NPORT-P false 0001028621 XXXXXXXX S000062249 C000201585 C000201586 METROPOLITAN WEST FUNDS 811-07989 0001028621 549300KGDNJW6FXNDC82 865 South Figueroa Street SUITE 2100 Los Angeles 90017 800-241-4671 Metropolitan West Investment Grade Credit Fund S000062249 5493002BN5Y3E3XLWK38 2020-03-31 2019-09-30 N 6282214.03 161610.27 6120603.76 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 24689.05000000 USD N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAE2 20000.00000000 PA USD 19919.69000000 0.325453023608 Long ABS-O CORP US N 2 2083-07-26 Floating 4.12550000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 20000.00000000 PA USD 21198.57000000 0.346347694300 Long DBT CORP US N 2 2028-07-24 Floating 3.66800000 N N N N N N Wells Fargo Home Equity Trust N/A 86359BMX6 15926.57000000 PA USD 15565.54000000 0.254313799918 Long ABS-MBS CORP US N 2 2034-04-25 Floating 2.31838000 N N N N N N PNM RESOURCES INC 5493003JOBJGLZSDDQ28 69349HAC1 10000.00000000 PA USD 10117.43000000 0.165301176104 Long DBT CORP US N 2 2021-03-09 Fixed 3.25000000 N N N N N N Navient Student Loan Trust N/A 63938GAA7 81601.69000000 PA USD 80556.53000000 1.316153326677 Long ABS-O CORP US N 2 2083-03-25 Floating 2.65838000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VER1 40000.00000000 PA USD 45210.77000000 0.738665199918 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92935VAJ7 2798014.22000000 PA USD 46567.07000000 0.760824778501 Long ABS-MBS CORP US N 2 2044-03-15 Variable 1.49215500 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 16.00000000 NC USD -6046.60000000 -0.09879090751 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 1912421.64000000 USD -6046.60000000 N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687CS3 12000.00000000 PA USD 14568.33000000 0.238021126203 Long DBT CORP US N 2 2024-01-20 Fixed 7.75000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962G3P7 30000.00000000 PA USD 36229.56000000 0.591927878696 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BM3 15000.00000000 PA USD 15472.92000000 0.252800550513 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YB0 156000.00000000 PA USD 155299.22000000 2.537318638643 Long DBT UST US N 1 2029-08-15 Fixed 1.62500000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBK5 15000.00000000 PA USD 16581.42000000 0.270911508899 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YE4 62000.00000000 PA USD 61145.07000000 0.999003895654 Long DBT UST US N 1 2024-08-31 Fixed 1.25000000 N N N N N N FHLMC Multifamily Structured P N/A 3137BNNA8 4850838.00000000 PA USD 51020.63000000 0.833588188365 Long ABS-MBS USGSE US N 2 2022-12-25 Variable 0.83299800 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAQ2 25000.00000000 PA USD 26022.41000000 0.425160834133 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AB9 25000.00000000 PA USD 26266.81000000 0.429153904254 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378B5H8 1802230.42000000 PA USD 60033.65000000 0.980845229556 Long ABS-MBS USGA US N 2 2054-02-16 Variable 0.65563000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AR1 15000.00000000 PA USD 15445.57000000 0.252353699171 Long DBT CORP US N 2 2026-07-01 Fixed 2.90000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BJ0 15000.00000000 PA USD 15211.25000000 0.248525318685 Long DBT CORP US N 2 2022-12-15 Fixed 2.90000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AR9 12000.00000000 PA USD 12543.00000000 0.204930763235 Long DBT CORP GB N 2 2023-08-17 Fixed 3.50000000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 78445JAB3 15000.00000000 PA USD 15142.97000000 0.247409742466 Long ABS-O CORP US N 2 2083-10-25 Floating 4.52550000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAU0 20000.00000000 PA USD 20203.83000000 0.330095376081 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBA7 10000.00000000 PA USD 11054.11000000 0.180604895096 Long DBT CORP US N 2 2029-06-30 Fixed 4.20000000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AH7 15000.00000000 PA USD 15499.33000000 0.253232043892 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 30000.00000000 PA USD 30114.36000000 0.492016166718 Long DBT CORP GB N 2 2023-11-07 Floating 2.90700000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 20000.00000000 PA USD 21837.17000000 0.356781305509 Long DBT CORP US N 2 2029-05-01 Floating 4.22300000 N N N N N N CONTL AIRLINES 2007-1 N/A 21079NAA9 26659.85000000 PA USD 28158.13000000 0.460054777341 Long DBT CORP US N 2 2022-04-19 Fixed 5.98300000 N N N N N N Centex Home Equity N/A 152314PQ7 30000.00000000 PA USD 30066.73000000 0.491237975516 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.62838000 N N N N N N INGERSOLL-RAND CO XRCBIIVYC7OYQ5IGZZ62 456866AG7 10000.00000000 PA USD 11025.41000000 0.180135987107 Long DBT CORP US N 2 2021-08-15 Fixed 9.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 20000.00000000 PA USD 21224.87000000 0.346777390471 Long DBT CORP US N 2 2028-05-22 Floating 3.58400000 N N N N N N GCO Education Loan Funding Tru BMMMD49PLG3NGJVYVM66 36156YAW1 71786.52000000 PA USD 68489.40000000 1.118997450016 Long ABS-MBS CORP US N 2 2046-08-27 Floating 2.66838000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YP2 35000.00000000 PA USD 34250.69000000 0.559596591170 Long DBT CORP US N 2 2022-08-03 Floating 3.36675000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAC4 8000.00000000 PA USD 7831.38000000 0.127951102653 Long DBT CORP US N 2 2028-07-15 Fixed 5.50000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 12000.00000000 PA USD 12712.50000000 0.207700097874 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N BAXALTA INC 5493000JW8DCO3T45R55 07177MAL7 25000.00000000 PA USD 25663.87000000 0.419302915305 Long DBT CORP US N 2 2022-06-23 Fixed 3.60000000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAF6 15000.00000000 PA USD 15675.90000000 0.256116890010 Long DBT CORP AU N 2 2026-04-28 Fixed 3.62500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAV8 15000.00000000 PA USD 16637.44000000 0.271826778082 Long DBT CORP US N 2 2029-07-23 Floating 4.20300000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 20000.00000000 PA USD 21880.84000000 0.357494797212 Long DBT CORP US N 2 2029-04-23 Floating 4.00500000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAF0 5000.00000000 PA USD 5499.66000000 0.089854860985 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036LY0 2902.06000000 PA USD 2908.60000000 0.047521455628 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.29838000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BB3 10000.00000000 PA USD 11013.18000000 0.179936170218 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AK7 15000.00000000 PA USD 16581.94000000 0.270920004793 Long DBT CORP US N 2 2028-09-26 Fixed 4.45000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796SY6 27000.00000000 PA USD 26885.19000000 0.439257155898 Long DBT UST US N 1 2019-12-26 None 0.00000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAA5 15000.00000000 PA USD 15998.15000000 0.261381893475 Long DBT CORP GB N 2 2022-11-01 Fixed 5.00000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AG0 10000.00000000 PA USD 10531.86000000 0.172072240141 Long DBT CORP US N 2 2023-07-01 Fixed 4.05000000 N N N N N N FHLMC Multifamily Structured P N/A 3137A7NX4 1067620.00000000 PA USD 31951.09000000 0.522025134330 Long ABS-MBS USGSE US N 2 2043-12-25 Variable 2.66042500 N N N N N N KONINKLIJKE KPN NV 549300YO0JZHAL7FVP81 780641AH9 10000.00000000 PA USD 13521.98000000 0.220925590517 Long DBT CORP NL N 2 2030-10-01 Fixed 8.37500000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BR2 20000.00000000 PA USD 22132.62000000 0.361608443674 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AD7 23000.00000000 PA USD 24462.69000000 0.399677727218 Long DBT CORP US N 2 2021-12-01 Fixed 5.90000000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 15000.00000000 PA USD 16388.26000000 0.267755611090 Long DBT CORP US N 2 2028-08-28 Fixed 4.90000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAB6 5000.00000000 PA USD 5408.25000000 0.088361380871 Long DBT CORP IE N 2 2024-02-15 Fixed 5.50000000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAE5 35000.00000000 PA USD 35332.62000000 0.577273442056 Long ABS-O CORP US N 2 2073-07-25 Floating 4.12550000 N N N N N N Banc of America Funding Corpor 549300UKLRORHBR16839 05963SAD4 42648.20000000 PA USD 41340.62000000 0.675433692835 Long ABS-MBS CORP US N 2 2036-09-26 Floating 2.15838000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAG2 10000.00000000 PA USD 10822.51000000 0.176820954670 Long DBT CORP US N 2 2026-01-15 Fixed 4.12500000 N N N N N N JP Morgan Chase Commercial Mor N/A 46651EAA2 5000.00000000 PA USD 5397.29000000 0.088182313569 Long ABS-MBS CORP US N 2 2039-06-05 Fixed 3.39730000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AD0 5000.00000000 PA USD 5269.68000000 0.086097388536 Long DBT CORP US N 2 2027-11-15 Fixed 3.62500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BJ2 27000.00000000 PA USD 27704.33000000 0.452640476108 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46639EAG6 1098799.52000000 PA USD 42572.99000000 0.695568471173 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.65550500 N N N N N N Structured Receivables Finance N/A 86365LAA9 82128.99000000 PA USD 82987.68000000 1.355874081285 Long ABS-O CORP US N 2 2036-08-15 Fixed 3.73000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 3.00000000 NC USD -1655.36000000 -0.02704569785 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 648155.36000000 USD -1655.36000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAC2 75000.00000000 PA USD 75866.00000000 1.239518239945 Long DBT CORP US N 2 2022-10-31 Floating 2.87600000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAH8 15000.00000000 PA USD 15238.65000000 0.248972986939 Long DBT CORP GB N 2 2024-01-05 Floating 3.37300000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 20000.00000000 PA USD 19144.13000000 0.312781724657 Long ABS-O CORP US N 2 2083-01-25 Floating 4.16025000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAT1 15000.00000000 PA USD 15214.22000000 0.248573843309 Long DBT CORP US N 2 2023-09-15 Fixed 3.00000000 N N N N N N Fremont Home Loan Trust N/A 35729PHN3 49000.00000000 PA USD 48889.14000000 0.798763355986 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.75338000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BT5 15000.00000000 PA USD 15207.75000000 0.248468134784 Long DBT CORP US N 2 2022-06-06 Fixed 2.89400000 N N N N N N Structured Asset Securities Co N/A 86360RAE3 99611.11000000 PA USD 98847.41000000 1.614994433163 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.32838000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RAY0 10000.00000000 PA USD 10097.73000000 0.164979312433 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAL2 15000.00000000 PA USD 16027.44000000 0.261860441035 Long DBT CORP US N 2 2023-05-01 Fixed 4.25000000 N N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 00507UAS0 5000.00000000 PA USD 5230.41000000 0.085455785165 Long DBT CORP LU N 2 2025-03-15 Fixed 3.80000000 N N N N N N ALLERGAN SALES LLC 254900TUPGX2F5Y3AU71 345838AA4 25000.00000000 PA USD 26273.31000000 0.429260102928 Long DBT CORP US N 2 2021-12-15 Fixed 5.00000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 10000.00000000 PA USD 10388.14000000 0.169724105780 Long DBT CORP IE N 2 2023-03-15 Fixed 4.50000000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 20000.00000000 PA USD 19282.81000000 0.315047514201 Long ABS-O CORP US N 2 2083-04-26 Floating 3.47550000 N N N N N N Hudson Yards N/A 44421GAA1 5000.00000000 PA USD 5348.72000000 0.087388764405 Long ABS-MBS CORP US N 2 2039-07-10 Fixed 3.22800000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BN8 15000.00000000 PA USD 16395.67000000 0.267876677577 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAD4 38636.56000000 PA USD 38527.71000000 0.629475645062 Long ABS-O CORP US N 2 2023-07-25 Floating 3.37550000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YH7 11000.00000000 PA USD 10973.82000000 0.179293096405 Long DBT UST US N 1 2024-09-30 Fixed 1.50000000 N N N N N N Wells Fargo Home Equity Trust N/A 9497EBAB5 22337.94000000 PA USD 22294.25000000 0.364249196226 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.16838000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 15000.00000000 PA USD 15242.75000000 0.249039973795 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Bear Stearns Adjustable Rate M N/A 07384MG97 13245.74000000 PA USD 13630.69000000 0.222701722484 Long ABS-MBS CORP US N 2 2034-04-25 Variable 4.68611800 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 78444FAF3 15000.00000000 PA USD 15304.77000000 0.250053272522 Long DBT CORP US N 2 2022-10-15 Fixed 3.25000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HNQ0 18056.87000000 PA USD 18129.62000000 0.296206399088 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.71838000 N N N N N N BARNABAS HEALTH INC 549300P076255Y69C077 06769QAA8 15000.00000000 PA USD 16492.20000000 0.269453809569 Long DBT CORP US N 2 2028-07-01 Fixed 4.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCK6 15000.00000000 PA USD 14377.50000000 0.234903296533 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N FHLMC Multifamily Structured P N/A 3137ABFK2 200000.00000000 PA USD 11082.00000000 0.181060569096 Long ABS-MBS USGSE US N 2 2041-06-25 Variable 3.61465400 N N N N N N Morgan Stanley Mortgage Loan T N/A 61748HAR2 21439.08000000 PA USD 21878.61000000 0.357458362898 Long ABS-MBS CORP US N 2 2034-07-25 Variable 4.26867300 N N N N N N CELGENE CORP 4SIHMF0MOSTTL8CD0X64 151020BB9 25000.00000000 PA USD 27406.18000000 0.447769224649 Long DBT CORP US N 2 2028-02-20 Fixed 3.90000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406HCX5 5000.00000000 PA USD 5240.90000000 0.085627173486 Long DBT CORP US N 2 2024-09-11 Fixed 3.25000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAC1 30000.00000000 PA USD 30365.48000000 0.496119029930 Long DBT CORP US N 2 2023-05-16 Floating 2.66100000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAP7 5000.00000000 PA USD 4904.27000000 0.080127225880 Long DBT CORP US N 2 2030-02-15 Fixed 3.05000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAB7 25000.00000000 PA USD 27759.75000000 0.453545942336 Long DBT CORP US N 2 2023-11-15 Fixed 5.62500000 N N N N N N FANNIE MAE N/A 3136A9VM7 98645.01000000 PA USD 99845.42000000 1.631300177484 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 2.50000000 N N N N N N US AIRWAYS 2011-1A PTT N/A 903436AA1 23594.96960900 PA USD 26592.04000000 0.434467595726 Long DBT CORP US N 2 2023-10-22 Fixed 7.12500000 N N N N N N Fanniemae-Aces N/A 3136AT5H3 1733089.87000000 PA USD 61278.42000000 1.001182602286 Long ABS-MBS USGSE US N 2 2039-07-25 Variable 2.71173000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AF6 15000.00000000 PA USD 16396.23000000 0.267885827002 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 2732.05000000 0.044636936275 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2022-05-09 0.00000000 USD 0.00000000 USD 170000.00000000 USD 2732.05000000 N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38373SQM2 612966.21000000 PA USD 46758.24000000 0.763948163179 Long ABS-MBS USGA US N 2 2033-02-16 Floating 4.52250000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376GV64 4885968.89000000 PA USD 64699.02000000 1.057069245730 Long ABS-MBS USGA US N 2 2046-08-16 Variable 0.10992000 N N N N N N 321 Henderson Receivables LLC N/A 46617LAA9 40691.63000000 PA USD 44078.27000000 0.720162123352 Long ABS-O CORP US N 2 2073-01-17 Fixed 4.08000000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 78445JAA5 20017.27000000 PA USD 20146.69000000 0.329161808050 Long ABS-O CORP US N 2 2023-04-25 Floating 3.77550000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380Y2X2 68906.50000000 PA USD 70466.83000000 1.151305210451 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHT2 10000.00000000 PA USD 10617.29000000 0.173468017475 Long DBT CORP US N 2 2026-01-15 Fixed 3.87500000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818EY0 15000.00000000 PA USD 16603.63000000 0.271274381597 Long DBT CORP US N 2 2028-09-10 Fixed 3.95000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAA5 15000.00000000 PA USD 15411.04000000 0.251789539141 Long DBT CORP GB N 2 2024-03-08 Floating 3.76600000 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAK2 15000.00000000 PA USD 15534.66000000 0.253809274528 Long DBT CORP US N 2 2022-10-01 Fixed 3.62500000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -2.00000000 NC USD 3480.14000000 0.056859423293 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 -288292.64000000 USD 3480.14000000 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBF5 10000.00000000 PA USD 10845.15000000 0.177190852818 Long DBT CORP US N 2 2028-11-14 Fixed 4.25000000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AN2 5000.00000000 PA USD 5067.51000000 0.082794283026 Long DBT CORP US N 2 2021-06-15 Fixed 3.20000000 N N N N N N FAMILY DOLLAR STORES INC N/A 307000AA7 15000.00000000 PA USD 15458.26000000 0.252561031658 Long DBT CORP US N 2 2021-02-01 Fixed 5.00000000 N N N N N N GSR Mortgage Loan Trust N/A 362341RX9 23079.24000000 PA USD 23810.55000000 0.389022896002 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.47963000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 20000.00000000 PA USD 21392.39000000 0.349514375359 Long DBT CORP US N 2 2029-01-24 Floating 3.77200000 N N N N N N SLM Student Loan Trust 549300R59P5DXM48DO55 78445GAD5 25994.53000000 PA USD 26269.63000000 0.429199978140 Long ABS-O CORP US N 2 2023-04-25 Floating 3.77550000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAT6 10000.00000000 PA USD 10429.91000000 0.170406554793 Long DBT CORP US N 2 2026-07-15 Fixed 3.90000000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAC9 5000.00000000 PA USD 5199.07000000 0.084943744177 Long DBT CORP US N 2 2026-04-28 Fixed 3.62500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BW1 10000.00000000 PA USD 11224.29000000 0.183385339749 Long DBT CORP US N 2 2028-12-06 Fixed 3.90000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38374EP35 367273.17000000 PA USD 66016.35000000 1.078592122421 Long ABS-MBS USGA US N 2 2033-10-20 Floating 4.55575000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 20000.00000000 PA USD 19925.00000000 0.325539779755 Long DBT CORP US N 2 2024-12-15 Floating 4.40850000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AC2 15000.00000000 PA USD 15155.18000000 0.247609232589 Long DBT CORP US N 2 2020-10-01 Fixed 3.35000000 N N N N N N CarMax Auto Owner Trust N/A 14314MAE3 30000.00000000 PA USD 29984.51000000 0.489894643988 Long ABS-O CORP US N 2 2021-12-15 Fixed 2.16000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AK6 30000.00000000 PA USD 31335.96000000 0.511974982023 Long DBT CORP US N 2 2021-11-15 Fixed 5.15000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AC9 7000.00000000 PA USD 7240.65000000 0.118299603828 Long DBT CORP US N 2 2020-09-15 Fixed 6.40000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381AYA8 51562.69000000 PA USD 52622.14000000 0.859754071059 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAC6 20000.00000000 PA USD 21848.08000000 0.356959555898 Long DBT CORP US N 2 2029-03-18 Fixed 4.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 15000.00000000 PA USD 15806.25000000 0.258246581869 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378KQ69 1560369.59000000 PA USD 51746.77000000 0.845452050632 Long ABS-MBS USGA US N 2 2054-10-16 Variable 0.67793000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAP5 15000.00000000 PA USD 15808.74000000 0.258287264130 Long DBT CORP US N 2 2027-07-15 Fixed 3.55000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD 3911.84000000 0.063912649035 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 -195818.09000000 USD 3911.84000000 N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAC2 20000.00000000 PA USD 20411.93000000 0.333495367457 Long DBT CORP US N 2 2022-04-05 Fixed 3.15000000 N N N N N N CC HOLDINGS GS V LLC/CRO N/A 14987BAE3 15000.00000000 PA USD 15774.02000000 0.257719999832 Long DBT CORP US N 2 2023-04-15 Fixed 3.84900000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAE5 15000.00000000 PA USD 16360.51000000 0.267302224445 Long DBT CORP US N 2 2028-05-15 Fixed 4.50000000 N N N N N N HCP INC PZ9HF5U52KPF0MH0QN75 40414LAJ8 10000.00000000 PA USD 10722.45000000 0.175186148629 Long DBT CORP US N 2 2023-11-15 Fixed 4.25000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LAQ2 2989.68000000 PA USD 2888.71000000 0.047196487687 Long ABS-MBS CORP US N 2 2034-03-19 Floating 2.75700000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CV7 5000.00000000 PA USD 5879.51000000 0.096060948078 Long DBT CORP US N 2 2045-06-01 Fixed 4.45000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBW0 30000.00000000 PA USD 29890.70000000 0.488361952056 Long DBT CORP US N 2 2027-01-15 Fixed 2.35000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AG4 8000.00000000 PA USD 9052.27000000 0.147898317796 Long DBT CORP US N 2 2029-07-30 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured P N/A 3137BEF74 14948287.67000000 PA USD 1052.36000000 0.017193728613 Long ABS-MBS USGSE US N 2 2042-10-25 Variable 1.94671500 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00772BAR2 20000.00000000 PA USD 20657.18000000 0.337502325097 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RBD0 10000.00000000 PA USD 10448.80000000 0.170715184477 Long DBT CORP US N 2 2025-03-15 Fixed 4.05000000 N N N N N N GS Mortgage Securities Trust N/A 36191YAA6 1626429.40000000 PA USD 30398.05000000 0.496651166975 Long ABS-MBS CORP US N 2 2044-08-10 Variable 1.49854200 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAE5 11000.00000000 PA USD 11350.63000000 0.185449515196 Long DBT CORP IE N 2 2028-01-23 Fixed 3.87500000 N N N N N N DBUBS Mortgage Trust N/A 23305XAE1 801100.54000000 PA USD 10271.95000000 0.167825763646 Long ABS-MBS CORP US N 2 2044-07-10 Variable 1.22186200 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAL6 15000.00000000 PA USD 16169.48000000 0.264181127124 Long DBT CORP US N 2 2025-10-01 Fixed 4.37500000 N N N N N N JP Morgan Chase Commercial Mor N/A 46639YAS6 472036.72000000 PA USD 17927.34000000 0.292901496371 Long ABS-MBS CORP US N 2 2046-04-15 Variable 1.40076600 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BD4 15000.00000000 PA USD 15023.58000000 0.245459117908 Long DBT CORP US N 2 2022-10-09 Fixed 2.70000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CB6 16000.00000000 PA USD 17608.77000000 0.287696617694 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCP5 25000.00000000 PA USD 25425.00000000 0.415400195748 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 15000.00000000 PA USD 16589.40000000 0.271041888194 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N One Bryant Park Trust N/A 68236JAA9 10000.00000000 PA USD 10009.85000000 0.163543506368 Long ABS-MBS CORP US N 2 2049-09-13 Fixed 2.51641000 N N N N N N FHLMC Multifamily Structured P N/A 3137AH6E3 350000.00000000 PA USD 16884.00000000 0.275855138840 Long ABS-MBS USGSE US N 2 2039-08-25 Variable 2.90311100 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AB5 15000.00000000 PA USD 15828.72000000 0.258613702514 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AJ0 10000.00000000 PA USD 9863.45000000 0.161151585476 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 637417AE6 15000.00000000 PA USD 15606.77000000 0.254987426273 Long DBT CORP US N 2 2022-10-15 Fixed 3.80000000 N N N N N N TEXAS EASTERN TRANSMISSI 549300SIOULUXXIDGA69 882384AC4 10000.00000000 PA USD 10084.64000000 0.164765444642 Long DBT CORP US N 2 2022-10-15 Fixed 2.80000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AH3 30000.00000000 PA USD 32840.53000000 0.536557034040 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QMS4 20000.00000000 PA USD 19949.98000000 0.325947909426 Long DBT CORP IE N 2 2020-11-15 Fixed 2.34200000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AL4 52000.00000000 PA USD 57396.79000000 0.937763532008 Long DBT CORP US N 2 2028-04-13 Fixed 4.00000000 N N N N N N PERNOD RICARD SA 52990097YFPX9J0H5D87 714264AD0 15000.00000000 PA USD 15741.14000000 0.257182797927 Long DBT CORP FR N 2 2022-01-15 Fixed 4.45000000 N N N N N N HCP INC PZ9HF5U52KPF0MH0QN75 40414LAL3 10000.00000000 PA USD 10670.43000000 0.174336232476 Long DBT CORP US N 2 2024-08-15 Fixed 3.87500000 N N N N N N Bombardier Capital Mortgage Se N/A 09774XBN1 19426.33000000 PA USD 6360.03000000 0.103911807550 Long ABS-O CORP US N 2 2030-06-15 Variable 7.57500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAP1 70000.00000000 PA USD 73034.07000000 1.193249438516 Long DBT CORP US N 2 2024-04-23 Floating 3.55900000 N N N N N N ENBRIDGE ENERGY PARTNERS CZ6VG2MNE1J6YDI02G48 29250RAT3 5000.00000000 PA USD 5930.95000000 0.096901388042 Long DBT CORP US N 2 2040-09-15 Fixed 5.50000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 10000.00000000 PA USD 10495.08000000 0.171471319032 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAE6 15000.00000000 PA USD 16533.89000000 0.270134951523 Long DBT CORP US N 2 2029-02-15 Fixed 4.37500000 N N N N N N CIT Mortgage Loan Trust N/A 12559QAA0 12658.62000000 PA USD 12832.78000000 0.209665263480 Long ABS-MBS CORP US N 2 2037-10-25 Floating 3.36838000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GNR5 19808.10000000 PA USD 19759.13000000 0.322829752991 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.64838000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAR8 10000.00000000 PA USD 9963.25000000 0.162782143570 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N Saxon Asset Securities Trust N/A 80556YAB1 92880.93000000 PA USD 75894.07000000 1.239976854832 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.11838000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAK6 25000.00000000 PA USD 26334.69000000 0.430262945170 Long DBT CORP US N 2 2024-10-07 Fixed 3.80000000 N N N N N N Bear Stearns Asset Backed Secu N/A 07388EAA4 2660.17000000 PA USD 2669.14000000 0.043609096498 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.39838000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45670AAA9 16264.23000000 PA USD 16242.33000000 0.265371369180 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.25838000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHH5 40000.00000000 PA USD 40785.48000000 0.666363672592 Long DBT CORP US N 2 2022-05-17 Floating 3.49900000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 20000.00000000 PA USD 20692.36000000 0.338077104994 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N FHLMC Multifamily Structured P N/A 3137AA4Y6 860000.00000000 PA USD 30397.26000000 0.496638259752 Long ABS-MBS USGSE US N 2 2043-01-25 Variable 2.91000600 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BC6 15000.00000000 PA USD 15872.74000000 0.259332912607 Long DBT CORP US N 2 2024-12-03 Floating 3.77600000 N N N N N N Conseco Financial Corp N/A 393505F49 31893.09000000 PA USD 32701.03000000 0.534277847125 Long ABS-O CORP US N 2 2030-04-01 Fixed 6.18000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687DY9 4000.00000000 PA USD 5697.39000000 0.093085424631 Long DBT CORP US N 2 2034-12-15 Fixed 6.20000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAG5 15000.00000000 PA USD 15692.51000000 0.256388268467 Long DBT CORP US N 2 2022-01-10 Fixed 4.62500000 N N N N N N UBS-Barclays Commercial Mortga N/A 90349DAL6 3700000.00000000 PA USD 24808.50000000 0.405327660028 Long ABS-MBS CORP US N 3 2049-08-10 Variable 0.31082800 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743756AB4 20000.00000000 PA USD 20140.45000000 0.329059857323 Long DBT CORP US N 2 2026-10-01 Fixed 2.74600000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAU3 10000.00000000 PA USD 10360.68000000 0.169275457230 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N SLC Student Loan Trust N/A 784427AF3 60000.00000000 PA USD 56739.30000000 0.927021291115 Long ABS-O CORP US N 2 2055-03-15 Floating 2.27850000 N N N N N N JP Morgan Chase Commercial Mor N/A 46635GAJ9 1397175.00000000 PA USD 8228.59000000 0.134440821896 Long ABS-MBS CORP US N 2 2043-11-15 Variable 0.78744400 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -3067.63000000 -0.05011972871 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2025-05-08 0.00000000 USD 0.00000000 USD 70000.00000000 USD -3067.63000000 N N N WACHOVIA STUDENT LOAN TRUST N/A 92978JAF0 48315.31000000 PA USD 46614.06000000 0.761592513219 Long ABS-O CORP US N 2 2040-04-25 Floating 2.44550000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BW9 25000.00000000 PA USD 26880.08000000 0.439173667403 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N METROPOLITAN EDISON CO N/A 591894CB4 25000.00000000 PA USD 26553.55000000 0.433838736196 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XEN4 5000.00000000 PA USD 5554.50000000 0.090750851023 Long DBT MUN US N 2 2029-08-01 Fixed 3.73000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 21000.00000000 PA USD 22013.83000000 0.359667622071 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N TC PIPELINES LP 6HL0C5LCIE4TN8UZHL06 87233QAC2 30000.00000000 PA USD 31233.18000000 0.510295735922 Long DBT CORP US N 2 2027-05-25 Fixed 3.90000000 N N N N N N FANNIE MAE N/A 3136ABG64 76168.67000000 PA USD 75414.69000000 1.232144620974 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 3.11838000 N N N N N N FHLMC Multifamily Structured P N/A 3137BFDS7 900000.00000000 PA USD 28350.00000000 0.463189598798 Long ABS-MBS USGSE US N 2 2042-11-25 Variable 1.68074100 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 4716.83000000 0.077064782903 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2022-04-11 0.00000000 USD 0.00000000 USD 305000.00000000 USD 4716.83000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313637YC8 52394.77000000 PA USD 57995.04000000 0.947537894529 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.80000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGQ9 45000.00000000 PA USD 49589.11000000 0.810199646055 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHG7 60000.00000000 PA USD 65004.72000000 1.062063851034 Long DBT CORP US N 2 2029-03-05 Floating 3.97000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAF4 5000.00000000 PA USD 5582.50000000 0.091208322232 Long DBT CORP GB N 2 2028-08-01 Fixed 4.75000000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAR4 15000.00000000 PA USD 15023.12000000 0.245451602310 Long DBT CORP GB N 2 2021-01-05 Fixed 2.50000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 25000.00000000 PA USD 26968.95000000 0.440625648342 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BJ1 25000.00000000 PA USD 27138.90000000 0.443402335197 Long DBT CORP US N 2 2026-03-01 Fixed 4.00000000 N N N N N N PUBLIC SERVICE CO OF NEW OFZN1UT56PNG1CGSR346 744542AC5 10000.00000000 PA USD 10436.47000000 0.170513733762 Long DBT CORP US N 2 2025-08-01 Fixed 3.85000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AP4 5000.00000000 PA USD 5343.09000000 0.087296780015 Long DBT CORP US N 2 2026-04-15 Fixed 3.80000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DAV7 30000.00000000 PA USD 30275.41000000 0.494647443081 Long DBT CORP US N 2 2022-08-15 Fixed 2.76400000 N N N N N N US AIRWAYS 2010-1A PTT N/A 90345KAA8 4835.26682600 PA USD 5291.61000000 0.086455686522 Long DBT CORP US N 2 2023-04-22 Fixed 6.25000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 30000.00000000 PA USD 32625.00000000 0.533035649411 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHQ5 15000.00000000 PA USD 16405.10000000 0.268030747345 Long DBT CORP US N 2 2030-02-07 Floating 3.97400000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AE2 25000.00000000 PA USD 26290.79000000 0.429545695668 Long DBT CORP US N 2 2057-11-01 Floating 4.74700000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAQ9 5000.00000000 PA USD 5325.00000000 0.087001220938 Long DBT CORP US N 2 2021-10-01 Fixed 6.00000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HGG0 39759.36000000 PA USD 38344.34000000 0.626479698793 Long ABS-MBS CORP US N 2 2034-04-25 Floating 2.65838000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 15000.00000000 PA USD 17447.66000000 0.285064361036 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAD9 10000.00000000 PA USD 10199.30000000 0.166638789242 Long DBT CORP GB N 2 2023-04-26 Floating 3.62200000 N N N N N N FREDDIE MAC N/A 3137AQYU6 103000.00000000 PA USD 105686.63000000 1.726735370302 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3.50000000 N N N N N N PIPELINE FUNDING CO LLC N/A 724060AA6 18618.00000000 PA USD 24047.16000000 0.392888691098 Long DBT CORP US N 2 2030-01-15 Fixed 7.50000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FZF8 47734.79000000 PA USD 46605.64000000 0.761454945091 Long ABS-MBS CORP US N 2 2044-10-25 Floating 2.79838000 N N N N N N FREDDIE MAC N/A 3137BTJN2 66553.21000000 PA USD 67196.79000000 1.097878455049 Long ABS-MBS USGSE US N 2 2044-09-15 Floating 3.10025000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514RH9 9018.62000000 PA USD 8841.18000000 0.144449475030 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.23838000 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAE5 20000.00000000 PA USD 19928.87000000 0.325603008811 Long ABS-O CORP US N 2 2083-07-26 Floating 4.12550000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AE9 30000.00000000 PA USD 31409.91000000 0.513183196162 Long DBT CORP US N 2 2026-09-15 Fixed 3.62500000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AN9 15000.00000000 PA USD 15076.88000000 0.246329947031 Long DBT CORP US N 2 2024-09-01 Fixed 3.35000000 N N N N N N SLM Student Loan Trust 549300R59P5DXM48DO55 78445GAE3 30000.00000000 PA USD 30220.80000000 0.493755210842 Long ABS-O CORP US N 2 2075-10-25 Floating 4.52550000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761JVL0 70000.00000000 PA USD 74130.53000000 1.211163684283 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N JP Morgan Mortgage Trust N/A 466247PW7 15955.67000000 PA USD 16133.26000000 0.263589355439 Long ABS-MBS CORP US N 2 2035-06-25 Variable 4.49674500 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAY0 11000.00000000 PA USD 11320.29000000 0.184953812465 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31282YJ42 319417.20000000 PA USD 67371.43000000 1.100731768331 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N Dreyfus Government Cash Management 549300F7IDB6WRO7VJ11 262006208 111000.00000000 NS USD 111000.00000000 1.813546577306 Long STIV RF US N 1 N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GT95 10000.00000000 PA USD 11359.09000000 0.185587736854 Long DBT CORP US N 2 2026-01-05 Fixed 5.55000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAA7 15000.00000000 PA USD 15244.49000000 0.249068402362 Long DBT CORP LU N 2 2023-04-04 Fixed 3.60000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCT7 5000.00000000 PA USD 5180.50000000 0.084640342736 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N FRESENIUS US FINANCE II TRJSJR7WPAPZ2OYFQZ47 35804GAJ7 15000.00000000 PA USD 15317.07000000 0.250254233088 Long DBT CORP US N 2 2021-02-01 Fixed 4.25000000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -5272.39000000 -0.08614166521 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2025-04-11 0.00000000 USD 0.00000000 USD 125000.00000000 USD -5272.39000000 N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BE6 25000.00000000 PA USD 26250.48000000 0.428887100510 Long DBT CORP US N 2 2054-09-15 Floating 4.37500000 N N N N N N RUBY PIPELINE LLC 549300VXRTBPBK07QT94 781172AB7 19696.97485000 PA USD 20484.85000000 0.334686753190 Long DBT CORP US N 2 2022-04-01 Fixed 6.00000000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAB0 15000.00000000 PA USD 16479.65000000 0.269248764438 Long DBT CORP US N 2 2026-03-15 Fixed 4.65000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBB9 10000.00000000 PA USD 10473.10000000 0.171112204133 Long DBT CORP US N 2 2029-06-21 Fixed 3.40000000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAG2 12000.00000000 PA USD 12551.69000000 0.205072742692 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397WF6 25000.00000000 PA USD 25631.56000000 0.418775026207 Long DBT CORP US N 2 2022-09-20 Fixed 4.25000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDK5 10000.00000000 PA USD 10967.14000000 0.179183956845 Long DBT CORP US N 2 2028-06-15 Fixed 3.85000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BC6 10000.00000000 PA USD 10678.29000000 0.174464651180 Long DBT CORP US N 2 2029-05-02 Fixed 3.75000000 N N N N N N COMM Mortgage Trust N/A 12630DAZ7 2507101.39000000 PA USD 57422.65000000 0.938186039345 Long ABS-MBS CORP US N 2 2047-02-10 Variable 0.76451300 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAD8 23000.00000000 PA USD 22775.65000000 0.372114433364 Long DBT CORP US N 2 2026-06-01 Fixed 3.00000000 N N N N N N Fanniemae-Aces N/A 3136ARP44 515129.47000000 PA USD 41074.39000000 0.671083958553 Long ABS-MBS USGSE US N 2 2039-01-25 Variable 2.71037800 N N N N N N HSI Asset Securitization Corpo N/A 40431RAA3 33031.97000000 PA USD 32203.13000000 0.526143028739 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.17838000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBB1 50000.00000000 PA USD 51242.32000000 0.837210216660 Long DBT CORP US N 2 2023-04-01 Floating 3.20700000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAJ0 4000.00000000 PA USD 4702.16000000 0.076825100666 Long DBT CORP US N 2 2042-03-15 Fixed 4.40000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 15000.00000000 PA USD 16038.89000000 0.262047514083 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 15000.00000000 PA USD 13014.14000000 0.212628369852 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CE2 15000.00000000 PA USD 15798.78000000 0.258124535086 Long DBT CORP US N 2 2023-10-17 Fixed 3.70000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GAQ2 15000.00000000 PA USD 15657.70000000 0.255819533725 Long DBT CORP US N 2 2022-04-11 Fixed 3.87500000 N N N N N N Fremont Home Loan Trust N/A 35729PJY7 20032.17000000 PA USD 20119.67000000 0.328720348333 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.72338000 N N N N N N 2019-11-13 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Senior Vice President