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 2020-12-31 N 25331287.91 431294.89 24899993.02 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 110000.00000000 0.00000000 0.00000000 1191000.00000000 JPY USD N AGNC Investment Corp 5TRACI5HRMELWV32OF39 00123Q104 4500.00000000 NS USD 70200.00000000 0.281927789873 Long EC CORP US N 1 N N N JP Morgan Chase Commercial Mor N/A 46640JAT4 6443057.89000000 PA USD 17857.58000000 0.071717208858 Long ABS-MBS CORP US N 2 2046-01-15 Variable 0.11771100 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 30000.00000000 PA USD 31979.86000000 0.128433208693 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N Credit-Based Asset Servicing a N/A 17311YAC7 951098.45000000 PA USD 499238.61000000 2.004974899386 Long ABS-MBS CORP US N 2 2037-03-25 Variable 3.51143700 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAF1 150000.00000000 PA USD 164330.37000000 0.659961510302 Long DBT CORP US N 2 2027-12-01 Fixed 3.45000000 N N N N N N Terwin Mortgage Trust N/A 881561FV1 89221.89000000 PA USD 87429.93000000 0.351124315295 Long ABS-MBS CORP US N 2 2034-07-25 Floating 1.24800000 N N N N N N Fidelity Government Portfolio N/A 316175108 22991.00000000 NS USD 22991.00000000 0.092333359216 Long STIV RF US N 1 N N N Fannie Mae N/A 31397LXH7 963760.61000000 PA USD 196415.67000000 0.788818172929 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 5.90200000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643TBC5 2861468.24000000 PA USD 89983.73000000 0.361380543069 Long ABS-MBS CORP US N 2 2048-01-15 Variable 0.96355200 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AL5 20000.00000000 PA USD 26990.02000000 0.108393685003 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379KJU3 815316.77000000 PA USD 28641.34000000 0.115025494091 Long ABS-MBS USGA US N 2 2056-10-16 Variable 0.63348000 N N N N N N Freddie Mac Multiclass Certifi N/A 3137FQKX0 385000.00000000 PA USD 43730.09000000 0.175622900636 Long ABS-MBS USGSE US N 2 2033-07-25 Variable 1.01420000 N N N N N N SES GLOBAL AMERICAS HLDG 5299000YGN3VJ3R60481 78413KAB8 200000.00000000 PA USD 219533.55000000 0.881661090521 Long DBT CORP US N 2 2044-03-25 Fixed 5.30000000 N N N N N N PRIME HEALTHCARE SERVICE N/A 74165HAB4 43000.00000000 PA USD 46010.00000000 0.184779168263 Long DBT CORP US N 2 2025-11-01 Fixed 7.25000000 N N N N N N GS Mortgage Securities Trust N/A 36192BAC1 5749131.66800000 PA USD 12149.07000000 0.048791459460 Long ABS-MBS CORP US N 2 2045-01-10 Variable 0.19883600 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAV1 174000.00000000 PA USD 194807.86000000 0.782361102846 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P6L7 15000.00000000 PA USD 15478.26000000 0.062161704172 Long DBT MUN US N 2 2035-10-01 Fixed 2.85700000 N N N N N N Banc of California Multifamily N/A 3137FMUM2 4608982.26000000 PA USD 35039.79000000 0.140722087640 Long ABS-MBS CORP US N 2 2024-08-25 Fixed 0.36200000 N N N N N N MASSACHUSETTS ST 5493001N1YCXNI1O7K10 57582RA89 85000.00000000 PA USD 93113.25000000 0.373948900006 Long DBT MUN US N 2 2048-03-01 Fixed 3.00000000 N N N N N N LEXINGTON REALTY TRUST 549300S4MH2ICXDBFV43 529043AE1 35000.00000000 PA USD 36510.28000000 0.146627671624 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N FHLMC Multifamily Structured P N/A 3137B1UJ9 5000000.00000000 PA USD 161288.00000000 0.647743153463 Long ABS-MBS USGSE US N 2 2041-01-25 Variable 1.70519100 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 48000.00000000 PA USD 64257.63000000 0.258062843424 Long DBT CORP GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N Mid-State Trust 5493001662PV30WKJE68 59560UAD3 389968.99000000 PA USD 441813.50000000 1.774351903011 Long ABS-O CORP US N 2 2037-08-15 Fixed 8.90000000 N N N N N N LEVEL 3 FINANCING INC N/A 527298BH5 16000.00000000 PA USD 16420.00000000 0.065943793585 Long DBT CORP US N 2 2025-05-01 Fixed 5.37500000 N N N N N N QWEST CORP 549300R2L4N683OO1509 912920AK1 70000.00000000 PA USD 82775.00000000 0.332429812062 Long DBT CORP US N 2 2025-09-15 Fixed 7.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 50000.00000000 PA USD 57595.59000000 0.231307655201 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N FHLMC Multifamily Structured P N/A 3137BEVK7 1100000.00000000 PA USD 78190.53000000 0.314018280797 Long ABS-MBS USGSE US N 2 2042-11-25 Variable 2.03550200 N N N N N N TITAN ACQ/CO-BORROWER N/A 88827AAA1 34000.00000000 PA USD 35530.00000000 0.142690803051 Long DBT CORP N/A N 2 2026-04-15 Fixed 7.75000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 100000.00000000 PA USD 128909.13000000 0.517707494522 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAJ4 65000.00000000 PA USD 72322.57000000 0.290452169773 Long DBT CORP GB N 2 2024-11-15 Fixed 4.79600000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 75000.00000000 PA USD 79918.02000000 0.320955993585 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 10000.00000000 PA USD 12417.66000000 0.049870134461 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YJ6 115000.00000000 PA USD 113053.37000000 0.454029725667 Long DBT CORP US N 2 2022-03-28 Floating 1.52100000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAQ9 25000.00000000 PA USD 25678.75000000 0.103127538949 Long DBT CORP US N 2 2021-09-25 Fixed 4.37500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 65000.00000000 PA USD 73510.13000000 0.295221488379 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAQ2 50000.00000000 PA USD 55736.62000000 0.223841910137 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Fannie Mae N/A 31398RAW5 838398.07000000 PA USD 178728.36000000 0.717784779523 Long ABS-MBS USGSE US N 2 2040-05-25 Floating 6.27200000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 60000.00000000 PA USD 70987.50000000 0.285090441362 Long DBT CORP US N 2 2028-08-28 Variable 5.90000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 50000.00000000 PA USD 56035.00000000 0.225040223726 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BC9 24000.00000000 PA USD 24740.48000000 0.099359385282 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N COBALT CMBS Commercial Mortgag N/A 19075CBE2 312363.27000000 PA USD 1290.37000000 0.005182210288 Long ABS-MBS CORP US N 2 2047-04-15 Variable 0.44309000 N N N N N N JP Morgan Mortgage Trust N/A 46630RAB7 17139.42000000 PA USD 16241.35000000 0.065226323505 Long ABS-MBS CORP US N 2 2022-03-25 Fixed 5.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAB7 56000.00000000 PA USD 59982.50000000 0.240893641824 Long DBT CORP KY N 2 2023-10-01 Fixed 5.12500000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300GADFYEKC4OLM57 92890PAL8 2958291.03000000 PA USD 38122.02000000 0.153100524845 Long ABS-MBS CORP US N 2 2046-06-15 Variable 0.71896900 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869PAL8 55000.00000000 PA USD 57805.83000000 0.232151992787 Long DBT CORP US N 2 2022-11-15 Fixed 4.87500000 N N N N N N Dryden Senior Loan Fund N/A 26246BAA2 200000.00000000 PA USD 200418.58000000 0.804894121211 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 1.56325000 N N N N N N Mid-State Trust N/A 59549WAD5 7269.97000000 PA USD 8151.63000000 0.032737479056 Long ABS-O CORP US N 2 2038-07-15 Fixed 8.22100000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92936JAA2 3171428.95000000 PA USD 18600.75000000 0.074701828169 Long ABS-MBS CORP US N 2 2044-11-15 Variable 1.67257000 N N N N N N Banc of America Commercial Mor N/A 06054AAA7 1500000.00000000 PA USD 60310.13000000 0.242209425326 Long ABS-MBS CORP US N 2 2048-09-15 Variable 1.25000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92935VAJ7 14202761.88000000 PA USD 16701.03000000 0.067072428440 Long ABS-MBS CORP US N 2 2044-03-15 Variable 1.26742000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBR6 85000.00000000 PA USD 90333.77000000 0.362786326596 Long DBT CORP US N 2 2028-06-01 Fixed 2.18200000 N N N N N N Freddie Mac N/A 3133T4DA1 36443.80000000 PA USD 42801.19000000 0.171892377502 Long ABS-MBS USGSE US N 2 2024-02-15 Floating 17.51612100 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 12429TAD6 5000.00000000 PA USD 5105.95000000 0.020505829041 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N Mid-State Trust N/A 595481AA0 133039.82000000 PA USD 144171.29000000 0.579001326965 Long ABS-O CORP US N 2 2040-01-15 Fixed 5.74500000 N N N N N N Oakwood Mortgage Investors Inc N/A 67087TDE8 200658.02000000 PA USD 205644.44000000 0.825881516652 Long ABS-O CORP US N 2 2024-05-15 Variable 6.03000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 35000.00000000 PA USD 36695.89000000 0.147373093520 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46628YBB5 73053.19000000 PA USD 72807.88000000 0.292401206464 Long ABS-MBS CORP US N 2 2021-06-25 Fixed 5.87500000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAY1 71000.00000000 PA USD 51305.44000000 0.206046001534 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75000000 Y N N N N N JETBLUE AIRWAYS CORP N/A 477164AA5 100000.00000000 PA USD 107766.39000000 0.432796868310 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N Park Avenue Institutional Advi N/A 70015QAC2 40000.00000000 PA USD 40020.00000000 0.160722936620 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 0.01000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 60000.00000000 PA USD 81201.05000000 0.326108725953 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Freddie Mac N/A 31397FPJ5 666951.30000000 PA USD 138975.24000000 0.558133650432 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 5.96137000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAR4 15000.00000000 PA USD 16358.28000000 0.065695922030 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 67000.00000000 PA USD 70172.45000000 0.281817147272 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N LOS ANGELES CA DEPT OF ARPTS A N/A 544445SD2 15000.00000000 PA USD 17895.30000000 0.071868694845 Long DBT MUN US N 2 2048-05-15 Fixed 4.00000000 N N N N N N Fannie Mae N/A 31393USG9 4313.65000000 PA USD 5189.90000000 0.020842977730 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 9.80000000 N N N N N N First Franklin Mtg Loan Asset N/A 32028TAE7 952611.25000000 PA USD 674021.71000000 2.706915256797 Long ABS-MBS CORP US N 2 2038-01-25 Floating 0.36800000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -8.00000000 NC USD 21867.23000000 0.087820225421 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 2021-03-22 -1730367.23000000 USD 21867.23000000 N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAN7 50000.00000000 PA USD 58718.65000000 0.235817937590 Long DBT CORP US N 2 2029-01-15 Fixed 4.40000000 N N N N N N Conseco Financial Corp N/A 3935053P5 82915.74000000 PA USD 50013.02000000 0.200855558312 Long ABS-O CORP US N 2 2030-03-01 Variable 7.86000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBY1 75000.00000000 PA USD 77646.59000000 0.311833782192 Long DBT CORP US N 2 2022-06-30 Fixed 3.15000000 N N N N N N GS Mortgage Securities Trust N/A 36258PAC1 940000.00000000 PA USD 12616.26000000 0.050667725046 Long ABS-MBS CORP US N 2 2037-02-10 Variable 0.35158300 N N N N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59261AG76 40000.00000000 PA USD 45990.00000000 0.184698846955 Long DBT MUN US N 2 2049-11-15 Fixed 5.17500000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAG2 50000.00000000 PA USD 55437.50000000 0.222640624659 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAC2 32000.00000000 PA USD 33500.00000000 0.134538190324 Long DBT CORP US N 2 2026-04-01 Fixed 6.87500000 N N N N N N Residential Accredit Loans, In N/A 76110H2H1 206096.58000000 PA USD 125015.55000000 0.502070622668 Long ABS-MBS CORP US N 2 2035-03-25 Variable 3.18013000 N N N N N N SLM Student Loan Trust 549300EQOYJZL2D96G46 78445AAE6 340000.00000000 PA USD 327576.78000000 1.315569766372 Long ABS-O CORP US N 2 2073-04-25 Floating 2.06475000 N N N N N N Global SC Finance SRL N/A 37952UAE3 109291.67000000 PA USD 110537.82000000 0.443927112394 Long ABS-O CORP BB N 2 2029-07-17 Fixed 3.09000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBS3 25000.00000000 PA USD 25914.73000000 0.104075250058 Long DBT CORP US N 2 2031-03-25 Fixed 2.72600000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BQ1 12000.00000000 PA USD 14020.38000000 0.056306762771 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N Structured Adjustable Rate Mor N/A 863579AN8 216140.77000000 PA USD 216048.11000000 0.867663335593 Long ABS-MBS CORP US N 2 2034-09-25 Variable 2.78878900 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 5000.00000000 PA USD 5350.00000000 0.021485949798 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N Indymac Manufactured Housing C N/A 22540ABC1 78749.70000000 PA USD 79618.59000000 0.319753463127 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.61000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 39000.00000000 PA USD 43988.42000000 0.176660370806 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N Freddie Mac N/A 3133T1E99 6147.36000000 PA USD 6542.11000000 0.026273541501 Long ABS-MBS USGSE US N 2 2023-10-15 Floating 10.09375000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50076QAE6 99000.00000000 PA USD 116314.35000000 0.467126034559 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -9.00000000 NC USD 7293.42000000 0.029290851584 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 2021-03-22 -1414527.84000000 USD 7293.42000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 35000.00000000 PA USD 32984.00000000 0.132465900586 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46642EBA3 552876.54000000 PA USD 14792.65000000 0.059408249585 Long ABS-MBS CORP US N 2 2047-08-15 Variable 0.99972900 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 100000.00000000 PA USD 102528.62000000 0.411761641529 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N FREMF Mortgage Trust N/A 30290WAA3 60588501.37000000 PA USD 98844.08000000 0.396964287984 Long ABS-MBS CORP US N 2 2045-10-25 Fixed 0.12500000 N N N N N N Fannie Mae N/A 31359ADZ9 642.65000000 PA USD 704.04000000 0.002827470672 Long ABS-MBS USGSE US N 2 2023-05-25 Floating 10.69688100 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248AY4 75000.00000000 PA USD 76313.48000000 0.306479925270 Long DBT CORP US N 2 2022-02-01 Fixed 3.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376GXY1 2009607.46000000 PA USD 17108.19000000 0.068707609621 Long ABS-MBS USGA US N 2 2050-09-16 Variable 0.50932000 N N N N N N TRANSOCEAN PROTEUS LTD 5493000CTMQ2LH21VM89 893829AA9 11400.00000000 PA USD 10758.75000000 0.043207843437 Long DBT CORP KY N 2 2024-12-01 Fixed 6.25000000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 340000.00000000 PA USD 312900.10000000 1.256627259889 Long ABS-O CORP US N 2 2083-04-26 Floating 1.41475000 N N N N N N SAN FRANCISCO CALIF CITY &CNTY 54930055TIDYHNDP4F84 79766DMB2 140000.00000000 PA USD 172492.60000000 0.692741559652 Long DBT MUN US N 2 2049-05-01 Fixed 5.00000000 N N N N N N TRANSOCEAN PONTUS LTD N/A 89382PAA3 31980.00000000 PA USD 30480.62000000 0.122412162828 Long DBT CORP KY N 2 2025-08-01 Fixed 6.12500000 N N N N N N PARTNERS HEALTHCARE SYST 5493007Z86EDN0QFYU66 70213HAF5 80000.00000000 PA USD 91939.54000000 0.369235203906 Long DBT CORP US N 2 2060-07-01 Fixed 3.34200000 N N N N N N UNIV OF CALIFORNIA CA RGTS MED N/A 913366KC3 55000.00000000 PA USD 61830.45000000 0.248315129848 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 100000.00000000 PA USD 99155.50000000 0.398214971065 Long DBT CORP MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N Indymac Manufactured Housing C N/A 22540ABD9 33151.14000000 PA USD 33541.04000000 0.134703009647 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.75000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 105000.00000000 PA USD 114052.58000000 0.458042618358 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N TRANSOCEAN POSEIDON LTD N/A 89383JAA6 20000.00000000 PA USD 18250.00000000 0.073293193236 Long DBT CORP KY N 2 2027-02-01 Fixed 6.87500000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 75000.00000000 PA USD 74987.11000000 0.301153136628 Long DBT CORP US N 2 2024-12-15 Floating 2.50650000 N N N N N N FORD MOTOR CREDIT CO N/A 000000000 315000.00000000 PA USD 314935.25000000 1.264800555353 Long DBT CORP US N 2 2021-01-08 None 0.00000000 N N N N N N Conseco Financial Corp N/A 393505PN6 77901.24000000 PA USD 79821.74000000 0.320569326810 Long ABS-O CORP US N 2 2026-09-15 Variable 7.70000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAE2 340000.00000000 PA USD 325649.48000000 1.307829603560 Long ABS-O CORP US N 2 2083-07-26 Floating 2.06475000 N N N N N N SLM Student Loan Trust 549300IZGFDRVV7YTH38 78444EAE9 215000.00000000 PA USD 188559.79000000 0.757268445210 Long ABS-O CORP US N 2 2070-10-27 Floating 0.96475000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AR0 40000.00000000 PA USD 41059.40000000 0.164897234979 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00772BAR2 75000.00000000 PA USD 77142.58000000 0.309809645079 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMG4 136000.00000000 PA USD 142570.27000000 0.572571525965 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAE9 9783816.76000000 PA USD 194057.11000000 0.779346041760 Long ABS-MBS CORP US N 2 2037-09-15 Variable 0.54013900 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92930RAF9 934042.23000000 PA USD 24078.30000000 0.096700027107 Long ABS-MBS CORP US N 2 2045-11-15 Variable 1.87813300 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAX8 35000.00000000 PA USD 39227.13000000 0.157538718860 Long DBT CORP US N 2 2025-09-15 Fixed 5.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAN3 3000.00000000 PA USD 3535.69000000 0.014199562213 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Fannie Mae N/A 31394F3P8 593158.72000000 PA USD 46953.93000000 0.188570052860 Long ABS-MBS USGSE US N 2 2025-10-25 Floating 5.95200000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBL3 20000.00000000 PA USD 23317.43000000 0.093644323439 Long DBT CORP US N 2 2030-04-06 Fixed 3.63300000 N N N N N N Structured Receivables Finance N/A 86365LAB7 306950.43000000 PA USD 381489.01000000 1.532084806986 Long ABS-O CORP US N 2 2036-08-15 Fixed 7.97000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMC3 65000.00000000 PA USD 65346.47000000 0.262435696056 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Conseco Financial Corp N/A 393505E40 49538.53000000 PA USD 49663.29000000 0.199451019765 Long ABS-O CORP US N 2 2030-03-01 Variable 6.76000000 N N N N N N Indymac Manufactured Housing C N/A 22540AFG8 63626.28000000 PA USD 66013.00000000 0.265112524115 Long ABS-O CORP US N 2 2028-09-25 Fixed 6.49000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAG5 43000.00000000 PA USD 45606.88000000 0.183160211986 Long DBT CORP US N 2 2022-11-15 Variable 5.37500000 N N N N N N OI EUROPEAN GROUP BV 72450053F5WRDY8CDZ66 67777LAC7 15000.00000000 PA USD 15346.88000000 0.061634073502 Long DBT CORP NL N 2 2023-03-15 Fixed 4.00000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 85000.00000000 PA USD 110865.21000000 0.445241932039 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBD5 60000.00000000 PA USD 66386.48000000 0.266612444215 Long DBT CORP US N 2 2031-01-30 Fixed 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378XLU3 1095080.63000000 PA USD 48318.30000000 0.194049451986 Long ABS-MBS USGA US N 2 2054-11-16 Variable 0.88842000 N N N N N N JP Morgan Mortgage Acquisition N/A 46630KAF3 749790.48000000 PA USD 567442.41000000 2.278885819543 Long ABS-MBS CORP US N 2 2047-03-25 Variable 4.22714700 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 110000.00000000 PA USD 145525.80000000 0.584441127686 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N SLC Student Loan Trust 25490083RPF52FIUZ551 784423AH8 150961.60000000 PA USD 135950.19000000 0.545984851846 Long ABS-O CORP US N 2 2031-08-15 Floating 0.51100000 N N N N N N Freddie Mac N/A 31397EBL8 11555786.55000000 PA USD 53504.45000000 0.214877369471 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 0.15000000 N N N N N N JAPAN TREASURY DISC BILL 353800WZS8AXZXFUC241 000000000 25000000.00000000 PA 242190.18000000 0.972651597956 Long DBT NUSS JP N 2 2021-03-15 None 0.00000000 N N N N N N CONTL AIRLINES 2007-1 N/A 21079RAA0 181974.86295000 PA USD 181120.98000000 0.727393697879 Long DBT CORP US N 2 2022-04-19 Fixed 6.90300000 N N N N N N GSR Mortgage Loan Trust N/A 3622N6AJ8 347017.34000000 PA USD 314950.34000000 1.264861157780 Long ABS-MBS CORP US N 2 2037-05-25 Variable 2.97546200 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 55000.00000000 PA USD 60443.31000000 0.242744284913 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAE5 235000.00000000 PA USD 231584.72000000 0.930059377181 Long ABS-O CORP US N 2 2073-07-25 Floating 2.06475000 N N N N N N Merrill Lynch Alternative Note N/A 59024HAE0 1696106.76000000 PA USD 142337.28000000 0.571635822892 Long ABS-MBS CORP US N 3 2037-04-25 Floating 0.47800000 N N N N N N Fannie Mae N/A 31358SZW4 98446.38000000 PA USD 13126.97000000 0.052718769798 Long ABS-MBS USGSE US N 2 2030-12-18 Floating 7.79212000 N N N N N N SAN FRANCISCO CA CITY & CNTY P N/A 79771FAA5 35000.00000000 PA USD 36128.75000000 0.145095422199 Long DBT MUN US N 2 2041-11-01 Fixed 2.82500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 89000.00000000 PA USD 94442.35000000 0.379286652506 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N NUTRITION & BIOSCIENCES N/A 67079BAF7 30000.00000000 PA USD 32649.79000000 0.131123691375 Long DBT CORP US N 2 2050-12-01 Fixed 3.46800000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAJ5 83000.00000000 PA USD 79005.63000000 0.317291775690 Long DBT CORP US N 2 2025-03-01 Fixed 5.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 30000.00000000 PA USD 32921.70000000 0.132215699713 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCJ0 36000.00000000 PA USD 38475.20000000 0.154518918816 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAB7 29000.00000000 PA USD 29790.25000000 0.119639591770 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N FHLMC Multifamily Structured P N/A 3137ABFK2 1220000.00000000 PA USD 17796.02000000 0.071469979873 Long ABS-MBS USGSE US N 2 2041-06-25 Variable 3.59075000 N N N N N N GS Mortgage Securities Trust N/A 36192PAQ9 2719463.51000000 PA USD 73110.06000000 0.293614781101 Long ABS-MBS CORP US N 2 2045-11-10 Variable 1.93215700 N N N N N N FHLMC Multifamily Structured P N/A 3137AWQK4 4050000.00000000 PA USD 107451.97000000 0.431534137032 Long ABS-MBS USGSE US N 2 2040-10-25 Variable 1.68727300 N N N N N N FHLMC Multifamily Structured P N/A 3137FPJQ9 1995986.55000000 PA USD 112023.55000000 0.449893901215 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 1.20316700 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAY6 5000.00000000 PA USD 5350.00000000 0.021485949798 Long DBT CORP US N 2 2027-12-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -2118.88000000 -0.00850956061 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -25000000.00000000 JPY 240224.08000000 USD 2021-03-15 -2118.88000000 N N N GTR ORLANDO FL AVIATION AUTH A 549300CP6PUG5S184F61 3922742E5 15000.00000000 PA USD 18600.00000000 0.074698816120 Long DBT MUN US N 2 2044-10-01 Fixed 5.00000000 N N N N N N COMERICA INC I9Q57JVPWHHZ3ZGBW498 200340AU1 45000.00000000 PA USD 49950.00000000 0.200602465871 Long DBT CORP US N 2 N/A Fixed 5.62500000 N N N N N N FHLMC Multifamily Structured P N/A 3137FNB25 350000.00000000 PA USD 36544.20000000 0.146763896562 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 1.59831200 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LR35 331990.83000000 PA USD 322701.06000000 1.295988556064 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.02340500 N N N N N N Indymac Manufactured Housing C N/A 22540AFH6 153360.69000000 PA USD 162188.91000000 0.651361266927 Long ABS-O CORP US N 2 2028-09-25 Variable 6.96000000 N N N N N N Conseco Financial Corp N/A 393505F98 48167.24000000 PA USD 49220.63000000 0.197673268263 Long ABS-O CORP US N 2 2030-04-01 Variable 6.87000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBN1 60000.00000000 PA USD 65625.26000000 0.263555334924 Long DBT CORP US N 2 2030-10-15 Fixed 2.61000000 N N N N N N Morgan Stanley Mortgage Loan T N/A 61748HCH2 173180.87000000 PA USD 171588.00000000 0.689108626906 Long ABS-MBS CORP US N 2 2034-09-25 Variable 2.44877000 N N N N N N Fanniemae-Aces N/A 3136AT5H3 710683.79000000 PA USD 26684.22000000 0.107165572209 Long ABS-MBS USGSE US N 2 2039-07-25 Variable 2.75068700 N N N N N N Oak Hill Credit Partners N/A 67098WAA9 180000.00000000 PA USD 180193.78000000 0.723670002056 Long ABS-CBDO CORP KY N 2 2032-10-19 Floating 1.47475000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAD3 10000.00000000 PA USD 10872.66000000 0.043665313445 Long DBT CORP KY N 2 2024-05-15 Fixed 5.25000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAA5 50000.00000000 PA USD 53227.30000000 0.213764316950 Long DBT CORP GB N 2 2024-03-08 Fixed 3.76600000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAW6 20000.00000000 PA USD 20600.61000000 0.082733396685 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAF9 75000.00000000 PA USD 77717.34000000 0.312117918818 Long DBT CORP US N 2 2025-02-01 Fixed 2.30000000 N N N N N N Structured Receivables Finance N/A 86365FAC8 290764.67000000 PA USD 333541.55000000 1.339524672686 Long ABS-O CORP US N 2 2046-01-16 Fixed 7.61400000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796UC1 700000.00000000 PA USD 699969.66000000 2.811123920547 Long DBT UST US N 1 2021-01-28 None 0.00000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AH2 40000.00000000 PA USD 55666.92000000 0.223561990380 Long DBT CORP BM N 2 2048-05-15 Fixed 5.30000000 N N N N N N Impac CMB Trust N/A 45254NHT7 157251.66000000 PA USD 154582.79000000 0.620814591698 Long ABS-MBS CORP US N 2 2034-09-25 Floating 0.76800000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AS5 30000.00000000 PA USD 32209.50000000 0.129355457947 Long DBT CORP US N 2 2023-11-15 Fixed 4.00000000 N N N N N N NEW YORK ST URBAN DEV CORP REV 54930039Y2EMGXN6LM88 650036DH6 20000.00000000 PA USD 23590.80000000 0.094742195232 Long DBT MUN US N 2 2043-03-15 Fixed 4.00000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TBA2 38000.00000000 PA USD 27170.00000000 0.109116496451 Long DBT CORP LU N 2 2024-10-15 Fixed 8.50000000 Y N N N N N FHLMC Multifamily Structured P N/A 3137AVXQ5 5250000.00000000 PA USD 144248.48000000 0.579311327051 Long ABS-MBS USGSE US N 2 2040-08-25 Variable 1.81255000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 65000.00000000 PA USD 81882.22000000 0.328844349210 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 66000.00000000 PA USD 71632.44000000 0.287680562570 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1820.87000000 -0.00731273297 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -25000000.00000000 JPY 240543.05000000 USD 2021-03-22 -1820.87000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374FGE8 22485.69000000 PA USD 25675.26000000 0.103113522880 Long ABS-MBS USGA US N 2 2023-11-26 Floating 14.00400000 N N N N N N Oakwood Mortgage Investors Inc N/A 674135DF2 49505.03000000 PA USD 49912.16000000 0.200450497957 Long ABS-O CORP US N 2 2028-05-15 Variable 6.82500000 N N N N N N COMM Mortgage Trust N/A 20049AAC2 2030000.00000000 PA USD 37766.93000000 0.151674460188 Long ABS-MBS CORP US N 2 2037-02-10 Variable 0.49364000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 340000.00000000 PA USD 310400.06000000 1.246586935790 Long ABS-O CORP US N 2 2083-01-25 Floating 1.41475000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XQW1 75000.00000000 PA USD 74319.73000000 0.298472894913 Long DBT MUN US N 2 2032-08-01 Fixed 1.85000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAC1 7000.00000000 PA USD 8035.41000000 0.032270731937 Long DBT CORP BM N 2 2026-03-01 Fixed 4.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90269GAG6 1628838.07000000 PA USD 26444.76000000 0.106203885192 Long ABS-MBS CORP US N 2 2045-05-10 Variable 2.05929800 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAA1 48000.00000000 PA USD 49219.44000000 0.197668489145 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 23283PAT1 5000.00000000 PA USD 4885.95000000 0.019622294657 Long DBT CORP US N 2 2030-11-01 Fixed 2.15000000 N N N N N N FHLMC Multifamily Structured P N/A 3137B5JN4 6313132.63000000 PA USD 15616.16000000 0.062715519588 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 0.08698900 N N N N N N CEDAR FUNDING LTD N/A 15033TAB1 180000.00000000 PA USD 180153.09000000 0.723506588356 Long ABS-CBDO CORP KY N 2 2032-10-25 Floating 1.51000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCQ3 15000.00000000 PA USD 18531.62000000 0.074424197569 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAV6 7000.00000000 PA USD 7842.59000000 0.031496354210 Long DBT CORP US N 2 2026-04-01 Fixed 9.25000000 N N N N N N FHLMC Multifamily Structured P N/A 3137FMCG5 2269612.87000000 PA USD 121836.22000000 0.489302225515 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 1.25411600 N N N N N N Citigroup Commercial Mortgage N/A 17318UAK0 1383060.39000000 PA USD 30528.57000000 0.122604733163 Long ABS-MBS CORP US N 2 2045-09-10 Variable 1.75121400 N N N N N N TCI-Flatiron CLO Ltd 549300EEOTVLW827QY91 87230AAN6 25000.00000000 PA USD 25012.50000000 0.100451835387 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 0.01000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAT4 100000.00000000 PA USD 102879.00000000 0.413168790518 Long DBT CORP US N 2 2030-05-15 Fixed 4.80000000 N N N N N N Crystal River 5493002U1CTJPBWAAZ92 229395AA6 419900.13000000 PA USD 48353.18000000 0.194189532347 Long ABS-CBDO CORP KY N 3 2046-03-02 Floating 2.68125000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 64990FYM0 45000.00000000 PA USD 53388.45000000 0.214411505887 Long DBT MUN US N 2 2044-03-15 Fixed 4.00000000 N N N N N N Fannie Mae N/A 31396PDC2 768942.72000000 PA USD 201412.32000000 0.808885046024 Long ABS-MBS USGSE US N 2 2037-01-25 Floating 7.05200000 N N N N N N FARMERS EXCHANGE CAP II N/A 30958PAA1 50000.00000000 PA USD 64000.00000000 0.257028184500 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 70000.00000000 PA USD 82389.97000000 0.330883506408 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N Fanniemae-Aces N/A 3136A07K7 1373564.25000000 PA USD 5076.14000000 0.020386110132 Long ABS-MBS USGSE US N 2 2021-07-25 Variable 1.07181200 N N N N N N COMM Mortgage Trust 549300MGZ5FI5VFL1177 12591KAF2 1807582.07000000 PA USD 48075.72000000 0.193075234845 Long ABS-MBS CORP US N 2 2046-10-10 Variable 1.11891700 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378XDR9 1778783.97000000 PA USD 26797.83000000 0.107621837397 Long ABS-MBS USGA US N 2 2055-05-16 Variable 0.32708000 N N N N N N JAPAN TREASURY DISC BILL 353800WZS8AXZXFUC241 000000000 25000000.00000000 PA 242195.75000000 0.972673967440 Long DBT NUSS JP N 2 2021-03-22 None 0.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJA8 30000.00000000 PA USD 37910.10000000 0.152249440269 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701FAC7 100000.00000000 PA USD 100049.60000000 0.401805735124 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 1.76838000 N N N N N N Oakwood Mortgage Investors Inc N/A 67087TAD3 163237.88000000 PA USD 165968.18000000 0.666539062347 Long ABS-O CORP US N 2 2026-12-15 Fixed 6.99000000 N N N N N N FHLMC Multifamily Structured P N/A 3137AUPG8 1150000.00000000 PA USD 32644.88000000 0.131103972494 Long ABS-MBS USGSE US N 2 2040-07-25 Variable 1.96755700 N N N N N N Colony American Finance Ltd N/A 21872FAB3 573966.93000000 PA USD 41186.09000000 0.165406030302 Long ABS-O CORP US N 2 2052-03-15 Variable 2.16293300 N N N N N N USA COM PART/USA COM FIN N/A 91740PAF5 22000.00000000 PA USD 23523.94000000 0.094473681101 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GX74 325000.00000000 PA USD 238875.00000000 0.959337618320 Long DBT CORP US N 2 2036-08-15 Floating 0.70100000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 42307TAH1 35000.00000000 PA USD 50328.73000000 0.202123470314 Long DBT CORP US N 2 2039-08-01 Fixed 7.12500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 75000.00000000 PA USD 83415.73000000 0.335003025635 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 85000.00000000 PA USD 94477.93000000 0.379429544113 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAD0 36000.00000000 PA USD 36848.16000000 0.147984619796 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N Colony American Finance Ltd N/A 21872UAC8 140000.00000000 PA USD 142216.40000000 0.571150360908 Long ABS-O CORP US N 2 2050-03-15 Fixed 2.29600000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 65000.00000000 PA USD 74720.43000000 0.300082132312 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N Merrill Lynch Mortgage Investo N/A 59020UKY0 681497.59000000 PA USD 620925.88000000 2.493678931963 Long ABS-MBS CORP US N 2 2035-08-25 Floating 1.30800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 35000.00000000 PA USD 37336.39000000 0.149945383398 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N Conseco Financial Corp N/A 393505F56 97274.33000000 PA USD 99184.56000000 0.398331677925 Long ABS-O CORP US N 2 2030-04-01 Variable 6.53000000 N N N N N N DENVER CITY & CNTY CO ARPT REV N/A 249182PS9 30000.00000000 PA USD 30098.48000000 0.120877463603 Long DBT MUN US N 2 2030-11-15 Fixed 2.23700000 N N N N N N Allegro CLO Ltd 254900E0ZQX4DLP7HF87 01750TAG1 45000.00000000 PA USD 45022.50000000 0.180813303697 Long ABS-CBDO CORP KY N 2 2032-01-21 Floating 0.01000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -8.00000000 NC USD -1024.93000000 -0.00411618589 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 2021-03-31 -1008287.55000000 USD -1024.93000000 N N N Morgan Stanley Mortgage Loan T 549300E4V6DCTUJSC749 61749JAS5 997091.41000000 PA USD 404754.20000000 1.625519331169 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.96200000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 50000.00000000 PA USD 46955.25000000 0.188575354066 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N HSI Asset Loan Obligation N/A 40432BAR0 302286.87000000 PA USD 286853.34000000 1.152021768719 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.00000000 N N N N N N First Franklin Mtg Loan Asset N/A 32029GAC8 649303.87000000 PA USD 402832.28000000 1.617800774789 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.24800000 N N N N N N Mid-State Trust 5493001662PV30WKJE68 59560UAB7 269705.24000000 PA USD 285898.67000000 1.148187751580 Long ABS-O CORP US N 2 2037-08-15 Fixed 6.49700000 N N N N N N NEW YORK CITY NY MUNI WTR FINA N/A 64972GWG5 120000.00000000 PA USD 128842.80000000 0.517441108905 Long DBT MUN US N 2 2050-06-15 Fixed 3.00000000 N N N N N N FRESENIUS US FINANCE II TRJSJR7WPAPZ2OYFQZ47 35804GAJ7 50000.00000000 PA USD 50128.51000000 0.201319373703 Long DBT CORP US N 2 2021-02-01 Fixed 4.25000000 N N N N N N RUBY PIPELINE LLC 549300VXRTBPBK07QT94 781172AB7 50303.03260000 PA USD 49548.49000000 0.198989975459 Long DBT CORP US N 2 2022-04-01 Variable 7.75000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FX9 45000.00000000 PA USD 49394.01000000 0.198369573679 Long DBT CORP US N 2 2031-01-13 Fixed 2.65000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 35000.00000000 PA USD 43007.83000000 0.172722257253 Long DBT CORP US N 2 2038-06-25 Fixed 4.62500000 N N N N N N NYU HOSPITALS CENTER N/A 62954RAA4 40000.00000000 PA USD 41896.86000000 0.168260529094 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N Fannie Mae N/A 313920B41 412.79000000 PA USD 466.86000000 0.001874940284 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 8.50000000 N N N N N N First Franklin Mtg Loan Asset N/A 32029AAC1 405901.89000000 PA USD 368402.12000000 1.479527001088 Long ABS-MBS CORP US N 2 2037-12-25 Floating 0.25800000 N N N N N N Credit-Based Asset Servicing a N/A 1248MBAJ4 301042.53000000 PA USD 249010.13000000 1.000040963063 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.83068100 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 23283PAQ7 80000.00000000 PA USD 85558.80000000 0.343609734875 Long DBT CORP US N 2 2024-11-15 Fixed 2.90000000 N N N N N N TRANSMONTAIGE PARTNERS N/A 89376VAA8 35000.00000000 PA USD 35350.00000000 0.141967911282 Long DBT CORP US N 2 2026-02-15 Fixed 6.12500000 N N N N N N JP Morgan Chase Commercial Mor N/A 46639EAG6 1985600.38000000 PA USD 45395.79000000 0.182312460744 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.49182300 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38373M8V5 4658573.90000000 PA USD 628.44000000 0.002523856129 Long ABS-MBS USGA US N 2 2049-10-16 Variable 0.02996000 N N N N N N FHLMC Multifamily Structured P N/A 3137B3NZ7 5999569.00000000 PA USD 220613.75000000 0.885999244348 Long ABS-MBS USGSE US N 2 2041-07-25 Variable 1.66319100 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAA5 45000.00000000 PA USD 48186.22000000 0.193519010070 Long DBT CORP BM N 2 2022-11-01 Fixed 5.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 25000.00000000 PA USD 29684.13000000 0.119213406912 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N AMCOR FINANCE USA INC 549300ZMT7FVT8R77U18 02343UAH8 20000.00000000 PA USD 23915.86000000 0.096047657446 Long DBT CORP US N 2 2028-05-15 Fixed 4.50000000 N N N N N N GMAC Mortgage Corporation Loan N/A 36185MDN9 267044.13000000 PA USD 234383.24000000 0.941298416476 Long ABS-MBS CORP US N 2 2036-04-19 Variable 3.58739000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AA6 35000.00000000 PA USD 37178.70000000 0.149312090048 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AD0 50000.00000000 PA USD 55015.24000000 0.220944800891 Long DBT CORP US N 2 2027-11-15 Fixed 3.62500000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BN5 45000.00000000 PA USD 52965.37000000 0.212712388945 Long DBT CORP US N 2 2042-08-15 Fixed 5.00000000 N N N N N N 2021-02-18 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Senior Vice President XXXX