NPORT-P false 0001028621 XXXXXXXX S000001149 C000003068 C000003069 METROPOLITAN WEST FUNDS 811-07989 0001028621 549300KGDNJW6FXNDC82 865 South Figueroa Street SUITE 2100 Los Angeles 90017 800-241-4671 Metropolitan West High Yield Bond Fund S000001149 549300MPRM3I06G1YK96 2020-03-31 2019-09-30 N 466518674.90 21011806.64 445506868.26 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 134248.06000000 USD N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAE4 3295000.00000000 PA USD 3417723.82000000 0.767154013438 Long DBT CORP US N 2 2022-08-15 Fixed 4.37500000 N N N N N N Morgan Stanley Institutional Liquidity Funds - Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 5261500.00000000 NS USD 5261500.00000000 1.181014340036 Long STIV RF US N 1 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -244.00000000 NC USD 424577.08000000 0.095302027925 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2019-12-19 -35171702.08000000 USD 424577.08000000 N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAA3 2499000.00000000 PA USD 2508871.05000000 0.563149802785 Long DBT CORP US N 2 2021-06-01 Fixed 4.62500000 N N N N N N SPRINT COMMUNICATIONS 549300JKU50UT08ZWD77 852061AQ3 2768000.00000000 PA USD 2819900.00000000 0.632964427914 Long DBT CORP US N 2 2020-03-01 Fixed 7.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BK9 2000000.00000000 PA USD 2105148.86000000 0.472528935013 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAD0 1587000.00000000 PA USD 1646512.50000000 0.369581844255 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BN8 10700000.00000000 PA USD 11695575.08000000 2.625228905152 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 000000000 2432918.40750000 PA USD 2444109.83000000 0.548613277174 Long LON CORP US N 2 2025-04-16 Floating 4.29350000 N N N N N N Commscope Inc 549300Z6K4JXMFE8QY54 20337EAQ4 2500000.00000000 PA USD 2495537.50000000 0.560156908410 Long LON CORP US N 2 2026-04-04 Floating 5.29350000 N N N N N N CEOC LLC N/A 12768PAB7 1652320.67630000 PA USD 1653353.38000000 0.371117371648 Long LON CORP US N 2 2024-10-07 Floating 4.04350000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AV8 1428000.00000000 PA USD 1554735.00000000 0.348981151754 Long DBT CORP US N 2 2026-03-15 Fixed 4.87500000 N N N N N N T-MOBILE USA INC N/A 000000000 5048000.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAJ1 865000.00000000 PA USD 895275.00000000 0.200956497819 Long DBT CORP US N 2 2022-03-15 Fixed 6.50000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248AX6 866000.00000000 PA USD 862752.50000000 0.193656385898 Long DBT CORP US N 2 2020-01-31 Fixed 2.70000000 N N N N N N Countrywide Alternative Loan T N/A 12667FUK9 1904904.72000000 PA USD 1905138.26000000 0.427633869583 Long ABS-MBS CORP US N 2 2034-10-25 Floating 2.99338000 N N N N N N WINDSTREAM SRVC / FIN N/A 97381LAF5 726000.00000000 PA USD 395670.00000000 0.088813445580 Long DBT CORP US N 2 2025-06-30 Fixed 9.00000000 Y N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCW0 1100000.00000000 PA USD 1147740.00000000 0.257625657822 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Wink Holdco Inc N/A 97417AAE0 850000.00000000 PA USD 845750.00000000 0.189839946419 Long LON CORP US N 2 2025-12-01 Floating 8.80000000 N N N N N N LEVEL 3 FINANCING INC N/A 527298BN2 1500000.00000000 PA USD 1517325.00000000 0.340583974816 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N Morgan Stanley ReRemic Trust N/A 61763PAG8 2085284.19000000 PA USD 2087715.01000000 0.468615673233 Long ABS-MBS CORP US N 2 2048-07-26 Variable 3.00000000 N N N N N N Bausch Health Companies Inc. KOO0397YRO83WY5MGD97 91911UAH3 2717105.74970000 PA USD 2725773.32000000 0.611836430411 Long LON CORP US N 2 2025-11-27 Floating 4.78863000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 1450000.00000000 PA USD 1587858.29000000 0.356416119060 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAK3 4553000.00000000 PA USD 4626986.25000000 1.038589206956 Long DBT CORP US N 2 2020-04-15 Fixed 5.62500000 N N N N N N VALARIS PLC 7N0UJMJLXD0MDT5D5086 91889DAE6 1398000.00000000 PA USD 755199.60000000 0.169514692994 Long DBT CORP GB N 2 2026-02-01 Fixed 7.75000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AE9 675000.00000000 PA USD 722446.48000000 0.162162815316 Long DBT CORP BM N 2 2025-05-15 Fixed 4.45000000 N N N N N N Auris Luxembourg III SARL 213800VO63L2OE6QXG55 000000000 522375.19970000 PA USD 520251.74000000 0.116777490329 Long LON CORP LU N 2 2026-02-27 Floating 5.79350000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAF0 3582000.00000000 PA USD 3669459.94000000 0.823659566536 Long DBT CORP US N 2 2021-08-27 Fixed 3.91200000 N N N N N N US AIRWAYS 2012-1A PTT N/A 90345WAA2 1982678.73160000 PA USD 2215166.65000000 0.497223905582 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N GFL Environmental Inc 5493008HF9XC5H29ZX61 000000000 1743068.27720000 PA USD 1731084.68000000 0.388565205910 Long LON CORP CA N 2 2025-05-30 Floating 5.04350000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 1300000.00000000 PA USD 1245920.00000000 0.279663477437 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAJ5 1916000.00000000 PA USD 1568169.36000000 0.351996674288 Long DBT CORP US N 2 2025-03-01 Fixed 5.00000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796SY6 870000.00000000 PA USD 866300.57000000 0.194452797862 Long DBT UST US N 1 2019-12-26 None 0.00000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50076QAR7 950000.00000000 PA USD 1170377.68000000 0.262706989136 Long DBT CORP US N 2 2039-01-26 Fixed 6.87500000 N N N N N N CityCenter Holdings LLC 54930012KUDSU3GT0X08 17875LAL3 1584262.25520000 PA USD 1589830.94000000 0.356858906846 Long LON CORP US N 2 2024-04-18 Floating 4.29350000 N N N N N N TierPoint, LLC 549300L53HPEWRGN5U22 88651BAK8 1261791.15080000 PA USD 1177408.87000000 0.264285234164 Long LON CORP US N 2 2024-05-06 Floating 5.79350000 N N N N N N Golden Nugget Inc 91D14OD6M4H1RVBN7R43 51508PAG9 955459.43480000 PA USD 955760.40000000 0.214533258203 Long LON CORP US N 2 2023-10-04 Floating 4.79952000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A 761735AR0 7373000.00000000 PA USD 7400648.75000000 1.661175006999 Long DBT CORP US N 2 2021-07-15 Floating 5.80338000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAD9 1940000.00000000 PA USD 2168545.75000000 0.486759218431 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBM3 3100000.00000000 PA USD 3394717.00000000 0.761989823694 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 3200000.00000000 PA USD 3348000.00000000 0.751503565607 Long DBT CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AU0 1883000.00000000 PA USD 1925367.50000000 0.432174594191 Long DBT CORP US N 2 2020-12-15 Fixed 4.37500000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAF3 825000.00000000 PA USD 712593.75000000 0.159951237740 Long DBT CORP US N 2 2023-06-01 Fixed 5.62500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BT7 1546000.00000000 PA USD 1543449.10000000 0.346447879923 Long DBT CORP CA N 2 2027-04-15 Fixed 7.87500000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 2450000.00000000 PA USD 2695000.00000000 0.604928945433 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 88233F9D4 4677416.34180000 PA USD 4696593.75000000 1.054213545201 Long LON CORP US N 2 2025-12-31 Floating 4.03594000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 2400000.00000000 PA USD 2515866.55000000 0.564720036713 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N TRANSOCEAN PROTEUS LTD 5493000CTMQ2LH21VM89 893829AA9 1877250.00000000 PA USD 1914795.00000000 0.429801454572 Long DBT CORP KY N 2 2024-12-01 Fixed 6.25000000 N N N N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 17148PAD3 2229327.41000000 PA USD 2240474.05000000 0.502904491405 Long LON CORP US N 2 2024-12-27 Floating 2.00000000 N N N N N N Lehman XS Trust N/A 525221EM5 1142920.10000000 PA USD 1103075.16000000 0.247600034609 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.55838000 N N N N N N Change Healthcare Holdings LLC N/A 15911AAC7 1201799.31920000 PA USD 1197821.36000000 0.268867091696 Long LON CORP US N 2 2024-03-01 Floating 4.54350000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 1890000.00000000 PA USD 2090264.40000000 0.469187918059 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 1398000.00000000 PA USD 1284350.57000000 0.288289735019 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp USD XXXX N N N PowerTeam Services LLC 549300J2G34D0WX8Z443 73937UAJ7 1565000.00000000 PA USD 1134625.00000000 0.254681819930 Long LON CORP US N 3 2026-03-06 Floating 9.35438000 N N N N N N Acadia Healthcare Company, Inc. 5493005CW985Y9D0NC11 00404DAG8 1218745.22290000 PA USD 1222078.49000000 0.274311930312 Long LON CORP US N 2 2023-02-16 Floating 4.54350000 N N N N N N TRANSOCEAN PONTUS LTD N/A 89382PAA3 1430230.00000000 PA USD 1458834.60000000 0.327455018975 Long DBT CORP KY N 2 2025-08-01 Fixed 6.12500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AP9 1837000.00000000 PA USD 1921961.25000000 0.431410015631 Long DBT CORP US N 2 2029-12-15 Fixed 5.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAD3 4682000.00000000 PA USD 4794133.90000000 1.076107741890 Long DBT CORP US N 2 2022-05-15 Fixed 4.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAV7 500000.00000000 PA USD 523490.00000000 0.117504361278 Long DBT CORP US N 2 2028-02-01 Fixed 4.75000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAA5 3080000.00000000 PA USD 3284952.47000000 0.737351700733 Long DBT CORP GB N 2 2022-11-01 Fixed 5.00000000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A 761735AP4 5427003.19000000 PA USD 5440570.70000000 1.221209163676 Long DBT CORP US N 2 2020-10-15 Fixed 5.75000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 134.00000000 NC USD -62842.39000000 -0.01410581844 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2019-12-31 28939842.39000000 USD -62842.39000000 N N N Axalta Coating Systems US Holdings Inc 549300NZ43V4QV4UGN28 90347BAH1 1987418.10600000 PA USD 1990826.53000000 0.446867752628 Long LON CORP US N 2 2024-06-01 Floating 3.85438000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 3450000.00000000 PA USD 3494505.00000000 0.784388580505 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAP0 5358000.00000000 PA USD 5025268.20000000 1.127988939795 Long DBT CORP LU N 2 2023-08-01 Fixed 5.50000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 44969CBJ8 4514788.19680000 PA USD 4526797.53000000 1.016100503159 Long LON CORP US N 2 2025-06-11 Floating 3.85438000 N N N N N N SS&C Technologies Inc N/A 78466DBE3 1606999.19060000 PA USD 1614391.39000000 0.362371829710 Long LON CORP LU N 2 2025-04-16 Floating 4.29350000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 35906AAM0 3761000.00000000 PA USD 1701852.50000000 0.382003650504 Long DBT CORP US N 2 2023-01-15 Fixed 7.12500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15137TAA8 1350000.00000000 PA USD 1410750.00000000 0.316661784701 Long DBT CORP US N 2 2026-06-01 Fixed 5.37500000 N N N N N N TRANSOCEAN PHOENIX 2 LTD N/A 893828AA1 3517500.00000000 PA USD 3693375.00000000 0.829027622946 Long DBT CORP KY N 2 2024-10-15 Fixed 7.75000000 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 364725BD2 2980000.00000000 PA USD 2983352.50000000 0.669653536802 Long DBT CORP US N 2 2019-10-15 Fixed 5.12500000 N N N N N N T-MOBILE USA INC N/A 000000000 1500000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US Y 3 2026-02-01 Fixed 4.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 3474000.00000000 PA USD 3594200.40000000 0.806766552003 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N N SCRIPPS ESCROW INC N/A 81104PAA7 1732000.00000000 PA USD 1764475.00000000 0.396060111686 Long DBT CORP US N 2 2027-07-15 Fixed 5.87500000 N N N N N N Intelsat Jackson Holdings SA 8XJ8KF85PBKK1TLMFN29 4582079E9 1329300.00000000 PA USD 1362113.77000000 0.305744729664 Long LON CORP LU N 2 2024-01-02 Floating 6.62500000 N N N N N N ENDEAVOR ENERGY RESOURCE N/A 29260FAE0 1267000.00000000 PA USD 1352522.50000000 0.303591840296 Long DBT CORP US N 2 2028-01-30 Fixed 5.75000000 N N N N N N TRANSMONTAIGE PARTNERS N/A 89376VAA8 1171000.00000000 PA USD 1132942.50000000 0.254304160208 Long DBT CORP US N 2 2026-02-15 Fixed 6.12500000 N N N N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 85208EAB6 7324722.70910000 PA USD 7283521.14000000 1.634884141842 Long LON CORP US N 2 2024-02-02 Floating 4.56250000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAE3 1740000.00000000 PA USD 1827508.08000000 0.410208733063 Long DBT CORP US N 2 2023-08-28 Fixed 4.27200000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 3739000.00000000 PA USD 3911928.75000000 0.878084947439 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AH2 1475000.00000000 PA USD 1692560.18000000 0.379917864478 Long DBT CORP BM N 2 2048-05-15 Fixed 5.30000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAC9 450000.00000000 PA USD 459533.34000000 0.103148429965 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAA8 2008000.00000000 PA USD 2020550.00000000 0.453539584673 Long DBT CORP US N 2 2021-09-20 Variable 3.36000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -711250.00000000 PA USD -711250.00000000 -0.15964961500 Short RA CORP US N 2 Reverse repurchase N 5.00000000 2019-10-03 711250.00000000 USD 711250.00000000 USD N N N Cyxtera DC Holdings Inc N/A 19633FAB7 480000.00000000 PA USD 396000.00000000 0.088887518512 Long LON CORP US N 2 2025-05-01 Floating 9.30000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 1125000.00000000 PA USD 1213602.75000000 0.272409436635 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281AAS8 1485000.00000000 PA USD 1232550.00000000 0.276662401370 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887AW9 3303000.00000000 PA USD 3335818.61000000 0.748769289018 Long DBT CORP US N 2 2020-11-12 Fixed 3.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XW8 1257000.00000000 PA USD 1262535.83000000 0.283393123641 Long DBT CORP US N 2 2021-03-18 Fixed 3.33600000 N N N N N N TWIN RIVER WORLDWIDE HLD 549300NS4D5IK406VT62 90171VAA3 985000.00000000 PA USD 1036712.50000000 0.232704044283 Long DBT CORP US N 2 2027-06-01 Fixed 6.75000000 N N N N N N US AIRWAYS 2010-1A PTT N/A 90345KAA8 1208817.36750000 PA USD 1322904.34000000 0.296943646495 Long DBT CORP US N 2 2023-04-22 Fixed 6.25000000 N N N N N N SIGMA HOLDCO BV 254900RAPCKVT00GAO59 82660CAA0 942000.00000000 PA USD 944355.00000000 0.211973162992 Long DBT CORP NL N 2 2026-05-15 Fixed 7.87500000 N N N N N N MASTR Adjustable Rate Mortgage N/A 57645TAA5 1857955.56000000 PA USD 1829163.01000000 0.410580204328 Long ABS-MBS CORP US N 2 2037-09-25 Floating 2.32838000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAF8 6708000.00000000 PA USD 6806674.68000000 1.527849549566 Long DBT CORP US N 2 2021-02-15 Fixed 5.62500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397VU4 2225000.00000000 PA USD 2331245.62000000 0.523279389407 Long DBT CORP US N 2 2021-08-02 Fixed 5.87500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDC1 4750000.00000000 PA USD 4892167.50000000 1.098112700059 Long DBT CORP US N 2 2024-09-01 Fixed 4.62500000 N N N N N N Aveanna Healthcare LLC 5493006D6JRLPIY8YV18 05549DAE8 465000.00000000 PA USD 448725.00000000 0.100722352890 Long LON CORP US N 2 2025-03-13 Floating 10.04350000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869PAL8 3531000.00000000 PA USD 3698722.50000000 0.830227941141 Long DBT CORP US N 2 2022-11-15 Fixed 4.87500000 N N N N N N EW SCRIPPS CO 549300U1OW41QPKYW028 811054AG0 1542000.00000000 PA USD 1557420.00000000 0.349583836065 Long DBT CORP US N 2 2025-05-15 Fixed 5.12500000 N N N N N N CDK GLOBAL INC 5493000L10CYRTHIJ385 12508EAB7 3361000.00000000 PA USD 3362680.50000000 0.754798801000 Long DBT CORP US N 2 2019-10-15 Variable 3.80000000 N N N N N N QWEST CORP 549300R2L4N683OO1509 74913GAX3 4980000.00000000 PA USD 5397075.00000000 1.211445969638 Long DBT CORP US N 2 2021-12-01 Fixed 6.75000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CD4 1174000.00000000 PA USD 1229765.00000000 0.276037270716 Long DBT CORP US N 2 2027-12-15 Fixed 4.62500000 N N N N N N LEVEL 3 FINANCING INC N/A 527298AY9 693000.00000000 PA USD 694386.00000000 0.155864263712 Long DBT CORP US N 2 2021-01-15 Fixed 6.12500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAJ4 5025000.00000000 PA USD 5219718.75000000 1.171635977327 Long DBT CORP US N 2 2024-01-15 Fixed 6.50000000 N N N N N N DISH DBS CORP N/A 25470XAW5 489000.00000000 PA USD 485943.75000000 0.109076601197 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAB5 979000.00000000 PA USD 1093249.30000000 0.245394488365 Long DBT CORP US N 2 2027-01-15 Fixed 7.75000000 N N N N N N GSAMP Trust N/A 362341ZD4 2500889.00000000 PA USD 2468937.14000000 0.554186100349 Long ABS-O CORP US N 2 2035-11-25 Floating 2.47838000 N N N N N N SES GLOBAL AMERICAS HLDG 5299000YGN3VJ3R60481 78413KAB8 2150000.00000000 PA USD 2235688.25000000 0.501830254319 Long DBT CORP US N 2 2044-03-25 Fixed 5.30000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAM7 7100000.00000000 PA USD 7250449.00000000 1.627460655840 Long DBT CORP US N 2 2023-03-01 Fixed 6.00000000 N N N N N N 1011778 BC Unlimited Liability Company 549300RHSHNRWI5LLA86 1219959C0 2471017.56650000 PA USD 2482137.15000000 0.557149019878 Long LON CORP CA N 2 2024-02-16 Floating 4.29350000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NAY4 3601000.00000000 PA USD 3656140.31000000 0.820669796692 Long DBT CORP US N 2 2022-08-01 Fixed 3.87500000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAW6 1150000.00000000 PA USD 1157442.63000000 0.259803543438 Long DBT CORP US N 2 2039-10-01 Fixed 4.62500000 N N N N N N T-MOBILE USA INC (ESCROW PLACEHOLDER) N/A 000000000 8000000.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N HIGH RIDGE BRANDS CO 549300ZIF8QP562GOD97 42979BAA2 400000.00000000 PA USD 36000.00000000 0.008080683501 Long DBT CORP US N 3 2025-03-15 Fixed 8.87500000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 15670BAB8 2743444.17900000 PA USD 2728972.51000000 0.612554531573 Long LON CORP US N 2 2025-01-31 Floating 4.79350000 N N N N N N DELTA AIR LINES 2002-1G1 N/A 247367AX3 6658161.67792600 PA USD 7047264.65000000 1.581853199598 Long DBT CORP US N 2 2023-01-02 Fixed 6.71800000 N N N N N N MIDCONTINENT COMM & FIN N/A 59565XAC4 795000.00000000 PA USD 838725.00000000 0.188263090819 Long DBT CORP US N 2 2027-08-15 Fixed 5.37500000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AS1 1123000.00000000 PA USD 1092791.30000000 0.245291684114 Long DBT CORP US N 2 2025-02-15 Fixed 5.12500000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08579JBC5 2693250.00000000 PA USD 2709369.10000000 0.608154282914 Long LON CORP US N 2 2026-07-01 Floating 4.54900000 N N N N N N Sinclair Television Group Inc 549300CQGEN0CH65UD62 82925BAE5 1250000.00000000 PA USD 1256775.00000000 0.282100027976 Long LON CORP US N 2 2026-09-30 Floating 4.54000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAC2 1012000.00000000 PA USD 1055010.00000000 0.236811163904 Long DBT CORP US N 2 2026-04-01 Fixed 6.87500000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 1296.00000000 NC USD -432034.81000000 -0.09697601558 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2019-12-31 154848413.05000000 USD -432034.81000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -66.00000000 NC USD 151193.41000000 0.033937391490 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2019-12-19 -12817005.91000000 USD 151193.41000000 N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAA4 1000000.00000000 PA USD 1053700.00000000 0.236517116810 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 2280000.00000000 PA USD 1978148.59000000 0.444022018723 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N VICI Properties 1 LLC 549300XI4XP4JVS3XU20 92565EAB9 3203636.36000000 PA USD 3215986.38000000 0.721871335577 Long LON CORP US N 2 2024-12-20 Floating 4.04588000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 4350000.00000000 PA USD 4769079.00000000 1.070483833083 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 89616RAA7 2073000.00000000 PA USD 1824240.00000000 0.409475168615 Long DBT CORP US N 2 2025-11-01 Fixed 6.62500000 N N N N N N JBS USA LUX SA P77IMDGVZE8EFBTF2M92 46611VAU9 4438847.11000000 PA USD 4464747.78000000 1.002172603407 Long LON CORP US N 2 2026-05-01 Floating 2.50000000 N N N N N N DISH DBS CORP N/A 25470XAY1 449000.00000000 PA USD 457418.75000000 0.102673781840 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AF6 1050000.00000000 PA USD 1139764.50000000 0.255835449732 Long DBT CORP US N 2 2023-11-01 Fixed 5.37500000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAY1 1781000.00000000 PA USD 1869159.50000000 0.419557953685 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75000000 N N N N N N PARSLEY ENERGY LLC/FINAN N/A 701885AF2 609000.00000000 PA USD 621003.39000000 0.139392551325 Long DBT CORP US N 2 2025-08-15 Fixed 5.25000000 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 98212BAE3 814000.00000000 PA USD 829181.10000000 0.186120834284 Long DBT CORP US N 2 2024-09-15 Fixed 5.25000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 4154000.00000000 PA USD 4517475.00000000 1.014007936093 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N KONINKLIJKE KPN NV 549300YO0JZHAL7FVP81 780641AH9 1100000.00000000 PA USD 1487417.80000000 0.333870902105 Long DBT CORP NL N 2 2030-10-01 Fixed 8.37500000 N N N N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 85208EAD2 1042125.00000000 PA USD 1040822.34000000 0.233626553068 Long LON CORP US N 2 2024-02-02 Floating 5.06250000 N N N N N N SBA Senior Finance II LLC 549300PVT2ADFWMYEW87 78404XAH8 3817120.87890000 PA USD 3824106.21000000 0.858371998828 Long LON CORP US N 2 2025-04-11 Floating 4.05000000 N N N N N N Liqui-Box Holdings Inc N/A 000000000 1500000.00000000 PA USD 1488750.00000000 0.334169932287 Long LON CORP US N 2 2026-06-03 Floating 4.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 768000.00000000 PA USD 855052.80000000 0.191928084821 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397WX7 3350000.00000000 PA USD 3352680.00000000 0.752554054462 Long DBT CORP US N 2 2019-11-04 Floating 3.21675000 N N N N N N TITAN ACQ/CO-BORROWER N/A 88827AAA1 2195000.00000000 PA USD 2071531.25000000 0.464983010944 Long DBT CORP CA N 2 2026-04-15 Fixed 7.75000000 N N N N N N Level 3 Financing Inc N/A 52729KAN6 3410000.00000000 PA USD 3420656.25000000 0.767812236736 Long LON CORP US N 2 2024-02-22 Floating 4.29350000 N N N N N N BERRY PREFERRED STOCK N/A 000000000 502908.00000000 NS USD 2263086.00000000 0.507980047274 Long EC CORP US N 3 N N N Dreyfus Government Cash Management 549300F7IDB6WRO7VJ11 262006208 22392000.00000000 NS USD 22392000.00000000 5.026185137718 Long STIV RF US N 1 N N N HILL-ROM HOLDINGS INC JLZ01A0E2071OH26RE45 431475AD4 1160000.00000000 PA USD 1188826.00000000 0.266847962331 Long DBT CORP US N 2 2027-09-15 Fixed 4.37500000 N N N N N N Bausch Health Companies Inc. KOO0397YRO83WY5MGD97 000000000 2611443.38470000 PA USD 2625049.00000000 0.589227504000 Long LON CORP US N 2 2025-06-02 Floating 5.03863000 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CH5 4863000.00000000 PA USD 3876297.30000000 0.870086989935 Long DBT CORP US N 2 2023-04-01 Fixed 6.12500000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAN0 6800000.00000000 PA USD 6859500.00000000 1.539706902115 Long DBT CORP IE N 2 2026-08-15 Fixed 4.12500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 750000.00000000 PA USD 770625.00000000 0.172977131196 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BJ2 4500000.00000000 PA USD 4617388.62000000 1.036434890001 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N Gentiva Health Services Inc 549300STP29LPEN7S547 37249UAN6 1088551.74780000 PA USD 1096035.54000000 0.246019897354 Long LON CORP US N 2 2025-07-02 Floating 5.81250000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAB7 6952000.00000000 PA USD 7393452.00000000 1.659559599805 Long DBT CORP IE N 2 2023-10-01 Fixed 5.12500000 N N N N N N CONTL AIRLINES 2007-1 N/A 21079RAA0 851693.44584300 PA USD 881630.47000000 0.197893799806 Long DBT CORP US N 2 2022-04-19 Fixed 6.90300000 N N N N N N SABINE OIL & GAS HOLDINGS IN N/A 78532M112 2347.00000000 NS USD 29337.50000000 0.006585195894 Long EC CORP US N 3 N N N GSAMP Trust N/A 362341KE8 2350000.00000000 PA USD 2335420.13000000 0.524216414243 Long ABS-MBS CORP US N 2 2045-07-25 Floating 2.79838000 N N N N N N ENDO DAC/FIN LLC/FINCO N/A 29273EAA6 1315000.00000000 PA USD 769275.00000000 0.172674105565 Long DBT CORP IE N 2 2025-02-01 Variable 6.00000000 N N N N N N CUMBERLAND FARMS 549300APWECR47DZ8Q74 23062PAE1 540000.00000000 PA USD 578475.00000000 0.129846483009 Long DBT CORP US N 2 2025-05-01 Fixed 6.75000000 N N N N N N Cyxtera DC Holdings Inc N/A 19633FAD3 909075.00000000 PA USD 824335.57000000 0.185033189997 Long LON CORP US N 2 2024-05-01 Floating 5.04000000 N N N N N N Banc of America Funding Corpor N/A 05946XUB7 2259825.53000000 PA USD 2263812.99000000 0.508143229944 Long ABS-MBS CORP US N 2 2035-05-20 Floating 2.28425000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GX74 1300000.00000000 PA USD 947397.10000000 0.212656003194 Long DBT CORP US N 2 2036-08-15 Floating 2.63813000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AC3 335000.00000000 PA USD 341631.72000000 0.076683827868 Long DBT CORP BM N 2 2021-01-15 Fixed 4.50000000 N N N N N N Impac Secured Assets Corp. N/A 45254TQU1 1800000.00000000 PA USD 1798296.48000000 0.403651797114 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.91838000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AC1 1352000.00000000 PA USD 1464662.16000000 0.328763093085 Long DBT CORP US N 2 2027-08-15 Fixed 5.75000000 N N N N N N HILL-ROM HOLDINGS INC JLZ01A0E2071OH26RE45 431475AA0 2376000.00000000 PA USD 2445379.20000000 0.548898204319 Long DBT CORP US N 2 2023-09-01 Fixed 5.75000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 1215000.00000000 PA USD 1386606.60000000 0.311242474311 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N SABINE OIL & GAS HOLDINGS INC. N/A 000000000 11172.00000000 NS USD 117306.00000000 0.026330907188 Long EC CORP US N 3 N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAX8 4198000.00000000 PA USD 4533840.00000000 1.017681280135 Long DBT CORP US N 2 2025-09-15 Fixed 5.50000000 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAA1 1610000.00000000 PA USD 1667895.60000000 0.374381568238 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 87239PAD6 1186192.67400000 PA USD 1191382.27000000 0.267421751465 Long LON CORP US N 2 2023-08-04 Floating 4.04350000 N N N N N N Northeast Foods LLC 54930016IW5324QMQK30 44216WAM9 543125.02990000 PA USD 500807.44000000 0.112412956046 Long LON CORP US N 2 2025-07-20 Floating 5.80597000 N N N N N N INDIANTOWN COGENERATION N/A 455665AK5 145182.75685000 PA USD 151353.02000000 0.033973218099 Long DBT CORP US N 3 2020-12-15 Fixed 9.77000000 N N N N N N AMER AIRLN 13-1 B PASS T N/A 023766AD0 2920407.47224700 PA USD 2988400.40000000 0.670786605753 Long DBT CORP US N 2 2021-01-15 Fixed 5.62500000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAE2 5609303.64000000 PA USD 5614800.76000000 1.260317440655 Long LON CORP US N 2 2025-07-17 Floating 4.27750000 N N N N N N Diamond Sports Group LLC N/A 25277BAB4 500000.00000000 PA USD 503595.00000000 0.113038661326 Long LON CORP US N 2 2026-08-24 Floating 5.30000000 N N N N N N Alphabet Holding Company Inc 5493000J3OND4HN47659 18913EAB3 1486506.26360000 PA USD 1378422.39000000 0.309405418458 Long LON CORP US N 2 2024-09-26 Floating 5.54350000 N N N N N N INTELSAT LUXEMBOURG SA 54930027UF5LR7S2XC75 458204AQ7 2545000.00000000 PA USD 2130648.55000000 0.478252682909 Long DBT CORP LU N 2 2023-06-01 Fixed 8.12500000 N N N N N N NEP Group Inc N/A 62908HAB1 875000.00000000 PA USD 858961.25000000 0.192805388916 Long LON CORP US N 2 2026-10-19 Floating 9.04350000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BB3 1950000.00000000 PA USD 2147569.91000000 0.482050909425 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N FED HOME LN DISCOUNT NT N/A 313384MM8 10000000.00000000 PA USD 9998961.10000000 2.244401110818 Long DBT USGSE US N 2 2019-10-03 None 0.00000000 N N N N N N Aveanna Healthcare LLC 5493006D6JRLPIY8YV18 05549DAB4 775075.51070000 PA USD 764542.23000000 0.171611771774 Long LON CORP US N 2 2024-03-13 Floating 6.36200000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAB2 1112000.00000000 PA USD 1205130.00000000 0.270507614104 Long DBT CORP NL N 2 2027-08-15 Fixed 8.50000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAK8 2500000.00000000 PA USD 2633650.00000000 0.591158113967 Long DBT CORP US N 2 2024-03-15 Fixed 7.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072TAC9 4760000.00000000 PA USD 5106528.00000000 1.146228793271 Long DBT CORP US N 2 2025-10-15 Fixed 6.62500000 N N N N N N NATHAN'S FAMOUS INC 54930034SKNSF1JIE673 632347AC4 696000.00000000 PA USD 704700.00000000 0.158179379535 Long DBT CORP US N 2 2025-11-01 Fixed 6.62500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 2250000.00000000 PA USD 2557611.41000000 0.574090231198 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Edgewell Personal Care Company 549300CY8QZDL4Z3RU59 000000000 1000000.00000000 PA USD 1003130.00000000 0.225166001125 Long LON CORP US N 2 2026-09-18 Floating 3.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBP7 1950000.00000000 PA USD 2039622.00000000 0.457820551222 Long DBT CORP US N 2 2024-04-01 Fixed 5.87500000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAA5 4000000.00000000 PA USD 4220000.00000000 0.947235677079 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 827048AU3 304000.00000000 PA USD 312360.00000000 0.070113397178 Long DBT CORP US N 2 2025-03-15 Fixed 4.75000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AE8 445000.00000000 PA USD 458350.00000000 0.102882813409 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Sabine Oil & Gas Holdings Inc N/A 78532M104 3587.00000000 NS USD 201768.75000000 0.045289705810 Long EC CORP US N 3 N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAE1 2000000.00000000 PA USD 1910830.00000000 0.428911457069 Long LON CORP US N 2 2023-06-07 Floating 4.85438000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80875AAP6 1800241.79170000 PA USD 1787649.10000000 0.401261849672 Long LON CORP US N 2 2024-08-14 Floating 4.87576000 N N N N N N WMG Acquisition Corp 549300NAS11NXI33CP80 92929LAT5 1100000.00000000 PA USD 1102475.00000000 0.247465320637 Long LON CORP US N 2 2023-11-01 Floating 4.16850000 N N N N N N Ajax Mortgage Loan Trust N/A 00968FAA4 2161697.35000000 PA USD 2157139.63000000 0.484198961606 Long ABS-MBS CORP US N 2 2065-09-25 Variable 2.95600000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 35906ABC1 718000.00000000 PA USD 759105.50000000 0.170391424707 Long DBT CORP US N 2 2027-04-01 Fixed 8.00000000 N N N N N N MGM Growth Properties Operating Partnership LP 549300U6G4UOCMLQK204 55303KAC7 5018139.93440000 PA USD 5036606.69000000 1.130534016158 Long LON CORP US N 2 2025-03-21 Floating 4.04350000 N N N N N N Opteum Mortgage Acceptance Cor N/A 68383NCA9 1962947.01000000 PA USD 1974561.77000000 0.443216908801 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.32838000 N N N N N N TELESAT CANADA/TELESAT L N/A 87952VAM8 3555000.00000000 PA USD 3621656.25000000 0.812929386284 Long DBT CORP CA N 2 2027-10-15 Fixed 6.50000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAM9 2578000.00000000 PA USD 2818527.40000000 0.632656329409 Long DBT CORP US N 2 2040-04-15 Fixed 6.87500000 N N N N N N 2019-11-13 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Senior Vice President