermediate Holdings A, Inc.\* (cost $34,899) | $3.50 | 12/31/2099 | 9971 | $9552 |
| *Total Long-Term Investments* (cost $2,804,897,820) |  |  |  | 2518077569 |
|  | **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> |  |
| **SHORT-TERM INVESTMENTS 13.06%** |  |  |  |  |
| **COMMERCIAL PAPER 8.64%** |  |  |  |  |
| **Chemicals 0.94%** |  |  |  |  |
| International Flavors & Fragrances, Inc.<sup>†</sup> | 4.429% | 4/30/2026 | $28000000 | 27901883 |
| **Commercial Services 1.02%** |  |  |  |  |
| Quanta Services, Inc.<sup>†</sup> | 4.157% | 4/1/2026 | 30000000 | 30000000 |
| **Electric 1.15%** |  |  |  |  |
| Evergy Missouri West, Inc.<sup>†</sup> | 4.215% | 4/1/2026 | 19000000 | 19000000 |
| Evergy Missouri West, Inc.<sup>†</sup> | 4.367% | 4/7/2026 | 15000000 | 14989250 |
| *Total* |  |  |  | 33989250 |
| **Health Care-Services 1.39%** |  |  |  |  |
| HCA, Inc.<sup>†</sup> | 4.374% | 4/20/2026 | 30000000 | 29931917 |
| HCA, Inc.<sup>†</sup> | 4.424% | 4/20/2026 | 11196000 | 11170296 |
| *Total* |  |  |  | 41102213 |
| **Leisure Time 0.17%** |  |  |  |  |
| Brunswick Corp.<sup>†</sup> | 4.363% | 4/2/2026 | 5000000 | 4999403 |
| **Oil & Gas 2.14%** |  |  |  |  |
| Ovintiv, Inc. | 4.259% | 4/1/2026 | 25000000 | 25000000 |
| Ovintiv, Inc. | 4.263% | 4/10/2026 | 2000000 | 1997855 |
| Ovintiv, Inc. | 4.292% | 4/1/2026 | 4000000 | 4000000 |
| Phillips 66<sup>†</sup> | 4.116% | 4/2/2026 | 30000000 | 29996625 |
| Phillips 66<sup>†</sup> | 4.269% | 4/17/2026 | 2200000 | 2195893 |
| *Total* |  |  |  | 63190373 |
| **Packaging & Containers 0.61%** |  |  |  |  |
| Sonoco Products Co. | 4.269% | 4/16/2026 | 18000000 | 17968500 |
| **Pipelines 0.58%** |  |  |  |  |
| NGPL PipeCo LLC<sup>†</sup> | 4.178% | 4/1/2026 | 17000000 | 17000000 |

---

*See Notes to Schedule of Investments.* 13

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **REITS 0.20%** |  |  |  |  |
| Crown Castle, Inc.<sup>†</sup> | 4.246% | 4/9/2026 | $5935000 | $5929487 |
| **Telecommunications 0.44%** |  |  |  |  |
| Rogers Communications, Inc.<sup>†</sup> | 4.266% | 4/9/2026 | 13000000 | 12987867 |
| *Total Commercial Paper* (cost $255,068,976) |  |  |  | 255068976 |
| **REPURCHASE AGREEMENTS 4.42%** |  |  |  |  |
| Repurchase Agreement dated 3/31/2026, 3.700% due 4/1/2026 with Barclays Capital, Inc. collateralized by $128,362,300 of U.S. Treasury Bond at 4.250% due 5/15/2035; value: $130,163,260; proceeds: $127,573,105 (cost $127,559,995) |  |  | 127559995 | 127559995 |
| Repurchase Agreement dated 3/31/2026, 3.250% due 4/1/2026 with Fixed Income Clearing Corp. collateralized by $3,009,200 of U.S. Treasury Note at 4.375% due 7/15/2027 value: $3,055,914; proceeds: $2,996,181 (cost $2,995,911) |  |  | 2995911 | 2995911 |
| *Total Repurchase Agreements* (cost $130,555,906) |  |  |  | 130555906 |
| *Total Short-Term Investments* (cost $385,624,882) |  |  |  | 385624882 |
| *Total Investments in Securities 98.32%* (cost $3,190,522,702) |  |  |  | 2903702451 |
| *Other Assets and Liabilities – Net*<sup>(p)</sup> 1.68% |  |  |  | 49686534 |
| *Net Assets 100.00%* |  |  |  | $2953388985 |

---

---

| | |
|:---|:---|
| EUR | &nbsp;&nbsp;&nbsp;Euro. |
| CMT | &nbsp;&nbsp;&nbsp;Constant Maturity Rate. |
| PIK | &nbsp;&nbsp;&nbsp;Payment-in-kind. |
| REITS | &nbsp;&nbsp;&nbsp;Real Estate Investment Trusts. |
| 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 March 31, 2026, the total value of Rule 144A securities was $1,842,183,307, which represents 62.38% of net assets. |
| <sup>#</sup> | &nbsp;&nbsp;&nbsp;Variable rate security. The interest rate represents the rate in effect at March 31, 2026. |
| \* | &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;Foreign security traded in U.S. dollars. |
| <sup>(g)</sup> | &nbsp;&nbsp;&nbsp;Security is perpetual in nature and has no stated maturity. |

---

14 *See Notes to Schedule of Investments.*

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

<sup>(h)</sup> Defaulted.

<sup>(i)</sup> 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 March 31, 2026.

<sup>(j)</sup> Interest rate to be determined.

<sup>(k)</sup> Affiliated funds.

<sup>(l)</sup> Restricted securities (including private placement) - investments in securities not registered under the Securities Act of 1933 (excluding 144A issues). At March 31, 2026, the value of restricted securities (excluding 144A issues) amounted to $164,037,882 or 5.55% of net assets.

<sup>(m)</sup> Fund is a business development company under the Investment Company Act of 1940.

<sup>(n)</sup> Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool.

<sup>(o)</sup> Level 3 Investment as described in Note 2(a) in the Notes to Schedule of Investments. Security fair valued by the Pricing Committee.

<sup>(p)</sup> Other Assets and Liabilities – Net include net unrealized appreciation/(depreciation) on forward foreign currency exchange contracts, futures contracts, swap contracts and reverse repurchase agreements as follows:

**Centrally Cleared Credit Default Swap Contracts on Indexes/Issuers - Buy Protection at March 31, 2026**<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 | $(24305) | $(31816) | $(56121) |

---

**Centrally Cleared Credit Default Swap Contracts on Indexes/Issuers - Sell Protection at March 31, 2026:**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Referenced<br> Indexes/Issuers** | **Central<br> Clearing Party** | **Fund<br> Receives<br> (Quarterly** | **Termination<br> Date** | **Notional<br> Amount** | **Payments**<br> **Upfront**<sup>(2)</sup> | **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<sup>(3)</sup> | **Value** |
| CDX.NA.HY.S45<sup>(4)</sup> | Bank of America | 5.00% | 12/20/2030 | $199183050 | $11900400 | $(1411110) | $10489290 |
| Oracle Corp.<sup>(4)</sup> | Bank of America | 1.00% | 12/20/2027 | 53731000 | 111756 | (31649) | 80107 |
| *Total* |  |  |  |  | $12012156 | $(1442759) | $10569397 |

---

<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 contract 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. If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap contract agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap contracts and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay 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 $1,474,575.

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

*See Notes to Schedule of Investments.* 15

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

**Forward Foreign Currency Exchange Contracts at March 31, 2026:**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| Euro | Buy | State Street Bank and Trust | 6/5/2026 | 6428000 | $7449808 | $7451810 | $2002 |
| Euro | Sell | Morgan Stanley | 6/5/2026 | 22636000 | 26400765 | 26241314 | 159451 |
| *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* |  |  |  | $161453 |
| **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** |
| Euro | Buy | Morgan Stanley | 6/5/2026 | 898000 | $1046250 | $1041028 | $(5222) |
| Euro | Sell | Barclays Bank PLC | 6/5/2026 | 942000 | 1088310 | 1092036 | (3726) |
| *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* |  |  | $(8948) |

---

**Futures Contracts at March 31, 2026:**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Type** | **Expiration** | **Contracts** | **Position** | **Notional<br> Amount** | **Notional<br> Value** | **Unrealized<br> Appreciation** |
| U.S. 2-Year Treasury Note | June 2026 | 840 | Long | $174073711 | $174254062 | $180351 |
| **Type** | **Expiration** | **Contracts** | **Position** | **Notional<br> Amount** | **Notional<br> Value** | **Unrealized<br> Appreciation** |
| U.S. 5-Year Treasury Note | June 2026 | 286 | Long | $30823868 | $30939390 | $115522 |
| *Total Unrealized Appreciation on Futures Contracts* |  |  |  |  |  | $295873 |

---

**Reverse Repurchase Agreement Payables as of March 31, 2026:**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Fair Value** | **Collateral<br> Held by<br> Counterparty** | **Interest<br> Rate**<sup>(1)</sup> | **Trade<br> Date** | **Maturity<br> Date** | **Fair Value<br> Including<br> Accrued<br> Interest**<sup>(2)</sup> |
| Barclays Capital, Inc. | $127559995 | $128,201,000 principal, U.S. Treasury Note at 3.375% due 2/28/2029, $127,571,157 fair value | 3.700% | 3/31/2026 | 4/1/2026 | $127559995 |

---

<sup>(1)</sup> The positive interest rate on the reverse repurchase agreement results in interest expense to the Fund.

<sup>(2)</sup> Total fair value of reverse repurchase agreement is presented net of interest payable of $11,162.

16 *See Notes to Schedule of Investments.*

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

The following is a summary of the inputs used as of March 31, 2026 in valuing the Fund's investments carried at fair value<sup>(1)</sup>:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investment Type**<sup>(2)</sup> | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Long-Term Investments** |  |  |  |  |
| Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Automobiles | $– | $155006732 | $2731228 | $157737960 |
| &nbsp;&nbsp;&nbsp;Other |  | 442432132 | 6460633 | 448892765 |
| &nbsp;&nbsp;&nbsp;Remaining Industries |  | 8599225 |  | 8599225 |
| Common Stocks |  | 1306023 |  | 1306023 |
| Convertible Bonds |  | 44999953 |  | 44999953 |
| Convertible Preferred Stocks |  | 8254014 |  | 8254014 |
| Corporate Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Other |  |  | 945110 | 945110 |
| &nbsp;&nbsp;&nbsp;Remaining Industries |  | 1181164105 |  | 1181164105 |
| Floating Rate Loans |  | 351743609 |  | 351743609 |
| Investments in Underlying Funds | 123494928 | 40542954 |  | 164037882 |
| Non-Agency Commercial Mortgage-Backed Securities |  | 233145 |  | 233145 |
| Preferred Stocks |  | 635640 |  | 635640 |
| U.S. Treasury Obligations |  | 149518586 |  | 149518586 |
| Warrants |  | 9552 |  | 9552 |
| **Short-Term Investments** |  |  |  |  |
| Commercial Paper |  | 255068976 |  | 255068976 |
| Repurchase Agreements | – | 130555906 | – | 130555906 |
| Total | $123494928 | $2770070552 | $10136971 | $2903702451 |
| **Other Financial Instruments** |  |  |  |  |
| Centrally Cleared Credit Default Swap Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets | $– | $10569397 | $– | $10569397 |
| &nbsp;&nbsp;&nbsp;Liabilities |  | (56121) |  | (56121) |
| Forward Foreign Currency Exchange Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets |  | 161453 |  | 161453 |
| &nbsp;&nbsp;&nbsp;Liabilities |  | (8948) |  | (8948) |
| Futures Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets | 295873 |  |  | 295873 |
| &nbsp;&nbsp;&nbsp;Liabilities |  |  |  |  |
| Reverse Repurchase Agreements |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Asset |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Liabilities | – | (127559995) | – | (127559995) |
| Total | $295873 | $(116894214) | $– | $(116598341) |

---

<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. 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.* 17

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

LORD ABBETT CREDIT OPPORTUNITIES FUND *March 31, 2026*

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** | **Corporate<br> Bonds** | **Non-Agency Commercial<br> Mortgage-Backed Securities** |
| **Balance as of January 1, 2026** | $45711633 | $– | $227622 |
| Accrued Discounts (Premiums) | 92808 |  |  |
| Realized Gain (Loss) | 773461 |  |  |
| Change in Unrealized Appreciation (Depreciation) | 1025120 | 945110 |  |
| Purchases |  |  |  |
| Sales | (8692083) |  |  |
| Transfers into Level 3<sup>(a)</sup> | 4006144 |  |  |
| Transfers out of Level 3<sup>(a)</sup> | (33725222) | – | (227622) |
| **Balance as of March 31, 2026** | $9191861 | $945110 | $– |
| **Change in unrealized appreciation/(depreciation) for the period ended March 31, 2026, related to Level 3 investments held at March 31, 2026** | $(1391226) | $945110 | $– |

---

<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.

18 *See Notes to Schedule of Investments.*

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

**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 closed-end management investment company and is operated as an interval fund. The Fund is diversified for purposes of the 1940 Act. The Fund was organized as a Delaware statutory trust on September 18, 2018. The Fund also invests in the Lord Abbett Private Credit Fund ("PCF") and the Lord Abbett Private Credit Fund S ("PCF S"), each a non-diversified, closed-end management investment company which elected to be regulated as a business development company under the 1940 Act.

**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 and 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 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 |

---

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

---

| |
|:---|
| adjusted spread models 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. |
| **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).

---

| |
|:---|
| If applicable, a summary of inputs used in valuing the Fund's investments and other financial instruments as of March 31, 2026 and 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. |

---

**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.

**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 Trust'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 March 31, 2026, the Fund did not have any securities on loan.

QPHR-CREDIT-1Q

(05/26)

## 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:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3035852556.51

**Total Liabilities:** $98148991.70

**Net Assets:** $2937703564.81

**Delayed Delivery Securities:** $59250535.51

**Cash Not Reported:** $47137888.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 694.37000000 | **1-Year:** -12685.66000000 | **5-Year:** -26933.66000000 | **10-Year:** -2618.72000000 | **30-Year:** 0.00000000

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

- **3-Month:** -7848.04000000 | **1-Year:** -174782.62000000 | **5-Year:** -504561.71000000 | **10-Year:** -71866.56000000 | **30-Year:** -2525.51000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.71%                | -0.57%               | -0.51%               |
| Class ID N/A | 0.78%                | -0.51%               | -0.33%               |
| Class ID N/A | 0.83%                | -0.69%               | -0.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-26415852.72            | $24259340.20                               |
| Month 2  | $-3324846.45             | $-35032579.77                              |
| Month 3  | $-7384687.24             | $-21445249.76                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                          | Title                                                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB BSL CLO Ltd                                | AB BSL CLO 4 Ltd                                                                                                               | CUSIP: 00037XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4750000 | PA      | $2734166.50   | 0.09%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                | ACBL HLDG CORP                                                                                                                 | CUSIP: 00085Q209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2785 | NS      | $97475.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                | ACBL HLDG CORP                                                                                                                 | CUSIP: 00085Q605<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     15891 | NS      | $635640.00    | 0.02%             |  |  |  | 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      | $12660035.61  | 0.43%             | 2037-04-21      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                              | AMC Networks Inc                                                                                                               | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   4646000 | PA      | $3919283.83   | 0.13%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                              | AMC Networks Inc                                                                                                               | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4327018.75   | 0.15%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation         | AMMC CLO 23 Ltd                                                                                                                | CUSIP: 00176RAL2<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7105239.25   | 0.24%             | 2038-07-17      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| ASP Unifrax Holdings Inc                      | ASP Unifrax Holdings Inc 2024 Term Loan                                                                                        | CUSIP: 00216UAK9<br>LEI: 549300RRU6BWJLD0YT71 | Long             | LON              | CORP              | US        |   8170382 | PA      | $4636732.42   | 0.16%             | 2029-09-28      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                      | ASP Unifrax Holdings Inc                                                                                                       | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |  13302241 | PA      | $931156.87    | 0.03%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-X2                                                                                      | CUSIP: 00833Q105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87124 | PA      | $1048871.52   | 0.04%             | 2029-12-17      | Variable      | 100.00%               | No            |                  3 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2025-X1                                                                                      | CUSIP: 00834M103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50502 | PA      | $1235839.03   | 0.04%             | 2030-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-X1                                                                                      | CUSIP: 00834XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181864 | PA      | $830676.60    | 0.03%             | 2029-05-15      | Variable      | 100.00%               | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                   | Ally Auto Receivables Trust 2024-1                                                                                             | CUSIP: 02008F104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30890 | PA      | $7640284.80   | 0.26%             | 2032-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                              | Altice France SA                                                                                                               | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   9089473 | PA      | $8620401.57   | 0.29%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                       | American Axle & Manufacturing Inc                                                                                              | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |  30058000 | PA      | $29279888.55  | 1.00%             | 2033-10-15      | Fixed         | 7.75%                 | 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      | $8721223.65   | 0.30%             | 2038-02-20      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                    | APIDOS CLO XLVIII Ltd                                                                                                          | CUSIP: 03770XAA7<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |   4550000 | PA      | $4463509.05   | 0.15%             | 2037-07-25      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                  | Ares LXXIV CLO Ltd                                                                                                             | CUSIP: 03990GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4168166.25   | 0.14%             | 2036-10-15      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                  | Ares LV CLO Ltd                                                                                                                | CUSIP: 04018DAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5750000 | PA      | $5498949.25   | 0.19%             | 2037-10-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                      | Atlanticus Holdings Corp                                                                                                       | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2023000 | PA      | $1820521.17   | 0.06%             | 2030-09-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                           | LBM Acquisition LLC                                                                                                            | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |  75945000 | PA      | $55589575.57  | 1.89%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited              | Bain Capital Credit CLO 2024-4 Ltd                                                                                             | CUSIP: 05685WAA8<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |   8950000 | PA      | $8674357.90   | 0.30%             | 2037-10-23      | Floating      | 9.67%                 | 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      | $4362480.00   | 0.15%             | 2037-10-21      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 24 Ltd                                                                                                           | CUSIP: 05875VAC6<br>LEI: 254900B0CDDYIJW8YL36 | Long             | ABS-CBDO         | CORP              | JE        |  14550000 | PA      | $8533822.35   | 0.29%             | 2038-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 26 Ltd                                                                                                           | CUSIP: 05876PAC8<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | KY        |   8100000 | PA      | $4175720.10   | 0.14%             | 2037-07-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BOXER PARENT COMPANY INC                      | Boxer Parent Company Inc 2024 2nd Lien Term Loan                                                                               | CUSIP: 05988HAN7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   2537000 | PA      | $2137435.19   | 0.07%             | 2032-07-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                      | Boxer Parent Company Inc 2025 USD Term Loan B                                                                                  | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |  38891153 | PA      | $36164688.70  | 1.23%             | 2031-07-30      | Floating      | 6.67%                 | 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      | $7103013.50   | 0.24%             | 2038-01-20      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                             | BARCLAYS CAPITAL REPO                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        | 127559995 | PA      | $127559995.00 | 4.34%             |  |  |  | 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      | $8175415.25   | 0.28%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                          | Birch Grove CLO 3 Ltd                                                                                                          | CUSIP: 09076UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $943544.00    | 0.03%             | 2038-01-19      | Floating      | 8.82%                 | 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        |  47937437 | PA      | $48699141.59  | 1.66%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                      | Brand Industrial Services Inc                                                                                                  | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   4230000 | PA      | $3871138.64   | 0.13%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                 | Brand Industrial Services Inc 2024 Term Loan B                                                                                 | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |  33098743 | PA      | $28575137.66  | 0.97%             | 2030-08-01      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                           | Brant Point Clo 2024-3 Ltd                                                                                                     | CUSIP: 10548KAA1<br>LEI: 254900ONWQ51D1IGDN52 | Long             | ABS-CBDO         | CORP              | JE        |   5020000 | PA      | $4914931.40   | 0.17%             | 2039-01-20      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| Bridge Street CLO                             | Bridge Street CLO V Ltd                                                                                                        | CUSIP: 107922AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3426734.50   | 0.12%             | 2038-04-20      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                             | Brunswick Corp/DE                                                                                                              | CUSIP: 11704ND28<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4999402.80   | 0.17%             | 2026-04-02      | None          | 0.00%                 | 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      | $9790500.00   | 0.33%             | 2038-04-20      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2024-I Ltd                                                                                                        | CUSIP: 12570XAG7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6759976.50   | 0.23%             | 2037-04-18      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                         | CMG Media Corp                                                                                                                 | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  47194549 | PA      | $41041465.29  | 1.40%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                            | CP Atlas Buyer Inc                                                                                                             | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |  40924989 | PA      | $31632008.51  | 1.08%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                                                               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  89540000 | PA      | $31696479.50  | 1.08%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                 | Cable One Inc                                                                                                                  | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |  52078000 | PA      | $36312822.85  | 1.24%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CTM CLO Ltd                                   | CTM CLO 2025-1 Ltd                                                                                                             | CUSIP: 12719PAJ0<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | KY        |  13610000 | PA      | $13645004.92  | 0.46%             | 2038-07-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies              | CARLYLE US CLO 2019-3 LTD                                                                                                      | CUSIP: 14314KAN7<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2022722.10   | 0.07%             | 2039-04-20      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies              | Carlyle US CLO 2021-9 Ltd                                                                                                      | CUSIP: 14317KAQ7<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   8950000 | PA      | $8941050.00   | 0.30%             | 2034-10-20      | Floating      | 4.78%                 | 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      | $1034528.46   | 0.04%             | 2028-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                             | Cedar Funding VIII Clo Ltd                                                                                                     | CUSIP: 15032GAJ3<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1617474.60   | 0.06%             | 2038-01-17      | Floating      | 10.09%                | 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      | $13518130.50  | 0.46%             | 2037-04-23      | Floating      | 7.57%                 | 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        |  36424466 | PA      | $26092301.67  | 0.89%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                        | Comstock Resources Inc                                                                                                         | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  33851000 | PA      | $32796856.16  | 1.12%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                           | Conair Holdings LLC Term Loan B                                                                                                | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |  36787507 | PA      | $26027161.32  | 0.89%             | 2028-05-17      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                          | Cornerstone Building Brands Inc                                                                                                | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |  29983000 | PA      | $6146515.00   | 0.21%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                              | Crown Castle Inc                                                                                                               | CUSIP: 22823QD99<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |   5935000 | PA      | $5929487.04   | 0.20%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                              | Crown City CLO I                                                                                                               | CUSIP: 22823TAG0<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3431412.00   | 0.12%             | 2038-07-20      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                    | Driven Brands Funding LLC                                                                                                      | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3491250 | PA      | $3134183.45   | 0.11%             | 2055-10-20      | Fixed         | 5.30%                 | 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      | $9720660.00   | 0.33%             | 2037-10-15      | Floating      | 11.77%                | 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      | $9404898.36   | 0.32%             | 2037-04-18      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC        | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $159451.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC        | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-5222.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                             | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-3725.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd                            | Elmwood CLO 20 Ltd                                                                                                             | CUSIP: 29002BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  32590000 | PA      | $11381242.75  | 0.39%             | 2039-01-20      | Variable      | 0.00%                 | 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      | $4891270.00   | 0.17%             | 2038-10-20      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                              | Empower CLO 2023-2 Ltd                                                                                                         | CUSIP: 29247JAE0<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3064665.50   | 0.10%             | 2038-10-15      | Floating      | 9.27%                 | 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      | $9253847.70   | 0.32%             | 2037-07-15      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc                      | Evergy Missouri West Inc                                                                                                       | CUSIP: 30037ND18<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | STIV             | CORP              | US        |  19000000 | PA      | $19000000.00  | 0.65%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc                      | Evergy Missouri West Inc                                                                                                       | CUSIP: 30037ND75<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $14989249.95  | 0.51%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2024-3                                                                                     | CUSIP: 30165AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7730305.50   | 0.26%             | 2031-10-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2024-5                                                                                     | CUSIP: 30165BAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7686000 | PA      | $7806036.87   | 0.27%             | 2032-05-17      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2021-4                                                                                     | CUSIP: 30165JAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28050 | PA      | $265606.71    | 0.01%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2024-2                                                                                     | CUSIP: 30166DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19000000 | PA      | $19627292.60  | 0.67%             | 2031-10-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2023-1                                                                                     | CUSIP: 30168BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14258000 | PA      | $15651685.28  | 0.53%             | 2030-09-16      | Fixed         | 12.07%                | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2023-2                                                                                     | CUSIP: 30168CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27309000 | PA      | $29334306.44  | 1.00%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                        | First Brands Group LLC 2021 Term Loan                                                                                          | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |  18962491 | PA      | $64597.24     | 0.00%             | 2027-03-30      | Floating      | 10.78%                | 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        |   9782683 | PA      | $33325.49     | 0.00%             | 2027-03-30      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                       | First Brands Group LLC 2025 DIP Term Loan                                                                                      | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     57060 | PA      | $13908.27     | 0.00%             | 2026-06-29      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                        | First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B                                                                        | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   9551000 | PA      | $36389.31     | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2020-4                                                                                              | CUSIP: 33845X107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17826 | PA      | $871703.21    | 0.03%             | 2028-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                        | Full House Resorts Inc                                                                                                         | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |  11781000 | PA      | $10750162.50  | 0.37%             | 2028-02-15      | Fixed         | 8.25%                 | 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      | $24634750.00  | 0.84%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                         | Kennedy Lewis CLO 20 Ltd                                                                                                       | CUSIP: 370913AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6710000 | PA      | $6573136.13   | 0.22%             | 2038-01-25      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                         | Kennedy Lewis CLO 22 Ltd                                                                                                       | CUSIP: 37150DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2447290.00   | 0.08%             | 2038-07-20      | Floating      | 9.17%                 | 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      | $8602872.30   | 0.29%             | 2031-05-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                | Gray Media Inc                                                                                                                 | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  31653000 | PA      | $23529099.29  | 0.80%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                       | HCA Inc                                                                                                                        | CUSIP: 40412DDL0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |  41196000 | PA      | $41102212.69  | 1.40%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Harmony-Peace Park CLO                        | Harmony-Peace Park CLO Ltd                                                                                                     | CUSIP: 413279AL4<br>LEI: 2138009L3HEW9A8LDJ44 | Long             | ABS-CBDO         | CORP              | JE        |   9000000 | PA      | $8883279.00   | 0.30%             | 2037-10-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Hayfin US XII, Ltd.                           | Hayfin US XII Ltd                                                                                                              | CUSIP: 42087CAE1<br>LEI: 549300ROX4COSD406L14 | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3381276.00   | 0.12%             | 2038-01-20      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Hayfin US XIV LTD                             | Hayfin US XIV Ltd                                                                                                              | CUSIP: 42088QAE9<br>LEI: 5493000YWK38UXBNS724 | Long             | ABS-CBDO         | CORP              | KY        |   7300000 | PA      | $7280968.90   | 0.25%             | 2038-03-20      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                      | Hughes Satellite Systems Corp                                                                                                  | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3173000 | PA      | $2824127.44   | 0.10%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                      | Hughes Satellite Systems Corp                                                                                                  | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  53859000 | PA      | $40576832.01  | 1.38%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                | ICG US CLO 2024-R1 Ltd                                                                                                         | CUSIP: 44934XAG1<br>LEI: 21380029WPUQLKIPJJ57 | Long             | ABS-CBDO         | CORP              | KY        |  10440000 | PA      | $10468020.96  | 0.36%             | 2038-01-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc        | International Flavors & Fragrances Inc                                                                                         | CUSIP: 4595A3DW4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | STIV             | CORP              | US        |  28000000 | PA      | $27901883.24  | 0.95%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                               | Invesco US CLO 2025-1 LTD                                                                                                      | CUSIP: 46151PAA2<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5486442.50   | 0.19%             | 2038-07-15      | Floating      | 9.67%                 | 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      | $5522.35      | 0.00%             | 2027-06-10      | Variable      | 3.81%                 | 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      |
| JELDWEN HOLDING                               | JELD-WEN Holding Inc                                                                                                           | CUSIP: 47580PAA1<br>LEI: 529900AXX7CT9GZSCS30 | Long             | DBT              | CORP              | US        |  71707000 | PA      | $33789309.31  | 1.15%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                         | KKR CLO 47 Ltd                                                                                                                 | CUSIP: 48190EAA6<br>LEI: 254900X4Y2IUWMENHX76 | Long             | ABS-CBDO         | CORP              | KY        |   7430000 | PA      | $7386623.66   | 0.25%             | 2038-01-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                         | KKR CLO 56 Ltd                                                                                                                 | CUSIP: 48256HAA0<br>LEI: 254900BBJPGN777LWF70 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9891270.00   | 0.34%             | 2037-10-15      | Floating      | 10.17%                | 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        |         0 | PA      | $0.00         | 0.00%             | 2031-12-04      | 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        |  31471000 | PA      | $32155588.66  | 1.09%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LABL INC                                      | LABL Inc                                                                                                                       | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |  29030000 | PA      | $14515000.00  | 0.49%             | 2031-10-01      | None          | 8.62%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                           | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                               | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   7600660 | PA      | $6133770.54   | 0.21%             | 2031-06-06      | Floating      | 7.53%                 | 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        |   1826448 | PA      | $852636.09    | 0.03%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                         | Level 3 Financing Inc                                                                                                          | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |  47422086 | PA      | $49525810.83  | 1.69%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                      | Madison Park Funding XLVII Ltd                                                                                                 | CUSIP: 55820FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | PA      | $12206150.00  | 0.42%             | 2037-04-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                           | Meritage Homes Corp                                                                                                            | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   7784000 | PA      | $7534912.00   | 0.26%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                      | Moss Creek Resources Holdings Inc                                                                                              | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |   8313000 | PA      | $8313618.49   | 0.28%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                         | Nabors Industries Inc                                                                                                          | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |  19337000 | PA      | $17616007.00  | 0.60%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                         | Navesink Clo 5 Ltd                                                                                                             | CUSIP: 63943LAJ0<br>LEI: 254900V88NPZZJ3OTO41 | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3193872.00   | 0.11%             | 2039-03-31      | Floating      | 6.76%                 | 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      | $7699751.50   | 0.26%             | 2036-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                                       | NGC CLO 2 LTD                                                                                                                  | CUSIP: 652942AN3<br>LEI: 254900VQH7AI9RS70C59 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9849460.00   | 0.34%             | 2038-04-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                               | NGPL PipeCo LLC                                                                                                                | CUSIP: 65346HD13<br>LEI: 549300K3NT1HSQFEM073 | Long             | STIV             | CORP              | US        |  17000000 | PA      | $17000000.00  | 0.58%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                             | Nexstar Media Inc                                                                                                              | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   3978000 | PA      | $4010715.07   | 0.14%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2023-26 Ltd                                                                                                            | CUSIP: 67351PAC2<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |  23850000 | PA      | $14123540.70  | 0.48%             | 2037-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                              | Ocean Trails CLO XII Ltd                                                                                                       | CUSIP: 67515DAU2<br>LEI: 549300RF4JV7XJ3EV147 | Long             | ABS-CBDO         | CORP              | JE        |   7170000 | PA      | $7156627.95   | 0.24%             | 2035-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                 | 1988 CLO 4 Ltd                                                                                                                 | CUSIP: 68252FAA6<br>LEI: 2549000NTXDB3VOXDV92 | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4250212.50   | 0.14%             | 2037-04-15      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                          | OneMain Finance Corp                                                                                                           | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  35980000 | PA      | $34427138.46  | 1.17%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                                                                    | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |    178581 | NS      | $8254013.82   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                | Orion CLO 2025-5 Ltd                                                                                                           | CUSIP: 68627DAA9<br>LEI: 2138007KDFN2JDJPNB58 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2917560.00   | 0.10%             | 2038-07-20      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                | Orion CLO 2026-7 Ltd                                                                                                           | CUSIP: 68628MAA8<br>LEI: 213800ZBDSVKWOW3O877 | Long             | ABS-CBDO         | CORP              | KY        |   5020000 | PA      | $4971115.24   | 0.17%             | 2039-04-20      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                       | Oscar AcquisitionCo LLC / Oscar Finance Inc                                                                                    | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39732000 | PA      | $15103498.39  | 0.51%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC                       | Oscar AcquisitionCo LLC Term Loan B                                                                                            | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |  11633860 | PA      | $7526177.02   | 0.26%             | 2029-04-27      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                   | Ovintiv Inc                                                                                                                    | CUSIP: 69047KD10<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |  29000000 | PA      | $29000000.00  | 0.99%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                   | Ovintiv Inc                                                                                                                    | CUSIP: 69047KDA0<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1997855.00   | 0.07%             | 2026-04-10      | None          | 0.00%                 | 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      | $202.00       | 0.00%             | 2027-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya AI Debt Selection Trust 2021-1                                                                                          | CUSIP: 69547JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2153846 | PA      | $3028.74      | 0.00%             | 2027-11-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                  | Parallel 2023-1 Ltd                                                                                                            | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13430000 | PA      | $13448949.73  | 0.46%             | 2036-07-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                      | Park-Ohio Industries Inc                                                                                                       | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |  54897000 | PA      | $56313617.09  | 1.92%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                       | Park River Holdings Inc                                                                                                        | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |  72145964 | PA      | $66809557.91  | 2.27%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust           | PenFed Auto Receivables Owner Trust 2022-A                                                                                     | CUSIP: 70687AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $2465621.30   | 0.08%             | 2030-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Perimeter Master Note Business Trust          | Perimeter Master Note Business Trust                                                                                           | CUSIP: 71384PBF7<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7746588.45   | 0.26%             | 2030-12-16      | Fixed         | 12.80%                | No            |                  2 | On Loan: No      |
| Phillips 66                                   | Phillips 66                                                                                                                    | CUSIP: 71855BD25<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $29996625.00  | 1.02%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                   | Phillips 66                                                                                                                    | CUSIP: 71855BDH2<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |   2200000 | PA      | $2195893.33   | 0.07%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Polus US CLO Ltd                              | POLUS US CLO I Ltd                                                                                                             | CUSIP: 73163HAA0<br>LEI: 254900NPT7G7FAJXZS09 | Long             | ABS-CBDO         | CORP              | BM        |   2600000 | PA      | $2553837.00   | 0.09%             | 2037-10-20      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| Quanta Services Inc                           | Quanta Services Inc                                                                                                            | CUSIP: 74767HD15<br>LEI: SHVRXXEACT60MMH07S24 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $30000000.00  | 1.02%             | 2026-04-01      | 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        |  19614000 | PA      | $10366371.67  | 0.35%             | 2125-10-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                        | RR 18 Ltd                                                                                                                      | CUSIP: 749737AC6<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |  21450000 | PA      | $10782078.45  | 0.37%             | 2121-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                        | Rackspace Finance LLC 2024 First Lien Second Out Term Loan                                                                     | CUSIP: 75008UAD9<br>LEI: 25490078N5MHLAGLZ689 | Long             | LON              | CORP              | US        |  17783456 | PA      | $8402683.05   | 0.29%             | 2028-05-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                       | Regatta 31 Funding Ltd                                                                                                         | CUSIP: 758981AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17375000 | PA      | $12839082.50  | 0.44%             | 2038-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                           | Rocket Software Inc 2023 USD Term Loan B                                                                                       | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |  16452558 | PA      | $15818476.20  | 0.54%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                           | Rocket Software Inc                                                                                                            | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |  12703000 | PA      | $12697197.90  | 0.43%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                        | Rockford Tower CLO 2025-1 Ltd                                                                                                  | CUSIP: 77341BAA9<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |   7430000 | PA      | $6820153.03   | 0.23%             | 2038-03-31      | Floating      | 9.27%                 | 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      | $875249.00    | 0.03%             | 2038-07-20      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc/Ontario             | Rogers Communications Inc/Ontario                                                                                              | CUSIP: 77511MD99<br>LEI: 54930030NVF3Y2OL0A78 | Long             | STIV             | CORP              | CA        |  13000000 | PA      | $12987866.71  | 0.44%             | 2026-04-09      | None          | 0.00%                 | 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      | $28826145.58  | 0.98%             | 2026-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                      | SESI LLC                                                                                                                       | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |  21261000 | PA      | $21695085.84  | 0.74%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                   | SBNA Auto Receivables Trust 2024-A                                                                                             | CUSIP: 78437PAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5860000 | PA      | $6040419.44   | 0.21%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                    | Sandstone Peak IV Ltd                                                                                                          | CUSIP: 80012EAA5<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |   7240000 | PA      | $7215724.28   | 0.25%             | 2039-01-20      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                    | Sandstone Peak II Ltd                                                                                                          | CUSIP: 80013UAE0<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5389241.00   | 0.18%             | 2038-07-20      | Floating      | 10.12%                | 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        |   2341278 | PA      | $2348773.18   | 0.08%             | 2032-08-16      | Fixed         | 14.55%                | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes       | Santander Bank Auto Credit-Linked Notes Series 2022-C                                                                          | CUSIP: 80290CBK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6628719 | PA      | $6689881.03   | 0.23%             | 2032-12-15      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                          | Saturn Oil & Gas Inc                                                                                                           | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |  30611000 | PA      | $32061134.90  | 1.09%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                         | Scripps Escrow II Inc                                                                                                          | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  41120000 | PA      | $30346226.93  | 1.03%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                             | 720 East CLO 2022-I Ltd                                                                                                        | CUSIP: 81785CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7950000 | PA      | $7525605.15   | 0.26%             | 2038-01-20      | Floating      | 9.57%                 | 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      | $1884290.00   | 0.06%             | 2038-04-15      | Floating      | 10.98%                | 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        |    630260 | PA      | $638548.34    | 0.02%             | 2041-06-20      | Fixed         | 7.48%                 | 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        |   5250000 | PA      | $4853562.00   | 0.17%             | 2038-03-31      | Floating      | 10.57%                | 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        |  49736052 | PA      | $44824865.95  | 1.53%             | 2029-12-31      | Floating      | 7.08%                 | 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        |  24340194 | PA      | $21906174.22  | 0.75%             | 2030-12-31      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                            | Sonoco Products Co                                                                                                             | CUSIP: 83549SDG4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | STIV             | CORP              | US        |  18000000 | PA      | $17968500.00  | 0.61%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC      | Specialty Building Products Holdings LLC 2021 Term Loan B                                                                      | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |  44015377 | PA      | $37718756.93  | 1.28%             | 2028-10-16      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                   | FIXED INC CLEARING CORP.REPO                                                                                                   | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2995911 | PA      | $2995910.59   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                          | Steele Creek CLO 2022-1 Ltd                                                                                                    | CUSIP: 85816HAE7<br>LEI: 5493003PZ3HX9NW9PS65 | Long             | ABS-CBDO         | CORP              | KY        |   4725000 | PA      | $4382749.35   | 0.15%             | 2038-04-15      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| Surf Holdings LLC                             | Surf Holdings LLC 2025 Incremental Term Loan                                                                                   | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12229582 | PA      | $11677354.80  | 0.40%             | 2027-03-05      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                         | Sycamore Tree CLO 2024-5 Ltd                                                                                                   | CUSIP: 87122QAE2<br>LEI: 213800TOX9K8OSWW9S26 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3301872.00   | 0.11%             | 2038-10-20      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| TCW CLO 2021-2, Ltd.                          | TCW CLO 2021-2 Ltd                                                                                                             | CUSIP: 87301QAE5<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $914868.00    | 0.03%             | 2038-10-24      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                            | 37 Capital Clo 4 Ltd                                                                                                           | CUSIP: 883933AE3<br>LEI: 254900CWCIZKD1LSOX71 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4202901.00   | 0.14%             | 2035-04-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                      | Transocean International Ltd                                                                                                   | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |  19646000 | PA      | $20093771.63  | 0.68%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                      | Transocean International Ltd                                                                                                   | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |  47291000 | PA      | $45465236.36  | 1.55%             | 2038-03-15      | Fixed         | 6.80%                 | 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      | $7460430.00   | 0.25%             | 2038-07-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                              | Trinitas CLO XXVI Ltd                                                                                                          | CUSIP: 89642PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   5375000 | PA      | $5362616.00   | 0.18%             | 2038-07-20      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                            | Tronox Finance LLC 2024 Term Loan B1                                                                                           | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |   9382307 | PA      | $7652444.39   | 0.26%             | 2029-04-04      | None          | 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      | $4700858.29   | 0.16%             | 2032-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 128201000 | PA      | $127199429.69 | 4.33%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22390000 | PA      | $22319156.70  | 0.76%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                        | Venture Global LNG Inc                                                                                                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  65754000 | PA      | $65545636.75  | 2.23%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                          | Vermilion Energy Inc                                                                                                           | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |   4430000 | PA      | $4471663.35   | 0.15%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                       | ACProducts Holdings Inc                                                                                                        | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |  70921000 | PA      | $34042080.00  | 1.16%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                       | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                      | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  54680000 | PA      | $47282523.24  | 1.61%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                 | VistaJet Malta Finance PLC 2025 Term Loan B                                                                                    | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                | VStrong Auto Receivables Trust 2024-A                                                                                          | CUSIP: 92891PAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33915000 | PA      | $36927784.76  | 1.26%             | 2031-07-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| CHINOS INTERMEDIATE WARRANTS                  | CHINOS INTERMEDIATE WARRANTS                                                                                                   | CUSIP: 000000000<br>LEI: 54930061EIIAONXJMZ79 | N/A              | DE               |  | US        |      9971 | NS      | $9552.22      | 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        |  24063501 | PA      | $22512247.64  | 0.77%             | 2028-07-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| LORD ABBETT PVT CR FUND 1 LP                  | LORD ABBETT PVT CR FUND 1 LP                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1628231 | NS      | $40542954.04  | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| LORD ABBETT PCF2                              | LORD ABBETT PCF2                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |   4965618 | NS      | $123494928.31 | 4.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW MOUNTAIN CLO LTD                          | NEW MOUNTAIN CLO LTD                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16450000 | PA      | $551075.00    | 0.02%             | 2036-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LABL INC NON RSA                              | LABL INC NON RSA                                                                                                               | CUSIP: 000000000<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |  14108000 | PA      | $6842380.00   | 0.23%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELM20 2022 7 FEE STRIP 0.00 0                 | ELM20 2022 7 FEE STRIP 0.00 0                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32590000 | PA      | $945110.00    | 0.03%             | 2027-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WILSONART LLC                                 | Wilsonart LLC                                                                                                                  | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |  31315000 | PA      | $22749154.40  | 0.77%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                                                                   | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |  41280000 | PA      | $40581963.46  | 1.38%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Long: BP9F4GF32 CDS USD R V 03MEVENT P_SP9F4GF32 CCPSOVEREIGN / Short: BP9F4GF32 CDS USD P F   .25000 F_SP9F4GF32 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  35000000 | OU      | $-59037.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Long: S60882563 CDS USD R F  5.00000 560882565 CCPCDX / Short: S60882563 CDS USD P V 03MEVENT 560882564 CCPCDX                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        | 199183050 | OU      | $10821261.89  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Long: S83694278 CDS USD R F  1.00000 583694280 CCPCORPORATE / Short: S83694278 CDS USD P V 03MEVENT 583694279 CCPCORPORATE     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  53731000 | OU      | $98017.35     | 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      | $420000.00    | 0.01%             | 2028-01-13      | None          | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HERENS MIDCO SARL                             | Herens Midco Sarl                                                                                                              | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |  15169000 | PA      | $7506589.95   | 0.26%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BORR DRILLING LTD                             | Borr Drilling Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | DBT              | CORP              | BM        |  10200000 | PA      | $11602500.00  | 0.39%             | 2028-02-08      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                      | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    344883 | PA      | $12933.11     | 0.00%             | 2031-07-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                          | 888 Acquisitions Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |  14330000 | PA      | $14652006.12  | 0.50%             | 2031-09-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   8985305 | PA      | $2223862.99   | 0.08%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   9166977 | PA      | $1363587.83   | 0.05%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                           | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   7112100 | PA      | $332063.95    | 0.01%             | 2029-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                           | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   3556050 | PA      | $364495.13    | 0.01%             | 2029-12-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       499 | NC      | $174091.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       840 | NC      | $180351.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimao Group Holdings Ltd                     | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | KY        |  47839996 | NS      | $1056687.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                      | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |   1117897 | NS      | $151860.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL INC                                      | LABL Inc 2026 USD Interim New Money DIP Term Loan                                                                              | CUSIP: 000000000<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |   1262856 | PA      | $1265489.09   | 0.04%             | 2026-12-02      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                            | Logan Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   8000000 | PA      | $840000.00    | 0.03%             | 2023-02-23      | None          | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Alloy Finco Limited                           | Alloy Finco Limited USD Holdco PIK Term Loan                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |  11633472 | PA      | $39713764.19  | 1.35%             | 2028-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-29

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer