NPORT-P false 0001028621 XXXXXXXX S000001152 C000003074 C000003075 METROPOLITAN WEST FUNDS 811-07989 0001028621 549300KGDNJW6FXNDC82 865 South Figueroa Street SUITE 1800 Los Angeles 90017 800-241-4671 Metropolitan West Strategic Income Fund S000001152 549300W0V7N38CJDT435 2021-03-31 2020-09-30 N 37386374.71 1198911.45 36187463.26 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 834000.00000000 0.00000000 0.00000000 351000.00000000 USD N GTR ORLANDO FL AVIATION AUTH A 549300CP6PUG5S184F61 3922742E5 15000.00000000 PA USD 18020.18000000 0.049796748311 Long DBT MUN US N 2 2044-10-01 Fixed 5.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 25000.00000000 PA USD 28614.88000000 0.079074014650 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAE5 340000.00000000 PA USD 305851.22000000 0.845185576569 Long ABS-O CORP US N 2 2083-07-26 Floating 2.09450000 N N N N N N Fannie Mae N/A 31359ADZ9 754.51000000 PA USD 835.32000000 0.002308313224 Long ABS-MBS USGSE US N 2 2023-05-25 Floating 10.69672200 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 156700BC9 24000.00000000 PA USD 24410.19000000 0.067454824961 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAV1 174000.00000000 PA USD 164287.16000000 0.453989158675 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AL5 55000.00000000 PA USD 68277.77000000 0.188677967033 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured P N/A 3137FNB25 350000.00000000 PA USD 37803.85000000 0.104466703643 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 1.75891300 N N N N N N GULFPORT ENERGY CORP 549300FJX18IDUFPHD40 402635AL0 13000.00000000 PA USD 7977.39000000 0.022044623417 Long DBT CORP US N 2 2025-05-15 Fixed 6.37500000 N N N N N N JETBLUE AIRWAYS CORP N/A 477164AA5 100000.00000000 PA USD 102923.96000000 0.284418831075 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCG5 150000.00000000 PA USD 179560.65000000 0.496195736932 Long DBT CORP US N 2 2044-06-15 Fixed 4.80000000 N N N N N N Structured Receivables Finance N/A 86365LAB7 306950.43000000 PA USD 359884.40000000 0.994500215210 Long ABS-O CORP US N 2 2036-08-15 Fixed 7.97000000 N N N N N N CONTL AIRLINES 2007-1 N/A 21079RAA0 260093.29295000 PA USD 226771.31000000 0.626657106000 Long DBT CORP US N 2 2022-04-19 Fixed 6.90300000 N N N N N N PARTNERS HEALTHCARE SYST 5493007Z86EDN0QFYU66 70213HAF5 80000.00000000 PA USD 88981.02000000 0.245889078658 Long DBT CORP US N 2 2060-07-01 Fixed 3.34200000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAA8 20000.00000000 PA USD 20089.76000000 0.055515800750 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25000000 N N N N N N NEW YORK CITY NY MUNI WTR FINA N/A 64972GWG5 120000.00000000 PA USD 124434.00000000 0.343859416466 Long DBT MUN US N 2 2050-06-15 Fixed 3.00000000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAN7 50000.00000000 PA USD 56877.30000000 0.157174045584 Long DBT CORP US N 2 2029-01-15 Fixed 4.40000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AM5 250000.00000000 PA USD 275367.22000000 0.760946458229 Long DBT CORP US N 2 2026-06-15 Fixed 3.25000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 9127963W7 800000.00000000 PA USD 799706.00000000 2.209897925848 Long DBT UST US N 1 2021-02-04 None 0.00000000 N N N N N N Hudson Yards N/A 44421MAN0 50000.00000000 PA USD 44492.65000000 0.122950452979 Long ABS-MBS CORP US N 2 2041-12-10 Variable 3.04089300 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCJ0 36000.00000000 PA USD 37621.37000000 0.103962440610 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 100000.00000000 PA USD 82330.00000000 0.227509730119 Long DBT CORP MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N COMERICA INC I9Q57JVPWHHZ3ZGBW498 200340AU1 45000.00000000 PA USD 47362.50000000 0.130880961894 Long DBT CORP US N 2 N/A Fixed 5.62500000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92936JAA2 3199037.65000000 PA USD 32250.94000000 0.089121859049 Long ABS-MBS CORP US N 2 2044-11-15 Variable 1.83414500 N N N N N N GS Mortgage Securities Trust N/A 36192PAQ9 2737752.93000000 PA USD 86510.80000000 0.239062902471 Long ABS-MBS CORP US N 2 2045-11-10 Variable 2.09318800 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50076QAE6 189000.00000000 PA USD 207259.35000000 0.572737990808 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAC1 7000.00000000 PA USD 7821.21000000 0.021613037487 Long DBT CORP BM N 2 2026-03-01 Fixed 4.00000000 N N N N N N COBALT CMBS Commercial Mortgag N/A 19075CBE2 322521.53000000 PA USD 1332.34000000 0.003681772304 Long ABS-MBS CORP US N 2 2047-04-15 Variable 0.76568100 N N N N N N Fanniemae-Aces N/A 3136AT5H3 867306.35000000 PA USD 35001.02000000 0.096721396989 Long ABS-MBS USGSE US N 2 2039-07-25 Variable 2.82402600 N N N N N N FHLMC Multifamily Structured P N/A 3137B6ZN4 29158.32000000 PA USD 0.83000000 0.000002293612 Long ABS-MBS USGSE US N 2 2020-10-25 Variable 1.21003000 N N N N N N FHLMC Multifamily Structured P N/A 3137FG7J8 700000.00000000 PA USD 64536.33000000 0.178338916813 Long ABS-MBS USGSE US N 2 2046-05-25 Variable 2.24662900 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAK9 105000.00000000 PA USD 107971.39000000 0.298366838328 Long DBT CORP GB N 2 2023-03-17 Fixed 2.85800000 N N N N N N Dryden Senior Loan Fund N/A 26246BAA2 200000.00000000 PA USD 200100.00000000 0.552953929271 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 0.01000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 30000.00000000 PA USD 32546.70000000 0.089939158669 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N UNIV OF CALIFORNIA CA RGTS MED N/A 913366KC3 205000.00000000 PA USD 225889.50000000 0.624220322869 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N AMUR FIN PANTHERA AVIATION 2013-1 N/A 000000000 338213.57000000 PA USD 33821.36000000 0.093461538757 Long DBT CORP US Y 3 2022-01-25 Fixed 10.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BQ1 12000.00000000 PA USD 13864.31000000 0.038312467222 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N Freddie Mac N/A 31397FPJ5 682376.40000000 PA USD 148742.63000000 0.411033591747 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 5.96762000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 75000.00000000 PA USD 78366.59000000 0.216557290675 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 42307TAH1 35000.00000000 PA USD 47461.44000000 0.131154371498 Long DBT CORP US N 2 2039-08-01 Fixed 7.12500000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAB2 5000.00000000 PA USD 5448.60000000 0.015056595597 Long DBT CORP N/A N 2 2030-01-15 Fixed 5.50000000 N N N N N N Mid-State Trust N/A 59549WAD5 7629.04000000 PA USD 8602.62000000 0.023772376466 Long ABS-O CORP US N 2 2038-07-15 Fixed 8.22100000 N N N N N N SLM Student Loan Trust 549300IZGFDRVV7YTH38 78444EAE9 215000.00000000 PA USD 205179.25000000 0.566989867529 Long ABS-O CORP US N 2 2070-10-27 Floating 0.99450000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TU3 1000000.00000000 PA USD 999851.25000000 2.762976898425 Long DBT UST US N 1 2020-12-03 None 0.00000000 N N N N N N Oakwood Mortgage Investors Inc N/A 67087TAD3 183836.88000000 PA USD 187278.94000000 0.517524366531 Long ABS-O CORP US N 2 2026-12-15 Fixed 6.99000000 N N N N N N Conseco Finance N/A 20846QKQ0 69887.85000000 PA USD 70292.71000000 0.194246027954 Long ABS-MBS CORP US N 2 2032-06-15 Variable 8.00000000 N N N N N N FHLMC Multifamily Structured P N/A 3137B3NZ7 5999569.00000000 PA USD 238168.49000000 0.658151935903 Long ABS-MBS USGSE US N 2 2041-07-25 Variable 1.71499600 N N N N N N SES GLOBAL AMERICAS HLDG 5299000YGN3VJ3R60481 78413KAB8 200000.00000000 PA USD 212230.02000000 0.586473880402 Long DBT CORP US N 2 2044-03-25 Fixed 5.30000000 N N N N N N UBS Commercial Mortgage Trust N/A 90269GAG6 1641858.07000000 PA USD 34922.16000000 0.096503476215 Long ABS-MBS CORP US N 2 2045-05-10 Variable 2.24882300 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 39000.00000000 PA USD 41872.79000000 0.115710763418 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -10.00000000 NC USD 24864.25000000 0.068709568895 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2020-12-21 -2242989.25000000 USD 24864.25000000 N N N AT&T INC 549300Z40J86GGSTL398 00206RCQ3 15000.00000000 PA USD 17676.14000000 0.048846032320 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38373M8V5 4687392.46000000 PA USD 706.39000000 0.001952029615 Long ABS-MBS USGA US N 2 2049-10-16 Variable 0.03892000 N N N N N N Indymac Manufactured Housing C N/A 22540ABC1 86779.64000000 PA USD 87912.20000000 0.242935514347 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.61000000 N N N N N N Merrill Lynch Mortgage Investo N/A 59020UKY0 709726.41000000 PA USD 650119.68000000 1.796532891319 Long ABS-MBS CORP US N 2 2035-08-25 Floating 1.30813000 N N N N N N FHLMC Multifamily Structured P N/A 3137B1UJ9 5000000.00000000 PA USD 177390.75000000 0.490199461414 Long ABS-MBS USGSE US N 2 2041-01-25 Variable 1.76365100 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248AY4 75000.00000000 PA USD 76177.50000000 0.210507985742 Long DBT CORP US N 2 2022-02-01 Fixed 3.35000000 N N N N N N Conseco Financial Corp N/A 393505PN6 105304.94000000 PA USD 108603.28000000 0.300112995541 Long ABS-O CORP US N 2 2026-09-15 Variable 7.70000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 5000.00000000 PA USD 5293.75000000 0.014628684972 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAA1 48000.00000000 PA USD 48714.96000000 0.134618333564 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAQ2 50000.00000000 PA USD 55476.36000000 0.153302704866 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N GSR Mortgage Loan Trust N/A 3622N6AJ8 351218.30000000 PA USD 314201.65000000 0.868261054228 Long ABS-MBS CORP US N 2 2037-05-25 Variable 3.50996400 N N N N N N Oakwood Mortgage Investors Inc N/A 67087TDE8 212399.32000000 PA USD 217942.03000000 0.602258380019 Long ABS-O CORP US N 2 2024-05-15 Variable 6.03000000 N N N N N N Chase Mortgage Finance Corpora N/A 161630AW8 77884.89000000 PA USD 78345.52000000 0.216499066091 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.39468100 N N N N N N Fannie Mae N/A 31358SZW4 109536.34000000 PA USD 15629.55000000 0.043190510171 Long ABS-MBS USGSE US N 2 2030-12-18 Floating 7.80000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 23283PAQ7 80000.00000000 PA USD 84954.80000000 0.234763070817 Long DBT CORP US N 2 2024-11-15 Fixed 2.90000000 N N N N N N Structured Adjustable Rate Mor N/A 863579AN8 233890.42000000 PA USD 230893.37000000 0.638047956943 Long ABS-MBS CORP US N 2 2034-09-25 Variable 2.87819800 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAE9 9839101.91000000 PA USD 197798.91000000 0.546595124888 Long ABS-MBS CORP US N 2 2037-09-15 Variable 0.69028800 N N N N N N First Franklin Mtg Loan Asset N/A 32029AAC1 419599.12000000 PA USD 384654.44000000 1.062949445326 Long ABS-MBS CORP US N 2 2037-12-25 Floating 0.25813000 N N N N N N POWERTEAM SERVICES LLC 549300J2G34D0WX8Z443 73939VAA2 46000.00000000 PA USD 48720.12000000 0.134632592646 Long DBT CORP US N 2 2025-12-04 Fixed 9.03300000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 66000.00000000 PA USD 70952.64000000 0.196069670565 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKE1 135000.00000000 PA USD 128813.54000000 0.355961784539 Long DBT CORP US N 2 2052-02-01 Fixed 3.30000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 85000.00000000 PA USD 105131.51000000 0.290519148149 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N First Franklin Mtg Loan Asset N/A 32029GAC8 667204.79000000 PA USD 421957.19000000 1.166031415267 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.24813000 N N N N N N FHLMC Multifamily Structured P N/A 3137AVXQ5 5250000.00000000 PA USD 164400.86000000 0.454303355885 Long ABS-MBS USGSE US N 2 2040-08-25 Variable 1.87404100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379KJU3 1036959.96000000 PA USD 44320.39000000 0.122474431770 Long ABS-MBS USGA US N 2 2056-10-16 Variable 0.78152000 N N N N N N Dreyfus Government Cash Management 549300F7IDB6WRO7VJ11 262006208 955000.00000000 NS USD 955000.00000000 2.639035494526 Long STIV RF US N 1 N N N Banc of America Funding Corpor N/A 058931BF2 233637.07000000 PA USD 223317.90000000 0.617113994411 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 5.50000000 N N N N N N Mid-State Trust 5493001662PV30WKJE68 59560UAB7 290270.81000000 PA USD 308047.95000000 0.851255993786 Long ABS-O CORP US N 2 2037-08-15 Fixed 6.49700000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 35000.00000000 PA USD 36761.10000000 0.101585180856 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N KONINKLIJKE KPN NV 549300YO0JZHAL7FVP81 780641AH9 20000.00000000 PA USD 29145.96000000 0.080541594724 Long DBT CORP NL N 2 2030-10-01 Fixed 8.37500000 N N N N N N Fannie Mae N/A 31393USG9 4560.53000000 PA USD 5541.98000000 0.015314640764 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 9.80000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBN1 90000.00000000 PA USD 97393.43000000 0.269135831103 Long DBT CORP US N 2 2030-10-15 Fixed 2.61000000 N N N N N N Conseco Financial Corp N/A 393505F98 61768.30000000 PA USD 63438.68000000 0.175305684027 Long ABS-O CORP US N 2 2030-04-01 Variable 6.87000000 N N N N N N Terwin Mortgage Trust N/A 881561FV1 95011.97000000 PA USD 92414.11000000 0.255376038204 Long ABS-MBS CORP US N 2 2034-07-25 Floating 0.69813000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 65000.00000000 PA USD 77216.91000000 0.213380278814 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 89000.00000000 PA USD 90909.05000000 0.251216973532 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N CAESARS ENTERTAIN INC 5299000BKFWWVND5L441 28470RAH5 62000.00000000 PA USD 64887.79000000 0.179310137142 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N FHLMC Multifamily Structured P N/A 3137AWQK4 4050000.00000000 PA USD 121752.92000000 0.336450552295 Long ABS-MBS USGSE US N 2 2040-10-25 Variable 1.74542700 N N N N N N NEW YORK CITY NY TRANSITIONALF N/A 64971XQW1 75000.00000000 PA USD 72841.83000000 0.201290235451 Long DBT MUN US N 2 2032-08-01 Fixed 1.85000000 N N N N N N Freddie Mac N/A 3133T1E99 7291.32000000 PA USD 7805.51000000 0.021569652296 Long ABS-MBS USGSE US N 2 2023-10-15 Floating 10.09375000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBL3 20000.00000000 PA USD 22998.17000000 0.063552865904 Long DBT CORP US N 2 2030-04-06 Fixed 3.63300000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 12429TAD6 5000.00000000 PA USD 5025.00000000 0.013886024460 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBM7 25000.00000000 PA USD 25383.43000000 0.070144264652 Long DBT CORP US N 2 2021-07-06 Fixed 3.20000000 N N N N N N Barclays Commercial Mortgage S N/A 05492TBH2 75000.00000000 PA USD 74092.57000000 0.204746515299 Long ABS-MBS CORP US N 2 2053-02-15 Variable 3.68835000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 130000.00000000 PA USD 157994.27000000 0.436599462263 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Morgan Stanley Mortgage Loan T 549300E4V6DCTUJSC749 61749JAS5 2216979.09000000 PA USD 920783.91000000 2.544483163642 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.96200000 N N N N N N TEXAS EASTERN TRANSMISSI 549300SIOULUXXIDGA69 882384AC4 150000.00000000 PA USD 154517.07000000 0.426990609675 Long DBT CORP US N 2 2022-10-15 Fixed 2.80000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAC0 60000.00000000 PA USD 63838.20000000 0.176409712781 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 30290WAA3 61052345.32000000 PA USD 115736.93000000 0.319826038007 Long ABS-MBS CORP US N 2 2045-10-25 Fixed 0.12500000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92930RAF9 943292.01000000 PA USD 28619.55000000 0.079086919672 Long ABS-MBS CORP US N 2 2045-11-15 Variable 2.04322200 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAY1 71000.00000000 PA USD 46680.12000000 0.128995281223 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75000000 Y N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAD3 10000.00000000 PA USD 10032.92000000 0.027724850255 Long DBT CORP KY N 2 2024-05-15 Fixed 5.25000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AD4 150000.00000000 PA USD 157239.71000000 0.434514320250 Long DBT CORP US N 2 2021-09-01 Fixed 6.00000000 N N N N N N Residential Accredit Loans, In N/A 76110H2H1 233589.78000000 PA USD 141706.12000000 0.391588984786 Long ABS-MBS CORP US N 2 2035-03-25 Variable 3.12654100 N N N N N N GS Mortgage Securities Trust N/A 36192BAC1 5749131.66800000 PA USD 15187.48000000 0.041968899259 Long ABS-MBS CORP US N 2 2045-01-10 Variable 0.25645000 N N N N N N Structured Receivables Finance N/A 86365FAC8 294646.54000000 PA USD 337717.35000000 0.933244056300 Long ABS-O CORP US N 2 2046-01-16 Fixed 7.61400000 N N N N N N JP Morgan Chase Commercial Mor N/A 46639EAG6 2000774.28000000 PA USD 51091.57000000 0.141185829006 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.64250200 N N N N N N SFAVE Commercial Mortgage Secu 549300FIGODFFTOAAU64 78413MAC2 120000.00000000 PA USD 123160.70000000 0.340340794587 Long ABS-MBS CORP US N 2 2043-01-05 Variable 3.65900000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMC3 65000.00000000 PA USD 63146.45000000 0.174498139165 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBS3 25000.00000000 PA USD 24936.69000000 0.068909748718 Long DBT CORP US N 2 2031-03-25 Fixed 2.72600000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FX9 45000.00000000 PA USD 48624.53000000 0.134368440392 Long DBT CORP US N 2 2031-01-13 Fixed 2.65000000 N N N N N N Fannie Mae N/A 31398RAW5 883373.52000000 PA USD 190817.16000000 0.527301841052 Long ABS-MBS USGSE US N 2 2040-05-25 Floating 6.27187000 N N N N N N FHLMC Multifamily Structured P N/A 3137FMCG5 2269795.52000000 PA USD 125782.76000000 0.347586563601 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 1.40504900 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GX74 450000.00000000 PA USD 306945.85000000 0.848210463924 Long DBT CORP US N 2 2036-08-15 Floating 0.76013000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAD5 13000.00000000 PA USD 13308.88000000 0.036777598651 Long DBT CORP US N 2 2021-06-15 Fixed 4.42000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAA5 45000.00000000 PA USD 48364.58000000 0.133650097694 Long DBT CORP BM N 2 2022-11-01 Fixed 5.00000000 N N N N N N Conseco Financial Corp N/A 393505E40 70993.06000000 PA USD 71250.34000000 0.196892331159 Long ABS-O CORP US N 2 2030-03-01 Variable 6.76000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAW6 20000.00000000 PA USD 20546.96000000 0.056779221722 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAQ9 25000.00000000 PA USD 25796.74000000 0.071286400526 Long DBT CORP US N 2 2021-09-25 Fixed 4.37500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 50000.00000000 PA USD 38200.00000000 0.105561419781 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N TRANSMONTAIGE PARTNERS N/A 89376VAA8 35000.00000000 PA USD 36312.50000000 0.100345525020 Long DBT CORP US N 2 2026-02-15 Fixed 6.12500000 N N N N N N SLM Student Loan Trust 549300EQOYJZL2D96G46 78445AAE6 340000.00000000 PA USD 309606.79000000 0.855563673462 Long ABS-O CORP US N 2 2073-04-25 Floating 2.09450000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300GADFYEKC4OLM57 92890PAL8 2974656.25000000 PA USD 43026.92000000 0.118900072356 Long ABS-MBS CORP US N 2 2046-06-15 Variable 0.85350100 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAG2 50000.00000000 PA USD 52464.50000000 0.144979767227 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 50000.00000000 PA USD 54017.00000000 0.149269927023 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N FHLMC Multifamily Structured P N/A 3137B5JN4 6349493.49000000 PA USD 17412.85000000 0.048118459906 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 0.21637300 N N N N N N Banc of California Multifamily N/A 3137FMUM2 4687581.74000000 PA USD 40285.08000000 0.111323304732 Long ABS-MBS CORP US N 2 2024-08-25 Fixed 0.36200000 N N N N N N Merrill Lynch Alternative Note N/A 59024HAE0 1696106.76000000 PA USD 149745.53000000 0.413804993525 Long ABS-MBS CORP US N 3 2037-04-25 Floating 0.47813000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 45000.00000000 PA USD 51567.00000000 0.142499626540 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N FHLMC Multifamily Structured P N/A 3137ABFK2 1220000.00000000 PA USD 28345.66000000 0.078330055346 Long ABS-MBS USGSE US N 2 2041-06-25 Variable 3.61465200 N N N N N N RUBY PIPELINE LLC 549300VXRTBPBK07QT94 781172AB7 136363.63760000 PA USD 114750.00000000 0.317098767535 Long DBT CORP US N 2 2022-04-01 Variable 7.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRS1 75000.00000000 PA USD 83312.62000000 0.230225090389 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N FHLMC Multifamily Structured P N/A 3137BEVK7 1100000.00000000 PA USD 80517.53000000 0.222501172357 Long ABS-MBS USGSE US N 2 2042-11-25 Variable 2.10373300 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAQ8 58000.00000000 PA USD 59287.02000000 0.163833036800 Long DBT CORP US N 2 2024-04-15 Fixed 6.00000000 N N N N N N Freddie Mac N/A 31397EBL8 12071621.94000000 PA USD 56945.46000000 0.157362398106 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 0.15000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46640JAT4 6493330.99000000 PA USD 20189.71000000 0.055792001376 Long ABS-MBS CORP US N 2 2046-01-15 Variable 0.23197800 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BN5 45000.00000000 PA USD 50142.10000000 0.138562075047 Long DBT CORP US N 2 2042-08-15 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured P N/A 3137AUPG8 1150000.00000000 PA USD 37508.80000000 0.103651366028 Long ABS-MBS USGSE US N 2 2040-07-25 Variable 2.03408000 N N N N N N JP Morgan Mortgage Acquisition N/A 46630KAF3 766318.69000000 PA USD 591122.91000000 1.633501927871 Long ABS-MBS CORP US N 2 2047-03-25 Variable 4.25452300 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AD0 50000.00000000 PA USD 52985.95000000 0.146420735875 Long DBT CORP US N 2 2027-11-15 Fixed 3.62500000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAJ5 45000.00000000 PA USD 46443.26000000 0.128340745153 Long DBT CORP CA N 2 2022-07-26 Fixed 2.70000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 35000.00000000 PA USD 41905.67000000 0.115801623614 Long DBT CORP US N 2 2038-06-25 Fixed 4.62500000 N N N N N N Oak Hill Credit Partners N/A 67098WAA9 180000.00000000 PA USD 180225.00000000 0.498031593718 Long ABS-CBDO CORP KY N 2 2032-10-19 Floating 0.01000000 N N N N N N GS Mortgage Securities Trust N/A 36258PAC1 940000.00000000 PA USD 13375.26000000 0.036961032343 Long ABS-MBS CORP US N 2 2037-02-10 Variable 0.35158000 N N N N N N LEXINGTON REALTY TRUST 549300S4MH2ICXDBFV43 529043AE1 35000.00000000 PA USD 35758.45000000 0.098814469925 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N Mid-State Trust 5493001662PV30WKJE68 59560UAD3 419704.92000000 PA USD 476781.77000000 1.317532999134 Long ABS-O CORP US N 2 2037-08-15 Fixed 8.90000000 N N N N N N Citigroup Commercial Mortgage N/A 17318UAK0 1436720.89000000 PA USD 37529.45000000 0.103708429989 Long ABS-MBS CORP US N 2 2045-09-10 Variable 1.92062900 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 9127964Q9 400000.00000000 PA USD 399969.75000000 1.105271588467 Long DBT UST US N 1 2020-11-03 None 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378XLU3 1261119.99000000 PA USD 60206.12000000 0.166372866667 Long ABS-MBS USGA US N 2 2054-11-16 Variable 0.91996000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAE2 340000.00000000 PA USD 307180.24000000 0.848858174426 Long ABS-O CORP US N 2 2083-07-26 Floating 2.09450000 N N N N N N FHLMC Multifamily Structured P N/A 3137FPJQ9 1997024.70000000 PA USD 117889.16000000 0.325773484460 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 1.20410000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAB7 29000.00000000 PA USD 29696.00000000 0.082061568633 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N GMAC Mortgage Corporation Loan N/A 36185MDN9 268567.73000000 PA USD 234124.94000000 0.646978038548 Long ABS-MBS CORP US N 2 2036-04-19 Variable 3.68806700 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 48000.00000000 PA USD 59897.60000000 0.165520306216 Long DBT CORP GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N Freddie Mac N/A 3133T4DA1 40615.81000000 PA USD 48406.78000000 0.133766712665 Long ABS-MBS USGSE US N 2 2024-02-15 Floating 17.94702200 N N N N N N Morgan Stanley Mortgage Loan T N/A 61748HCH2 179119.22000000 PA USD 177469.87000000 0.490418100669 Long ABS-MBS CORP US N 2 2034-09-25 Variable 2.52394400 N N N N N N FORD MOTOR CREDIT CO N/A 000000000 315000.00000000 PA USD 312396.00000000 0.863271342772 Long DBT CORP US N 2 2021-01-08 None 0.00000000 N N N N N N COMM Mortgage Trust N/A 20049AAC2 2030000.00000000 PA USD 40091.28000000 0.110787760147 Long ABS-MBS CORP US N 2 2037-02-10 Variable 0.59313600 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAT4 100000.00000000 PA USD 97100.00000000 0.268324970176 Long DBT CORP US N 2 2030-05-15 Fixed 4.80000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJA8 40000.00000000 PA USD 49463.59000000 0.136687088687 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAA5 50000.00000000 PA USD 53176.64000000 0.146947686324 Long DBT CORP GB N 2 2024-03-08 Fixed 3.76600000 N N N N N N First Franklin Mtg Loan Asset N/A 32028TAE7 2000946.76000000 PA USD 1423752.06000000 3.934379289785 Long ABS-MBS CORP US N 2 2038-01-25 Floating 0.36813000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 340000.00000000 PA USD 303309.89000000 0.838162895864 Long ABS-O CORP US N 2 2083-04-26 Floating 1.44450000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BZ2 30000.00000000 PA USD 37123.81000000 0.102587489300 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N Mid-State Trust N/A 595481AA0 137650.05000000 PA USD 149124.20000000 0.412088017688 Long ABS-O CORP US N 2 2040-01-15 Fixed 5.74500000 N N N N N N CEDAR FUNDING LTD N/A 15033TAB1 180000.00000000 PA USD 180225.00000000 0.498031593718 Long ABS-CBDO CORP KY N 2 2032-10-25 Floating 0.01000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00772BAR2 125000.00000000 PA USD 126614.43000000 0.349884790459 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N Indymac Manufactured Housing C N/A 22540ABD9 36531.49000000 PA USD 37041.83000000 0.102360946756 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.75000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAT9 70000.00000000 PA USD 78535.42000000 0.217023833463 Long DBT CORP US N 2 2030-03-20 Fixed 3.55000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AR0 40000.00000000 PA USD 37525.00000000 0.103696132913 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N QWEST CORP 549300R2L4N683OO1509 912920AK1 70000.00000000 PA USD 80850.70000000 0.223421850321 Long DBT CORP US N 2 2025-09-15 Fixed 7.25000000 N N N N N N SAN FRANCISCO CALIF CITY &CNTY 54930055TIDYHNDP4F84 79766DMB2 140000.00000000 PA USD 165827.20000000 0.458244886657 Long DBT MUN US N 2 2049-05-01 Fixed 5.00000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 57000.00000000 PA USD 65585.63000000 0.181238539791 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 8.00000000 NC USD -125.53000000 -0.00034688808 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2020-12-31 1008375.53000000 USD -125.53000000 N N N SLC Student Loan Trust 25490083RPF52FIUZ551 784423AH8 156271.92000000 PA USD 139438.20000000 0.385321841982 Long ABS-O CORP US N 2 2031-08-15 Floating 0.57013000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAN3 3000.00000000 PA USD 3307.75000000 0.009140596499 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 105000.00000000 PA USD 113859.38000000 0.314637638957 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N Indymac Manufactured Housing C N/A 22540AFG8 66753.62000000 PA USD 67838.38000000 0.187463762001 Long ABS-O CORP US N 2 2028-09-25 Fixed 6.49000000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 340000.00000000 PA USD 310266.80000000 0.857387537144 Long ABS-O CORP US N 2 2083-01-25 Floating 1.44450000 N N N N N N NYU HOSPITALS CENTER N/A 62954RAA4 40000.00000000 PA USD 40592.58000000 0.112173046528 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N SLM Student Loan Trust 549300R59P5DXM48DO55 78445GAE3 340000.00000000 PA USD 327530.40000000 0.905093561399 Long ABS-O CORP US N 2 2075-10-25 Floating 2.49450000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAJ4 40000.00000000 PA USD 44099.50000000 0.121864027006 Long DBT CORP GB N 2 2024-11-15 Fixed 4.79600000 N N N N N N MASSACHUSETTS ST 5493001N1YCXNI1O7K10 57582RA89 85000.00000000 PA USD 90969.55000000 0.251384158503 Long DBT MUN US N 2 2048-03-01 Fixed 3.00000000 N N N N N N Fidelity Government Portfolio N/A 316175108 40978.14000000 NS USD 40978.14000000 0.113238498387 Long STIV RF US N 1 N N N Colony American Finance Ltd N/A 21872UAC8 140000.00000000 PA USD 141513.75000000 0.391057391846 Long ABS-O CORP US N 2 2050-03-15 Fixed 2.29600000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92935VAJ7 17135532.50000000 PA USD 73159.30000000 0.202167528224 Long ABS-MBS CORP US N 2 2044-03-15 Variable 1.47755700 N N N N N N Fanniemae-Aces N/A 3136A07K7 2158068.10000000 PA USD 13120.95000000 0.036258275153 Long ABS-MBS USGSE US N 2 2021-07-25 Variable 1.16586600 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869PAL8 55000.00000000 PA USD 57324.58000000 0.158410053747 Long DBT CORP US N 2 2022-11-15 Fixed 4.87500000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAH8 45000.00000000 PA USD 52798.09000000 0.145901605814 Long DBT CORP US N 2 2028-05-15 Fixed 4.50000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TBA2 38000.00000000 PA USD 24700.00000000 0.068255682423 Long DBT CORP LU N 2 2024-10-15 Fixed 8.50000000 Y N N N N N Oakwood Mortgage Investors Inc N/A 67087TCV1 717116.56000000 PA USD 543094.03000000 1.500779499513 Long ABS-O CORP US N 2 2022-09-15 Variable 5.90000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAR4 45000.00000000 PA USD 41683.95000000 0.115188925237 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N COMM Mortgage Trust 549300MGZ5FI5VFL1177 12591KAF2 1818487.12000000 PA USD 52967.44000000 0.146369585564 Long ABS-MBS CORP US N 2 2046-10-10 Variable 1.29055700 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 35000.00000000 PA USD 34703.11000000 0.095898156084 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N HSI Asset Loan Obligation N/A 40432BAR0 306521.40000000 PA USD 292386.47000000 0.807977248637 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YJ6 115000.00000000 PA USD 109860.14000000 0.303586187323 Long DBT CORP US N 2 2022-03-28 Floating 1.50325000 N N N N N N LEVEL 3 FINANCING INC N/A 527298BH5 16000.00000000 PA USD 16536.16000000 0.045695825322 Long DBT CORP US N 2 2025-05-01 Fixed 5.37500000 N N N N N N Credit-Based Asset Servicing a N/A 1248MBAJ4 308051.04000000 PA USD 256884.13000000 0.709870510000 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.85386900 N N N N N N FRESENIUS US FINANCE II TRJSJR7WPAPZ2OYFQZ47 35804GAJ7 50000.00000000 PA USD 50582.80000000 0.139779900117 Long DBT CORP US N 2 2021-02-01 Fixed 4.25000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBD5 60000.00000000 PA USD 64758.34000000 0.178952416572 Long DBT CORP US N 2 2031-01-30 Fixed 3.25000000 N N N N N N FORD MOTOR CREDIT CO N/A 000000000 260000.00000000 PA USD 259961.96000000 0.718375748341 Long DBT CORP US N 2 2020-10-08 None 0.00000000 N N N N N N Impac CMB Trust N/A 45254NHT7 167713.19000000 PA USD 163061.01000000 0.450600830537 Long ABS-MBS CORP US N 2 2034-09-25 Floating 0.76813000 N N N N N N JP Morgan Mortgage Trust N/A 46628YBB5 79021.58000000 PA USD 72472.87000000 0.200270655832 Long ABS-MBS CORP US N 2 2021-06-25 Fixed 5.87500000 N N N N N N JP Morgan Mortgage Trust N/A 46630RAB7 18370.96000000 PA USD 17257.94000000 0.047690383478 Long ABS-MBS CORP US N 2 2022-03-25 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured P N/A 3137FCJN5 700000.00000000 PA USD 84225.22000000 0.232746958234 Long ABS-MBS USGSE US N 2 2044-12-25 Variable 2.10758100 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 75000.00000000 PA USD 95788.38000000 0.264700455270 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAK8 110000.00000000 PA USD 113960.00000000 0.314915691053 Long DBT CORP CA N 2 2024-03-15 Fixed 7.00000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAX8 35000.00000000 PA USD 39053.60000000 0.107920247737 Long DBT CORP US N 2 2025-09-15 Fixed 5.50000000 N N N N N N TRANSOCEAN PONTUS LTD N/A 89382PAA3 31980.00000000 PA USD 28756.42000000 0.079465144581 Long DBT CORP KY N 2 2025-08-01 Fixed 6.12500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 65000.00000000 PA USD 72190.63000000 0.199490717216 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 10000.00000000 PA USD 11631.20000000 0.032141517951 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374FGE8 25860.97000000 PA USD 29668.13000000 0.081984553011 Long ABS-MBS USGA US N 2 2023-11-26 Floating 14.01050000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 9127963B3 500000.00000000 PA USD 499926.75000000 1.381491558024 Long DBT UST US N 1 2020-11-27 None 0.00000000 N N N N N N Credit-Based Asset Servicing a N/A 1248MBAH8 932901.54000000 PA USD 778035.50000000 2.150013927226 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.85386900 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDA7 35000.00000000 PA USD 27117.13000000 0.074935150345 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N FARMERS EXCHANGE CAP II N/A 30958PAA1 50000.00000000 PA USD 63187.50000000 0.174611576241 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAV6 7000.00000000 PA USD 7735.00000000 0.021374805811 Long DBT CORP US N 2 2026-04-01 Fixed 9.25000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAN6 70000.00000000 PA USD 77694.81000000 0.214700901916 Long DBT CORP CA N 2 2050-01-25 Fixed 3.80000000 N N N N N N Conseco Financial Corp N/A 393505F56 124741.84000000 PA USD 127757.42000000 0.353043315255 Long ABS-O CORP US N 2 2030-04-01 Variable 6.53000000 N N N N N N Fannie Mae N/A 31396PDC2 835541.63000000 PA USD 216555.51000000 0.598426887356 Long ABS-MBS USGSE US N 2 2037-01-25 Floating 7.05187000 N N N N N N Fannie Mae N/A 31397LXH7 1022998.75000000 PA USD 221784.77000000 0.612877361440 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 5.90187000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 130000.00000000 PA USD 144322.75000000 0.398819748604 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N Crystal River 5493002U1CTJPBWAAZ92 229395AA6 419900.13000000 PA USD 46219.21000000 0.127721608082 Long ABS-CBDO CORP KY N 3 2046-03-02 Floating 2.68125000 N N N N N N OI EUROPEAN GROUP BV 72450053F5WRDY8CDZ66 67777LAC7 15000.00000000 PA USD 15279.68000000 0.042223683628 Long DBT CORP NL N 2 2023-03-15 Fixed 4.00000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAY6 5000.00000000 PA USD 5231.25000000 0.014455973225 Long DBT CORP US N 2 2027-12-01 Fixed 4.00000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BP6 150000.00000000 PA USD 161673.53000000 0.446766685021 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAJ5 83000.00000000 PA USD 52030.63000000 0.143780816096 Long DBT CORP US N 2 2025-03-01 Fixed 5.00000000 N N N N N N Fannie Mae N/A 31394F3P8 666454.60000000 PA USD 52828.39000000 0.145985336469 Long ABS-MBS USGSE US N 2 2025-10-25 Floating 5.95187000 N N N N N N CASH MGMT BILL 254900HROIFWPRGM1V77 912796B81 500000.00000000 PA USD 499817.92000000 1.381190818513 Long DBT UST US N 1 2021-02-16 None 0.00000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAD0 36000.00000000 PA USD 36848.16000000 0.101825761411 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N Oakwood Mortgage Investors Inc N/A 674135DF2 70402.98000000 PA USD 71273.63000000 0.196956690464 Long ABS-O CORP US N 2 2028-05-15 Variable 6.82500000 N N N N N N CHEVRON CORP N/A 166764BY5 15000.00000000 PA USD 15936.43000000 0.044038538666 Long DBT CORP US N 2 2030-05-11 Fixed 2.23600000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46642EBA3 555483.24000000 PA USD 16186.73000000 0.044730214670 Long ABS-MBS CORP US N 2 2047-08-15 Variable 1.15655600 N N N N N N NUTRITION & BIOSCIENCES N/A 67079BAF7 40000.00000000 PA USD 40499.39000000 0.111915526404 Long DBT CORP US N 2 2050-12-01 Fixed 3.46800000 N N N N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59261AG76 40000.00000000 PA USD 41737.60000000 0.115337181001 Long DBT MUN US N 2 2049-11-15 Fixed 5.17500000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAB7 61000.00000000 PA USD 60936.10000000 0.168390084605 Long DBT CORP KY N 2 2023-10-01 Fixed 5.12500000 N N N N N N Credit-Based Asset Servicing a N/A 17311YAC7 967092.46000000 PA USD 514864.75000000 1.422771047256 Long ABS-MBS CORP US N 2 2037-03-25 Variable 3.55734000 N N N N N N Fannie Mae N/A 313920B41 426.66000000 PA USD 487.22000000 0.001346377878 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 8.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBY1 75000.00000000 PA USD 77046.00000000 0.212907988179 Long DBT CORP US N 2 2022-06-30 Fixed 3.15000000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAE5 235000.00000000 PA USD 215152.39000000 0.594549522452 Long ABS-O CORP US N 2 2073-07-25 Floating 2.09450000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAF9 75000.00000000 PA USD 73870.18000000 0.204131965452 Long DBT CORP US N 2 2025-02-01 Fixed 2.30000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 75000.00000000 PA USD 75002.08000000 0.207259844275 Long DBT CORP US N 2 2024-12-15 Floating 2.54038000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AS5 30000.00000000 PA USD 31957.50000000 0.088310970488 Long DBT CORP US N 2 2023-11-15 Fixed 4.00000000 N N N N N N SFAVE Commercial Mortgage Secu 549300FIGODFFTOAAU64 78413MAE8 45000.00000000 PA USD 42416.78000000 0.117214018830 Long ABS-MBS CORP US N 2 2043-01-05 Variable 4.14400000 N N N N N N Freddie Mac N/A 31397ELK9 2025590.40000000 PA USD 386665.76000000 1.068507502783 Long ABS-MBS USGSE US N 2 2037-01-15 Floating 6.22762000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XQ1 175000.00000000 PA USD 174958.44000000 0.483478045263 Long DBT CORP US N 2 2021-01-15 Fixed 3.20000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LR35 333405.12000000 PA USD 319347.16000000 0.882480094571 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.26532500 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 75000.00000000 PA USD 80568.18000000 0.222641137957 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N Global SC Finance SRL N/A 37952UAE3 116916.67000000 PA USD 118773.24000000 0.328216540481 Long ABS-O CORP BB N 2 2029-07-17 Fixed 3.09000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376GXY1 2021561.35000000 PA USD 18333.54000000 0.050662683560 Long ABS-MBS USGA US N 2 2050-09-16 Variable 0.52036000 N N N N N N CASH MGMT BILL 254900HROIFWPRGM1V77 912796A82 800000.00000000 PA USD 799701.00000000 2.209884108908 Long DBT UST US N 1 2021-01-26 None 0.00000000 N N N N N N Fanniemae-Aces N/A 31396PGT2 138318.27000000 PA USD 158222.36000000 0.437229763421 Long ABS-MBS USGSE US N 2 2032-10-25 Variable 5.27100000 N N N N N N Freddie Mac Multiclass Certifi N/A 3137FQKX0 385000.00000000 PA USD 42775.25000000 0.118204610510 Long ABS-MBS USGSE US N 2 2033-07-25 Variable 1.01420000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 9127963J6 900000.00000000 PA USD 899833.77000000 2.486589799165 Long DBT UST US N 1 2020-12-10 None 0.00000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAC2 32000.00000000 PA USD 31780.00000000 0.087820469126 Long DBT CORP US N 2 2026-04-01 Fixed 6.87500000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAF1 150000.00000000 PA USD 163383.30000000 0.451491442840 Long DBT CORP US N 2 2027-12-01 Fixed 3.45000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -19.00000000 NC USD -3045.27000000 -0.00841526242 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2020-12-21 -3035470.45000000 USD -3045.27000000 N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 70000.00000000 PA USD 82305.97000000 0.227443325907 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N Colony American Finance Ltd N/A 21872FAB3 581199.45000000 PA USD 42974.56000000 0.118755381362 Long ABS-O CORP US N 2 2052-03-15 Variable 2.34628100 N N N N N N Indymac Manufactured Housing C N/A 22540AFH6 160898.64000000 PA USD 173632.54000000 0.479814069177 Long ABS-O CORP US N 2 2028-09-25 Variable 6.96000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 50000.00000000 PA USD 56015.55000000 0.154792696016 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N Conseco Financial Corp N/A 3935053P5 84264.67000000 PA USD 52094.83000000 0.143958225603 Long ABS-O CORP US N 2 2030-03-01 Variable 7.86000000 N N N N N N Aimco 549300VLRW0CEQ83RF89 00140NAJ9 185000.00000000 PA USD 185092.50000000 0.511482384576 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 0.01000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AE8 36000.00000000 PA USD 36263.34000000 0.100209676869 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701FAC7 100000.00000000 PA USD 99277.00000000 0.274340865748 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 1.82175000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 60000.00000000 PA USD 69525.00000000 0.192124547389 Long DBT CORP US N 2 2028-08-28 Variable 5.90000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 85000.00000000 PA USD 91796.18000000 0.253668457886 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N Banc of America Commercial Mor N/A 06054AAA7 1500000.00000000 PA USD 61876.05000000 0.170987531111 Long ABS-MBS CORP US N 2 2048-09-15 Variable 1.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 110000.00000000 PA USD 134978.80000000 0.372998789747 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N EMORY UNIVERSITY 95MD72NUUVZ3P8PQ6919 29157TAD8 60000.00000000 PA USD 62959.32000000 0.173981026378 Long DBT CORP US N 2 2030-09-01 Fixed 2.14300000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAF5 22000.00000000 PA USD 21852.82000000 0.060387819513 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 15000.00000000 PA USD 16804.67000000 0.046437822621 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBR6 85000.00000000 PA USD 88851.37000000 0.245530805410 Long DBT CORP US N 2 2028-06-01 Fixed 2.18200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 55000.00000000 PA USD 59500.27000000 0.164422329281 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378XDR9 1847016.88000000 PA USD 31203.69000000 0.086227901015 Long ABS-MBS USGA US N 2 2055-05-16 Variable 0.35851000 N N N N N N TRANSOCEAN POSEIDON LTD N/A 89383JAA6 20000.00000000 PA USD 16129.60000000 0.044572342316 Long DBT CORP KY N 2 2027-02-01 Fixed 6.87500000 N N N N N N TRANSOCEAN PROTEUS LTD 5493000CTMQ2LH21VM89 893829AA9 12350.00000000 PA USD 11084.13000000 0.030629751304 Long DBT CORP KY N 2 2024-12-01 Fixed 6.25000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAG5 43000.00000000 PA USD 45015.63000000 0.124395649610 Long DBT CORP US N 2 2022-11-15 Variable 5.37500000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 23283PAT1 5000.00000000 PA USD 4898.00000000 0.013535074190 Long DBT CORP US N 2 2030-11-01 Fixed 2.15000000 N N N N N N TITAN ACQ/CO-BORROWER N/A 88827AAA1 34000.00000000 PA USD 33848.70000000 0.093537089783 Long DBT CORP N/A N 2 2026-04-15 Fixed 7.75000000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AA6 35000.00000000 PA USD 36822.76000000 0.101755571357 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AH2 40000.00000000 PA USD 50294.48000000 0.138983160103 Long DBT CORP BM N 2 2048-05-15 Fixed 5.30000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 200000.00000000 PA USD 198449.80000000 0.548393786472 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 67000.00000000 PA USD 68299.80000000 0.188738844470 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N 2020-11-20 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Senior Vice President