1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-26
4 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000211313 | LCATX | NOT_LISTED | not exchange-listed | — |
| C000211312 | LCCTX | NOT_LISTED | not exchange-listed | — |
| C000211311 | LCTIX | NOT_LISTED | not exchange-listed | — |
| C000211314 | LCTRX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
172 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| CIG DS1 LLC CORPORATE BONDS | — | 171786AA4 US171786AA49 | DBT CORP | 5,000,000 PA |
| $5.00M |
| 0.423% |
| US |
| Ballyrock Clo 32 Ltd ABS | — | 058944AA7 US058944AA70 | ABS-MBS CORP | 5,000,000 PA | $5.01M | 0.423% | KY |
| BX Commercial Mortgage Trust 2026-CSMO ABS | — | 12433LAA3 US12433LAA35 | ABS-MBS CORP | 5,000,000 PA | $5.01M | 0.423% | US |
| Canyon CLO 2025-1 Ltd ABS | — | 138919AL9 US138919AL94 | ABS-MBS CORP | 5,000,000 PA | $5.02M | 0.424% | KY |
| Birch Grove CLO 2 Ltd ABS | — | 09077LAS1 US09077LAS16 | ABS-MBS CORP | 5,000,000 PA | $5.03M | 0.425% | KY |
| Rad CLO 16 Ltd ABS | — | 75009LAS5 US75009LAS51 | ABS-MBS CORP | 5,000,000 PA | $5.04M | 0.426% | KY |
| TCW CLO 2019-2 Ltd ABS | — | 87242BBN9 US87242BBN91 | ABS-MBS CORP | 5,000,000 PA | $5.05M | 0.426% | KY |
| Sycamore Tree CLO 2024-5 Ltd ABS | — | 87122YAW5 US87122YAW57 | ABS-MBS CORP | 5,000,000 PA | $5.05M | 0.426% | KY |
| NYCT Trust 2024-3ELV ABS | — | 62956HAE6 US62956HAE62 | ABS-MBS CORP | 5,000,000 PA | $5.08M | 0.429% | US |
| MF1 2025-FL19 LLC ABS | — | 55287KAE3 US55287KAE38 | ABS-MBS CORP | 5,437,000 PA | $5.45M | 0.460% | US |
| Warwick Capital CLO 3 Ltd ABS | — | 93655PAE7 US93655PAE79 | ABS-MBS CORP | 5,500,000 PA | $5.55M | 0.469% | JE |
| OFSI BSL XIV CLO Ltd ABS | — | 67119GAJ0 US67119GAJ04 | ABS-MBS CORP | 5,625,000 PA | $5.57M | 0.470% | KY |
| Oaktree CLO 2019-2 Ltd ABS | — | 67401UBC0 US67401UBC09 | ABS-MBS CORP | 5,589,000 PA | $5.63M | 0.476% | KY |
| MF1 2026-FL22 LLC ABS | — | 59319GAE6 US59319GAE61 | ABS-MBS CORP | 5,700,000 PA | $5.70M | 0.481% | US |
| OFSI BSL XII Ltd ABS | — | 67629HAN2 US67629HAN26 | ABS-MBS CORP | 6,000,000 PA | $5.82M | 0.492% | KY |
| Dryden 93 CLO Ltd ABS | — | 26190TAS0 US26190TAS06 | ABS-MBS CORP | 6,000,000 PA | $6.03M | 0.509% | KY |
| HYT Commercial Mortgage Trust 2024-RGCY ABS | — | 449173AE3 US449173AE38 | ABS-MBS CORP | 6,000,000 PA | $6.03M | 0.509% | US |
| Athena CLO III LLC ABS | — | 04684AAE2 US04684AAE29 | ABS-MBS CORP | 6,000,000 PA | $6.04M | 0.510% | KY |
| APIDOS CLO XLI Ltd ABS | — | 03770CAU9 US03770CAU99 | ABS-MBS CORP | 6,000,000 PA | $6.04M | 0.510% | JE |
| CFIP CLO 2017-1 Ltd ABS | — | 12528JAS5 US12528JAS50 | ABS-MBS CORP | 6,000,000 PA | $6.06M | 0.512% | KY |
| Atlantic Avenue 2024-2 Ltd ABS | — | 04822BAE3 US04822BAE39 | ABS-MBS CORP | 6,000,000 PA | $6.07M | 0.512% | KY |
| Steele Creek CLO 2016-1 Ltd ABS | — | 858102BA3 US858102BA39 | ABS-MBS CORP | 6,250,000 PA | $6.29M | 0.531% | KY |
| Steele Creek Clo 2018-1 Ltd ABS | — | 85815CAG4 US85815CAG42 | ABS-MBS CORP | 6,500,000 PA | $6.53M | 0.552% | KY |
| Dryden 93 CLO Ltd ABS | — | 26190TAY7 US26190TAY73 | ABS-MBS CORP | 6,600,000 PA | $6.54M | 0.553% | KY |
| CIFC Funding 2018-I Ltd ABS | — | 17181NAL8 US17181NAL82 | ABS-MBS CORP | 6,500,000 PA | $6.54M | 0.553% | KY |
| Wind River 2024-1 CLO Ltd ABS | — | 97317AAE1 US97317AAE10 | ABS-MBS CORP | 7,000,000 PA | $7.00M | 0.591% | KY |
| BX Trust 2025-VOLT ABS | — | 05619PAC0 US05619PAC05 | ABS-MBS CORP | 7,000,000 PA | $7.01M | 0.592% | US |
| Cedar Funding XII CLO Ltd ABS | — | 15033TBE4 US15033TBE47 | ABS-MBS CORP | 7,000,000 PA | $7.07M | 0.597% | KY |
| Columbia Cent CLO 33 Ltd ABS | — | 19737PAJ3 US19737PAJ30 | ABS-MBS CORP | 7,000,000 PA | $7.07M | 0.597% | KY |
| Wind River 2021-4 CLO Ltd ABS | — | 97316UAG3 US97316UAG31 | ABS-MBS CORP | 7,500,000 PA | $7.18M | 0.606% | KY |
| Marble Point CLO XVIII Ltd ABS | — | 566076BG9 US566076BG91 | ABS-MBS CORP | 7,500,000 PA | $7.56M | 0.638% | KY |
| FS Rialto 2024-FL9 Issuer LLC ABS | — | 30338WAE9 US30338WAE93 | ABS-MBS CORP | 7,572,000 PA | $7.58M | 0.640% | US |
| TCW CLO 2021-1 Ltd ABS | — | 87190KBA9 US87190KBA97 | ABS-MBS CORP | 8,000,000 PA | $7.77M | 0.656% | KY |
| BRSP 2024-FL2 Ltd ABS | — | 05613BAG8 US05613BAG86 | ABS-MBS CORP | 7,875,000 PA | $7.85M | 0.663% | KY |
| Kennedy Lewis CLO 4 Ltd ABS | — | 37148BAL4 US37148BAL45 | ABS-MBS CORP | 8,000,000 PA | $7.92M | 0.669% | KY |
| Barings CLO Ltd 2019-II ABS | — | 06761HBC1 US06761HBC16 | ABS-MBS CORP | 8,000,000 PA | $7.96M | 0.672% | KY |
| MF1 2025-FL19 LLC ABS | — | 55287KAG8 US55287KAG85 | ABS-MBS CORP | 8,000,000 PA | $8.01M | 0.677% | US |
| VCC CLO 1 LLC ABS | — | 91825AAG4 US91825AAG40 | ABS-MBS CORP | 8,000,000 PA | $8.01M | 0.677% | US |
| Brightwood Capital MM CLO 2024-2 Ltd ABS | — | 10950BAJ3 US10950BAJ35 | ABS-MBS CORP | 8,000,000 PA | $8.06M | 0.681% | KY |
| KKR & Co Inc PREFERRED STOCK | — | 48251W500 US48251W5004 | EP CORP | 200,000 NS | $8.88M | 0.750% | US |
| CONE Trust 2024-DFW1 ABS | — | 20682AAL4 US20682AAL44 | ABS-MBS CORP | 9,000,000 PA | $9.01M | 0.761% | US |
| Elevation CLO 2025-18 Ltd ABS | — | 28623JAL0 US28623JAL08 | ABS-MBS CORP | 9,000,000 PA | $9.03M | 0.763% | KY |
| HIH Trust 2024-61P ABS | — | 40444VAC5 US40444VAC54 | ABS-MBS CORP | 9,153,793.55 PA | $9.20M | 0.777% | US |
| Wind River 2021-3 CLO Ltd ABS | — | 97316DBA3 US97316DBA37 | ABS-MBS CORP | 9,400,000 PA | $9.26M | 0.782% | KY |
| Apex Credit CLO 12 Ltd ABS | — | 03753GAL1 US03753GAL14 | ABS-MBS CORP | 10,000,000 PA | $9.85M | 0.832% | KY |
| Petroleos Mexicanos CORPORATE BONDS | — | 71643VAB1 US71643VAB18 | DBT CORP | 10,000,000 PA | $10.05M | 0.849% | MX |
| Madison Park Funding LXII Ltd ABS | — | 55817HBC2 US55817HBC25 | ABS-MBS CORP | 10,000,000 PA | $10.07M | 0.850% | KY |
| Barings Clo Ltd 2021-III ABS | — | 06762TAQ4 US06762TAQ40 | ABS-MBS CORP | 10,000,000 PA | $10.07M | 0.851% | KY |
| Invesco US CLO 2023-3 Ltd ABS | — | 46091RAQ6 US46091RAQ65 | ABS-MBS CORP | 10,000,000 PA | $10.09M | 0.852% | JE |
| Hayfin US XV Ltd ABS | — | 420916AJ7 US420916AJ77 | ABS-MBS CORP | 10,000,000 PA | $10.10M | 0.853% | KY |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.4% of reported value reaches a classification.
Percentages are of the reported value of positions above ($1.19B), not of the fund’s net assets ($1.18B). The two differ by cash, derivatives filed with no market value, and rounding.