1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-29
9 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000218936 | LSYAX | NOT_LISTED | not exchange-listed | — |
| C000218940 | LSYCX | NOT_LISTED | not exchange-listed | — |
| C000218939 | LSYFX | NOT_LISTED | not exchange-listed | — |
| C000218937 | LSYIX | NOT_LISTED | not exchange-listed | — |
| C000218938 | LSYNX | NOT_LISTED | not exchange-listed | — |
| C000218935 | LSYQX | NOT_LISTED | not exchange-listed | — |
| C000218934 | LSYSX | NOT_LISTED | not exchange-listed | — |
| C000218933 | LSYTX | NOT_LISTED | not exchange-listed | — |
| C000218932 | LSYUX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
665 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| State Street Bank & Trust Co. PURCHASED USD / SOLD GBP | — | 000000000 — | DFE OTHER |
| 1 NC |
| -$2.48M GBP |
| -0.025% |
| US |
| Morgan Stanley & Co. International PLC PURCHASED USD / SOLD EUR | — | 000000000 — | DFE OTHER | 1 NC | -$1.58M EUR | -0.016% | US |
| Morgan Stanley & Co. International PLC PURCHASED USD / SOLD EUR | — | 000000000 — | DFE OTHER | 1 NC | -$67.7K EUR | -0.001% | US |
| State Street Bank & Trust Co. PURCHASED USD / SOLD EUR | — | 000000000 — | DFE OTHER | 1 NC | -$14.7K EUR | -0.000% | US |
| State Street Bank & Trust Co. PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$9.7K EUR | -0.000% | XX |
| State Street Bank & Trust Co. PURCHASED USD / SOLD EUR | — | 000000000 — | DFE OTHER | 1 NC | -$6.1K EUR | -0.000% | US |
| ESC GCB144A HERTZ CORP | — | 428ESCAB3 US428ESCAB39 | DBT CORP | 22,000 PA | $0.00 | 0.000% | US |
| ESC GCB HERTZ CORP | — | 428ESCAA5 US428ESCAA55 | DBT CORP | 2,000 PA | $0.00 | 0.000% | US |
| Lackawanna Energy Center LLC Lackawanna Energy Center LLC 2025 Term Loan B | — | 000000000 — | LON CORP | 0.01 PA | $0.01 | 0.000% | US |
| Star Holding LLC Star Holding LLC 2024 1st Lien Term Loan B | — | 85512FAC2 US85512FAC23 | LON CORP | 0.01 PA | $0.01 | 0.000% | US |
| Cotiviti Corporation Cotiviti Corporation 2024 Term Loan | — | 22164MAB3 US22164MAB37 | LON CORP | 0.01 PA | $0.01 | 0.000% | US |
| Rocket Software Inc Rocket Software Inc 2023 USD Term Loan B | — | 77313DAW1 US77313DAW11 | LON CORP | 0.01 PA | $0.01 | 0.000% | US |
| Talen Energy Supply LLC Talen Energy Supply LLC 2024-1 Incremental Te… | — | 87422LAY6 US87422LAY65 | LON CORP | 0.01 PA | $0.01 | 0.000% | US |
| Restoration Hardware Inc Restoration Hardware Inc Term Loan B | — | 76133MAB7 US76133MAB72 | LON CORP | 0.01 PA | $0.01 | 0.000% | US |
| NEXUS Buyer LLC NEXUS Buyer LLC 2025 Term Loan B | — | 65343UAH5 US65343UAH59 | LON CORP | 0.04 PA | $0.04 | 0.000% | US |
| Bank of America NA PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $2.6K EUR | 0.000% | XX |
| Toronto-Dominion Bank PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $5.2K EUR | 0.000% | XX |
| First Brands Group, LLC First Brands Group LLC 2025 DIP Term Loan | — | 31935HAM9 US31935HAM97 | LON CORP | 32,377.4 PA | $8.0K | 0.000% | US |
| State Street Bank & Trust Co. PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $8.1K EUR | 0.000% | XX |
| State Street Bank & Trust Co. PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $8.7K EUR | 0.000% | XX |
| State Street Bank & Trust Co. PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $11.7K EUR | 0.000% | XX |
| Morgan Stanley & Co. International PLC PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $12.6K EUR | 0.000% | XX |
| Toronto-Dominion Bank PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $14.8K EUR | 0.000% | XX |
| State Street Bank & Trust Co. PURCHASED USD / SOLD EUR | — | 000000000 — | DFE OTHER | 1 NC | $23.0K EUR | 0.000% | US |
| First Brands Group LLC First Brands Group LLC 2022 Incremental Term … | — | 31935HAG2 US31935HAG20 | LON CORP | 7,550,113.87 PA | $24.2K | 0.000% | US |
| Toronto-Dominion Bank PURCHASED USD / SOLD EUR | — | 000000000 — | DFE OTHER | 1 NC | $26.2K EUR | 0.000% | US |
| First Brands Group LLC First Brands Group LLC 2021 Term Loan | — | 31935HAD9 US31935HAD98 | LON CORP | 9,029,411.92 PA | $29.0K | 0.000% | US |
| State Street Bank & Trust Co. PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $71.9K EUR | 0.001% | XX |
| Morgan Stanley & Co. International PLC PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $72.2K EUR | 0.001% | XX |
| State Street Bank & Trust Co. PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $80.9K EUR | 0.001% | XX |
| State Street Bank & Trust Co. PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $100.8K EUR | 0.001% | XX |
| ASP UNIFRAX HOLDINGS INC ASP Unifrax Holdings Inc | — | 00218LAH4 US00218LAH42 | DBT CORP | 13,437,946 PA | $168.0K | 0.002% | US |
| Chicago Board of Trade US 5YR NOTE (CBT) JUN26 | — | 000000000 — | DIR OTHER | -1,200 NC | $198.4K | 0.002% | US |
| LABL INC LABL Inc 2026 USD Interim Roll up DIP Term Lo… | — | 000000000 — | LON CORP | 450,690.09 PA | $383.1K | 0.004% | US |
| GOLAR LNG LTD Golar LNG Ltd | — | 38046YAE1 US38046YAE14 | DBT CORP | 400,000 PA | $410.1K | 0.004% | BM |
| ANASTASIA PARENT, LLC | — | 000000000 — | EC CORP | 56,938 NS | $526.7K | 0.005% | US |
| LABL INC LABL Inc 2026 Final Roll-Up DIP Term Loan A4 | — | 000000000 — | LON CORP | 700,104.43 PA | $595.1K | 0.006% | US |
| SWAP MORGAN STANLEY COC | — | 000000000 — | STIV CORP | 600,000 NS | $600.0K | 0.006% | US |
| New WPCC Parent LLC New WPCC Parent LLC Term Loan | — | 64929VAB1 US64929VAB18 | LON CORP | 641,873.57 PA | $637.3K | 0.006% | US |
| AMN HEALTHCARE INC AMN Healthcare Inc | — | 00175PAD5 US00175PAD50 | DBT CORP | 726,000 PA | $723.9K | 0.007% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20754MAL1 US20754MAL19 | ABS-MBS USGSE | 685,300 PA | $764.7K | 0.008% | US |
| MHP LUX SA MHP Lux SA | — | 000000000 XS3267134909 | DBT CORP | 800,000 PA | $821.4K | 0.008% | LU |
| PHYSICIAN RECOVERY SOLUTIONS | — | 000000000 — | EC CORP | 65,195.8 NS | $847.5K | 0.009% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20754KAJ0 US20754KAJ07 | ABS-MBS USGSE | 883,000 PA | $905.5K | 0.009% | US |
| Tank Holding Corp Tank Holding Corp 2023 Incremental Delayed Dr… | — | 87583FAP3 US87583FAP36 | LON CORP | 1,141,534.66 PA | $1.01M | 0.010% | US |
| LABL INC LABL Inc 2026 USD Interim New Money DIP Term … | — | 000000000 — | LON CORP | 1,176,706.33 PA | $1.18M | 0.012% | US |
| Recovery Solutions Parent LLC Recovery Solutions Parent LLC Term Loan | — | 75627HAB3 US75627HAB33 | LON CORP | 1,179,605.7 PA | $1.18M | 0.012% | US |
| AEGEA FINANCE SARL Aegea Finance Sarl | — | 000000000 USL01343AA79 | DBT CORP | 1,500,000 PA | $1.26M | 0.013% | LU |
| PITNEY BOWES INC Pitney Bowes Inc | — | 724479AQ3 US724479AQ31 | DBT CORP | 1,391,000 PA | $1.40M | 0.014% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-HQA3 | — | 35564KKL2 US35564KKL25 | ABS-MBS USGSE | 1,380,000 PA | $1.40M | 0.014% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($10.41B), not of the fund’s net assets ($9.95B). The two differ by cash, derivatives filed with no market value, and rounding.