AGL CLO 13 Ltd

NPORT-P false 0001028621 XXXXXXXX S000001151 C000003072 C000003073 TCW Metropolitan West Funds 811-07989 0001028621 549300KGDNJW6FXNDC82 515 South Flower Street Los Angeles 90071 213-244-0000 TCW METWEST ULTRA SHORT BOND FUND S000001151 549300J7IQ5ZDUARGG56 2026-03-31 2025-12-31 N 47444869.63 7106717.37 40338152.26 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 229399.24000000 USD N AGL CLO 13 Ltd 254900DIJ0G5TXNJMM06 AGL CLO 13 Ltd 00120JAL7 150000.00000000 PA USD 150038.70000000 0.371952336916 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.98000000 N N N N N N Aames Mortgage Trust N/A Aames Mortgage Trust 2002-1 00253CHQ3 6462.02000000 PA USD 6392.29000000 0.015846759561 Long ABS-MBS CORP US N 2 2032-06-25 Variable 7.40000000 N N N N N N Adjustable Rate Mortgage Trust N/A Adjustable Rate Mortgage Trust 2005-1 007036FN1 11145.30000000 PA USD 11108.26000000 0.027537850341 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.71000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAV7 300000.00000000 PA USD 296142.00000000 0.734148649375 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00912XAV6 200000.00000000 PA USD 198580.00000000 0.492288290053 Long DBT CORP US N 2 2027-04-01 Fixed 3.63000000 N N N N N N Ajax Mortgage Loan Trust N/A Ajax Mortgage Loan Trust 2019-F 00969PAA1 76575.04000000 PA USD 75115.82000000 0.186215321702 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.86000000 N N N N N N ALA Trust N/A ALA Trust 2025-OANA 009920AA7 140000.00000000 PA USD 140751.97000000 0.348930137138 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.49000000 N N N N N N Aligned Data Centers Issuer LLC N/A Aligned Data Centers Issuer LLC 01627AAA6 240000.00000000 PA USD 235747.58000000 0.584428306186 Long ABS-O CORP US N 2 2046-08-15 Fixed 1.94000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 Alliant Energy Finance LLC 01882YAE6 135000.00000000 PA USD 141216.75000000 0.350082346582 Long DBT CORP US N 2 2029-03-30 Fixed 5.95000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F032419 675000.00000000 PA USD 656555.96000000 1.627630228990 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F040412 950000.00000000 PA USD 937868.50000000 2.325016014503 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F040610 250000.00000000 PA USD 237193.38000000 0.588012506054 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F042418 1375000.00000000 PA USD 1376478.13000000 3.412347995336 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F042616 225000.00000000 PA USD 219657.15000000 0.544539443909 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F050411 1475000.00000000 PA USD 1494706.00000000 3.705439927852 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F050619 400000.00000000 PA USD 399031.00000000 0.989214868911 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F052615 175000.00000000 PA USD 177468.38000000 0.439951683597 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA 02090DAA6 2088.00000000 PA USD 2149.39000000 0.005328429488 Long DBT CORP FR N 2 2029-11-01 Fixed 9.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA 02090DAD0 2799.00000000 PA USD 2688.66000000 0.006665302819 Long DBT CORP FR N 2 2032-04-15 Fixed 6.50000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 Altice Financing SA 02154CAJ2 15000.00000000 PA USD 11569.80000000 0.028682027687 Long DBT CORP LU N 2 2027-07-15 Fixed 9.63000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBS1 70000.00000000 PA USD 71194.90000000 0.176495193783 Long DBT CORP US N 2 2028-02-04 Fixed 4.88000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 American Express Co 025816ED7 230000.00000000 PA USD 233599.50000000 0.579103124244 Long DBT CORP US N 2 2029-04-25 Fixed 4.73000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp 03027XCC2 250000.00000000 PA USD 257055.00000000 0.637250309194 Long DBT US N 2 2028-07-15 Fixed 5.25000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust 2022-2 03065WAF2 320000.00000000 PA USD 321919.20000000 0.798051427653 Long ABS-O CORP US N 2 2028-04-18 Fixed 5.32000000 N N N N N N Ameriquest Mortgage Securities Inc. N/A Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R10 03072SS89 33744.54000000 PA USD 33811.83000000 0.083820968749 Long ABS-O CORP US N 2 2036-01-25 Floating 4.52000000 N N N N N N AMERIGAS PART/FIN CORP N/A AmeriGas Partners LP / AmeriGas Finance Corp 030981AM6 5000.00000000 PA USD 5180.95000000 0.012843796033 Long DBT CORP US N 2 2028-06-01 Fixed 9.38000000 N N N N N N AMERIGAS PART/FIN CORP N/A AmeriGas Partners LP / AmeriGas Finance Corp 030981AP9 4000.00000000 PA USD 4263.80000000 0.010570142064 Long DBT CORP US N 2 2030-06-01 Fixed 9.50000000 N N N N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 Ardagh Group SA 03969UAA4 10000.00000000 PA USD 9176.50000000 0.022748934906 Long DBT CORP LU N 2 2030-12-01 Fixed 12.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAR2 87000.00000000 PA USD 84436.11000000 0.209320718152 Long DBT CORP KY N 2 2027-11-18 Fixed 2.53000000 N N N N N N BPR Trust N/A BPR Trust 2021-WILL 05591VAA3 187864.08000000 PA USD 187617.51000000 0.465111809759 Long ABS-MBS CORP US N 2 2038-06-15 Floating 5.62000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-21M 05609CAA5 59503.52000000 PA USD 59478.49000000 0.147449713652 Long ABS-MBS CORP US N 2 2036-10-15 Floating 4.59000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-XL2 05609KAA7 49113.00000000 PA USD 49110.24000000 0.121746379664 Long ABS-MBS CORP US N 2 2038-10-15 Floating 4.55000000 N N N N N N BX Trust N/A BX Trust 2024-PAT 05612FAC9 100000.00000000 PA USD 100610.20000000 0.249416977137 Long ABS-MBS CORP US N 2 2041-03-15 Floating 6.79000000 N N N N N N Bain Capital Credit CLO, Limited 254900YXN9JEMKU5DF45 Bain Capital Credit CLO 2021-6 Ltd 05684PAL0 150000.00000000 PA USD 150120.30000000 0.372154626796 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 4.96000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 Banc of America Funding 2003-2 Trust 05946XCR2 2208.97000000 PA USD 2249.76000000 0.005577250999 Long ABS-MBS CORP US N 2 2032-06-25 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGF0 985000.00000000 PA USD 982754.20000000 2.436289579318 Long DBT CORP US N 2 2028-01-20 Fixed 3.82000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHD4 70000.00000000 PA USD 69196.40000000 0.171540827041 Long DBT CORP US N 2 2028-12-20 Fixed 3.42000000 N N N N N N BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 Bank of New York Mellon/The 06405LAH4 160000.00000000 PA USD 162665.60000000 0.403254960592 Long DBT CORP US N 2 2029-04-20 Fixed 4.73000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 Bayer US Finance LLC 07274EAJ2 220000.00000000 PA USD 231209.00000000 0.573176972781 Long DBT CORP US N 2 2029-01-21 Fixed 6.25000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 Berry Global Inc 08576PAL5 225000.00000000 PA USD 232008.75000000 0.575159587143 Long DBT CORP US N 2 2028-04-15 Fixed 5.50000000 N N N N N N CIFC Funding Ltd 54930034H2IEPBE5Q044 CIFC Funding 2014 Ltd 12549JAY7 157701.34000000 PA USD 157779.24000000 0.391141465734 Long ABS-CBDO CORP KY N 2 2031-01-18 Floating 5.25000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 COMM 2016-787S Mortgage Trust 12635WAA5 160000.00000000 PA USD 159071.50000000 0.394345033393 Long ABS-MBS CORP US N 2 2036-02-10 Fixed 3.55000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 Alternative Loan Trust 2004-J6 12667FRG2 9627.51000000 PA USD 9885.98000000 0.024507766087 Long ABS-MBS CORP US N 2 2031-11-25 Fixed 6.50000000 N N N N N N Chase Mortgage Finance Corporation N/A Chase Home Lending Mortgage Trust 2024-8 16159XAL6 58064.02000000 PA USD 58073.45000000 0.143966559562 Long ABS-MBS CORP US N 2 2055-08-25 Variable 5.50000000 N N N N N N CIFC Funding Ltd 54930076OPDXR0U68E20 CIFC Funding 2016-I Ltd 17180TBL5 201505.84000000 PA USD 201589.67000000 0.499749390355 Long ABS-CBDO CORP KY N 2 2031-10-21 Floating 4.87000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967NA5 815000.00000000 PA USD 805537.85000000 1.996962688840 Long DBT CORP US N 2 2027-06-09 Fixed 1.46000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust Inc 17309SAF7 286699.19000000 PA USD 286627.72000000 0.710562343442 Long ABS-O CORP US N 2 2036-11-25 Floating 4.28000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A Citigroup Mortgage Loan Trust 2007-AMC4 17313BAE1 50384.65000000 PA USD 50235.11000000 0.124534980373 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.39000000 N N N N N N Cologix Data Centers Issuer LLC N/A Cologix Data Centers US Issuer LLC 19521UAA1 205000.00000000 PA USD 201557.56000000 0.499669788295 Long ABS-O CORP US N 2 2051-12-26 Fixed 3.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H040616 275000.00000000 PA USD 259612.24000000 0.643589816228 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H042612 250000.00000000 PA USD 243568.63000000 0.603817022728 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H050615 550000.00000000 PA USD 548574.68000000 1.359940030133 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H052611 225000.00000000 PA USD 227189.25000000 0.563211841077 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 5.50000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A Credit Suisse First Boston Mortgage Securities Corp 22541NST7 12127.40000000 PA USD 12070.08000000 0.029922243146 Long ABS-MBS CORP US N 2 2032-11-25 Variable 6.75000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 Crown Castle Inc 22822VAK7 135000.00000000 PA USD 133984.80000000 0.332154034067 Long DBT US N 2 2028-02-15 Fixed 3.80000000 N N N N N N DataBank Issuer LLC N/A DataBank Issuer 23802WAA9 120000.00000000 PA USD 119463.95000000 0.296156227558 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.06000000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 Dell International LLC / EMC Corp 24703TAL0 70000.00000000 PA USD 71028.30000000 0.176082185277 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 DISH Network Corp 25470MAG4 3000.00000000 PA USD 3123.84000000 0.007744132601 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 59.87000000 0.000148420283 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 48362.88000000 EUR 56870.40000000 USD 2026-01-09 59.87000000 N N N Dryden Senior Loan Fund 549300BH0PFEW6WVTN52 Dryden 40 Senior Loan Fund 26244GAS4 84069.70000000 PA USD 84124.93000000 0.208549289659 Long ABS-CBDO CORP KY N 2 2031-08-15 Floating 5.00000000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 Dryden XXVI Senior Loan Fund 26250UAQ8 59612.55000000 PA USD 59639.44000000 0.147848715567 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 5.07000000 N N N N N N Dryden Senior Loan Fund N/A Dryden 72 CLO Ltd 26252NAW9 411244.52000000 PA USD 411863.03000000 1.021026018607 Long ABS-CBDO CORP KY N 2 2032-05-15 Floating 4.95000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 EchoStar Corp 278768AC0 2200.00000000 PA USD 2432.43000000 0.006030097720 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 Eversource Energy 30040WAQ1 200000.00000000 PA USD 197384.00000000 0.489323355040 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 Extra Space Storage LP 30225VAJ6 135000.00000000 PA USD 139546.80000000 0.345942469304 Long DBT US N 2 2028-04-01 Fixed 5.70000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 Extra Space Storage LP 30225VAM9 205000.00000000 PA USD 204514.15000000 0.506999301013 Long DBT US N 2 2027-12-15 Fixed 3.88000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 3128HXMD4 113556.79000000 PA USD 113086.66000000 0.280346653637 Long ABS-MBS USGSE US N 2 2042-06-15 Floating 4.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DWF32 146948.88000000 PA USD 140075.43000000 0.347252965622 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31339GNR8 21373.44000000 PA USD 21604.95000000 0.053559592568 Long ABS-MBS USGSE US N 2 2031-10-15 Floating 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136B3NG1 29274.14000000 PA USD 28943.24000000 0.071751526479 Long ABS-MBS USGSE US N 2 2048-11-25 Floating 4.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136B72K6 78084.38000000 PA USD 76831.84000000 0.190469408476 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 4.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136B9AC1 219155.92000000 PA USD 215734.53000000 0.534815101617 Long ABS-MBS USGSE US N 2 2050-03-25 Floating 4.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BTBD4 417088.45000000 PA USD 418660.38000000 1.037876939185 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 5.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371KWH0 26863.06000000 PA USD 27682.89000000 0.068627065071 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137ACUF4 79069.05000000 PA USD 78688.64000000 0.195072494874 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 4.60000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137FARM2 56971.83000000 PA USD 56950.37000000 0.141182396340 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 4.77000000 N N N N N N Banc of California Multifamily Housing S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137FMUJ9 12689.58000000 PA USD 12803.93000000 0.031741488597 Long ABS-MBS USGSE US N 2 2046-04-25 Variable 7.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31385WUX5 3305.12000000 PA USD 3339.46000000 0.008278663778 Long ABS-MBS USGSE US N 2 2032-11-01 Floating 6.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31385XAZ0 18827.05000000 PA USD 19438.72000000 0.048189416001 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EG5M2 22926.02000000 PA USD 24399.69000000 0.060487872232 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31390SY62 3764.02000000 PA USD 3993.10000000 0.009899065218 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31390SZQ7 2064.33000000 PA USD 2185.26000000 0.005417352748 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 313920B41 243.73000000 PA USD 258.14000000 0.000639940070 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 313921X45 23738.92000000 PA USD 23997.27000000 0.059490255888 Long ABS-MBS USGSE US N 2 2031-10-25 Floating 4.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31392CH49 17084.22000000 PA USD 17207.72000000 0.042658671842 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 4.99000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31393USG9 4184.52000000 PA USD 4415.92000000 0.010947254032 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 9.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31394AWL6 9325.53000000 PA USD 9328.59000000 0.023125972503 Long ABS-MBS USGSE US N 2 2034-04-25 Floating 4.44000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31394BWQ3 10048.77000000 PA USD 10674.99000000 0.026463755531 Long ABS-MBS USGSE US N 2 2034-12-25 Floating 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31394EC97 26662.46000000 PA USD 26528.40000000 0.065765035118 Long ABS-MBS USGSE US N 2 2035-08-25 Floating 4.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31394NT81 170919.55000000 PA USD 171730.57000000 0.425727407872 Long ABS-MBS USGSE US N 2 2033-10-15 Floating 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31396FRL9 131425.01000000 PA USD 132386.57000000 0.328191953728 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31396WJ80 35364.05000000 PA USD 3701.37000000 0.009175854104 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 2.71000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31397GQR4 122312.75000000 PA USD 121820.80000000 0.301998959235 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 4.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31397JE91 24570.88000000 PA USD 24472.05000000 0.060667255758 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398MDK9 119626.64000000 PA USD 10256.16000000 0.025425458097 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 2.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398NEX8 17423.41000000 PA USD 17405.32000000 0.043148530670 Long ABS-MBS USGSE US N 2 2040-09-25 Floating 4.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398NTE4 19557.24000000 PA USD 19530.41000000 0.048416719422 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 4.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31404AD68 6268.44000000 PA USD 6655.37000000 0.016498946102 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31404KNR9 35324.55000000 PA USD 35688.63000000 0.088473636000 Long ABS-MBS USGSE US N 2 2034-04-01 Floating 6.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418ED80 96612.11000000 PA USD 92198.10000000 0.228563022435 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418EKT6 541724.48000000 PA USD 531515.68000000 1.317650041514 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418EMQ0 102291.27000000 PA USD 97506.66000000 0.241723169101 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418ER77 196975.48000000 PA USD 197592.42000000 0.489840037110 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31419AP50 27362.64000000 PA USD 29465.85000000 0.073047098960 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.50000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A Ferrellgas LP / Ferrellgas Finance Corp 315289AC2 24000.00000000 PA USD 23085.36000000 0.057229592102 Long DBT CORP US N 2 2029-04-01 Fixed 5.88000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A Ferrellgas LP / Ferrellgas Finance Corp 315292AU6 17000.00000000 PA USD 17535.50000000 0.043471252443 Long DBT CORP US N 2 2031-01-15 Fixed 9.25000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A First Franklin Mortgage Loan Trust 2006-FFH1 32027NZM6 378306.11000000 PA USD 374484.84000000 0.928363891301 Long ABS-O CORP US N 2 2036-01-25 Floating 4.40000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738BP2 45000.00000000 PA USD 44651.25000000 0.110692353264 Long DBT CORP US N 2 2031-02-15 Fixed 4.55000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 Foundry JV Holdco LLC 350930AF0 95000.00000000 PA USD 98154.95000000 0.243330307663 Long DBT CORP US N 2 2031-01-25 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179MLL2 30749.32000000 PA USD 31434.59000000 0.077927689392 Long ABS-MBS USGA US N 2 2042-08-20 Floating 5.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179YRH9 93337.35000000 PA USD 94817.68000000 0.235057072988 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36180AB85 235160.50000000 PA USD 229440.56000000 0.568792934592 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618N5A25 118541.78000000 PA USD 115717.35000000 0.286868246354 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36225CTC0 2440.14000000 PA USD 2468.34000000 0.006119120142 Long ABS-MBS USGA US N 2 2031-10-20 Floating 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36225CVC7 37105.64000000 PA USD 37607.75000000 0.093231216337 Long ABS-MBS USGA US N 2 2032-06-20 Floating 5.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36225CVG8 3112.73000000 PA USD 3148.58000000 0.007805464116 Long ABS-MBS USGA US N 2 2032-07-20 Floating 5.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36225CXR2 30309.12000000 PA USD 30528.30000000 0.075680957826 Long ABS-MBS USGA US N 2 2033-04-20 Floating 5.63000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A FFMLT Trust 2005-FF8 362341QS1 27651.33000000 PA USD 27649.39000000 0.068544017142 Long ABS-O CORP US N 2 2035-09-25 Floating 4.63000000 N N N N N N GLS Auto Receivables Trust N/A GLS Auto Receivables Issuer Trust 2021-3 36263LAG4 54747.20000000 PA USD 54497.30000000 0.135101131179 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.48000000 N N N N N N GS Mortgage Securities Trust 5493001UQE7OCP3UT106 GS Mortgage Securities Corp Trust 2023-FUN 36267CAA3 125000.00000000 PA USD 125643.84000000 0.311476438459 Long ABS-MBS CORP US N 2 2028-03-15 Floating 5.84000000 N N N N N N Galaxy CLO Ltd 54930022KENWLYJ8SJ86 Galaxy XXII CLO Ltd 36320TBD4 350000.00000000 PA USD 350091.00000000 0.867890521468 Long ABS-CBDO CORP KY N 2 2034-04-16 Floating 5.13000000 N N N N N N GETTY IMAGES INC 5493005NV20IG4VEKZ40 Getty Images Inc 374276AR4 10000.00000000 PA USD 10096.40000000 0.025029406242 Long DBT CORP US N 2 2030-11-15 Fixed 10.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAG7 300000.00000000 PA USD 293757.00000000 0.728236132648 Long DBT CORP US N 2 2027-01-15 Fixed 2.15000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GYG3 405000.00000000 PA USD 398021.85000000 0.986713143017 Long DBT CORP US N 2 2027-09-10 Fixed 1.54000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38373M4R8 14990.89000000 PA USD 14960.89000000 0.037088684438 Long ABS-MBS USGA US N 2 2044-03-16 Variable 5.56000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38374FBV5 169269.50000000 PA USD 172425.43000000 0.427449995450 Long ABS-MBS USGA US N 2 2034-01-16 Floating 5.39000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376CR76 44172.56000000 PA USD 44612.31000000 0.110595819343 Long ABS-MBS USGA US N 2 2039-10-16 Floating 4.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38377WLC6 712162.59000000 PA USD 12461.81000000 0.030893358524 Long ABS-MBS USGA US N 2 2037-06-16 Floating 0.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378BT58 1279256.34000000 PA USD 17971.63000000 0.044552437315 Long ABS-MBS USGA US N 2 2053-01-16 Variable 0.36000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378XUK5 387293.71000000 PA USD 377859.97000000 0.936730982531 Long ABS-MBS USGA US N 2 2054-10-16 Variable 3.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384CUA5 326477.21000000 PA USD 329184.53000000 0.816062490612 Long ABS-MBS USGA US N 2 2053-08-20 Floating 5.27000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384WM28 433070.69000000 PA USD 435678.07000000 1.080064518552 Long ABS-MBS USGA US N 2 2054-09-20 Floating 5.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384WTH8 436076.12000000 PA USD 438354.26000000 1.086698907710 Long ABS-MBS USGA US N 2 2054-09-20 Floating 5.07000000 N N N N N N GRAND CANYON UNIVERSITY N/A Grand Canyon University 38528UAE6 5000.00000000 PA USD 4986.05000000 0.012360630620 Long DBT CORP US N 2 2028-10-01 Fixed 5.13000000 N N N N N N Great Wolf Trust N/A Great Wolf Trust 2024-WOLF 39152MAA3 152000.00000000 PA USD 152401.89000000 0.377810785723 Long ABS-MBS CORP US N 2 2039-03-15 Floating 5.29000000 N N N N N N Hilton USA Trust N/A HILT COMMERCIAL MORTGAGE TRUST 2024-ORL 403956AA3 100000.00000000 PA USD 100240.38000000 0.248500177583 Long ABS-MBS CORP US N 2 2037-05-15 Floating 5.29000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CL1 85000.00000000 PA USD 82064.95000000 0.203442511374 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01000000 N N N N N N HSI Asset Securitization Corporation Trust N/A HSI Asset Securitization Corp Trust 2006-OPT2 40430HEB0 6167.97000000 PA USD 6163.95000000 0.015280694961 Long ABS-O CORP US N 2 2036-01-25 Floating 4.43000000 N N N N N N Highbridge Loan Management Ltd 529900WV2JMUABMCHN18 HPS Loan Management 2021-16 Ltd 40440XAL5 250000.00000000 PA USD 250102.25000000 0.620014145387 Long ABS-CBDO CORP KY N 2 2035-01-23 Floating 4.97000000 N N N N N N HTS Funding DE LLC N/A HTS Fund II LLC 40456GAA7 100000.00000000 PA USD 100278.08000000 0.248593637491 Long ABS-O CORP US N 2 2045-06-23 Fixed 5.35000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 Healthcare Realty Holdings LP 42225UAK0 220000.00000000 PA USD 217269.80000000 0.538621101431 Long DBT US N 2 2028-01-15 Fixed 3.63000000 N N N N N N Hilton USA Trust N/A Hilton USA Trust 2016-HHV 43300LAA8 103000.00000000 PA USD 102318.05000000 0.253650810132 Long ABS-MBS CORP US N 2 2038-11-05 Fixed 3.72000000 N N N N N N Hotwire Funding LLC 254900ZCO90MCT7Y9348 Hotwire Funding LLC 44148JAH2 60000.00000000 PA USD 61070.42000000 0.151396176023 Long ABS-O CORP US N 2 2054-06-20 Fixed 5.89000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 Hudson Pacific Properties LP 44409MAA4 50000.00000000 PA USD 47804.50000000 0.118509394510 Long DBT US N 2 2027-11-01 Fixed 3.95000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 Hyatt Hotels Corp 448579AU6 115000.00000000 PA USD 117166.60000000 0.290460998919 Long DBT CORP US N 2 2028-03-30 Fixed 5.05000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 Imperial Brands Finance PLC 45262BAF0 135000.00000000 PA USD 138928.50000000 0.344409677231 Long DBT CORP GB N 2 2027-07-27 Fixed 6.13000000 N N N N N N Residential Asset Securitization Trust N/A Residential Asset Securitization Trust 2004-IP2 45660LAP4 44842.19000000 PA USD 40941.39000000 0.101495452087 Long ABS-MBS CORP US N 2 2034-12-25 Variable 3.80000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A IndyMac INDX Mortgage Loan Trust 2004-AR6 45660NY25 62981.11000000 PA USD 59874.31000000 0.148430968315 Long ABS-MBS CORP US N 2 2034-10-25 Variable 5.39000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 International Flavors & Fragrances Inc 459506AP6 150000.00000000 PA USD 143962.50000000 0.356889177947 Long DBT CORP US N 2 2027-10-15 Fixed 1.83000000 N N N N N N 321 Henderson Receivables LLC N/A JG Wentworth XXII LLC 46616MAA8 245388.43000000 PA USD 244165.05000000 0.605295573347 Long ABS-O CORP US N 2 2048-12-15 Fixed 3.82000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 JP Morgan Mortgage Trust 2005-A2 466247PC1 26141.75000000 PA USD 25797.61000000 0.063953375538 Long ABS-MBS CORP US N 2 2035-04-25 Variable 6.75000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE 46646GAA5 163000.00000000 PA USD 161224.08000000 0.399681371027 Long ABS-MBS CORP US N 2 2038-09-06 Variable 2.85000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE 46646GAE7 145000.00000000 PA USD 143040.79000000 0.354604219543 Long ABS-MBS CORP US N 2 2038-09-06 Variable 2.85000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBW5 1185000.00000000 PA USD 1181658.30000000 2.929381327096 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A JetBlue 2019-1 Class AA Pass Through Trust 477143AH4 68358.60000000 PA USD 60980.66000000 0.151173657154 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N LCM Ltd Partnership N/A LCM 37 Ltd 50204JAL1 123561.94000000 PA USD 123512.14000000 0.306191863236 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 4.96000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 Las Vegas Sands Corp 517834AM9 90000.00000000 PA USD 92344.50000000 0.228925954279 Long DBT CORP US N 2 2028-06-15 Fixed 5.63000000 N N N N N N Laurel Road Prime Student Loan Trust 549300XLHGW4YH0MCQ51 Laurel Road Prime Student Loan Trust 2019-A 51889RAC3 92019.34000000 PA USD 91055.21000000 0.225729749377 Long ABS-O CORP US N 2 2048-10-25 Fixed 3.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAP8 50000.00000000 PA USD 49547.00000000 0.122829126333 Long DBT CORP GB N 2 2027-05-11 Fixed 1.63000000 N N N N N N MASTR Seasoned Securitization Trust N/A MASTR Seasoned Securitization Trust 2004-1 55265WBD4 12307.02000000 PA USD 12106.85000000 0.030013397544 Long ABS-MBS CORP US N 2 2032-10-25 Variable 6.53000000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 MASSACHUSETTS ST SPL OBLG REVENUE 576004HG3 56378.35000000 PA USD 56290.74000000 0.139547145434 Long DBT MUN US N 2 2031-07-15 Fixed 4.11000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A MASTR Adjustable Rate Mortgages Trust 2004-12 576433UC8 7125.47000000 PA USD 6993.75000000 0.017337804555 Long ABS-MBS CORP US N 2 2034-10-25 Variable 6.17000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A1 589929D88 79176.37000000 PA USD 79360.88000000 0.196739006507 Long ABS-MBS CORP US N 2 2032-12-25 Floating 5.84000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GFD6 360000.00000000 PA USD 361760.40000000 0.896819461804 Long DBT CORP US N 2 2029-08-25 Fixed 4.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEC5 225000.00000000 PA USD 221877.00000000 0.550042546743 Long DBT CORP US N 2 2027-07-20 Fixed 1.51000000 N N N N N N MORGAN STANLEY PVT BANK 549300GS0W0TEUQS8571 Morgan Stanley Private Bank NA 61776NZU0 625000.00000000 PA USD 626993.75000000 1.554344249480 Long DBT CORP US N 2 2028-11-17 Fixed 4.20000000 N N N N N N MortgageIT Trust N/A MortgageIT Trust 2005-1 61913PAP7 174179.25000000 PA USD 177736.79000000 0.440617083436 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.49000000 N N N N N N NYO Commercial Mortgage Trust N/A NYO Commercial Mortgage Trust 2021-1290 62955HAA5 140000.00000000 PA USD 139895.36000000 0.346806564411 Long ABS-MBS CORP US N 2 2038-11-15 Floating 4.96000000 N N N N N N NYC Trust N/A NYCT Trust 2024-3ELV 62956HAA4 200000.00000000 PA USD 200894.00000000 0.498024794752 Long ABS-MBS CORP US N 2 2029-08-15 Floating 5.74000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 Nationwide Building Society 63861VAF4 200000.00000000 PA USD 197580.00000000 0.489809247400 Long DBT CORP GB N 2 2028-02-16 Fixed 2.97000000 N N N N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 Navient Private Education Refi Loan Trust 2021-F 63942GAA1 156602.07000000 PA USD 139778.53000000 0.346516937858 Long ABS-O CORP US N 2 2070-02-18 Fixed 1.11000000 N N N N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 Navient Private Education Refi Loan Trust 2021-C 63942JAA5 229385.61000000 PA USD 210543.90000000 0.521947308451 Long ABS-O CORP US N 2 2069-10-15 Fixed 1.06000000 N N N N N N 1261229 BC LTD N/A 1261229 BC Ltd 68288AAA5 15000.00000000 PA USD 15630.90000000 0.038749667806 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XCY9 50000.00000000 PA USD 50247.50000000 0.124565695711 Long DBT CORP US N 2 2028-08-03 Fixed 4.80000000 N N N N N N OWNIT Mortgage Loan Asset-Backed Certificates N/A Ownit Mortgage Loan Trust Series 2006-3 69121PDY6 202005.00000000 PA USD 197655.45000000 0.489996291168 Long ABS-O CORP US N 2 2037-03-25 Floating 4.39000000 N N N N N N Oxford Finance Funding Trust N/A Oxford Finance Funding 2022-1 LLC 69145BAA4 128656.01000000 PA USD 127318.72000000 0.315628537418 Long ABS-O CORP US N 2 2030-02-15 Fixed 3.60000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475BR5 55000.00000000 PA USD 57051.50000000 0.141433101923 Long DBT CORP US N 2 2029-06-12 Fixed 5.58000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475BT1 40000.00000000 PA USD 40797.60000000 0.101138990544 Long DBT CORP US N 2 2027-10-20 Fixed 6.62000000 N N N N N N PGA National Resort Commercial Mortgage Trust N/A PGA Trust 2024-RSR2 69381CAA5 173000.00000000 PA USD 173308.98000000 0.429640353586 Long ABS-MBS CORP US N 2 2039-06-15 Floating 5.64000000 N N N N N N Palmer Square Loan Funding Ltd N/A Palmer Square Loan Funding 2022-3 Ltd 69690CAN3 250000.00000000 PA USD 250319.75000000 0.620553337164 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.30000000 N N N N N N PAPA JOHN'S INTERNATIONA HZYLD3DK5XOX0WBVNB56 Papa John's International Inc 698813AA0 10000.00000000 PA USD 9554.40000000 0.023685765124 Long DBT CORP US N 2 2029-09-15 Fixed 3.88000000 N N N N N N Park Avenue Institutional Advisers CLO 529900G1ZDEDA0MGYE20 Park Avenue Institutional Advisers CLO Ltd 2021-1 70015QAL2 100000.00000000 PA USD 100001.50000000 0.247907983874 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 4.99000000 N N N N N N Park Place Securities Inc N/A Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-WHQ2 70069FEL7 143742.97000000 PA USD 142466.52000000 0.353180579719 Long ABS-O CORP US N 2 2035-02-25 Floating 5.42000000 N N N N N N Residential Asset Mortgage Products, INC. N/A RAMP Series 2004-SL1 Trust 760985W31 33861.84000000 PA USD 10927.10000000 0.027088746974 Long ABS-MBS CORP US N 2 2031-11-25 Fixed 8.50000000 N N N N N N Residential Asset Securities Corporation N/A RASC Series 2006-KS3 Trust 76113ABL4 49080.28000000 PA USD 48917.42000000 0.121268370659 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.34000000 N N N N N N Rockford Tower CLO Ltd 549300GGUAM1ZV2SKK63 Rockford Tower CLO 2019-1 Ltd 77342MAY2 200000.00000000 PA USD 199944.20000000 0.495670200041 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.98000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 State Street Institutional U.S. Government Money Market Fund 857492706 207794.74000000 NS USD 207794.74000000 0.515132023550 Long STIV RF US N 1 N N N SREIT Trust N/A SREIT Trust 2021-MFP 78472UAE8 134214.64000000 PA USD 134219.87000000 0.332736782624 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.19000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 Santander UK Group Holdings PLC 80281LAQ8 105000.00000000 PA USD 103812.45000000 0.257355491473 Long DBT CORP GB N 2 2027-06-14 Fixed 1.67000000 N N N N N N SCRIPPS ESCROW II INC N/A Scripps Escrow II Inc 81105DAA3 3000.00000000 PA USD 2760.48000000 0.006843347663 Long DBT CORP US N 2 2029-01-15 Fixed 3.88000000 N N N N N N Soundview Home Equity Loan Trust N/A Soundview Home Loan Trust 2005-OPT1 83611MDH8 4217.04000000 PA USD 4212.87000000 0.010443884421 Long ABS-O CORP US N 2 2035-06-25 Floating 4.52000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 Spectrum Brands Inc 84762LAX3 6000.00000000 PA USD 4907.88000000 0.012166843856 Long DBT CORP US N 2 2031-03-15 Fixed 3.88000000 N N N N N N SPRINT SPECTRUM / SPEC I 5493003BZYYYCDIO0R13 Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC 85208NAE0 157500.00000000 PA USD 158600.93000000 0.393178470292 Long DBT CORP US N 2 2028-03-20 Fixed 5.15000000 N N N N N N Stack Infrastructure Issuer LLC 254900AV7V87H3A2WM57 Stack Infrastructure Issuer LLC 85236KAE2 120000.00000000 PA USD 119127.82000000 0.295322946951 Long ABS-O CORP US N 2 2046-03-26 Fixed 1.88000000 N N N N N N SREIT Trust N/A SREIT Trust 2021-MFP2 85236WCG9 115000.00000000 PA USD 114997.29000000 0.285083186901 Long ABS-MBS CORP US N 2 2036-11-15 Floating 5.04000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 Stryker Corp 863667BK6 120000.00000000 PA USD 121747.20000000 0.301816501696 Long DBT CORP US N 2 2028-02-10 Fixed 4.70000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 Sunoco LP 86765KAE9 25000.00000000 PA USD 25665.25000000 0.063625249452 Long DBT CORP US N 2 2030-09-18 Fixed 7.88000000 N N N N N N Symphony CLO Ltd 5493007X3UVVYJ005O73 Symphony CLO XXIV Ltd 87167QAQ1 215000.00000000 PA USD 215063.21000000 0.533150870703 Long ABS-CBDO CORP KY N 2 2035-10-23 Floating 5.26000000 N N N N N N TCW Central Cash Fund 2549003KPNUIFJCJM366 TCW Central Cash Fund 872365671 5334413.70000000 NS USD 5334413.70000000 13.22423909160 Long EC RF US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABR5 200000.00000000 PA USD 199638.00000000 0.494911117180 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N Thompson Park CLO, LTD N/A Thompson Park CLO Ltd 884887AN0 250000.00000000 PA USD 250122.50000000 0.620064346001 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 4.95000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 Transocean International Ltd 893830BX6 3750.00000000 PA USD 3919.35000000 0.009716235822 Long DBT CORP BM N 2 2030-02-15 Fixed 8.75000000 N N N N N N Tricon Residential 549300Z2X1L1L3MID765 Tricon Residential 2021-SFR1 Trust 89614YAG1 140000.00000000 PA USD 138579.41000000 0.343544268232 Long ABS-O CORP US N 2 2038-07-17 Fixed 3.69000000 N N N N N N Trinitas CLO Ltd 5493007IXHTJ7TQMIW41 Trinitas Clo XX Ltd 89640EAN8 250000.00000000 PA USD 249637.00000000 0.618860770793 Long ABS-CBDO CORP BM N 2 2035-07-20 Floating 4.92000000 N N N N N N INT DEVELOPMENT FIN CORP 254900QI8QTIK0FY6E92 United States International Development Finance Corp 90376PAL5 1665945.47000000 PA USD 1549329.29000000 3.840853393615 Long DBT USGA US N 2 2031-08-15 Fixed 1.49000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 US Bancorp 91159HJK7 200000.00000000 PA USD 202548.00000000 0.502125131301 Long DBT CORP US N 2 2029-02-01 Fixed 4.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CPN5 66000.00000000 PA USD 65358.05000000 0.162025393673 Long DBT UST US N 2 2030-11-30 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CPP0 760000.00000000 PA USD 759198.44000000 1.882085314931 Long DBT UST US N 2 2028-12-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CPR6 555000.00000000 PA USD 552463.48000000 1.369580531203 Long DBT UST US N 2 2030-12-31 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CPS4 5070000.00000000 PA USD 5060295.72000000 12.54468892720 Long DBT UST US N 2 2027-12-31 Fixed 3.38000000 N N N N N N VB-S1 Issuer LLC N/A VB-S1 Issuer LLC - VBTEL 91823AAU5 90000.00000000 PA USD 87509.90000000 0.216940774668 Long ABS-O CORP US N 2 2052-02-15 Fixed 3.16000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 Vantage Data Centers Issuer LLC 92212KAD8 200000.00000000 PA USD 195975.12000000 0.485830681427 Long ABS-O CORP US N 2 2046-10-15 Fixed 2.17000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 Venture Global Plaquemines LNG LLC 922966AD8 11000.00000000 PA USD 11269.06000000 0.027936480400 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 Venture Global Plaquemines LNG LLC 922966AE6 9000.00000000 PA USD 9168.21000000 0.022728383642 Long DBT CORP US N 2 2030-12-15 Fixed 6.13000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 Venture Global Plaquemines LNG LLC 922966AF3 1000.00000000 PA USD 1023.88000000 0.002538242191 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 Venture Global LNG Inc 92332YAA9 20000.00000000 PA USD 20346.40000000 0.050439593437 Long DBT CORP US N 2 2028-06-01 Fixed 8.13000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 Venture Global LNG Inc 92332YAD3 15000.00000000 PA USD 15505.80000000 0.038439539570 Long DBT CORP US N 2 2032-02-01 Fixed 9.88000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 Venture Global LNG Inc 92332YAF8 5000.00000000 PA USD 3964.05000000 0.009827049029 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N VICI PROPERTIES / NOTE N/A VICI Properties LP / VICI Note Co Inc 92564RAJ4 285000.00000000 PA USD 288243.30000000 0.714567435171 Long DBT US N 2 2027-02-01 Fixed 5.75000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 Virgin Media Secured Finance PLC 92769XAP0 11000.00000000 PA USD 10843.36000000 0.026881151942 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 Voya CLO 2020-1 Ltd 92918EAU1 225000.00000000 PA USD 225165.83000000 0.558195696591 Long ABS-CBDO CORP KY N 2 2034-07-16 Floating 4.97000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust 9292274D5 11947.51000000 PA USD 11766.84000000 0.029170498252 Long ABS-MBS CORP US N 2 2033-06-25 Variable 6.17000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 WP Carey Inc 92936UAN9 110000.00000000 PA USD 110872.30000000 0.274857160747 Long DBT US N 2 2030-07-15 Fixed 4.65000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust 9393366H1 58771.34000000 PA USD 51516.42000000 0.127711402515 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.35000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2S1 560000.00000000 PA USD 547372.00000000 1.356958535115 Long DBT CORP US N 2 2028-06-02 Fixed 2.39000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U3E1 175000.00000000 PA USD 181191.50000000 0.449181456880 Long DBT CORP US N 2 2029-07-25 Fixed 5.57000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust 2021-FCMT 95003EAA4 200000.00000000 PA USD 199888.70000000 0.495532613173 Long ABS-MBS CORP US N 2 2031-05-15 Floating 5.07000000 N N N N N N XEROX CORPORATION 4KF48RN45X1OO8UBLY20 Xerox Corp 984121CS0 20000.00000000 PA USD 19258.00000000 0.047741403413 Long DBT CORP US N 2 2030-10-15 Fixed 10.25000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 Zayo Group Holdings Inc 98919VAC9 19299.00000000 PA USD 18358.37000000 0.045511182271 Long DBT CORP US N 2 2030-03-09 Fixed 9.25000000 N N N N N N WORLDLINE SA/FRANCE 549300CJMQNCA0U4TS33 Worldline SA/France 000000000 30000.00000000 PA 34433.72000000 0.085362660585 Long DBT CORP FR Y 2 2026-07-30 None 0.00000000 N N N N N Worldline SA Worldline SA EUR XXXX N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT MAR26 000000000 -3.00000000 NC USD 5408.72000000 0.013408447578 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra U.S. Treasury Bond Futures WNH6 Comdty 2026-03-20 -359408.72000000 USD 5408.72000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) MAR26 000000000 -44.00000000 NC USD -4886.02000000 -0.01211265198 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes Futures FVH6 Comdty 2026-03-31 -4804520.25000000 USD -4886.02000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) MAR26 000000000 45.00000000 NC USD 7341.68000000 0.018200337865 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUH6 Comdty 2026-03-31 9388166.11000000 USD 7341.68000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT MAR26 000000000 -18.00000000 NC USD 4116.20000000 0.010204235368 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYH6 Comdty 2026-03-20 -2074397.45000000 USD 4116.20000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 BDL2CYPL3 FWDP 5Y RTP SWAPTION 000000000 903000.00000000 NC USD 3.25000000 0.000008056888 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 IRS Swap N/A 903000.00000000 OU Notional Amount N/A 3.25000000 0.00000000 DIR US N/A N/A 2031-01-30 0.00000000 N/A 0.00000000 N/A 903000.00000000 USD 1.00000000 4.22000000 USD 2026-01-30 XXXX -2796.05000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 BDL2CY9J6 FWDP 2Y RTP SWAPTION 000000000 2162000.00000000 NC USD 17.73000000 0.000043953426 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 IRS Swap N/A 2162000.00000000 OU Notional Amount N/A 17.73000000 0.00000000 DIR US N/A N/A 2028-02-27 0.00000000 N/A 0.00000000 N/A 2162000.00000000 USD 1.00000000 4.03000000 USD 2026-02-27 XXXX -2792.87000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 BDL2CXX51 FWDP 2Y RTP SWAPTION 000000000 2162000.00000000 NC USD 0.86000000 0.000002131976 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 IRS Swap N/A 2162000.00000000 OU Notional Amount N/A 0.86000000 0.00000000 DIR US N/A N/A 2028-01-30 0.00000000 N/A 0.00000000 N/A 2162000.00000000 USD 1.00000000 4.05000000 USD 2026-01-30 XXXX -2485.44000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 BDL2CXRV1 FWDP 2Y RTP SWAPTION 000000000 2162000.00000000 NC USD 99.88000000 0.000247606780 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 IRS Swap N/A 2162000.00000000 OU Notional Amount N/A 99.88000000 0.00000000 DIR US N/A N/A 2028-03-31 0.00000000 N/A 0.00000000 N/A 2162000.00000000 USD 1.00000000 4.00000000 USD 2026-03-31 XXXX -3525.79000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 BDL2CYFH3 FWDP 5Y RTP SWAPTION 000000000 903000.00000000 NC USD 45.78000000 0.000113490572 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IRS Swap N/A 903000.00000000 OU Notional Amount N/A 45.78000000 0.00000000 DIR US N/A N/A 2031-02-27 0.00000000 N/A 0.00000000 N/A 903000.00000000 USD 1.00000000 4.22000000 USD 2026-02-27 XXXX -3385.62000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 BDL2CYFJ9 FWDP 5Y RTP SWAPTION 000000000 903000.00000000 NC USD 183.22000000 0.000454210194 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IRS Swap N/A 903000.00000000 OU Notional Amount N/A 183.22000000 0.00000000 DIR US N/A N/A 2031-03-31 0.00000000 N/A 0.00000000 N/A 903000.00000000 USD 1.00000000 4.22000000 USD 2026-03-31 XXXX -3880.28000000 N N N 2026-01-29 TCW Metropolitan West Funds Richard Villa Richard Villa Treasurer XXXX