# EDGAR Filing Document

**Accession Number:** 0001753712
**File Stem:** 0001752724-23-047477
**Filing Date:** 2023-2
**Character Count:** 68111
**Document Hash:** c51e13e73081884012caad60757ebe50
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047477.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047477

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Lord Abbett Credit Opportunities Fund
- **CENTRAL INDEX KEY:** 0001753712
- **IRS NUMBER:** 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:** 23684763

**BUSINESS ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 888-522-2388

**MAIL ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Lord Abbett Credit Opportunities Fund

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

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

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

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

  - **Street Address 1:** 90 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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1189981263.31

**Total Liabilities:** $19060508.83

**Net Assets:** $1170920754.48

**Delayed Delivery Securities:** $2906817.78

**Cash Not Reported:** $27679283.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -86.53000000 | **1-Year:** 3506.44000000 | **5-Year:** 17809.34000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -2545.71000000 | **1-Year:** -74337.08000000 | **5-Year:** -189475.73000000 | **10-Year:** -39865.27000000 | **30-Year:** -5782.01000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.91%                | 1.28%                | -0.87%               |
| Class ID N/A | 0.98%                | 1.34%                | -0.81%               |
| Class ID N/A | 0.80%                | 1.28%                | -0.87%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $912888.37               | $-1030389.28                               |
| Month 2  | $514982.03               | $5493572.93                                |
| Month 3  | $-1350384.98             | $-15722265.12                              |

**Designated Index Information**

- **Index Name:** BoFAML U.S. High Yield Constrained

- **Index Identifier:** VWA

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| USIC Holdings, Inc.                           | USIC Holdings, Inc. 2021 2nd Lien Term Loan                                                                                    | CUSIP: 90290HAR3<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |   8726238 | PA      | $8217236.54   | 0.70%             | 2029-05-14      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| Berry Petroleum Co LLC                        | Berry Petroleum Co LLC                                                                                                         | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |  29570000 | PA      | $27204860.70  | 2.32%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                              | Armor Holdco Inc                                                                                                               | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $5642496.30   | 0.48%             | 2029-11-15      | Fixed         | 8.50%                 | 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      | $-132975.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2014-6 Ltd                                                                                                             | CUSIP: 67106HAG9<br>LEI: 2549001TBA76KDJQIQ68 | Long             | ABS-CBDO         | CORP              | KY        |   6087000 | PA      | $4928963.41   | 0.42%             | 2030-10-17      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Corp Trust 2021-RENT                                                                                    | CUSIP: 36260XAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8214886 | PA      | $7399471.14   | 0.63%             | 2035-11-21      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I          | Fairstone Financial Issuance Trust I                                                                                           | CUSIP: 30575PAU0<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |   6570000 | PA      | $4755888.59   | 0.41%             | 2039-10-20      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| TAP ROCK RESOURCES LLC                        | Tap Rock Resources LLC                                                                                                         | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |  27600000 | PA      | $25705260.00  | 2.20%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending         | CF Trust 2019-BOSS                                                                                                             | CUSIP: 15725PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1059842.30   | 0.09%             | 2024-12-15      | Floating      | 13.00%                | No            |                  3 | On Loan: No      |
| Palisades Center Trust                        | Palisades Center Trust 2016-PLSD                                                                                               | CUSIP: 69640GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $35437.50     | 0.00%             | 2033-04-13      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                 | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $3771.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERIMETER MASTER NOTE BUSINE                  | PERIMETER MASTER NOTE BUSINE                                                                                                   | CUSIP: 71384PAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $13696665.00  | 1.17%             | 2027-05-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Trust 2018-GW MZ                                                                                                            | CUSIP: 12433RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3841416.40   | 0.33%             | 2037-05-15      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp                       | Precision Drilling Corp                                                                                                        | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |   6586000 | PA      | $6382360.88   | 0.55%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                                                                                          | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   5583000 | PA      | $4730232.37   | 0.40%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GPS HOSPITALITY HOLDING                       | GPS Hospitality Holding Co LLC / GPS Finco Inc                                                                                 | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38025000 | PA      | $24113553.75  | 2.06%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS I                      | Advisor Group Holdings Inc                                                                                                     | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |  13161000 | PA      | $13342260.93  | 1.14%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                         | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-76472.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                        | Lending Funding Trust 2020-2                                                                                                   | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3335000 | PA      | $2844233.41   | 0.24%             | 2031-04-21      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Nine Energy Service Inc                       | Nine Energy Service Inc                                                                                                        | CUSIP: 65441VAA9<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |   9750000 | PA      | $9570405.00   | 0.82%             | 2023-11-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                             | Kosmos Energy Ltd                                                                                                              | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4432630.73   | 0.38%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                      | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |  13885000 | PA      | $2638146.81   | 0.23%             | 2027-01-16      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SPX FLOW INC                                  | SPX FLOW Inc                                                                                                                   | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |  35148000 | PA      | $27765514.08  | 2.37%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes       | Santander Bank Auto Credit-Linked Notes Series 2022-C                                                                          | CUSIP: 80290CBH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3752265.75   | 0.32%             | 2032-12-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                         | McCormick & Co Inc/MD                                                                                                          | CUSIP: 57978DN39<br>LEI: 549300JQQA6MQ4OJP259 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $15000000.00  | 1.28%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                      | Permian Resources Operating LLC                                                                                                | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   6949000 | PA      | $6336547.73   | 0.54%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHINOS INTERMEDIATE WARRANTS                  | CHINOS INTERMEDIATE WARRANTS                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      9971 | NS      | $31907.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Long: BP9F7CAB5 CDS USD R V 03MEVENT P_SP9F7CAB5 CCPSOVEREIGN / Short: BP9F7CAB5 CDS USD P F   .25000 F_SP9F7CAB5 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  10000000 | OU      | $-31522.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                   | Ovintiv Inc                                                                                                                    | CUSIP: 69047KN35<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.85%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                         | Earthstone Energy Holdings LLC                                                                                                 | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |  25939000 | PA      | $24846968.10  | 2.12%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHEGG INC                                     | Chegg Inc                                                                                                                      | CUSIP: 163092AD1<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $12386250.00  | 1.06%             | 2025-03-15      | Fixed         | 0.12%                 | 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      | $6345558.00   | 0.54%             | 2030-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACBL HLDG CORP                                | ACBL HLDG CORP                                                                                                                 | CUSIP: 00085Q605<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     15891 | NS      | $802495.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                         | Nabors Industries Ltd                                                                                                          | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |  28653000 | PA      | $27047828.85  | 2.31%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan Trust          | Laurel Road Prime Student Loan Trust 2019-A                                                                                    | CUSIP: 51889RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4049632 | PA      | $871480.74    | 0.07%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Long: SPP001OM2 CDS USD R F  5.00000 F_SPP001OM2 CCPCORPORATE / Short: SPP001OM2 CDS USD P V 03MEVENT P_SPP001OM2 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  31950000 | OU      | $-2884880.38  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Vue International Bidco p.l.c.                | Vue International Bidco p.l.c. 2019 EUR Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 2138002KEV3Y56IJTC64 | Long             | LON              | CORP              | GB        |  15930448 | PA      | $9762693.64   | 0.83%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC                                                            | CUSIP: 46651KAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  67025943 | PA      | $0.67         | 0.00%             | 2029-09-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Silk Bidco AS                                 | Silk Bidco AS EUR Term Loan B                                                                                                  | CUSIP: 000000000<br>LEI: 213800EVBYLGF87O9I05 | Long             | LON              | CORP              | NO        |  15089300 | PA      | $12767935.08  | 1.09%             | 2025-02-24      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CARROLS RESTAURANT GROUP                      | Carrols Restaurant Group Inc                                                                                                   | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |  27746000 | PA      | $19482187.41  | 1.66%             | 2029-07-01      | Fixed         | 5.88%                 | 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        |  20000000 | PA      | $20003408.00  | 1.71%             | 2032-12-15      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                        | Real Hero Merger Sub 2 Inc                                                                                                     | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17300000 | PA      | $11881640.00  | 1.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp.                                   | KUEHG Corp. 2017 2nd Lien Term Loan                                                                                            | CUSIP: 50118YAB5<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |   7090000 | PA      | $6852485.00   | 0.59%             | 2025-08-22      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   2500000 | PA      | $557013.53    | 0.05%             | 2024-10-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ECL Entertainment, LLC                        | ECL Entertainment, LLC Term Loan                                                                                               | CUSIP: 26826TAB9<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |   6830369 | PA      | $6824700.03   | 0.58%             | 2028-05-01      | Floating      | 11.88%                | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya AI Debt Selection Trust 2021-1                                                                                          | CUSIP: 69547JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2153846 | PA      | $80398.76     | 0.01%             | 2027-11-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes       | Santander Bank Auto Credit-Linked Notes Series 2022-C                                                                          | CUSIP: 80290CBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4503823.20   | 0.38%             | 2032-12-15      | Fixed         | 11.37%                | No            |                  2 | On Loan: No      |
| AIRBNB INC                                    | Airbnb Inc                                                                                                                     | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6191250.00   | 0.53%             | 2026-03-15      | 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        |  10500000 | PA      | $2299903.62   | 0.20%             | 2024-04-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                             | Kosmos Energy Ltd                                                                                                              | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |  11580000 | PA      | $9312414.01   | 0.80%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                           | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $475754.67    | 0.04%             | 2026-05-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                      | Granite US Holdings Corp                                                                                                       | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16162000 | PA      | $17054304.02  | 1.46%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                               | NEXUS Buyer LLC 2021 Second Lien Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |  13000001 | PA      | $12079210.93  | 1.03%             | 2029-11-05      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                          | Laredo Petroleum Inc                                                                                                           | CUSIP: 516806AG1<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   4657000 | PA      | $4548651.77   | 0.39%             | 2028-01-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Electricite de France SA                      | Electricite de France SA                                                                                                       | CUSIP: 28504HN59<br>LEI: 549300X3UK4GG3FNMO06 | Long             | STIV             | CORP              | FR        |  15000000 | PA      | $14995999.95  | 1.28%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 65 CLO Ltd                                                                                                              | CUSIP: 26252AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2628610.68   | 0.22%             | 2030-07-18      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                               | Madison IAQ LLC                                                                                                                | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   6867000 | PA      | $4719543.79   | 0.40%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United PF Holdings, LLC                       | United PF Holdings, LLC 2019 2nd Lien Term Loan                                                                                | CUSIP: 91132UAD5<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |   1000000 | PA      | $835000.00    | 0.07%             | 2027-12-30      | Floating      | 13.23%                | No            |                  2 | On Loan: No      |
| NATIONAL CINEMEDIA LLC                        | National CineMedia LLC                                                                                                         | CUSIP: 63530QAJ8<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |  17765000 | PA      | $4114818.13   | 0.35%             | 2028-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                        | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    338000 | PA      | $65065.00     | 0.01%             | 2022-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Arrow Electronics Inc                         | Arrow Electronics Inc                                                                                                          | CUSIP: 04273MN58<br>LEI: 549300YNNLBXT8N8R512 | Long             | STIV             | CORP              | US        |  12000000 | PA      | $11996700.00  | 1.02%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                       | Oscar AcquisitionCo LLC / Oscar Finance Inc                                                                                    | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31931000 | PA      | $28696389.70  | 2.45%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                        | Lendmark Funding Trust 2021-2                                                                                                  | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1470281.00   | 0.13%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                      | BCPE Ulysses Intermediate Inc                                                                                                  | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39531000 | PA      | $24476045.19  | 2.09%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                          | Laredo Petroleum Inc                                                                                                           | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |  26555000 | PA      | $23936249.73  | 2.04%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ulterra Drilling Technologies, LP             | Ulterra Drilling Technologies, LP Term Loan B                                                                                  | CUSIP: 05550UAB2<br>LEI: 54930015GKWCWUK75Q85 | Long             | LON              | CORP              | US        |  21151381 | PA      | $20340543.20  | 1.74%             | 2025-11-26      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 45 Senior Loan Fund                                                                                                     | CUSIP: 26244PAG0<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   7763000 | PA      | $6500580.63   | 0.56%             | 2030-10-15      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                       | Gulfport Energy Corp                                                                                                           | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |  10890000 | PA      | $10631634.75  | 0.91%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                       | Crescent Energy Finance LLC                                                                                                    | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  26302000 | PA      | $24818961.73  | 2.12%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                         | Civitas Resources Inc                                                                                                          | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  13892000 | PA      | $12718205.46  | 1.09%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                         | Eco Material Technologies Inc                                                                                                  | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12242000 | PA      | $11710184.63  | 1.00%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                           | Kobe US Midco 2 Inc                                                                                                            | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10760000 | PA      | $7585800.00   | 0.65%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                              | ACProducts, Inc. 2021 Term Loan B                                                                                              | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |  21220763 | PA      | $16027723.95  | 1.37%             | 2028-05-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation         | AMMC CLO 23 Ltd                                                                                                                | CUSIP: 00176RAE8<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $6894338.85   | 0.59%             | 2031-10-17      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Long: BP9FC7ND2 CDS USD R V 03MEVENT P_SP9FC7ND2 CCPCORPORATE / Short: BP9FC7ND2 CDS USD P F  1.00000 F_SP9FC7ND2 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  15000000 | OU      | $-429209.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                        | VistaJet Malta Finance PLC / XO Management Holding Inc                                                                         | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  33459000 | PA      | $26871759.38  | 2.29%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SCF PREFERRED EQUITY LLC                      | SCF Preferred Equity LLC                                                                                                       | CUSIP: 78397NAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13152751.05  | 1.12%             | 2026-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $221923.54    | 0.02%             | 2024-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ROCC HOLDINGS LLC                             | ROCC Holdings LLC                                                                                                              | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |  15714000 | PA      | $15664509.23  | 1.34%             | 2026-08-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                   | Continental Finance Credit Card ABS Master Trust                                                                               | CUSIP: 66981PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $5910786.05   | 0.50%             | 2028-12-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Long: SPKK09R19 CDS USD R F  5.00000 F_SPKK09R19 CCPCDX / Short: SPKK09R19 CDS USD P V 03MEVENT P_SPKK09R19 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  59500000 | OU      | $462224.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LIMAK ISKENDERUN                              | Limak Iskenderun Uluslararasi Liman Isletmeciligi AS                                                                           | CUSIP: 000000000<br>LEI: 5299001DUZ9PI7TCRC47 | Long             | DBT              | CORP              | TR        |   6388273 | PA      | $5523045.29   | 0.47%             | 2036-07-10      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                | Galaxy XXVI CLO Ltd                                                                                                            | CUSIP: 36321MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $3775340.36   | 0.32%             | 2031-11-22      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| GREENBRIER COS INC                            | Greenbrier Cos Inc/The                                                                                                         | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7978500.00   | 0.68%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Miller's Ale House, Inc.                      | Miller's Ale House, Inc. 2018 Term Loan                                                                                        | CUSIP: 60063GAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6877820 | PA      | $6673205.06   | 0.57%             | 2025-05-30      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                           | COMM 2015-DC1 Mortgage Trust                                                                                                   | CUSIP: 12629NAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3589478.00   | 0.31%             | 2048-02-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                            | Logan Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   4000000 | PA      | $932740.52    | 0.08%             | 2028-01-13      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Leggett & Platt Inc                           | Leggett & Platt Inc                                                                                                            | CUSIP: 52466KN33<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $15000000.00  | 1.28%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies              | Carlyle US CLO 2021-10 LTD                                                                                                     | CUSIP: 14318EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4095658.45   | 0.35%             | 2034-10-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                       | AMC Entertainment Holdings Inc                                                                                                 | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |  22428687 | PA      | $9131839.91   | 0.78%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                        | BCP V Modular Services Finance PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |  23000000 | PA      | $18314454.17  | 1.56%             | 2029-11-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust            | Tricolor Auto Securitization Trust 2021-1                                                                                      | CUSIP: 89615BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $4901065.58   | 0.42%             | 2028-05-15      | Fixed         | 5.08%                 | 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      | $591574.00    | 0.05%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | 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      | $30515.03     | 0.00%             | 2027-06-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                     | Avant Loans Funding Trust 2021-REV1                                                                                            | CUSIP: 05353LAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3931000 | PA      | $3369361.91   | 0.29%             | 2030-07-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2013-GCJ12                                                                                        | CUSIP: 36197XAC8<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |  10790000 | PA      | $10235887.10  | 0.87%             | 2046-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vue International Bidco p.l.c.                | Vue International Bidco p.l.c. 2022 EUR Term Loan                                                                              | CUSIP: 000000000<br>LEI: 2138002KEV3Y56IJTC64 | Long             | LON              | CORP              | GB        |   2105399 | PA      | $2062156.62   | 0.18%             | 2027-06-30      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                | ACBL HLDG CORP                                                                                                                 | CUSIP: 00085Q407<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     14619 | NS      | $376439.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                       | Precision Drilling Corp                                                                                                        | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |  10977000 | PA      | $10233931.19  | 0.87%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                     | Anchorage Capital CLO 25 Ltd                                                                                                   | CUSIP: 03329XAC9<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $5910914.40   | 0.50%             | 2035-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                            | STL Holding Co LLC                                                                                                             | CUSIP: 861036AA9<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |   4964000 | PA      | $4400337.80   | 0.38%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                  | ARES XLVI CLO Ltd                                                                                                              | CUSIP: 04016UAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $208684.39    | 0.02%             | 2030-01-15      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC                                                            | CUSIP: 46651KAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $430312.50    | 0.04%             | 2029-09-15      | Floating      | 13.45%                | No            |                  3 | On Loan: No      |
| ACBL HLDG CORP                                | ACBL HLDG CORP                                                                                                                 | CUSIP: 00085Q209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4355 | NS      | $172022.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANIMER SCIENTIFIC INC                        | Danimer Scientific Inc                                                                                                         | CUSIP: 236272AA8<br>LEI: 549300L6Q02MAX72BH35 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $1554000.00   | 0.13%             | 2026-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLTEC INTERNATIONAL                         | Welltec International ApS                                                                                                      | CUSIP: 000000000<br>LEI: 549300MW4UJ1X7Q4F350 | Long             | DBT              | CORP              | DK        |   2930000 | PA      | $2863532.95   | 0.24%             | 2026-10-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Encina Equipment Finance                      | Encina Equipment Finance 2021-1 LLC                                                                                            | CUSIP: 29253EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3733000 | PA      | $3531836.47   | 0.30%             | 2029-03-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                    | FIXED INC CLEARING CORP.REPO                                                                                                   | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  15549893 | PA      | $15549892.97  | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                              | Callon Petroleum Co                                                                                                            | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6443406.70   | 0.55%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Canopy Growth Corporation                     | Canopy Growth Corporation Term Loan                                                                                            | CUSIP: 13803NAA9<br>LEI: 529900CSD7NH1UBC9X07 | Long             | LON              | CORP              | CA        |   3205149 | PA      | $2697132.57   | 0.23%             | 2026-03-18      | Floating      | 12.85%                | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                       | Party City Holdings Inc                                                                                                        | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |   8402000 | PA      | $2436580.00   | 0.21%             | 2026-02-15      | Fixed         | 8.75%                 | 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      | $3295301.88   | 0.28%             | 2028-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                      | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   5277000 | PA      | $986862.22    | 0.08%             | 2031-01-11      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Trust 2021-1440                                                                 | CUSIP: 46653DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6025000 | PA      | $5867135.96   | 0.50%             | 2036-03-15      | Floating      | 9.17%                 | 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      | $2086347.00   | 0.18%             | 2028-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| State Street Bank & Trust Co.                 | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-494012.89   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Corp Trust 2021-ROSS MZ                                                                                 | CUSIP: 36261TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11250000 | PA      | $10789926.75  | 0.92%             | 2026-06-15      | Floating      | 13.82%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                | Sabre GLBL Inc                                                                                                                 | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |  18851000 | PA      | $18147763.45  | 1.55%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                           | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $788368.77    | 0.07%             | 2025-07-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WELLTEC INTERNATIONAL                         | Welltec International ApS                                                                                                      | CUSIP: 95039LAA6<br>LEI: 549300MW4UJ1X7Q4F350 | Long             | DBT              | CORP              | DK        |  18924000 | PA      | $18494709.06  | 1.58%             | 2026-10-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                | Galaxy Xxviii Clo Ltd                                                                                                          | CUSIP: 36321KAA9<br>LEI: 549300QR0537E9AXFW42 | Long             | ABS-CBDO         | CORP              | KY        |   3550000 | PA      | $2930838.86   | 0.25%             | 2031-07-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                          | Oceaneering International Inc                                                                                                  | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |  28410000 | PA      | $26211583.91  | 2.24%             | 2028-02-01      | Fixed         | 6.00%                 | 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        |     18050 | PA      | $9937663.96   | 0.85%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Palisades Center Trust                        | Palisades Center Trust 2016-PLSD                                                                                               | CUSIP: 69640GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200000 | PA      | $2144000.00   | 0.18%             | 2033-04-13      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| VICTORS MERGER CORP                           | Victors Merger Corp                                                                                                            | CUSIP: 92641PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20393000 | PA      | $11242660.90  | 0.96%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                            | Energy Transfer LP                                                                                                             | CUSIP: 29277FN31<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $15000000.00  | 1.28%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $1099.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT                                                               | CUSIP: 46653HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15790000 | PA      | $15305127.00  | 1.31%             | 2033-08-15      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                       | Global Aircraft Leasing Co Ltd                                                                                                 | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  32038729 | PA      | $27301802.92  | 2.33%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                             | Long: SPJG090K7 CDS EUR R V 03MEVENT P_SPJG090K7 CORPORATE / Short: SPJG090K7 CDS EUR P F  1.00000 F_SPJG090K7 CORPORATE       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |  18000000 | OU      | $-252448.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Party City Holdings Inc                       | Party City Holdings Inc                                                                                                        | CUSIP: 702150AD5<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |  12075000 | PA      | $301875.00    | 0.03%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Regatta XIV Funding Ltd                       | Regatta XIV Funding Ltd                                                                                                        | CUSIP: 75888NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $2840536.05   | 0.24%             | 2031-10-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                        | Full House Resorts Inc                                                                                                         | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |  11439000 | PA      | $10141359.84  | 0.87%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master Trust            | Genesis Sales Finance Master Trust                                                                                             | CUSIP: 37186XAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3530264.00   | 0.30%             | 2026-12-21      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                          | JetBlue Airways Corp                                                                                                           | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |  13694000 | PA      | $10052451.26  | 0.86%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                     | Jabil Inc                                                                                                                      | CUSIP: 46652MN35<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $20000000.00  | 1.71%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC               | ABG Intermediate Holdings 2 LLC 2021 2nd Lien Term Loan                                                                        | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   9978802 | PA      | $9168024.47   | 0.78%             | 2029-12-20      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                        | Lendmark Funding Trust 2019-2                                                                                                  | CUSIP: 52604AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8977288 | PA      | $8715900.64   | 0.74%             | 2028-04-20      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer