NPORT-P false 0001753712 XXXXXXXX Lord Abbett Credit Opportunities Fund 811-23383 0001753712 549300LXBK2X0K206O74 30 HUDSON STREET JERSEY CITY 07302 201-827-2000 Lord Abbett Credit Opportunities Fund 549300LXBK2X0K206O74 2026-12-31 2026-06-30 N 3024294036.73 115670061.47 2908623975.26 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 76306389.83000000 0.00000000 0.00000000 42349631.26000000 USD N Securities Portfolio VaR Designated Reference Portfolio is the Fund's Securities Portfolio AB BSL CLO Ltd N/A 00037XAC8 4750000.00000000 PA USD 2731525.50000000 0.093911262618 Long ABS-CBDO CORP JE N 2 2038-04-20 Variable 0.00000000 N N N N N N ACBL HLDG CORP N/A 00085Q209 2785.00000000 NS USD 97475.00000000 0.003351241027 Long EC CORP US N 2 N N N ACBL HLDG CORP N/A 00085Q605 15891.00000000 NS USD 635640.00000000 0.021853632693 Long EP CORP US N 2 N N N AGL CLO Ltd. 54930001FXLJVDHJU506 00120YAA8 13610000.00000000 PA USD 13249593.59000000 0.455527895757 Long ABS-CBDO CORP KY N 2 2037-04-21 Floating 10.42200000 N N N N N N AMC GLOBAL MEDIA INC 549300VGG9K75226LR46 00164VAF0 6395000.00000000 PA USD 5658957.88000000 0.194557905323 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N American Money Management Corporation 549300ICO4ZE2FVC2Y46 00176RAL2 7250000.00000000 PA USD 6905530.75000000 0.237415726774 Long ABS-CBDO CORP KY N 2 2038-07-17 Floating 10.33000000 N N N N N N ASP Unifrax Holdings Inc 549300RRU6BWJLD0YT71 00216UAK9 8202722.70000000 PA USD 3727686.32000000 0.128159787985 Long LON CORP US N 2 2029-09-28 Floating 6.66300000 N N Y N N N ASP UNIFRAX HOLDINGS INC 549300RRU6BWJLD0YT71 00218LAH4 13302241.00000000 PA USD 199533.62000000 0.006860069286 Long DBT CORP US N 2 2029-09-30 Fixed 7.10000000 N N Y N N N ACProducts, Inc. 254900KTNXVUUHWHBF39 00488YAD8 5408779.61000000 PA USD 5533857.64000000 0.190256894224 Long LON CORP US N 2 2031-11-14 Floating 9.23200000 N N N N N N ACPRODUCTS HOLDINGS INC 254900KTNXVUUHWHBF39 00501FAA8 70921000.00000000 PA USD 29077610.00000000 0.999703304632 Long DBT CORP US N 2 2032-05-15 Fixed 6.37500000 N N N N N N Affirm Inc N/A 00833Q105 87124.00000000 PA USD 650243.84000000 0.022355720283 Long ABS-O CORP US N 2 2029-12-17 None 0.00000000 N N N N N N Affirm Inc N/A 00834M103 50502.00000000 PA USD 790420.94000000 0.027175081644 Long ABS-O CORP US N 2 2030-04-15 None 0.00000000 N N N N N N Affirm Inc N/A 00834XAE9 181864.00000000 PA USD 824481.05000000 0.028346085881 Long ABS-O CORP US N 2 2029-05-15 None 0.00000000 N N N N N N Ally Auto Receivables Trust N/A 02008F104 30890.00000000 PA USD 7118796.79000000 0.244747923779 Long ABS-O CORP US N 2 2032-02-16 None 0.00000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K404 84247.00000000 NS USD 4251103.62000000 0.146155146081 Long EP CORP US N 2 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K602 28111.00000000 NS USD 1416513.29000000 0.048700461181 Long EP CORP US N 2 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAD0 10089473.00000000 PA USD 9759166.86000000 0.335525215463 Long DBT CORP FR N 2 2032-04-15 Fixed 6.50000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PBD1 56180000.00000000 PA USD 55536289.56000000 1.909366423173 Long DBT CORP US N 2 2033-10-15 Fixed 7.75000000 N N N N N N American Money Management Corporation 549300ICO4ZE2FVC2Y46 031929AA0 8850000.00000000 PA USD 8889648.00000000 0.305630706327 Long ABS-CBDO CORP KY N 2 2038-02-20 Floating 9.12500000 N N N N N N Apidos CLO 25490046M6DC4604K633 03770XAA7 4550000.00000000 PA USD 4564605.50000000 0.156933503224 Long ABS-CBDO CORP JE N 2 2037-07-25 Floating 9.41700000 N N N N N N Aquarian CLO 1 Ltd N/A 03843QAJ6 2880000.00000000 PA USD 2882980.80000000 0.099118374342 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 0.00000000 N N N N N N ARES CLO Ltd 549300BC3E2Y44TL8536 03990GAA8 4250000.00000000 PA USD 4076897.50000000 0.140165849373 Long ABS-CBDO CORP KY N 2 2036-10-15 Floating 9.67300000 N N N N N N Atlas Senior Loan Fund LTD 213800YL4OYYQS6XD442 04943RAL6 6000000.00000000 PA USD 6022182.00000000 0.207045738851 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 7.35500000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 77802000.00000000 PA USD 56615822.96000000 1.946481341058 Long DBT CORP US N 2 2029-01-15 Fixed 6.25000000 N N N N N N Bain Capital Credit CLO, Limited 254900X1J8WOE4EG9026 05685WAA8 8950000.00000000 PA USD 8802736.70000000 0.302642650781 Long ABS-CBDO CORP KY N 2 2037-10-23 Floating 9.66600000 N N N N N N Bain Capital Credit CLO, Limited 254900DFJJFRPOS1CT48 056913AA4 4500000.00000000 PA USD 4465129.50000000 0.153513466779 Long ABS-CBDO CORP KY N 2 2037-10-21 Floating 9.82200000 N N N N N N Balboa Bay Loan Funding Ltd 254900ZDWC7EDY07BS61 05766PAE7 3800000.00000000 PA USD 3809690.00000000 0.130979117012 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 9.42500000 N N N N N N Ballyrock Ltd 254900B0CDDYIJW8YL36 05875VAC6 14550000.00000000 PA USD 8335753.20000000 0.286587515983 Long ABS-CBDO CORP JE N 2 2038-07-15 Variable 0.00000000 N N N N N N Ballyrock Ltd 254900KWGJ97WUSMSQ74 05876PAC8 8100000.00000000 PA USD 3941524.80000000 0.135511665774 Long ABS-CBDO CORP KY N 2 2037-07-25 Variable 0.00000000 N N N N N N Boxer Parent Company Inc 5493006T045HLTF7YX04 05988HAQ0 41196857.14000000 PA USD 37235985.31000000 1.280192476811 Long LON CORP US N 2 2031-07-30 Floating 6.41600000 N N N N N N Barrow Hanley CLO I Ltd N/A 06875PAG8 7250000.00000000 PA USD 7276549.50000000 0.250171543722 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 8.92500000 N N N N N N Barrow Hanley CLO LTD N/A 06875RBA6 3170000.00000000 PA USD 3180086.94000000 0.109333037444 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 6.72500000 N N N N N N Barrow Hanley CLO LTD N/A 06875WAE8 3000000.00000000 PA USD 2998398.00000000 0.103086477506 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 9.82100000 N N N N N N Benefit Street Partners CLO Ltd 254900TPMKEES6UQHQ33 081931AC1 11665000.00000000 PA USD 9099096.61000000 0.312831658110 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 0.00000000 N N N N N N Birch Grove CLO Ltd. 254900VS6E4BD1HWHW18 09076UAG8 1000000.00000000 PA USD 942450.00000000 0.032401919533 Long ABS-CBDO CORP KY N 2 2038-01-19 Floating 8.82500000 N N N N N N BORR DRILLING LTD 213800J2JPCTXLHQ5R78 100015AB2 9910000.00000000 PA USD 8976478.00000000 0.308615966737 Long DBT CORP BM N 2 2033-05-01 Fixed 3.50000000 N N N N Y Borr Drilling Ltd. USD XXXX N N N BORR IHC LTD / BORR FIN N/A 100018AB6 98.31000000 PA USD 103.23000000 0.000003549100 Long DBT CORP XX N 2 2030-11-15 Fixed 10.37500000 N N N N N N BORR IHC LTD / BORR FIN N/A 100018AD2 37202000.00000000 PA USD 36003301.34000000 1.237812162941 Long DBT CORP XX N 2 2034-01-15 Fixed 9.00000000 N N N N N N Brand Industrial Services Inc 549300B658W2BPDQMW42 10524MAS6 36415608.29000000 PA USD 28690219.07000000 0.986384603648 Long LON CORP US N 2 2030-08-01 Floating 8.16300000 N N N N N N Brant Point CLO Ltd 254900ONWQ51D1IGDN52 10548KAA1 5020000.00000000 PA USD 5047092.94000000 0.173521671516 Long ABS-CBDO CORP JE N 2 2039-01-20 Floating 10.46000000 N N N N N N Bridge Street CLO 254900PNW8DFFG2S8664 107922AA4 3500000.00000000 PA USD 3452501.50000000 0.118698791227 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 9.02500000 N N N N N N Bryant Park Funding Ltd 391200IOZVIDW3YK6P85 11765YAA5 10000000.00000000 PA USD 9863260.00000000 0.339103991574 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 9.02500000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 12570XAG7 6750000.00000000 PA USD 6750337.50000000 0.232080102392 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 7.37500000 N N N N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 12570XAQ5 6750000.00000000 PA USD 6756986.25000000 0.232308689864 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 0.00000000 N N N N N N CMG MEDIA CORPORATION N/A 125773AA9 52557743.00000000 PA USD 38516006.43000000 1.324200266435 Long DBT CORP US N 2 2029-06-18 Fixed 8.87500000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAD1 42424989.00000000 PA USD 32651582.47000000 1.122578330775 Long DBT CORP US N 2 2031-01-15 Fixed 12.75000000 N N Y N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 1572000.00000000 PA USD 941688.44000000 0.032375736706 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 89540000.00000000 PA USD 21489600.00000000 0.738823587469 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N CQS US CLO Ltd 25490009GM1MG9XIPV52 12674KBA2 5000000.00000000 PA USD 5005000.00000000 0.172074494419 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 0.00000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 54761000.00000000 PA USD 29597263.61000000 1.017569265114 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N CTM CLO Ltd 254900KXN2P7HDYVVW84 12719BAA0 1400000.00000000 PA USD 1388969.40000000 0.047753487965 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 8.96100000 N N N N N N CTM CLO Ltd 254900KXN2P7HDYVVW84 12719PAJ0 13610000.00000000 PA USD 13666944.24000000 0.469876627444 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 7.17300000 N N N N N N CTM CLO Ltd 254900KXN2P7HDYVVW84 12719VAJ7 5700000.00000000 PA USD 5705700.00000000 0.196164923638 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 0.00000000 N N N N N N Carlyle Global Market Strategies 549300VC6J79YJCFU884 14317KAQ7 8950000.00000000 PA USD 8955047.80000000 0.307879185352 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.78500000 N N N N N N Carvana Auto Receivables Trust N/A 14687D102 10000.00000000 PA USD 1047567.04000000 0.036015897857 Long ABS-O CORP US N 2 2028-01-10 None 0.00000000 N N N N N N CATURUS ENERGY LLC 254900LM244SIFQ1QY31 149482AA9 13948000.00000000 PA USD 13817317.00000000 0.475046520881 Long DBT CORP US N 2 2031-05-15 Fixed 7.12500000 N N N N N N Cedar Funding Ltd 549300PTCF9P2JDL1E69 15032GAJ3 1800000.00000000 PA USD 1701167.40000000 0.058487017038 Long ABS-CBDO CORP KY N 2 2038-01-17 Floating 10.10000000 N N N N N N Cedar Funding Ltd 2138004YWVJKMJZZU671 15033BAJ3 13500000.00000000 PA USD 13522747.50000000 0.464919068776 Long ABS-CBDO CORP JE N 2 2037-04-23 Floating 7.56600000 N N N N N N Central Parent Inc N/A 15477BAE7 36841639.90000000 PA USD 24315482.33000000 0.835978886814 Long LON CORP US N 2 2029-07-06 Floating 6.98200000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 47792000.00000000 PA USD 45105707.26000000 1.550757596845 Long DBT CORP US N 2 2030-01-15 Fixed 5.87500000 N N N N N N Conair Holdings LLC 549300804G00T34FLV17 20600RAB8 54844036.94000000 PA USD 47675098.65000000 1.639094604717 Long LON CORP US N 2 2028-05-17 Floating 7.50800000 N N N N N N CORE SCIENTIFIC FINANCE N/A 21874LAA0 28861000.00000000 PA USD 29288164.45000000 1.006942275767 Long DBT CORP US N 2 2031-05-15 Fixed 7.75000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 21925DAA7 29983000.00000000 PA USD 5929471.06000000 0.203858288676 Long DBT CORP US N 2 2029-01-15 Fixed 6.12500000 N N N N N N Crown City CLO I 549300K60T4GC7BSX929 22823RBE8 4500000.00000000 PA USD 4509373.50000000 0.155034598434 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 6.67500000 N N N N N N Crown City CLO I 549300K60T4GC7BSX929 22823TAG0 3600000.00000000 PA USD 3545265.60000000 0.121888069071 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 10.26500000 N N N N N N Crown Point CLO Ltd N/A 22846DBA0 2950000.00000000 PA USD 2953053.25000000 0.101527501496 Long ABS-CBDO CORP KY N 2 2039-07-14 Floating 0.00000000 N N N N N N Crown Point CLO Ltd N/A 22846EAG6 2620000.00000000 PA USD 2626641.70000000 0.090305303206 Long ABS-CBDO CORP KY N 2 2039-07-14 Floating 0.00000000 N N N N N N Diameter Capital CLO 25490018I1ROE4V49X69 25255VAG5 2200000.00000000 PA USD 2216390.00000000 0.076200637100 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 9.67300000 N N N N N N Driven Brands Funding, LLC N/A 26209XAH4 3708937.50000000 PA USD 3747436.27000000 0.128838801504 Long ABS-O CORP US N 2 2054-10-20 Fixed 6.37200000 N N N N N N Driven Brands Funding, LLC N/A 26209XAK7 4751125.00000000 PA USD 4620681.44000000 0.158861423109 Long ABS-O CORP US N 2 2055-10-20 Fixed 5.29600000 N N N N N N Dryden Senior Loan Fund 549300KI3ILQQHC87U86 26248EAE6 10000000.00000000 PA USD 10048790.00000000 0.345482609146 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 11.77300000 N N N N N N Dryden Senior Loan Fund 254900XN9Y85HJGYJ219 26248HAA7 9570000.00000000 PA USD 9595283.94000000 0.329890835722 Long ABS-CBDO CORP JE N 2 2037-04-18 Floating 10.77500000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 285904.22000000 0.009829535286 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 14064000.00000000 EUR 16407620.74000000 USD 2026-09-18 285904.22000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -188979.54000000 -0.00649721454 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 11783914.31000000 USD 10115000.00000000 EUR 2026-09-18 -188979.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1593.67000000 -0.00005479120 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1671768.65000000 USD 1457000.00000000 EUR 2026-09-18 -1593.67000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 14250.26000000 0.000489931325 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3854549.03000000 USD 3375000.00000000 EUR 2026-09-18 14250.26000000 N N N Elmwood CLO 20 Ltd N/A 29002BAE2 32590000.00000000 PA USD 13476844.93000000 0.463340914625 Long ABS-CBDO CORP KY N 2 2039-01-20 Variable 0.00000000 N N N N N N Elmwood CLO 14 Ltd 254900OL3XXZ9LCM4Q21 29003XAG8 5000000.00000000 PA USD 5024540.00000000 0.172746289748 Long ABS-CBDO CORP KY N 2 2038-10-20 Floating 9.17500000 N N N N N N Elmwood CLO 26 Ltd N/A 29004DAE6 3150000.00000000 PA USD 3224201.40000000 0.110849715447 Long ABS-CBDO CORP KY N 2 2039-04-18 Floating 9.86600000 N N N N N N Empower CLO Ltd. 213800DM8ZNUIQ1JCN40 29246YAE8 3140000.00000000 PA USD 2983938.86000000 0.102589364778 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 9.57500000 N N N N N N Empower CLO Ltd. 213800DM8ZNUIQ1JCN40 29247JAE0 3250000.00000000 PA USD 3132350.00000000 0.107691816702 Long ABS-CBDO CORP KY N 2 2038-10-15 Floating 9.27300000 N N N N N N Empower CLO Ltd. 213800DM8ZNUIQ1JCN40 29248KAA4 9540000.00000000 PA USD 9325960.56000000 0.320631358309 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 9.72300000 N N N N N N Exeter Automobile Receivables Trust N/A 30165AAG0 7500000.00000000 PA USD 7808154.75000000 0.268448407783 Long ABS-O CORP US N 2 2031-10-15 Fixed 7.84000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165BAH6 7686000.00000000 PA USD 7884031.33000000 0.271057083935 Long ABS-O CORP US N 2 2032-05-17 Fixed 7.22000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165JAN6 28050.00000000 PA USD 286260.42000000 0.009841781627 Long ABS-O CORP US N 2 2033-12-15 None 0.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166DAG3 19000000.00000000 PA USD 19827261.90000000 0.681671541892 Long ABS-O CORP US N 2 2031-10-15 Fixed 7.98000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168BAG5 14258000.00000000 PA USD 15442089.83000000 0.530907053003 Long ABS-O CORP US N 2 2030-09-16 Fixed 12.07000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168CAG3 27309000.00000000 PA USD 29416566.61000000 1.011356808587 Long ABS-O CORP US N 2 2030-11-15 Fixed 9.75000000 N N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 31935HAD9 9125024.07000000 PA USD 22348.55000000 0.000768354733 Long LON CORP US N 2 2027-03-30 None 0.00000000 Y N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 31935HAG2 4683315.82000000 PA USD 11470.14000000 0.000394349358 Long LON CORP US N 2 2027-03-30 None 0.00000000 Y N N N N N Flagship Credit Auto Trust N/A 33845X107 17826.00000000 PA USD 795913.72000000 0.027363926267 Long ABS-O CORP US N 2 2028-07-17 None 0.00000000 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AC3 21004000.00000000 PA USD 20583920.00000000 0.707685839595 Long DBT CORP US N 2 2028-02-15 Fixed 8.25000000 N N N N N N GPS HOSPITALITY HOLDING N/A 36262BAA0 50275000.00000000 PA USD 21366875.00000000 0.734604238352 Long DBT CORP US N 2 2028-08-15 Fixed 7.00000000 N Y N N N N GPS HOSPITALITY/NEW FINC N/A 362981AA0 14193872.00000000 PA USD 14193872.00000000 0.487992676974 Long DBT CORP US N 2 2030-05-28 Fixed 9.50000000 N N N N N N Kennedy Lewis CLO Ltd 5493009C48K5WG4EX118 370913AA3 6710000.00000000 PA USD 6736135.45000000 0.231591828551 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 9.01700000 N N N N N N Kennedy Lewis CLO Ltd 5493009C48K5WG4EX118 37150DAA9 2500000.00000000 PA USD 2520877.50000000 0.086669075186 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 9.17500000 N N N N N N GLS Auto Receivables Trust N/A 37964VAG2 8250000.00000000 PA USD 8591873.40000000 0.295393061223 Long ABS-O CORP US N 2 2031-05-15 Fixed 7.98000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389286AA3 37343000.00000000 PA USD 25083293.10000000 0.862376619093 Long DBT CORP US N 2 2031-11-15 Fixed 5.37500000 N N N N N N Harmony-Peace Park CLO 2138009L3HEW9A8LDJ44 413279AL4 9000000.00000000 PA USD 8950752.00000000 0.307731493521 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 6.67500000 N N N N N N Hayfin US, Ltd. 549300ROX4COSD406L14 42087CAE1 3450000.00000000 PA USD 3371578.05000000 0.115916601069 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 9.42500000 N N N N N N Hayfin US XIV LTD 5493000YWK38UXBNS724 42088QAE9 7300000.00000000 PA USD 7319600.50000000 0.251651659418 Long ABS-CBDO CORP KY N 2 2038-03-20 Floating 9.77500000 N N N N N N HUGHES SATELLITE SYSTEMS N/A 444454AD4 5865000.00000000 PA USD 4962788.81000000 0.170623251826 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N HUGHES SATELLITE SYSTEMS N/A 444454AF9 55359000.00000000 PA USD 34507479.06000000 1.186385017572 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N ICG US CLO Ltd 213800Q8XLI78LCJR944 44891YAA3 2700000.00000000 PA USD 2723074.20000000 0.093620702543 Long ABS-CBDO CORP KY N 2 2039-01-18 Floating 9.41500000 N N N N N N ICG US CLO Ltd 213800SIU3X7HQWS6V84 44934EAE8 1700000.00000000 PA USD 1711558.30000000 0.058844261566 Long ABS-CBDO CORP US N 2 2039-03-31 Floating 9.92300000 N N N N N N ICG US CLO Ltd 21380029WPUQLKIPJJ57 44934XAG1 10440000.00000000 PA USD 10469816.64000000 0.359957723275 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 7.31700000 N N N N N N Invesco CLO LTD 2138006HTEY9GGW6XF50 46151PAA2 5500000.00000000 PA USD 5528715.50000000 0.190080104785 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 9.67300000 N N N N N N IREN LTD 254900FZF02RB3NNGB71 46270CAL3 3298000.00000000 PA USD 2870909.00000000 0.098703339600 Long DBT CORP AU N 2 2033-12-01 Fixed 1.00000000 N N N N Y IREN Ltd USD XXXX N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46642MAL2 614619.00000000 PA USD 4612.72000000 0.000158587704 Long ABS-MBS CORP US N 2 2027-06-10 Variable 3.93100000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46653HAJ4 15790000.00000000 PA USD 227622.32000000 0.007825773353 Long ABS-MBS CORP US N 2 2033-08-15 Floating 11.13700000 N N N N N N JELDWEN HOLDING 529900AXX7CT9GZSCS30 47580PAA1 77636000.00000000 PA USD 45188018.27000000 1.553587492036 Long DBT CORP US N 2 2032-09-01 Fixed 7.00000000 N N N N N N KKR Financial CLO Ltd 254900X4Y2IUWMENHX76 48190EAA6 7430000.00000000 PA USD 7453567.96000000 0.256257530137 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 10.17300000 N N N N N N KKR Financial CLO Ltd 254900BBJPGN777LWF70 48256HAA0 10000000.00000000 PA USD 10046470.00000000 0.345402846344 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 10.17300000 N N N N N N Kodiak Building Partners Inc 549300Y1Q6ZUH0EXO182 50011JAF7 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-12-04 None 0.00000000 N N N N N N KRAKEN OIL & GAS PARTNER 549300DR5HSL4YAU3X12 50076PAA6 21471000.00000000 PA USD 21697111.10000000 0.745957926653 Long DBT CORP US N 2 2029-08-15 Fixed 7.62500000 N N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAH1 0.01000000 PA USD 0.01000000 0.000000000343 Long LON CORP US N 2 2031-06-06 Floating 7.50200000 N N N N N N LABELS BUYER LLC N/A 504917105 14139.00000000 NS USD 1337309.04000000 0.045977378010 Long EC CORP US N 2 N N N LABELS BUYER LLC N/A 504917113 6887.00000000 NS USD 32713.25000000 0.001124698492 N/A DE US N 2 N/A N/A Call Purchased Labels Buyer LLC Labels Buyer LLC 1.00000000 1.00000000 USD 2033-04-29 XXXX -36156.75000000 N N N LABELS BUYER LLC N/A 504917121 6476.00000000 NS USD 5407460.00000000 0.185911277841 Long EP CORP US N 2 N N N Laurel Road Prime Student Loan Trust 549300XLHGW4YH0MCQ51 51889RAD1 1676758.96000000 PA USD 881565.77000000 0.030308688145 Long ABS-O CORP US N 2 2048-10-25 None 0.00000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 52109SAB5 11442000.00000000 PA USD 10202942.73000000 0.350782459911 Long DBT CORP US N 2 2031-06-15 Fixed 9.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CR2 18108853.00000000 PA USD 18602842.77000000 0.639575377506 Long DBT CORP US N 2 2037-02-15 Fixed 7.50000000 N N N N N N Madison Park Funding Ltd 254900PB1ZVJO7PYBX29 55820FAS7 12500000.00000000 PA USD 12336275.00000000 0.424127529200 Long ABS-CBDO CORP KY N 2 2037-04-19 Floating 7.57500000 N N N N N N MENLO CLO 254900584QQ9TE467R16 586916AE8 3370000.00000000 PA USD 3398038.40000000 0.116826321618 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 6.97500000 N N N N N N MULTI-COLOR CORP 5493002OTV1C4F4YVI40 624943AC0 20304390.00000000 PA USD 17911548.50000000 0.615808322160 Long DBT CORP US N 2 2033-05-11 Fixed 8.50000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAL9 17337000.00000000 PA USD 16478818.50000000 0.566550322082 Long DBT CORP US N 2 2029-06-15 Fixed 1.75000000 N N N N Y Nabors Industries Ltd. USD XXXX N N N Navesink CLO, Limited 254900V88NPZZJ3OTO41 63943LAJ0 3200000.00000000 PA USD 3204352.00000000 0.110167282785 Long ABS-CBDO CORP KY N 2 2039-03-31 Floating 6.75700000 N N N N N N New Mountain CLO Ltd 2549000KVE2J1UOHZ207 64754XAC5 16450000.00000000 PA USD 8280568.10000000 0.284690223639 Long ABS-CBDO CORP KY N 2 2036-07-20 Variable 0.00000000 N N N N N N NGC Ltd 254900VQH7AI9RS70C59 652942AN3 10000000.00000000 PA USD 9950660.00000000 0.342108848879 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 7.22500000 N N N N N N OFSI Fund LTD 549300ISCSFRB3LRFG70 67123NAL4 2120000.00000000 PA USD 2125715.52000000 0.073083201475 Long ABS-CBDO CORP KY N 2 2039-03-31 Floating 6.90100000 N N N N N N OCP CLO Ltd 2138008SMV573POQTV86 67351PAC2 23850000.00000000 PA USD 13148361.90000000 0.452047497780 Long ABS-CBDO CORP JE N 2 2037-04-17 Variable 0.00000000 N N N N N N Obra CLO Ltd 254900MMN4MOZ34WUC71 673928AA5 8520000.00000000 PA USD 8741332.56000000 0.300531544618 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 10.42900000 N N N N N N Obra CLO Ltd 254900IXF21X7CQ2QK69 67443EAG8 4500000.00000000 PA USD 4539420.00000000 0.156067612679 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 6.87500000 N N N N N N Ocean Trails CLO 549300RF4JV7XJ3EV147 67515DAU2 7170000.00000000 PA USD 7173126.12000000 0.246615794307 Long ABS-CBDO CORP JE N 2 2035-07-20 Floating 5.17500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AM2 29128000.00000000 PA USD 28685735.01000000 0.986230439341 Long DBT CORP US N 2 2033-03-15 Fixed 6.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389X204 40164.00000000 NS USD 1812601.32000000 0.062318172971 Long EP CORP US N 2 N N N Orion CLO Ltd. 2138007KDFN2JDJPNB58 68627DAA9 3000000.00000000 PA USD 3013476.00000000 0.103604866962 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 9.62500000 N N N N N N Orion CLO Ltd. 213800MFYVTJ998QSE07 68628MAA8 5020000.00000000 PA USD 5050521.60000000 0.173639550624 Long ABS-CBDO CORP KY N 2 2039-04-20 Floating 9.00600000 N N N N N N Oscar AcquisitionCo LLC 254900RDCZK0Q19MEL65 68778DAB4 11603720.94000000 PA USD 7508941.88000000 0.258161314211 Long LON CORP US N 2 2029-04-30 Floating 7.98200000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69547JAD5 2153846.00000000 PA USD 3028.74000000 0.000104129651 Long ABS-O CORP US N 2 2027-11-15 Variable 0.00000000 N N N N N N Parallel Ltd N/A 69915NAJ7 13430000.00000000 PA USD 13442489.90000000 0.462159770886 Long ABS-CBDO CORP KY N 2 2036-07-20 Floating 5.06500000 N N N N N N Park Blue CLO Ltd 2138008W8XU9WO8BZO09 70019AAW9 4250000.00000000 PA USD 4264870.75000000 0.146628467147 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 7.17500000 N N N N N N Park Blue CLO Ltd 213800RLFYTJFPXOL592 70019LAA3 2550000.00000000 PA USD 2503898.55000000 0.086085330083 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 9.06700000 N N N N N N Park Blue CLO Ltd 2138008W8XU9WO8BZO09 70019XAA7 2200000.00000000 PA USD 2195650.60000000 0.075487605777 Long ABS-CBDO CORP KY N 2 2038-10-25 Floating 9.21700000 N N N N N N PARK-OHIO INDUSTRIES INC 5493006LQUO5SLMNYM18 700677AS6 49793000.00000000 PA USD 51991360.95000000 1.787489939993 Long DBT CORP US N 2 2030-08-01 Fixed 8.50000000 N N N N N N PARK RIVER HOLDINGS INC 254900PGY077KWCROT75 70082LAD9 72086077.00000000 PA USD 70204889.90000000 2.413680506560 Long DBT CORP US N 2 2030-12-31 Fixed 8.75000000 N N N N N N PAR PETROLEUM LLC 984500CCF05C2FB39F45 70178JAB3 7016000.00000000 PA USD 7103973.62000000 0.244238295511 Long DBT CORP US N 2 2034-06-01 Fixed 7.37500000 N N N N N N Perimeter Master Note Business Trust 5493005H6EB040833X54 71384PBF7 7750000.00000000 PA USD 7695847.65000000 0.264587231469 Long ABS-O CORP US N 2 2030-12-16 Fixed 12.80000000 N N N N N N Polus US CLO Ltd 254900NPT7G7FAJXZS09 73163HAA0 2600000.00000000 PA USD 2606973.20000000 0.089629089981 Long ABS-CBDO CORP BM N 2 2037-10-20 Floating 11.01500000 N N N N N N Polus US CLO Ltd 254900AGAA5TXFLBCL85 73163VAL5 3775000.00000000 PA USD 3810394.40000000 0.131003334649 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 7.17500000 N N N N N N Post Road Equipment Finance N/A 73747RAF2 3325000.00000000 PA USD 3392132.42000000 0.116623270964 Long ABS-O CORP US N 2 2034-01-17 Fixed 7.70000000 N N N N N N Rad CLO Ltd 254900F50S9DCHTOVI65 74936CAC1 19614000.00000000 PA USD 9311393.45000000 0.320130533516 Long ABS-CBDO CORP KY N 2 2125-10-22 Variable 0.00000000 N N N N N N RR Ltd 54930003V8ISBLDELD80 749737AC6 21450000.00000000 PA USD 10051856.10000000 0.345588023254 Long ABS-CBDO CORP KY N 2 2121-10-15 Variable 6.83900000 N N N N N N Rackspace Finance, LLC 25490078N5MHLAGLZ689 75008UAD9 20027254.65000000 PA USD 18219895.05000000 0.626409436385 Long LON CORP US N 2 2028-05-15 None 0.00000000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AA3 4405000.00000000 PA USD 3711212.50000000 0.127593409514 Long DBT CORP US N 2 2028-12-01 Fixed 5.37500000 N N N N N N Republic Finance Issuance Trust N/A 76042FAE6 4000000.00000000 PA USD 3995983.60000000 0.137383987548 Long ABS-O CORP US N 2 2034-11-20 Fixed 7.70000000 N N N N N N Republic Finance Issuance Trust N/A 76042LAE3 2750000.00000000 PA USD 2756090.70000000 0.094755826928 Long ABS-O CORP US N 2 2039-06-20 Fixed 7.83000000 N N N N N N Rocket Software Inc 549300PVG26ISP5X1556 77313DAW1 24440838.49000000 PA USD 23282220.54000000 0.800454810867 Long LON CORP US N 2 2028-11-28 Floating 7.39400000 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77314EAB4 3214000.00000000 PA USD 3197500.93000000 0.109931739447 Long DBT CORP US N 2 2028-11-28 Fixed 9.00000000 N N N N N N SCF PREFERRED EQUITY LLC 984500B80BN5FEE3DB79 78397NAA4 29000000.00000000 PA USD 28902999.64000000 0.993700109943 Long DBT CORP US N 2 2026-10-16 Fixed 7.50000000 N N N N N N SESI LLC XDZ56K6RXS5J1ESBZS35 78412FAX2 21261000.00000000 PA USD 21616994.18000000 0.743203465414 Long DBT CORP US N 2 2030-09-30 Fixed 7.87500000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAH6 5860000.00000000 PA USD 6004454.86000000 0.206436270589 Long ABS-O CORP US N 2 2032-04-15 Fixed 8.00000000 N N N N N N Sand Trust 254900HZXZ4VWBL5OX74 80012EAA5 9090000.00000000 PA USD 9131368.59000000 0.313941185511 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 9.85900000 N N N N N N Sand Trust 254900ZRRTOYR8JJD593 80013UAE0 5500000.00000000 PA USD 5474562.50000000 0.188218296574 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 10.12500000 N N N N N N Saratoga Investment Corp CLO Ltd 549300471O2DE0Y4L506 80349PAW6 1500000.00000000 PA USD 1488334.50000000 0.051169711611 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 7.32500000 N N N N N N SATURN OIL & GAS INC 549300G6BWJ7K6PIIY73 80412LAA5 21933000.00000000 PA USD 22880671.19000000 0.786649336064 Long DBT CORP CA N 2 2029-06-15 Fixed 9.62500000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAB1 36081000.00000000 PA USD 21731586.30000000 0.747143201900 Long DBT CORP US N 2 2031-01-15 Fixed 5.37500000 N N N N N N 720 East CLO Ltd. N/A 81785CAE4 7950000.00000000 PA USD 7845338.25000000 0.269726795788 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 9.57500000 N N N N N N 720 East CLO Ltd. N/A 81785GAE5 2000000.00000000 PA USD 1947690.00000000 0.066962591815 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 10.98300000 N N N N N N Sierra Receivables Funding Co LLC N/A 82650DAD4 554947.27000000 PA USD 559536.13000000 0.019237142193 Long ABS-O CORP US N 2 2041-06-20 Fixed 7.48000000 N N N N N N Silver Point CLO, Ltd 254900U97WKD6RJ07L38 82810LAA9 5250000.00000000 PA USD 5106942.75000000 0.175579339008 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 10.57300000 N N N N N N Sinclair Television Group Inc 549300CQGEN0CH65UD62 829229AU7 54588239.82000000 PA USD 48072041.63000000 1.652741710131 Long LON CORP US N 2 2029-12-31 Floating 7.29400000 N N N N N N Sinclair Television Group Inc 549300CQGEN0CH65UD62 829229AV5 24279343.10000000 PA USD 21259721.20000000 0.730920235163 Long LON CORP US N 2 2030-12-31 Floating 7.93200000 N N N N N N Specialty Building Products Holdings LLC 549300ICFD46O3KMJC06 84748EAF7 49789378.25000000 PA USD 45173653.94000000 1.553093638924 Long LON CORP US N 2 2028-10-16 Floating 7.49400000 N N N N N N SPECIALTY BUILDING PRODU N/A 84749AAC1 4819000.00000000 PA USD 4438270.86000000 0.152590052813 Long DBT CORP US N 2 2029-10-15 Fixed 7.75000000 N N N N N N Fixed Income Clearing Corp. 549300H47WTHXPU08X20 000000000 76800738.22000000 PA USD 76800738.22000000 2.640449190863 Long RA CORP US N 2 Repurchase N 3.25000000 2026-07-01 78916900.00000000 USD 78336752.99000000 USD UST N N N Steele Creek CLO Ltd 5493003PZ3HX9NW9PS65 85816HAE7 4725000.00000000 PA USD 4623204.60000000 0.158948170658 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 11.67300000 N N N N N N Surf Holdings LLC N/A 86875TAE7 6972018.76000000 PA USD 6521033.73000000 0.224196519916 Long LON CORP US N 2 2027-03-05 Floating 7.25800000 N N N N N N TCW CLO 2021-2, Ltd. 549300BD6SSD2EBMCC95 87301QAE5 1000000.00000000 PA USD 935703.00000000 0.032169954176 Long ABS-CBDO CORP KY N 2 2038-10-24 Floating 10.41700000 N N N N N N 37 Capital CLO Ltd 254900CWCIZKD1LSOX71 883933AE3 4500000.00000000 PA USD 4413357.00000000 0.151733501392 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 9.02300000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CB1 33032000.00000000 PA USD 33030807.54000000 1.135616285258 Long DBT CORP US N 2 2034-07-31 Fixed 6.12500000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893830AF6 21335000.00000000 PA USD 21556542.64000000 0.741125110132 Long DBT CORP BM N 2 2031-04-15 Fixed 7.50000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893830AT6 49566000.00000000 PA USD 46006938.15000000 1.581742382010 Long DBT CORP BM N 2 2038-03-15 Fixed 6.80000000 N N N N N N Trinitas CLO Ltd 5493007IXHTJ7TQMIW41 89642MAS7 7500000.00000000 PA USD 7519260.00000000 0.258516056525 Long ABS-CBDO CORP BM N 2 2038-07-20 Floating 7.37500000 N N N N N N Trinitas CLO Ltd 5493007IXHTJ7TQMIW41 89642PAE1 5375000.00000000 PA USD 5393060.00000000 0.185416198376 Long ABS-CBDO CORP BM N 2 2038-07-20 Floating 10.42500000 N N N N N N Tronox Finance LLC 549300LMZ1DX1PWSP524 89705DAQ5 9982036.34000000 PA USD 8452688.55000000 0.290607813931 Long LON CORP US N 2 2029-04-04 None 0.00000000 N N N N N N Trysail CLO Ltd N/A 89855ABA3 4800000.00000000 PA USD 4807982.40000000 0.165300927204 Long ABS-CBDO CORP KY N 2 2036-10-20 Floating 7.07500000 N N N N N N Trysail CLO Ltd N/A 89856CAJ0 3675000.00000000 PA USD 3688557.08000000 0.126814504431 Long ABS-CBDO CORP KY N 2 2036-10-20 Floating 10.47500000 N N N N N N USB Auto Owner Trust N/A 90367VAH2 20000.00000000 PA USD 3795552.51000000 0.130493062777 Long ABS-O CORP US N 2 2032-12-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CQB0 143201000.00000000 PA USD 141427769.23000000 4.862360017415 Long DBT UST US N 2 2028-02-29 Fixed 3.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CQG9 88017000.00000000 PA USD 86779260.94000000 2.983515974499 Long DBT UST US N 2 2031-03-31 Fixed 3.87500000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906BB7 53276000.00000000 PA USD 52482390.05000000 1.804371774983 Long DBT CORP US N 2 2033-04-15 Fixed 8.87500000 N N N N N N UPSTART HOLDINGS INC 549300WNB47JRNENIC75 91680MAD9 3502000.00000000 PA USD 4008350.64000000 0.137809172794 Long DBT CORP US N 2 2029-10-01 Fixed 2.00000000 N N N N Y Upstart Holdings Inc USD XXXX N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 64739000.00000000 PA USD 63239334.01000000 2.174201084358 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N VERMILION ENERGY INC 8945009D1HGCJC8M8A68 923725AE5 4430000.00000000 PA USD 4357538.84000000 0.149814444117 Long DBT CORP CA N 2 2033-02-15 Fixed 7.25000000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92840JAB5 62710000.00000000 PA USD 59732115.31000000 2.053621087430 Long DBT CORP XX N 2 2030-02-01 Fixed 6.37500000 N N N N N N VistaJet Malta Finance P.L.C. 5299005VABKD28UWHI65 92842EAB4 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-04-01 None 0.00000000 N N N N N N VStrong Auto Receivables Trust N/A 92891PAN3 33915000.00000000 PA USD 37094765.26000000 1.275337258288 Long ABS-O CORP US N 2 2031-07-15 Fixed 10.12000000 N N N N N N CHINOS INTERMEDIATE WARRANTS 54930061EIIAONXJMZ79 000000000 9971.00000000 NS USD 9971.00000000 0.000342808148 N/A DE US N 2 N/A N/A Call Purchased CHINOS INTERMEDIATE EQUITY ESCROW CHINOS INTERMEDIATE EQUITY ESCROW 1.00000000 1.00000000 USD 2099-12-31 XXXX -24927.50000000 N N N 888 Acquisitions Limited 254900RFD0BP3JOPZU89 000000000 28231321.66000000 PA USD 28196032.51000000 0.969394213546 Long LON CORP US N 2 2028-07-01 Floating 9.01900000 N N N N N N LORD ABBETT PVT CR FUND 1 LP N/A 000000000 1628231.09000000 NS USD 40363848.62000000 1.387730038785 Long EC RF US N 1 N N N LORD ABBETT PCF2 N/A 000000000 4965618.35000000 NS USD 122352836.09000000 4.206553928273 Long EC RF US N 1 N N N NEW MOUNTAIN CLO LTD 549300CEYMYPINCEX579 000000000 16450000.00000000 PA USD 501725.00000000 0.017249565576 Long ABS-CBDO CORP KY N 2 2036-07-20 None 0.00000000 N N N N N N ELM20 2022 7 FEE STRIP 0.00 0 N/A 000000000 32590000.00000000 PA USD 945110.00000000 0.032493371712 Long DBT CORP US N 2 2027-01-17 None 0.00000000 N N N N N N WILSONART LLC 549300SAZRUMYKDJBY14 97246JAA6 36814000.00000000 PA USD 29873970.87000000 1.027082604148 Long DBT CORP US N 2 2032-08-15 Fixed 11.00000000 N N N N N N WS ESCROW LLC N/A 982104AA9 4381000.00000000 PA USD 4501859.30000000 0.154776256342 Long DBT CORP US N 2 2033-06-01 Fixed 7.75000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAH8 46621000.00000000 PA USD 46967813.62000000 1.614777778753 Long DBT CORP US N 2 2031-03-24 Fixed 7.50000000 N N N N N N ZIPRECRUITER INC 549300HLOVNNFCY2IV80 98980BAA1 7450000.00000000 PA USD 5793858.30000000 0.199195851690 Long DBT CORP US N 2 2030-01-15 Fixed 5.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 35000000.00000000 OU Notional Amount USD -40760.30000000 -0.00140136024 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 BUNDESREPUB. DEUTSCHLAND BUNDESREPUB. DEUTSCHLAND Y buy protection 2026-12-20 0.00000000 USD -15895.60000000 USD 35000000.00000000 USD -24864.70000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 53731000.00000000 OU Notional Amount USD 166538.70000000 0.005725686833 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Oracle Corp. Oracle Corp. Y sell protection 2027-12-20 95562.25000000 USD 0.00000000 USD 53731000.00000000 USD 70976.45000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 104881590.00000000 OU Notional Amount USD 8599871.90000000 0.295668053799 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S46 2I65BRAE1 Y sell protection 2031-06-20 7492969.59000000 USD 0.00000000 USD 104881590.00000000 USD 1106902.31000000 N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 4000000.00000000 PA USD 410000.00000000 0.014096012529 Long DBT CORP KY Y 2 2028-01-13 None 4.50000000 Y N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 344883.00000000 PA USD 6035.45000000 0.000207501899 Long DBT CORP KY N 2 2031-07-21 Fixed 5.95000000 N N Y N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 8985305.00000000 PA USD 1482575.33000000 0.050971708361 Long DBT CORP KY N 2 2028-06-23 None 0.00000000 N N N Y N Sunac China Holdings Ltd. USD XXXX N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 9166977.00000000 PA USD 1065661.08000000 0.036637980332 Long DBT CORP KY N 2 2026-06-23 None 0.00000000 N N N Y N Sunac China Holdings Ltd. USD XXXX N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 7112100.00000000 PA USD 246220.90000000 0.008465202174 Long DBT CORP KY N 2 2029-06-30 None 0.00000000 N N N N N CIFI Holdings Group Co. Ltd. USD XXXX N N N CIFI HOLDINGS GROUP 549300WGKSV867C0JF48 000000000 3556050.00000000 PA USD 284484.00000000 0.009780707386 Long DBT CORP KY N 2 2029-12-30 Fixed 2.75000000 N N Y N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 837.00000000 NC USD -172908.83000000 -0.00594469520 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 172706072.47000000 USD -172908.83000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 825.00000000 NC USD 312611.20000000 0.010747735102 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 88001060.68000000 USD 312611.20000000 N N N Shimao Group Holdings Ltd 254900WTJ6B5CU69ZD26 000000000 47839996.00000000 NS 447775.80000000 0.015394764115 Long EC CORP KY N 2 N N N Sunac China Holdings Ltd 549300OLARYHDXP3WK18 000000000 1117897.00000000 NS 88801.60000000 0.003053045039 Long EC CORP KY N 2 N N N ALLOY FINCO LIMITED N/A 000000000 1296096.60000000 PA USD 49121262.93000000 1.688814482305 Long LON CORP JE N 2 2028-03-06 None 0.00000000 N N Y N N N VCI ASSET HOLDINGS 3 LLC N/A 000000000 555000.00000000 PA USD 549450.00000000 0.018890375815 Long LON CORP US N 3 2031-04-24 Fixed 6.87500000 N N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 31935HAN7 25943101.03000000 PA USD 80942.48000000 0.002782844420 Long LON CORP US N 2 2027-06-29 None 0.00000000 Y N N N N N FIRST BRANDS GROUP LLC N/A 31935HAM9 58198.75000000 PA USD 9530.05000000 0.000327648059 Long LON CORP US N 2 2027-06-29 None 0.00000000 Y N N N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 8000000.00000000 PA USD 820000.00000000 0.028192025059 Long DBT CORP KY Y 2 2023-02-23 None 5.25000000 Y N N N N N WE SODA INV HOLDING PLC 984500SE38C07DB47A90 000000000 4231000.00000000 PA USD 4138741.52000000 0.142292078838 Long DBT CORP GB Y 2 2031-02-14 Fixed 9.37500000 N N N N N N 2026-07-15 Lord Abbett Credit Opportunities Fund Gina Andes Gina Andes Interim Principal Financial Officer