NPORT-P false 0001028621 XXXXXXXX S000001148 C000003067 METROPOLITAN WEST FUNDS 811-07989 0001028621 549300KGDNJW6FXNDC82 865 South Figueroa Street SUITE 1800 Los Angeles 90017 800-241-4671 Metropolitan West Alpha Trak 500 Fund S000001148 549300ICNXDXX7QFU761 2021-03-31 2020-09-30 N 32885580.95 698743.03 32186837.92 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 374000.00000000 0.00000000 0.00000000 2708700.82000000 USD N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 3000.00000000 PA USD 3451.88000000 0.010724507976 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DV3 150000.00000000 PA USD 150568.34000000 0.467794756273 Long DBT CORP US N 2 2022-02-15 Floating 1.18013000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590KAN4 918562.73000000 PA USD 28078.44000000 0.087235782743 Long ABS-MBS CORP US N 3 2049-01-15 Variable 1.19055300 N N N N N N FHLMC Multifamily Structured P N/A 3137FG7J8 250000.00000000 PA USD 23048.69000000 0.071609053543 Long ABS-MBS USGSE US N 2 2046-05-25 Variable 2.24662900 N N N N N N FHLMC Multifamily Structured P N/A 3137FUZN7 253811.32000000 PA USD 254403.77000000 0.790396902710 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 0.52600000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAC0 11000.00000000 PA USD 8985.63000000 0.027917094628 Long DBT CORP US N 2 2022-12-01 Fixed 5.12500000 N N N N N N 1345 Ave of the Americas & Par N/A 68275CAC2 49782.58000000 PA USD 53129.14000000 0.165064801121 Long ABS-MBS CORP US N 2 2035-08-10 Fixed 5.27800000 N N N N N N Fanniemae-Aces N/A 3136AJDR4 2099.76000000 PA USD 2107.90000000 0.006548950242 Long ABS-MBS USGSE US N 2 2021-06-25 Variable 2.77700000 N N N N N N LCM Ltd Partnership 549300WD241FFLNM0E69 50184KBE7 80000.00000000 PA USD 79290.60000000 0.246344795338 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 1.41175000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 929227QB5 2600.69000000 PA USD 2484.13000000 0.007717844188 Long ABS-MBS CORP US N 2 2042-06-25 Floating 2.41929000 N N N N N N Magnetite CLO Ltd 5493007R5RBJT1RFJC86 55954PAC8 85000.00000000 PA USD 84654.90000000 0.263010924559 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 1.55175000 N N N N N N Nelnet Student Loan Trust N/A 64033KAA0 16481.22000000 PA USD 16186.42000000 0.050288941213 Long ABS-O CORP US N 2 2041-06-25 Floating 0.72813000 N N N N N N Pennsylvania Higher Education N/A 69343FAA5 71718.65000000 PA USD 71575.89000000 0.222376271250 Long ABS-MBS CORP US N 2 2065-09-25 Floating 1.29813000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 9127963B3 800000.00000000 PA USD 799882.80000000 2.485123894394 Long DBT UST US N 1 2020-11-27 None 0.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61690GAG6 1814588.82000000 PA USD 35751.21000000 0.111074005122 Long ABS-MBS CORP US N 2 2047-02-15 Variable 1.14176700 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EG5M2 3096.37000000 PA USD 3668.98000000 0.011399007287 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17324DAV6 52987.32000000 PA USD 56250.76000000 0.174763237506 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.47000000 N N N N N N Fannie Mae N/A 31358KDY1 1.28000000 PA USD 1.28000000 0.000003976780 Long ABS-MBS USGSE US N 2 2021-11-25 Fixed 7.00000000 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 78444FAG1 115000.00000000 PA USD 114203.81000000 0.354815251761 Long DBT CORP US N 2 2021-08-16 Floating 1.26013000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCE7 40000.00000000 PA USD 41719.78000000 0.129617516649 Long DBT CORP US N 2 2021-12-15 Fixed 5.00000000 N N N N N N Fannie Mae N/A 31392CRA4 46481.20000000 PA USD 47025.51000000 0.146101677079 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 1.04813000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LN9 30000.00000000 PA USD 30223.59000000 0.093900463522 Long DBT CORP US N 2 2023-07-24 Floating 1.21350000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AD7 50000.00000000 PA USD 52546.79000000 0.163255521187 Long DBT CORP US N 2 2021-12-01 Fixed 5.90000000 N N N N N N Fannie Mae N/A 31392HMC4 5932.48000000 PA USD 6059.99000000 0.018827540670 Long ABS-MBS USGSE US N 2 2032-09-25 Floating 1.14813000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAH8 150000.00000000 PA USD 153289.93000000 0.476250355443 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45000000 N N N N N N Morgan Stanley Institutional Liquidity Funds - Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 151000.00000000 NS USD 151000.00000000 0.469135863470 Long STIV RF US N 1 N N N Rockford Tower CLO Ltd 549300V5ZF7112UGSH89 77341DAA5 130000.00000000 PA USD 129025.00000000 0.400862614465 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 1.46175000 N N N N N N SLM Student Loan Trust N/A 78446YAA1 92600.18000000 PA USD 86151.77000000 0.267661490122 Long ABS-O CORP US N 2 2029-01-25 Floating 0.84813000 N N N N N N Access Group Inc N/A 00435TAA9 15148.76000000 PA USD 14827.98000000 0.046068458283 Long ABS-MBS CORP US N 2 2056-07-25 Floating 0.84813000 N N N N N N Residential Asset Mortgage Pro N/A 760985W31 4097.12000000 PA USD 1.29000000 0.000004007849 Long ABS-MBS CORP US N 2 2031-11-25 Fixed 8.50000000 N N N N N N SLM Student Loan Trust 549300FBYELJTA2VHZ52 78442GQR0 22506.61000000 PA USD 22515.77000000 0.069953345699 Long ABS-O CORP US N 2 2028-01-25 Floating 0.79450000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 5493000F7E2NMQ4HIO61 92939FAV1 45069.86000000 PA USD 46856.28000000 0.145575903157 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.39300000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BD3 130000.00000000 PA USD 143837.27000000 0.446882263978 Long DBT CORP US N 2 2024-10-01 Fixed 3.85000000 N N N N N N SLM Student Loan Trust 549300DP3T6QDZHB8271 78444CAD5 18898.89000000 PA USD 18884.07000000 0.058670162154 Long ABS-O CORP US N 2 2024-10-25 Floating 0.62450000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 891906AD1 100000.00000000 PA USD 101336.78000000 0.314839190640 Long DBT CORP US N 2 2021-04-01 Fixed 3.80000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAC1 75000.00000000 PA USD 81381.31000000 0.252840338657 Long DBT CORP GB N 2 2024-08-01 Fixed 4.36300000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGY9 325000.00000000 PA USD 327317.69000000 1.016930245877 Long DBT CORP US N 2 2022-01-23 Fixed 2.73800000 N N N N N N HSI Asset Securitization Corpo N/A 40431RAA3 111526.83000000 PA USD 108327.97000000 0.336559839364 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.30813000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AR0 11000.00000000 PA USD 10319.38000000 0.032060869184 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N Centex Home Equity N/A 152314PQ7 182000.00000000 PA USD 180500.65000000 0.560790253608 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.75813000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAN9 150000.00000000 PA USD 157577.04000000 0.489569806116 Long DBT CORP US N 2 2024-04-01 Fixed 4.25000000 N N N N N N Residential Asset Mortgage Pro N/A 76112BA42 92391.49000000 PA USD 92182.36000000 0.286397689108 Long ABS-MBS CORP US N 2 2035-09-25 Floating 0.69813000 N N N N N N Credit-Based Asset Servicing a N/A 79549ARU5 10675.76000000 PA USD 10987.87000000 0.034137774040 Long ABS-MBS CORP US N 2 2033-01-25 Variable 3.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376GK90 109771.64000000 PA USD 113193.27000000 0.351675645434 Long ABS-MBS USGA US N 2 2051-01-16 Variable 3.66774000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAC0 16000.00000000 PA USD 17023.52000000 0.052889693738 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N Banc of America Funding Corpor 549300UKLRORHBR16839 05963SAA0 72935.97000000 PA USD 70168.57000000 0.218003925003 Long ABS-MBS CORP US N 2 2036-05-26 Floating 0.29813000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46640UAF9 1690193.94000000 PA USD 35063.58000000 0.108937634964 Long ABS-MBS CORP US N 2 2047-01-15 Variable 0.91564700 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 174.00000000 NC USD 170177.22000000 0.528716801641 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2020-12-18 28972647.78000000 USD 170177.22000000 N N N Fannie Mae N/A 31394VZ37 52700.10000000 PA USD 52977.06000000 0.164592309849 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 0.51813000 N N N N N N MATTHEWS INTERNATIONAL C 549300ZVC5O0ATML6U61 577128AA9 6000.00000000 PA USD 5700.00000000 0.017709102131 Long DBT CORP US N 2 2025-12-01 Fixed 5.25000000 N N N N N N SLM Student Loan Trust 5493001M3I3E3XROS356 78442GJS6 42040.00000000 PA USD 41886.85000000 0.130136579753 Long ABS-O CORP US N 2 2025-12-15 Floating 0.80038000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PSK0 152437.53000000 PA USD 151564.99000000 0.470891208315 Long ABS-MBS CORP US N 2 2035-06-20 Floating 0.49625000 N N N N N N CONTL AIRLINES 2007-1 N/A 21079NAA9 121427.73000000 PA USD 119208.50000000 0.370364123050 Long DBT CORP US N 2 2022-04-19 Fixed 5.98300000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAB7 5000.00000000 PA USD 4994.76000000 0.015518020168 Long DBT CORP KY N 2 2023-10-01 Fixed 5.12500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 114000.00000000 PA USD 116445.30000000 0.361779247434 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61763BAS3 14229.39000000 PA USD 14800.24000000 0.045982273986 Long ABS-MBS CORP US N 2 2046-11-15 Fixed 3.55700000 N N N N N N Morgan Stanley BAML Trust N/A 61690VAW8 80000.00000000 PA USD 84724.24000000 0.263226354233 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.32300000 N N N N N N Toyota Auto Receivables Owner N/A 89238TAE3 270000.00000000 PA USD 280685.47000000 0.872050465776 Long ABS-O CORP US N 2 2023-11-15 Fixed 3.11000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAC2 5000.00000000 PA USD 4965.63000000 0.015427517335 Long DBT CORP US N 2 2026-04-01 Fixed 6.87500000 N N N N N N UBS-Barclays Commercial Mortga N/A 90349DAL6 3000000.00000000 PA USD 12898.20000000 0.040072901948 Long ABS-MBS CORP US N 3 2049-08-10 Variable 0.31047600 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AH7 150000.00000000 PA USD 161125.46000000 0.500594250359 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAA4 5000.00000000 PA USD 5182.58000000 0.016101550617 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAD5 23000.00000000 PA USD 23546.49000000 0.073155648462 Long DBT CORP US N 2 2021-06-15 Fixed 4.42000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DAV7 165000.00000000 PA USD 171089.80000000 0.531552059960 Long DBT CORP US N 2 2022-08-15 Fixed 2.76400000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 50000.00000000 PA USD 54218.75000000 0.168450066871 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 50000.00000000 PA USD 49510.50000000 0.153822193168 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 1.17500000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBN9 125000.00000000 PA USD 126100.66000000 0.391777099426 Long DBT CORP GB N 2 2024-01-16 Floating 1.26088000 N N N N N N American Money Management Corp 549300LU2QIHE9T9V444 00175LAG7 35000.00000000 PA USD 34757.56000000 0.107986873660 Long ABS-CBDO CORP KY N 2 2029-07-25 Floating 1.49450000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AG3 31000.00000000 PA USD 32278.94000000 0.100286148270 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N N TCI-Flatiron CLO Ltd 549300EEOTVLW827QY91 87230AAE6 35000.00000000 PA USD 34856.50000000 0.108294266391 Long ABS-CBDO CORP KY N 2 2028-07-17 Floating 1.49288000 N N N N N N FHLMC Multifamily Structured P N/A 3137FPJQ9 998512.35000000 PA USD 58944.58000000 0.183132559173 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 1.20410000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAD4 75000.00000000 PA USD 75534.49000000 0.234675087337 Long DBT CORP US N 2 2023-01-15 Fixed 2.25000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GW75 30000.00000000 PA USD 27889.70000000 0.086649393983 Long DBT CORP US N 2 2026-05-05 Floating 0.62900000 N N N N N N Bluemountain CLO Ltd 549300KGXMRFX2DKIX03 09626YAN0 49618.39000000 PA USD 49128.16000000 0.152634316306 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 1.43775000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92936JAA2 5598315.88000000 PA USD 56439.14000000 0.175348507797 Long ABS-MBS CORP US N 2 2044-11-15 Variable 1.83414500 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHC6 91000.00000000 PA USD 95593.17000000 0.296994598343 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514HN7 100359.55600000 PA USD 95221.53000000 0.295839964884 Long ABS-MBS CORP US N 2 2034-10-25 Floating 0.70813000 N N N N N N Fannie Mae N/A 31393TKR6 46067.69000000 PA USD 46518.56000000 0.144526654390 Long ABS-MBS USGSE US N 2 2033-09-25 Floating 0.64813000 N N N N N N Magnetite CLO Ltd 5493003N6WY184N72D84 55955EAA6 130000.00000000 PA USD 130060.96000000 0.404081197175 Long ABS-CBDO CORP KY N 2 2033-07-20 Floating 1.82000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248AY4 115000.00000000 PA USD 116805.50000000 0.362898338414 Long DBT CORP US N 2 2022-02-01 Fixed 3.35000000 N N N N N N Citigroup Commercial Mortgage N/A 17318UAE4 52780.30000000 PA USD 53497.85000000 0.166210331480 Long ABS-MBS CORP US N 2 2045-09-10 Fixed 2.60800000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 4000.00000000 PA USD 4294.65000000 0.013342876397 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AF6 85000.00000000 PA USD 90650.39000000 0.281638072759 Long DBT CORP US N 2 2023-11-01 Fixed 5.37500000 N N N N N N FHLMC Multifamily Structured P N/A 3137B4WC6 4140472.28000000 PA USD 31694.49000000 0.098470343929 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 0.40960600 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 5000.00000000 PA USD 5293.75000000 0.016446940246 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N Eaton Vance CDO Ltd 5493004NKU3QU5G6QW39 278300AA6 85000.00000000 PA USD 84890.01000000 0.263741378419 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 1.90100000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KBA3 100000.00000000 PA USD 105856.81000000 0.328882291149 Long DBT CORP US N 2 2023-03-15 Fixed 3.75000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 5000.00000000 PA USD 5375.20000000 0.016699993995 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N NORTHWEST AIR 2001-1 A1 N/A 667294AW2 81311.98000000 PA USD 79308.97000000 0.246401868357 Long DBT CORP US N 2 2022-04-01 Fixed 7.04100000 N N N N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 78462F103 5439.00000000 NS USD 1821466.71000000 5.659042104500 Long EC RF US N 1 N N N SLM Student Loan Trust 549300MTK92VF84VT259 78445JAA5 44903.20000000 PA USD 44092.73000000 0.136989940141 Long ABS-O CORP US N 2 2023-04-25 Floating 1.74450000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBA5 50000.00000000 PA USD 50003.69000000 0.155354465462 Long DBT CORP US N 2 2021-11-15 Floating 0.98013000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAV5 150000.00000000 PA USD 151902.78000000 0.471940674562 Long DBT CORP US N 2 2022-07-15 Fixed 2.20000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCP9 60000.00000000 PA USD 61932.42000000 0.192415359824 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAF5 5000.00000000 PA USD 4966.55000000 0.015430375647 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YY3 45000.00000000 PA USD 44369.46000000 0.137849701515 Long DBT CORP US N 2 2021-04-05 Floating 1.11375000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887BW1 60000.00000000 PA USD 60005.58000000 0.186428937658 Long DBT CORP US N 2 2020-10-09 Floating 0.76838000 N N N N N N Riserva CLO, Ltd. 549300640C8OB2I8SN35 76761RAN9 200000.00000000 PA USD 198750.00000000 0.617488429568 Long ABS-CBDO CORP KY N 2 2028-10-18 Floating 1.41175000 N N N N N N SLM Student Loan Trust 549300L7X3DWAOC00Z83 78442GPG5 75642.68000000 PA USD 74979.34000000 0.232950313995 Long ABS-O CORP US N 2 2027-01-25 Floating 0.36450000 N N N N N N SLM Student Loan Trust 549300UECCCKC4WVNL14 78442GKT2 54711.58000000 PA USD 54383.34000000 0.168961424962 Long ABS-O CORP US N 2 2025-10-27 Floating 0.50450000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAA1 85000.00000000 PA USD 84911.69000000 0.263808735145 Long DBT CORP GB N 2 2023-09-02 Fixed 0.75000000 N N N N N N Banc of America Funding Corpor 54930034NF48M07EOO61 05991AAA5 122245.67000000 PA USD 122736.23000000 0.381324286359 Long ABS-MBS CORP US N 2 2046-09-26 Floating 2.24250000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 9127962Z1 510000.00000000 PA USD 509946.45000000 1.584332239368 Long DBT UST US N 1 2020-11-12 None 0.00000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AE8 10000.00000000 PA USD 10073.15000000 0.031295867040 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Nationstar Home Equity Loan Tr N/A 63860LAD2 38648.91000000 PA USD 38587.89000000 0.119887172812 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.39813000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HXMD4 18198.59000000 PA USD 18353.01000000 0.057020233070 Long ABS-MBS USGSE US N 2 2042-06-15 Floating 0.65238000 N N N N N N Barings BDC Static CLO LTD. 20 N/A 06761QAA6 27777.08000000 PA USD 27709.86000000 0.086090656276 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 1.29500000 N N N N N N NORTHSTAR EDU FIN INC DE 25490059JOHYRUHEXW19 66704JBU1 7232.34000000 PA USD 7160.75000000 0.022247447909 Long ABS-MBS CORP US N 2 2046-01-29 Floating 0.99700000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UBP3 150000.00000000 PA USD 155183.32000000 0.482132853142 Long DBT CORP US N 2 2022-09-15 Fixed 2.75000000 N N N N N N Educational Funding of the Sou N/A 28148WAD5 30423.99000000 PA USD 30614.63000000 0.095115370065 Long ABS-MBS CORP US N 2 2036-03-25 Floating 1.19813000 N N N N N N Citigroup Commercial Mortgage N/A 29425AAB9 137446.04000000 PA USD 138060.97000000 0.428936108427 Long ABS-MBS CORP US N 2 2058-09-10 Fixed 2.94600000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BP8 125000.00000000 PA USD 127954.42000000 0.397536472262 Long DBT CORP US N 2 2024-02-01 Floating 1.90100000 N N N N N N TRANSOCEAN PONTUS LTD N/A 89382PAA3 4680.00000000 PA USD 4208.26000000 0.013074474760 Long DBT CORP KY N 2 2025-08-01 Fixed 6.12500000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAF6 40000.00000000 PA USD 42985.42000000 0.133549682969 Long DBT CORP N/A N 2 2024-01-15 Fixed 3.62500000 N N N N N N JP Morgan Chase Commercial Mor N/A 46634SAD7 71876.90000000 PA USD 73442.97000000 0.228177027462 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 3.14440000 N N N N N N TMSQ MORTGAGE TRUST N/A 87264JAC0 14000000.00000000 PA USD 95272.80000000 0.295999253598 Long ABS-MBS CORP US N 2 2036-10-10 Variable 0.28273000 N N N N N N Fannie Mae N/A 31359RUR1 14998.05000000 PA USD 1132.93000000 0.003519854925 Long ABS-MBS USGSE US N 2 2023-11-25 Floating 7.50000000 N N N N N N TRANSOCEAN PROTEUS LTD 5493000CTMQ2LH21VM89 893829AA9 2600.00000000 PA USD 2333.50000000 0.007249857863 Long DBT CORP KY N 2 2024-12-01 Fixed 6.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397VR1 75000.00000000 PA USD 75656.25000000 0.235053378614 Long DBT CORP US N 2 2021-02-01 Fixed 5.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 3000.00000000 PA USD 3112.50000000 0.009670101821 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XQ1 160000.00000000 PA USD 159962.00000000 0.496979542996 Long DBT CORP US N 2 2021-01-15 Fixed 3.20000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 175000.00000000 PA USD 173515.57000000 0.539088587798 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N NORTH CAROLINA ST EDU ASSISTAN N/A 658262GA2 10577.69000000 PA USD 10299.41000000 0.031998825189 Long ABS-MBS CORP US N 2 2041-10-25 Floating 1.16800000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAF3 15000.00000000 PA USD 11025.00000000 0.034253131753 Long DBT CORP US N 2 2023-06-01 Fixed 5.62500000 N N N N N N FHLMC Multifamily Structured P N/A 3137BVYV2 321314.61000000 PA USD 321812.89000000 0.999827602822 Long ABS-MBS USGSE US N 2 2024-01-25 Floating 0.51675000 N N N N N N Asset Backed Funding Certifica N/A 00075QAR3 16541.69000000 PA USD 16378.61000000 0.050886048641 Long ABS-MBS CORP US N 2 2036-09-25 Floating 0.28813000 N N N N N N US AIRWAYS 2001-1G PASS N/A 90332UAN3 13405.47750000 PA USD 13131.00000000 0.040796178961 Long DBT CORP US N 2 2021-03-20 Fixed 7.07600000 N N N N N N PNM RESOURCES INC 5493003JOBJGLZSDDQ28 69349HAC1 175000.00000000 PA USD 177009.15000000 0.549942651837 Long DBT CORP US N 2 2021-03-09 Fixed 3.25000000 N N N N N N FHLMC Multifamily Structured P N/A 3137BNNA8 11078393.20000000 PA USD 54000.52000000 0.167772056808 Long ABS-MBS USGSE US N 2 2022-12-25 Variable 0.81443800 N N N N N N Small Business Administration N/A 831641EV3 249190.06000000 PA USD 251492.75000000 0.781352771045 Long ABS-O USGA US N 2 2021-09-10 Fixed 2.87700000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAB7 5000.00000000 PA USD 5120.00000000 0.015907123317 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAQ9 135000.00000000 PA USD 139302.41000000 0.432793088734 Long DBT CORP US N 2 2021-09-25 Fixed 4.37500000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KAS9 30000.00000000 PA USD 30578.75000000 0.095003895927 Long DBT CORP US N 2 2021-09-01 Fixed 2.40300000 N N N N N N FHLMC Multifamily Structured P N/A 3137BS6G3 3000000.00000000 PA USD 85416.15000000 0.265376021752 Long ABS-MBS USGSE US N 2 2025-09-25 Variable 0.77767300 N N N N N N LEVEL 3 FINANCING INC N/A 527298BH5 12000.00000000 PA USD 12402.12000000 0.038531650828 Long DBT CORP US N 2 2025-05-01 Fixed 5.37500000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 49446RAN9 100000.00000000 PA USD 105200.54000000 0.326843352122 Long DBT CORP US N 2 2022-11-01 Fixed 3.40000000 N N N N N N COMM Mortgage Trust 549300FVY7JUBJ0PIH53 12625FAF3 1293945.72000000 PA USD 31969.52000000 0.099324823642 Long ABS-MBS CORP US N 2 2046-03-10 Variable 1.36519100 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBA7 40000.00000000 PA USD 40015.79000000 0.124323458239 Long DBT CORP US N 2 2021-08-28 Floating 0.80588000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAJ7 200000.00000000 PA USD 200942.88000000 0.624301400775 Long DBT CORP US N 2 2022-07-22 Floating 1.18775000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12595FAB8 150000.00000000 PA USD 155163.44000000 0.482071088765 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.05380000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BN8 75000.00000000 PA USD 84024.70000000 0.261052981373 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCF4 50000.00000000 PA USD 51877.90000000 0.161177373586 Long DBT CORP US N 2 2022-03-15 Fixed 3.45000000 N N N N N N SLM Student Loan Trust 549300GQO6PBOYVGSS10 78446JAA4 3634.84000000 PA USD 3632.02000000 0.011284177740 Long ABS-O CORP US N 2 2027-11-25 Floating 0.74813000 N N N N N N SLM Student Loan Trust 5493000NQN5E3MSIIG77 78442GJG2 36534.61000000 PA USD 36329.45000000 0.112870515862 Long ABS-O CORP US N 2 2027-12-15 Floating 0.72038000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AB6 100000.00000000 PA USD 100020.40000000 0.310749382243 Long DBT CORP US N 2 2021-09-17 Floating 0.89613000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PMW0 1196.62000000 PA USD 1082.34000000 0.003362678877 Long ABS-MBS CORP US N 2 2035-07-19 Variable 3.56569600 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAK8 95000.00000000 PA USD 98420.00000000 0.305777163462 Long DBT CORP CA N 2 2024-03-15 Fixed 7.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAM3 10000.00000000 PA USD 10623.00000000 0.033004174024 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAB7 50000.00000000 PA USD 50201.32000000 0.155968474209 Long DBT CORP US N 2 2020-11-01 Fixed 5.40000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAA5 115000.00000000 PA USD 123598.37000000 0.384002834659 Long DBT CORP BM N 2 2022-11-01 Fixed 5.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGD8 175000.00000000 PA USD 178617.14000000 0.554938451686 Long DBT CORP US N 2 2024-06-12 Floating 1.42913000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FR91 135419.19000000 PA USD 128442.60000000 0.399053179188 Long ABS-MBS CORP US N 2 2045-07-25 Floating 0.98813000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAC2 170000.00000000 PA USD 174167.47000000 0.541113949847 Long DBT CORP US N 2 2022-10-31 Fixed 2.87600000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAA8 91250.00000000 PA USD 92264.70000000 0.286653507962 Long DBT CORP US N 2 2021-09-20 Variable 3.36000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAJ6 50000.00000000 PA USD 50440.03000000 0.156710112765 Long DBT CORP US N 2 2021-03-15 Fixed 5.20000000 N N N N N N Fannie Mae N/A 31396YMD1 150284.80000000 PA USD 152686.98000000 0.474377074192 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 0.81813000 N N N N N N Educational Funding of the Sou N/A 28148WAB9 2830.39000000 PA USD 2812.13000000 0.008736894276 Long ABS-MBS CORP US N 2 2035-04-25 Floating 0.89450000 N N N N N N CEDAR FUNDING LTD N/A 15033TAB1 80000.00000000 PA USD 80100.00000000 0.248859487841 Long ABS-CBDO CORP KY N 2 2032-10-25 Floating 0.01000000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 40414LAJ8 3000.00000000 PA USD 3278.30000000 0.010185219213 Long DBT CORP US N 2 2023-11-15 Fixed 4.25000000 N N N N N N Countrywide Home Loans N/A 12669GYY1 59110.00000000 PA USD 48876.50000000 0.151852443913 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.74813000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAC2 50000.00000000 PA USD 50825.77000000 0.157908552950 Long DBT CORP US N 2 2022-04-05 Fixed 3.15000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TBA2 20000.00000000 PA USD 13000.00000000 0.040389180298 Long DBT CORP LU N 2 2024-10-15 Fixed 8.50000000 Y N N N N N GoldenTree Loan Management US 549300LOEERRNVSKVY31 38136NAB2 140000.00000000 PA USD 140086.74000000 0.435229892256 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 1.75275000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAE8 5000.00000000 PA USD 5200.36000000 0.016156790589 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N Voya CLO Ltd 5493000X4YEVJOIVRG48 92912QAG1 12923.17000000 PA USD 12877.13000000 0.040007440407 Long ABS-CBDO CORP KY N 2 2026-07-25 Floating 0.96450000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 14000.00000000 PA USD 15188.46000000 0.047188419184 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DD9 32000.00000000 PA USD 32083.51000000 0.099678974616 Long DBT CORP US N 2 2021-03-09 Floating 0.96175000 N N N N N N Wells Fargo Mortgage Backed Se N/A 949802AA0 11347.18000000 PA USD 11340.84000000 0.035234402423 Long ABS-MBS CORP US N 2 2033-09-25 Variable 2.87810400 N N N N N N BEMIS COMPANY INC PTVU09TE3QPJPL7K4E13 081437AR6 160000.00000000 PA USD 164579.04000000 0.511324039997 Long DBT CORP US N 2 2021-10-15 Fixed 4.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAN3 12000.00000000 PA USD 13231.02000000 0.041106927101 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAD7 119815.40000000 PA USD 118389.99000000 0.367821127052 Long ABS-O CORP US N 2 2023-07-25 Floating 1.94450000 N N N N N N Fannie Mae N/A 31392EJM3 113831.78000000 PA USD 114966.68000000 0.357185382067 Long ABS-MBS USGSE US N 2 2032-08-25 Floating 0.64813000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AT9 55000.00000000 PA USD 57435.90000000 0.178445301594 Long DBT CORP US N 2 2022-12-15 Fixed 2.95000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAA4 140000.00000000 PA USD 150434.80000000 0.467379866185 Long DBT CORP US N 2 2023-06-15 Fixed 3.75000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 50000.00000000 PA USD 59031.25000000 0.183401830731 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAJ5 28000.00000000 PA USD 17552.50000000 0.054533160553 Long DBT CORP US N 2 2025-03-01 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO N/A 000000000 75000.00000000 PA USD 74380.00000000 0.231088248509 Long DBT CORP US N 2 2021-01-08 None 0.00000000 N N N N N N Aimco 549300VLRW0CEQ83RF89 00140NAA8 100000.00000000 PA USD 100050.31000000 0.310842308426 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 0.01000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAD3 5000.00000000 PA USD 5016.46000000 0.015585439030 Long DBT CORP KY N 2 2024-05-15 Fixed 5.25000000 N N N N N N Freddie Mac N/A 31394L2X9 5616.42000000 PA USD 5750.02000000 0.017864507269 Long ABS-MBS USGSE US N 2 2033-01-15 Floating 1.05238000 N N N N N N Residential Asset Securities C N/A 76110W5H5 211966.90000000 PA USD 210692.36000000 0.654591670432 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.56813000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376GXN5 1106475.55000000 PA USD 1002.02000000 0.003113135880 Long ABS-MBS USGA US N 2 2043-10-16 Variable 0.04351000 N N N N N N GS Mortgage Securities Trust N/A 36192KAT4 58990.41000000 PA USD 59970.38000000 0.186319576185 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 3.37700000 N N N N N N US AIRWAYS 2012-1A PTT N/A 90345WAA2 42452.13743600 PA USD 39905.01000000 0.123979280285 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBE3 65000.00000000 PA USD 66697.46000000 0.207219672108 Long DBT CORP US N 2 2022-01-15 Fixed 3.50000000 N N N N N N Legacy Mortgage Asset Trust N/A 52473VAA8 128173.78000000 PA USD 131678.22000000 0.409105797616 Long ABS-MBS CORP US N 2 2059-01-25 Variable 4.00000000 N N N N N N SLM Student Loan Trust N/A 78446WAC1 159962.07000000 PA USD 153420.66000000 0.476656515254 Long ABS-O CORP US N 2 2028-09-25 Floating 1.09813000 N N N N N N Babson CLO Ltd N/A 06760PAC5 85000.00000000 PA USD 84207.80000000 0.261621847443 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 1.22175000 N N N N N N HSI Asset Securitization Corpo N/A 40430HDD7 18125.45000000 PA USD 17962.42000000 0.055806724614 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.44813000 N N N N N N Freddie Mac N/A 31397BVG3 95650.55000000 PA USD 96106.73000000 0.298590157376 Long ABS-MBS USGSE US N 2 2036-10-15 Floating 0.50238000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 12429TAD6 5000.00000000 PA USD 5025.00000000 0.015611971615 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N POWERTEAM SERVICES LLC 549300J2G34D0WX8Z443 73939VAA2 31000.00000000 PA USD 32833.13000000 0.102007939026 Long DBT CORP US N 2 2025-12-04 Fixed 9.03300000 N N N N N N SLM Student Loan Trust 5493004WA7G168XIR344 78448AAA1 6576.08000000 PA USD 6421.32000000 0.019950142402 Long ABS-O CORP US N 2 2043-06-25 Floating 0.69813000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZH9 35000.00000000 PA USD 35153.13000000 0.109215854279 Long DBT CORP US N 2 2021-10-12 Fixed 3.81300000 N N N N N N JP Morgan Chase Commercial Mor N/A 46640JAT4 8726737.73000000 PA USD 27134.05000000 0.084301695206 Long ABS-MBS CORP US N 2 2046-01-15 Variable 0.23197800 N N N N N N Bayview Commercial Asset Trust N/A 07324SAX0 11137.20000000 PA USD 10947.67000000 0.034012878267 Long ABS-MBS CORP US N 2 2035-01-25 Floating 0.70313000 N N N N N N TRANSOCEAN POSEIDON LTD N/A 89383JAA6 18000.00000000 PA USD 14516.64000000 0.045101168484 Long DBT CORP KY N 2 2027-02-01 Fixed 6.87500000 N N N N N N SLM Student Loan Trust 549300WCW8E0MUEMAH47 78442GPQ3 144428.63000000 PA USD 143318.70000000 0.445271139576 Long ABS-O CORP US N 2 2028-10-25 Floating 0.38450000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 25000.00000000 PA USD 26313.75000000 0.081753137929 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N CONTL AIRLINES 2000-1 N/A 210805CY1 7.58155700 PA USD 7.66000000 0.000023798547 Long DBT CORP US N 2 2020-11-01 Fixed 8.04800000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 125000.00000000 PA USD 135042.50000000 0.419558144654 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EB81 75000.00000000 PA USD 77134.30000000 0.239645473071 Long DBT CORP US N 2 2023-11-29 Floating 1.85588000 N N N N N N FHLMC Multifamily Structured P N/A 3137B7N21 5347278.09000000 PA USD 103319.84000000 0.321000280477 Long ABS-MBS USGSE US N 2 2023-10-25 Variable 0.86662900 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAA4 75000.00000000 PA USD 79617.92000000 0.247361732761 Long DBT CORP US N 2 2022-07-15 Fixed 4.80000000 N N N N N N COMM Mortgage Trust N/A 12624PAD7 23836.38000000 PA USD 24197.66000000 0.075178742503 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.37200000 N N N N N N Navient Student Loan Trust N/A 63938EAC8 102416.65000000 PA USD 99813.51000000 0.310106603972 Long ABS-O CORP US N 2 2031-06-25 Floating 0.65813000 N N N N N N Navient Student Loan Trust N/A 63940AAB4 80284.37000000 PA USD 80043.69000000 0.248684540553 Long ABS-O CORP US N 2 2066-09-27 Floating 0.64813000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAD7 125000.00000000 PA USD 125911.85000000 0.391190493185 Long DBT CORP GB N 2 2021-01-08 Fixed 3.12500000 N N N N N N COMM Mortgage Trust N/A 20048EAA9 1750000.00000000 PA USD 15337.26000000 0.047650719956 Long ABS-MBS CORP US N 2 2046-01-10 Variable 0.53154000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405XW25 665.14000000 PA USD 669.62000000 0.002080415608 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 2.86000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAU7 90000.00000000 PA USD 91502.95000000 0.284286857340 Long DBT CORP US N 2 2021-07-15 Fixed 2.75000000 N N N N N N Centex Home Equity N/A 152314NC0 181946.33000000 PA USD 177913.94000000 0.552753707718 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.79313000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAD9 75000.00000000 PA USD 77961.86000000 0.242216586151 Long DBT CORP GB N 2 2023-04-26 Fixed 3.62200000 N N N N N N FHLMC Multifamily Structured P N/A 3137BXSV5 264328.62000000 PA USD 279237.32000000 0.867551266433 Long ABS-MBS USGSE US N 2 2027-03-25 Fixed 2.74800000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAG6 425000.00000000 PA USD 425008.31000000 1.320441327776 Long DBT UST US N 1 2022-08-31 Fixed 0.12500000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAE4 150000.00000000 PA USD 155803.65000000 0.484060131620 Long DBT CORP US N 2 2022-08-15 Fixed 4.37500000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAJ5 30000.00000000 PA USD 30962.17000000 0.096195128197 Long DBT CORP CA N 2 2022-07-26 Fixed 2.70000000 N N N N N N Wells Fargo Commercial Mortgag 549300PX4QZK7CUM8D08 94988XAT3 168099.51000000 PA USD 179219.85000000 0.556810987290 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.54800000 N N N N N N TRANSOCEAN PHOENIX 2 LTD N/A 893828AA1 13650.00000000 PA USD 12628.98000000 0.039236473093 Long DBT CORP KY N 2 2024-10-15 Fixed 7.75000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92935JBC8 148890.84000000 PA USD 149789.05000000 0.465373611326 Long ABS-MBS CORP US N 2 2044-02-15 Variable 4.86900000 N N N N N N JP Morgan Chase Commercial Mor N/A 46639YAS6 3312089.56000000 PA USD 85543.16000000 0.265770624043 Long ABS-MBS CORP US N 2 2046-04-15 Variable 1.38930600 N N N N N N CHANGE HEALTH / FIN INC N/A 15911NAA3 5000.00000000 PA USD 5096.50000000 0.015834112107 Long DBT CORP US N 2 2025-03-01 Fixed 5.75000000 N N N N N N Brazos Higher Education Author N/A 10620NCE6 215000.00000000 PA USD 215906.11000000 0.670790061877 Long ABS-MBS CORP US N 2 2035-02-25 Floating 1.45000000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AA6 115000.00000000 PA USD 120989.06000000 0.375896073732 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36966TJA1 50000.00000000 PA USD 49721.77000000 0.154478579485 Long DBT CORP US N 2 2023-04-15 Floating 1.27500000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660NS30 7990.51000000 PA USD 7260.58000000 0.022557605745 Long ABS-MBS CORP US N 2 2034-08-25 Floating 1.00813000 N N N N N N Countrywide Alternative Loan T N/A 12667GNH2 135559.79000000 PA USD 134637.45000000 0.418299711001 Long ABS-MBS CORP US N 2 2035-07-25 Floating 0.78813000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAY6 5000.00000000 PA USD 5231.25000000 0.016252761495 Long DBT CORP US N 2 2027-12-01 Fixed 4.00000000 N N N N N N Banc of America Funding Corpor N/A 05950MAE0 24451.35000000 PA USD 24600.05000000 0.076428911908 Long ABS-MBS CORP US N 2 2036-07-20 Floating 0.73625000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RAS3 150000.00000000 PA USD 151452.92000000 0.470543022512 Long DBT CORP US N 2 2021-05-15 Fixed 4.12500000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45661EAV6 111555.42000000 PA USD 103592.84000000 0.321848453263 Long ABS-MBS CORP US N 2 2046-05-25 Floating 0.35813000 N N N N N N Navient Student Loan Trust N/A 63939RAA2 70703.48000000 PA USD 69887.21000000 0.217129778867 Long ABS-O CORP US N 2 2066-12-27 Floating 1.19813000 N N N N N N FHLMC Multifamily Structured P N/A 3137ABFK2 250000.00000000 PA USD 5808.54000000 0.018046320717 Long ABS-MBS USGSE US N 2 2041-06-25 Variable 3.61465200 N N N N N N IndyMac IMSC Mortgage Loan Tru N/A 456672AC8 75746.68000000 PA USD 60725.70000000 0.188666249697 Long ABS-MBS CORP US N 2 2037-06-25 Variable 3.30050000 N N N N N N Structured Asset Mortgage Inve N/A 86359LTG4 80651.35000000 PA USD 74281.34000000 0.230781725699 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.37813000 N N N N N N Citigroup Commercial Mortgage N/A 17323VBB0 82000.72000000 PA USD 84964.27000000 0.263972093845 Long ABS-MBS CORP US N 2 2048-04-10 Fixed 2.98400000 N N N N N N Fannie Mae N/A 31395NLZ8 54242.98000000 PA USD 54459.09000000 0.169196769609 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 0.54813000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LM1 225000.00000000 PA USD 233506.65000000 0.725472475986 Long DBT CORP US N 2 2023-07-24 Fixed 2.87600000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAM2 100000.00000000 PA USD 100278.85000000 0.311552350216 Long DBT CORP US N 2 2020-12-15 Fixed 2.85000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 23283PAQ7 140000.00000000 PA USD 148670.90000000 0.461899675791 Long DBT CORP US N 2 2024-11-15 Fixed 2.90000000 N N N N N N Fanniemae-Aces N/A 3136AMM71 10985249.43000000 PA USD 41485.25000000 0.128888864768 Long ABS-MBS USGSE US N 2 2022-07-25 Variable 0.47554300 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38373QTW1 108110.21000000 PA USD 108173.56000000 0.336080109108 Long ABS-MBS USGA US N 2 2031-07-16 Floating 0.55213000 N N N N N N GS Mortgage Securities Trust N/A 36249KAE0 4483508.53000000 PA USD 54307.17000000 0.168724775434 Long ABS-MBS CORP US N 2 2043-08-10 Variable 1.18328300 N N N N N N Voya CLO Ltd N/A 92918HAA8 80000.00000000 PA USD 79970.16000000 0.248456093135 Long ABS-CBDO CORP KY N 2 2031-07-19 Floating 1.78483000 N N N N N N Countrywide Alternative Loan T N/A 02151BBG2 224092.82000000 PA USD 133878.23000000 0.415940920735 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.50000000 N N N N N N Fidelity Government Portfolio N/A 316175108 25347.80000000 NS USD 25347.80000000 0.078752066490 Long STIV RF US N 1 N N N MGM GROWTH/MGM FINANCE N/A 55303XAF2 6000.00000000 PA USD 6133.86000000 0.019057044420 Long DBT CORP US N 2 2028-01-15 Fixed 4.50000000 N N N N N N Fannie Mae N/A 31398NTE4 5390.68000000 PA USD 5434.86000000 0.016885349264 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 0.54813000 N N N N N N FHLMC Multifamily Structured P N/A 3137BP7A1 924528.75000000 PA USD 45589.30000000 0.141639573645 Long ABS-MBS USGSE US N 2 2026-03-25 Variable 1.20335000 N N N N N N First Franklin Mtg Loan Asset N/A 362334FT6 96635.65000000 PA USD 92860.51000000 0.288504606233 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.73513000 N N N N N N LB-UBS Commercial Mortgage Tru N/A 50179MAQ4 516278.09000000 PA USD 2297.54000000 0.007138135177 Long ABS-MBS CORP US N 2 2039-09-15 Variable 0.73043900 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J6A0 250000.00000000 PA USD 253503.63000000 0.787600293729 Long DBT CORP US N 2 2022-09-09 Fixed 2.08200000 N N N N N N Citibank Credit Card Issuance R8AG6FXVDQAMDKCSJJ64 17305EGR0 235000.00000000 PA USD 250263.34000000 0.777533166265 Long ABS-O CORP US N 2 2024-12-07 Fixed 3.21000000 N N N N N N COMM Mortgage Trust N/A 12624QAS2 326390.92000000 PA USD 9425.06000000 0.029282342128 Long ABS-MBS CORP US N 2 2045-10-15 Variable 1.84276700 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GX74 75000.00000000 PA USD 51157.64000000 0.158939626586 Long DBT CORP US N 2 2036-08-15 Floating 0.76013000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KAY6 55000.00000000 PA USD 55128.58000000 0.171276781326 Long DBT CORP US N 2 2021-05-04 Floating 0.72875000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 200000.00000000 PA USD 207538.80000000 0.644794000938 Long DBT CORP GB N 2 2023-11-07 Fixed 2.90700000 N N N N N N Dreyfus Government Cash Management 549300F7IDB6WRO7VJ11 262006208 1617000.00000000 NS USD 1617000.00000000 5.023792657169 Long STIV RF US N 1 N N N JBS USA/FOOD/FINANCE N/A 46590XAB2 5000.00000000 PA USD 5448.60000000 0.016928037521 Long DBT CORP N/A N 2 2030-01-15 Fixed 5.50000000 N N N N N N Park Place Securities Inc N/A 70069FLW5 113812.02000000 PA USD 113985.22000000 0.354136123229 Long ABS-MBS CORP US N 2 2035-08-25 Floating 0.62813000 N N N N N N CIM Trust N/A 12555VAA3 140089.11000000 PA USD 130323.83000000 0.404897897469 Long ABS-MBS CORP US N 2 2058-10-25 Variable 3.25000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BE0 30000.00000000 PA USD 30058.68000000 0.093388111235 Long DBT CORP US N 2 2021-03-29 Floating 0.64788000 N N N N N N FORD MOTOR CREDIT CO N/A 000000000 60000.00000000 PA USD 59991.22000000 0.186384323148 Long DBT CORP US N 2 2020-10-08 None 0.00000000 N N N N N N Option One Mortgage Loan Trust N/A 68389FKL7 136015.47000000 PA USD 128055.53000000 0.397850606879 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.36813000 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAA1 17000.00000000 PA USD 17253.22000000 0.053603339485 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 391164AE0 100000.00000000 PA USD 101784.93000000 0.316231529959 Long DBT CORP US N 2 2021-06-01 Fixed 4.85000000 N N N N N N UPJOHN INC N/A 91533BAA8 100000.00000000 PA USD 100800.13000000 0.313171894208 Long DBT CORP US N 2 2022-06-22 Fixed 1.12500000 N N N N N N Wells Fargo Alternative Loan T N/A 949920AA0 15494.83000000 PA USD 15560.26000000 0.048343549741 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.82313000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAP7 40000.00000000 PA USD 40007.20000000 0.124296770311 Long DBT CORP US N 2 2021-03-19 Floating 0.97738000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCJ0 19000.00000000 PA USD 19855.72000000 0.061688942695 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N Encore Credit Receivables Trus N/A 29256PAX2 138947.45000000 PA USD 139032.01000000 0.431952993784 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.80813000 N N N N N N EL PASO ELECTRIC CO OZ8GM8L4AHPKSWZMW205 283677AY8 50000.00000000 PA USD 51258.48000000 0.159252922351 Long DBT CORP US N 2 2022-12-15 Fixed 3.30000000 N N N N N N CONTL AIRLINES 2000-2 N/A 210805DD6 7569.44771000 PA USD 7674.91000000 0.023844871059 Long DBT CORP US N 2 2021-04-02 Fixed 7.70700000 N N N N N N LEVEL 3 FINANCING INC N/A 527298BN2 13000.00000000 PA USD 13380.84000000 0.041572396869 Long DBT CORP US N 2 2027-09-15 Fixed 4.62500000 N N N N N N COMM Mortgage Trust 549300BCCWSDWINK2593 12626LAC6 13098.11000000 PA USD 13660.27000000 0.042440546766 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.66000000 N N N N N N Terwin Mortgage Trust N/A 881561JL9 2194128.76000000 PA USD 31957.81000000 0.099288442311 Long ABS-MBS CORP US N 3 2034-08-25 Fixed 0.34000000 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 78444FAF3 50000.00000000 PA USD 51041.17000000 0.158577770599 Long DBT CORP US N 2 2022-10-15 Fixed 3.25000000 N N N N N N FRESENIUS MED CARE II 5493008GJ5TVVTY4UM62 35802XAF0 100000.00000000 PA USD 106414.00000000 0.330613402486 Long DBT CORP US N 2 2022-01-31 Fixed 5.87500000 N N N N N N Oak Hill Credit Partners N/A 67098WAA9 80000.00000000 PA USD 80100.00000000 0.248859487841 Long ABS-CBDO CORP KY N 2 2032-10-19 Floating 0.01000000 N N N N N N GMAC Mortgage Corporation Loan N/A 36185MDN9 89226.83000000 PA USD 77783.83000000 0.241663471861 Long ABS-MBS CORP US N 2 2036-04-19 Variable 3.68806700 N N N N N N Higher Education Funding N/A 429827AY4 146345.39000000 PA USD 146145.50000000 0.454053611489 Long ABS-MBS CORP US N 2 2034-05-25 Floating 1.30000000 N N N N N N FHLMC Multifamily Structured P N/A 3137BP4J5 244960.10000000 PA USD 255993.80000000 0.795336903352 Long ABS-MBS USGSE US N 2 2026-03-25 Fixed 2.44600000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAD4 164153.89000000 PA USD 158481.90000000 0.492381079476 Long ABS-O CORP US N 2 2023-07-25 Floating 1.34450000 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CL6 10000.00000000 PA USD 10018.75000000 0.031126853855 Long DBT CORP US N 2 2026-11-15 Fixed 8.00000000 N N N N N N CAESARS ENTERTAIN INC 5299000BKFWWVND5L441 28470RAH5 10000.00000000 PA USD 10465.77000000 0.032515682422 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAV0 10000.00000000 PA USD 10944.87000000 0.034004179059 Long DBT CORP NL N 2 2023-06-01 Fixed 4.62500000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 34528QHA5 250000.00000000 PA USD 258682.20000000 0.803689385838 Long ABS-O CORP US N 2 2024-09-15 Fixed 2.23000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300QGM7D5K3CV2643 96221TAF4 34119.93000000 PA USD 35373.16000000 0.109899456690 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 3.52200000 N N N N N N Fannie Mae N/A 31398RV36 48000.14000000 PA USD 48559.04000000 0.150866140130 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.68813000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBB1 200000.00000000 PA USD 207894.38000000 0.645898738225 Long DBT CORP US N 2 2023-04-01 Fixed 3.20700000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAE5 75000.00000000 PA USD 76504.47000000 0.237688679422 Long DBT CORP GB N 2 2021-08-05 Fixed 2.87500000 N N N N N N Credit-Based Asset Servicing a N/A 79549AYY9 13701.55000000 PA USD 13408.82000000 0.041659326813 Long ABS-MBS CORP US N 2 2033-11-25 Floating 1.16813000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAY1 61000.00000000 PA USD 40105.46000000 0.124602050377 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75000000 Y N N N N N FHLMC Multifamily Structured P N/A 3137BHCZ8 1436394.33000000 PA USD 36950.38000000 0.114799658456 Long ABS-MBS USGSE US N 2 2025-01-25 Variable 0.85985800 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAS5 150000.00000000 PA USD 160782.37000000 0.499528317754 Long DBT CORP US N 2 2023-06-15 Fixed 4.00000000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAV6 5000.00000000 PA USD 5525.00000000 0.017165401627 Long DBT CORP US N 2 2026-04-01 Fixed 9.25000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAR5 140000.00000000 PA USD 140875.81000000 0.437681422294 Long DBT CORP US N 2 2023-06-15 Floating 0.90300000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AN9 25000.00000000 PA USD 25424.25000000 0.078989585939 Long DBT CORP US N 2 2024-09-01 Fixed 3.35000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TU3 915000.00000000 PA USD 914863.89000000 2.842354046315 Long DBT UST US N 1 2020-12-03 None 0.00000000 N N N N N N Barings CLO Ltd N/A 06760EAA4 70257.91000000 PA USD 69643.15000000 0.216371518609 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 1.07175000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBC2 125000.00000000 PA USD 136480.08000000 0.424024504486 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 60000.00000000 PA USD 60001.67000000 0.186416789835 Long DBT CORP US N 2 2024-12-15 Floating 2.54038000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAG6 100000.00000000 PA USD 97850.48000000 0.304007744542 Long DBT CORP US N 2 2021-06-01 Floating 1.19600000 N N N N N N Citigroup Commercial Mortgage N/A 17320DAJ7 61436.58000000 PA USD 62686.01000000 0.194756658469 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 2.69000000 N N N N N N FHLMC Multifamily Structured P N/A 3137B3NY0 7894821.53000000 PA USD 40060.30000000 0.124461744578 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 0.31996400 N N N N N N AMERICAN AIRLINES 2013-2 N/A 02377UAB0 156456.75000000 PA USD 134497.09000000 0.417863632129 Long DBT CORP US N 2 2023-01-15 Fixed 4.95000000 N N N N N N Countrywide Asset-Backed Certi N/A 126698AC3 91826.86000000 PA USD 89643.20000000 0.278508874412 Long ABS-MBS CORP US N 2 2047-10-25 Floating 1.04813000 N N N N N N GS Mortgage Securities Trust N/A 36248FAJ1 6609654.42000000 PA USD 11833.59000000 0.036765307699 Long ABS-MBS CORP US N 2 2044-03-10 Variable 0.66033200 N N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AM3 2000.00000000 PA USD 2115.00000000 0.006571008948 Long DBT CORP US N 2 2028-02-01 Fixed 4.62500000 N N N N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 464287200 3845.00000000 NS USD 1292150.70000000 4.014531353504 Long EC RF US N 1 N N N DSLA Mortgage Loan Trust N/A 23332UBG8 3422.00000000 PA USD 3189.55000000 0.009909485386 Long ABS-MBS CORP US N 2 2044-07-19 Floating 0.89625000 N N N N N N 2020-11-20 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Senior Vice President