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 2022-03-31 2021-09-30 N 47984495.74 2654876.35 45329619.39 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 120000.00000000 1551776.38000000 0.00000000 3925680.68000000 USD N EL PASO ELECTRIC CO OZ8GM8L4AHPKSWZMW205 283677AY8 50000.00000000 PA USD 51257.92000000 0.113078205133 Long DBT CORP US N 2 2022-12-15 Fixed 3.30000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LM1 225000.00000000 PA USD 229396.79000000 0.506063790270 Long DBT CORP US N 2 2023-07-24 Fixed 2.87600000 N N N N N N Oak Hill Credit Partners N/A 67098WAA9 80000.00000000 PA USD 80012.00000000 0.176511519568 Long ABS-CBDO CORP KY N 2 2032-10-19 Floating 1.38388000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAD7 104664.80000000 PA USD 105704.13000000 0.233189979140 Long ABS-O CORP US N 2 2023-07-25 Floating 1.82525000 N N N N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 464287200 3845.00000000 NS USD 1656502.90000000 3.654349898127 Long EC RF US N 1 N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YK0 200000.00000000 PA USD 199569.47000000 0.440262840689 Long DBT CORP CH N 2 2024-08-09 Fixed 0.70000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UBG8 2828.44000000 PA USD 2761.35000000 0.006091712300 Long ABS-MBS CORP US N 2 2044-07-19 Floating 0.82738000 N N N N N N Arbor Realty Collateralized Lo N/A 03879YAA5 170000.00000000 PA USD 170177.55000000 0.375422410975 Long ABS-CBDO CORP KY N 2 2037-05-15 Floating 1.23375000 N N N N N N SLM Student Loan Trust 549300H0EHPP0GTD9V95 78442GQJ8 250392.88000000 PA USD 249499.48000000 0.550411592591 Long ABS-O CORP US N 2 2029-10-25 Floating 0.27525000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EG5M2 2385.51000000 PA USD 2790.23000000 0.006155423402 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 12624PAE5 110500.44000000 PA USD 112065.80000000 0.247224224487 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.82200000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 110000.00000000 PA USD 114969.98000000 0.253631028777 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AMM71 6939255.21000000 PA USD 1223.74000000 0.002699647639 Long ABS-MBS USGSE US N 2 2022-07-25 Variable 0.60787900 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBE3 65000.00000000 PA USD 65564.02000000 0.144638364235 Long DBT CORP US N 2 2022-01-15 Fixed 3.50000000 N N N N N N SLM Student Loan Trust 5493000NQN5E3MSIIG77 78442GJG2 14686.01000000 PA USD 14689.94000000 0.032406934357 Long ABS-O CORP US N 2 2027-12-15 Floating 0.58600000 N N N N N N JP Morgan Chase Commercial Mor N/A 46647TAP3 43831.54000000 PA USD 44092.61000000 0.097271079248 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.23970000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397BVG3 72016.85000000 PA USD 72595.56000000 0.160150385061 Long ABS-MBS USGSE US N 2 2036-10-15 Floating 0.43375000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCS6 50000.00000000 PA USD 50449.02000000 0.111293720703 Long DBT CORP US N 2 2022-03-15 Fixed 3.45000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MF5 290000.00000000 PA USD 308095.60000000 0.679678329855 Long DBT CORP US N 2 2025-04-24 Fixed 3.35200000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 200000.00000000 PA USD 205056.46000000 0.452367486776 Long DBT CORP GB N 2 2023-11-07 Fixed 2.90700000 N N N N N N LoanCore 2019-CRE2 Issuer, Ltd N/A 53946JAA2 112041.93000000 PA USD 112111.96000000 0.247326056359 Long ABS-O CORP KY N 2 2036-05-15 Floating 1.21375000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZH9 35000.00000000 PA USD 35061.25000000 0.077347329344 Long DBT CORP US N 2 2021-10-12 Fixed 3.81300000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAC5 110000.00000000 PA USD 110169.41000000 0.243040668513 Long DBT CORP US N 2 2024-02-15 Fixed 0.95000000 N N N N N N CLNC 2019-FL1, Ltd N/A 12565DAA1 240000.00000000 PA USD 240489.90000000 0.530535890740 Long ABS-O CORP KY N 2 2035-08-20 Floating 1.41448000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001MAB6 88560.84000000 PA USD 89391.61000000 0.197203530942 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.04300000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P2E7 90000.00000000 PA USD 91777.55000000 0.202467065100 Long DBT MUN US N 2 2022-10-01 Fixed 2.32400000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AL6 140000.00000000 PA USD 140198.26000000 0.309286205987 Long DBT CORP US N 2 2023-10-01 Fixed 1.30000000 N N N N N N Banc of America Funding Corpor N/A 05950MAE0 2591.92000000 PA USD 2595.96000000 0.005726851526 Long ABS-MBS CORP US N 2 2036-07-20 Floating 0.66738000 N N N N N N GS Mortgage Securities Trust N/A 36192KAT4 17368.42000000 PA USD 17410.39000000 0.038408418676 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 3.37700000 N N N N N N MID-AMERICA APARTMENTS 5493005D04NMMCMCB212 737415AL3 37000.00000000 PA USD 37964.60000000 0.083752302602 Long DBT CORP US N 2 2022-12-01 Fixed 3.37500000 N N N N N N Morgan Stanley BAML Trust N/A 61690GAG6 1289571.90000000 PA USD 23264.26000000 0.051322425189 Long ABS-MBS CORP US N 2 2047-02-15 Variable 1.15485300 N N N N N N NEW YORK NY 549300ABYZD2SFD5JB29 64966QRF9 230000.00000000 PA USD 230450.94000000 0.508389311671 Long DBT MUN US N 2 2022-08-01 Fixed 0.43100000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45661EAV6 92419.63000000 PA USD 89613.44000000 0.197692901916 Long ABS-MBS CORP US N 2 2046-05-25 Floating 0.50600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395NLZ8 42808.94000000 PA USD 43096.21000000 0.095072957990 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 0.48600000 N N N N N N Morgan Stanley BAML Trust N/A 61763BAS3 9549.34000000 PA USD 9807.19000000 0.021635279828 Long ABS-MBS CORP US N 2 2046-11-15 Fixed 3.55700000 N N N N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 78444FAF3 50000.00000000 PA USD 51255.27000000 0.113072359066 Long DBT CORP US N 2 2022-10-15 Fixed 3.25000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 50000.00000000 PA USD 57202.50000000 0.126192323628 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N Wells Fargo Commercial Mortgag 549300PX4QZK7CUM8D08 94988XAT3 168099.51000000 PA USD 174320.92000000 0.384562946580 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.54800000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AT9 55000.00000000 PA USD 56270.69000000 0.124136691984 Long DBT CORP US N 2 2022-12-15 Fixed 2.95000000 N N N N N N SLM Student Loan Trust 549300FBYELJTA2VHZ52 78442GQR0 2601.98000000 PA USD 2602.26000000 0.005740749723 Long ABS-O CORP US N 2 2028-01-25 Floating 0.67525000 N N N N N N Centex Home Equity N/A 152314NC0 181946.33000000 PA USD 181216.23000000 0.399774435432 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.73100000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAY2 290000.00000000 PA USD 310668.66000000 0.685354662537 Long DBT CORP US N 2 2024-12-05 Fixed 4.02300000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BS6G3 2951206.63000000 PA USD 73062.79000000 0.161181123916 Long ABS-MBS USGSE US N 2 2025-09-25 Variable 0.76653300 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HXMD4 10954.04000000 PA USD 11057.80000000 0.024394204382 Long ABS-MBS USGSE US N 2 2042-06-15 Floating 0.58375000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393TKR6 33381.33000000 PA USD 33730.71000000 0.074412074166 Long ABS-MBS USGSE US N 2 2033-09-25 Floating 0.58600000 N N N N N N Legacy Mortgage Asset Trust N/A 52473VAA8 86017.75000000 PA USD 86202.67000000 0.190168528128 Long ABS-MBS CORP US N 2 2059-01-25 Variable 4.00000000 N N N N N N COMM Mortgage Trust N/A 12636FBF9 125159.00000000 PA USD 125195.90000000 0.276190053401 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.22100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RV36 37937.98000000 PA USD 38584.15000000 0.085119068986 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.62600000 N N N N N N TMSQ MORTGAGE TRUST N/A 87264JAC0 14000000.00000000 PA USD 71206.10000000 0.157085148647 Long ABS-MBS CORP US N 2 2036-10-10 Variable 0.28273000 N N N N N N GS Mortgage Securities Trust N/A 36249KAE0 3032471.32000000 PA USD 36731.87000000 0.081032822455 Long ABS-MBS CORP US N 2 2043-08-10 Variable 0.88744700 N N N N N N OCP CLO Ltd 25490025Q5WQX513IQ05 67097QAA3 85000.00000000 PA USD 85034.85000000 0.187592243535 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 1.28088000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BP8 125000.00000000 PA USD 128582.08000000 0.283660180099 Long DBT CORP US N 2 2024-02-01 Floating 1.77575000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BD3 130000.00000000 PA USD 140734.14000000 0.310468391073 Long DBT CORP US N 2 2024-10-01 Fixed 3.85000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 23283PAQ7 140000.00000000 PA USD 146892.20000000 0.324053459915 Long DBT CORP US N 2 2024-11-15 Fixed 2.90000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AE9 100000.00000000 PA USD 110259.90000000 0.243240295161 Long DBT CORP BM N 2 2025-05-15 Fixed 4.45000000 N N N N N N Access Group Inc N/A 00435TAA9 12739.25000000 PA USD 12717.21000000 0.028054967527 Long ABS-MBS CORP US N 2 2056-07-25 Floating 0.78600000 N N N N N N 1345 Ave of the Americas & Par N/A 68275CAC2 47016.39000000 PA USD 49437.40000000 0.109062023165 Long ABS-MBS CORP US N 2 2035-08-10 Fixed 5.27800000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BP6 85000.00000000 PA USD 85058.05000000 0.187643424199 Long DBT CORP US N 2 2023-08-03 Fixed 0.65000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AH8 110000.00000000 PA USD 110390.75000000 0.243528958516 Long DBT CORP US N 2 2024-08-15 Fixed 1.00000000 N N N N N N LCM Ltd Partnership N/A 50201MAN3 125000.00000000 PA USD 125062.38000000 0.275895499858 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 0.92613000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHR3 550000.00000000 PA USD 585401.35000000 1.291432308229 Long DBT CORP US N 2 2025-03-15 Fixed 3.45800000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BNNA8 4167165.04000000 PA USD 18136.96000000 0.040011277932 Long ABS-MBS USGSE US N 2 2022-12-25 Variable 0.54657800 N N N N N N COMM Mortgage Trust N/A 12624QAS2 323185.59000000 PA USD 4141.17000000 0.009135682266 Long ABS-MBS CORP US N 2 2045-10-15 Variable 1.83972900 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAA8 100000.00000000 PA USD 100541.72000000 0.221801377009 Long DBT CORP US N 2 2022-06-22 Fixed 1.12500000 N N N N N N Eaton Vance CDO Ltd 5493004NKU3QU5G6QW39 278300AJ7 150000.00000000 PA USD 150103.50000000 0.331137790301 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 1.25464000 N N N N N N IndyMac IMSC Mortgage Loan Tru N/A 456672AC8 68754.83000000 PA USD 55619.12000000 0.122699287460 Long ABS-MBS CORP US N 2 2037-06-25 Variable 2.91362000 N N N N N N CIM Trust N/A 12566LAB0 165655.59000000 PA USD 166406.44000000 0.367103104414 Long ABS-MBS CORP US N 2 2057-06-25 Variable 1.95100000 N N N N N N Toyota Auto Receivables Owner N/A 89238TAE3 270000.00000000 PA USD 273118.28000000 0.602516155386 Long ABS-O CORP US N 2 2023-11-15 Fixed 3.11000000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 78445JAA5 39227.66000000 PA USD 39504.43000000 0.087149264722 Long ABS-O CORP US N 2 2023-04-25 Floating 1.62525000 N N N N N N One New York Plaza Trust 2020- N/A 68249DAA7 94000.00000000 PA USD 94454.53000000 0.208372651857 Long ABS-MBS CORP US N 2 2026-01-15 Floating 1.03400000 N N N N N N COMM Mortgage Trust N/A 20048EAA9 1750000.00000000 PA USD 7871.76000000 0.017365599151 Long ABS-MBS CORP US N 2 2046-01-10 Variable 0.50781300 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 5000.00000000 PA USD 4921.66000000 0.010857492443 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 40414LAN9 60000.00000000 PA USD 65561.80000000 0.144633466775 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDA6 155000.00000000 PA USD 154891.02000000 0.341699361442 Long DBT UST US N 1 2023-09-30 Fixed 0.25000000 N N N N N N COMM Mortgage Trust 549300BCCWSDWINK2593 12626LAC6 8693.70000000 PA USD 8936.85000000 0.019715254882 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.66000000 N N N N N N Wells Fargo Alternative Loan T N/A 949920AA0 1771.37000000 PA USD 1795.54000000 0.003961074511 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.76100000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAJ4 75000.00000000 PA USD 81219.10000000 0.179174458318 Long DBT CORP GB N 2 2024-11-15 Fixed 4.79600000 N N N N N N TRANSOCEAN PROTEUS LTD 5493000CTMQ2LH21VM89 893829AA9 2200.00000000 PA USD 2210.22000000 0.004875884752 Long DBT CORP KY N 2 2024-12-01 Fixed 6.25000000 N N N N N N Residential Asset Mortgage Pro N/A 760985W31 4097.12000000 PA USD 1.29000000 0.000002845821 Long ABS-MBS CORP US N 2 2031-11-25 Fixed 8.50000000 N N N N N N Countrywide Alternative Loan T N/A 12667GNH2 174021.00000000 PA USD 174226.87000000 0.384355466347 Long ABS-MBS CORP US N 2 2035-07-25 Floating 1.04600000 N N N N N N Citigroup Commercial Mortgage N/A 17324DAV6 43390.99000000 PA USD 45551.34000000 0.100489129652 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.47000000 N N N N N N CIM Trust N/A 12555VAA3 117639.53000000 PA USD 109801.11000000 0.242228175479 Long ABS-MBS CORP US N 2 2058-10-25 Variable 3.25000000 N N N N N N Bank N/A 06035RAP1 125000.00000000 PA USD 131058.90000000 0.289124201269 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 4.12800000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAD9 90000.00000000 PA USD 91573.15000000 0.202016145805 Long DBT CORP GB N 2 2023-04-26 Fixed 3.62200000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CU1 225000.00000000 PA USD 225192.64000000 0.496789170150 Long DBT CORP GB N 2 2024-08-17 Fixed 0.73200000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAR9 70000.00000000 PA USD 69419.63000000 0.153144083127 Long DBT CORP AU N 2 2027-01-12 Fixed 1.34000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EB81 75000.00000000 PA USD 77160.55000000 0.170221040984 Long DBT CORP US N 2 2023-11-29 Floating 1.72075000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 453140AE5 110000.00000000 PA USD 112187.65000000 0.247493033274 Long DBT CORP GB N 2 2022-07-21 Fixed 3.75000000 N N N N N N Wells Fargo Home Equity Trust N/A 9497EMAJ4 100000.00000000 PA USD 97874.05000000 0.215916328698 Long ABS-O CORP US N 2 2035-12-25 Floating 0.83600000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXP4 275000.00000000 PA USD 275045.03000000 0.606766687435 Long DBT CORP US N 2 2023-01-27 Fixed 0.48100000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 5493000F7E2NMQ4HIO61 92939FAV1 31622.31000000 PA USD 32629.72000000 0.071983220770 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.39300000 N N N N N N LB-UBS Commercial Mortgage Tru N/A 50179MAQ4 303520.02000000 PA USD 40.22000000 0.000088727857 Long ABS-MBS CORP US N 2 2039-09-15 Variable 0.77495200 N N N N N N COMM Mortgage Trust 549300FVY7JUBJ0PIH53 12625FAF3 1196547.92000000 PA USD 16344.01000000 0.036055917124 Long ABS-MBS CORP US N 2 2046-03-10 Variable 1.32350400 N N N N N N Countrywide Alternative Loan T N/A 02151BBG2 204606.40000000 PA USD 117855.31000000 0.259996248779 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F62A4 265690.61000000 PA USD 266898.44000000 0.588794795967 Long ABS-MBS USGSE US N 2 2030-09-25 Floating 0.41250000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAD1 150000.00000000 PA USD 156733.29000000 0.345763525282 Long DBT CORP AU N 2 2023-03-22 Fixed 3.90000000 N N N N N N Cedar Funding Ltd N/A 15033TAB1 80000.00000000 PA USD 80014.96000000 0.176518049515 Long ABS-CBDO CORP KY N 2 2032-10-25 Floating 1.39525000 N N N N N N Invitation Homes Trust N/A 46185HAC6 99984.30000000 PA USD 99997.49000000 0.220600771296 Long ABS-O CORP US N 2 2037-06-17 Floating 1.16400000 N N N N N N CONTL AIRLINES 2007-1 N/A 21079NAA9 71776.95660000 PA USD 72721.22000000 0.160427598948 Long DBT CORP US N 2 2022-04-19 Fixed 5.98300000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2X8 85000.00000000 PA USD 85420.54000000 0.188443100007 Long DBT CORP US N 2 2024-05-24 Floating 0.75000100 N N N N N N Rockford Tower CLO Ltd 549300V5ZF7112UGSH89 77341DAA5 130000.00000000 PA USD 130014.82000000 0.286820894923 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 1.32425000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAW8 100000.00000000 PA USD 102992.80000000 0.227208614115 Long DBT CORP N/A N 2 2022-09-01 Fixed 3.87500000 N N N N N N COMM Mortgage Trust N/A 12624PAD7 10336.49000000 PA USD 10406.09000000 0.022956491009 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.37200000 N N N N N N LCM Ltd Partnership 549300WD241FFLNM0E69 50184KBE7 80000.00000000 PA USD 79995.20000000 0.176474457708 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 1.27388000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396YMD1 120455.14000000 PA USD 122658.14000000 0.270591594746 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 0.75600000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BR9 85000.00000000 PA USD 85972.17000000 0.189660030586 Long DBT CORP GB N 2 2024-05-18 Floating 1.12450000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376GXN5 0.08000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGA US N 2 2043-10-16 Variable 0.09802000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LN9 30000.00000000 PA USD 30191.02000000 0.066603294724 Long DBT CORP US N 2 2023-07-24 Floating 1.07525000 N N N N N N Banc of America Funding Corpor 549300UKLRORHBR16839 05963SAA0 49479.44000000 PA USD 48372.43000000 0.106712632161 Long ABS-MBS CORP US N 2 2036-05-26 Floating 0.23600000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAY1 61000.00000000 PA USD 34406.39000000 0.075902666872 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75000000 Y N N N N N Nyack Park CLO, Ltd. N/A 67080PAA4 120000.00000000 PA USD 120060.00000000 0.264859934002 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 0.01000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PSK0 132153.95000000 PA USD 130497.76000000 0.287886291030 Long ABS-MBS CORP US N 2 2035-06-20 Floating 0.76738000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590KAN4 703217.36000000 PA USD 22938.81000000 0.050604461958 Long ABS-MBS CORP US N 3 2049-01-15 Variable 1.05731600 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAY6 5000.00000000 PA USD 5343.75000000 0.011788649611 Long DBT CORP US N 2 2027-12-01 Fixed 4.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBC2 125000.00000000 PA USD 133209.46000000 0.293868472298 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N Asset Backed Funding Certifica N/A 00075QAR3 11699.91000000 PA USD 11650.27000000 0.025701230578 Long ABS-MBS CORP US N 2 2036-09-25 Floating 0.36600000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAA4 140000.00000000 PA USD 146829.95000000 0.323916132488 Long DBT CORP US N 2 2023-06-15 Fixed 3.75000000 N N N N N N UBS-Barclays Commercial Mortga N/A 90349DAL6 3000000.00000000 PA USD 6204.45000000 0.013687408108 Long ABS-MBS CORP US N 3 2049-08-10 Variable 0.31553600 N N N N N N BALTIMORE MD N/A 059189NR7 100000.00000000 PA USD 110773.25000000 0.244372777646 Long DBT MUN US N 2 2025-10-15 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust N/A 36248FAJ1 438742.55000000 PA USD 1332.02000000 0.002938520150 Long ABS-MBS CORP US N 2 2044-03-10 Variable 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394L2X9 4197.21000000 PA USD 4295.77000000 0.009476739619 Long ABS-MBS USGSE US N 2 2033-01-15 Floating 0.98375000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBB1 200000.00000000 PA USD 202811.84000000 0.447415713454 Long DBT CORP US N 2 2023-04-01 Fixed 3.20700000 N N N N N N Brazos Higher Education Author N/A 10620NCE6 215000.00000000 PA USD 218842.86000000 0.482781154893 Long ABS-MBS CORP US N 2 2035-02-25 Floating 1.32925000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643GAC4 270000.00000000 PA USD 279685.76000000 0.617004430577 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.09830000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828U65 2000000.00000000 PA USD 2005585.94000000 4.424449106321 Long DBT UST US N 1 2021-11-30 Fixed 1.75000000 N N N N N N Higher Education Funding 635400EWI7RHQRLFJW85 429827AY4 101790.69000000 PA USD 102212.84000000 0.225487973151 Long ABS-MBS CORP US N 2 2034-05-25 Floating 1.17925000 N N N N N N GMAC Mortgage Corporation Loan N/A 36185MDN9 71312.35000000 PA USD 62868.96000000 0.138692891857 Long ABS-MBS CORP US N 2 2036-04-19 Variable 2.98407800 N N N N N N Babson CLO Ltd 5493000D71NBEM2WZE67 06760PAC5 85000.00000000 PA USD 85029.67000000 0.187580816129 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 1.08425000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 60000.00000000 PA USD 60071.23000000 0.132520922982 Long DBT CORP US N 2 2024-12-15 Floating 2.40600000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BJ9 45000.00000000 PA USD 47910.28000000 0.105693100107 Long DBT CORP GB N 2 2024-06-25 Fixed 4.51900000 N N N N N N DIGNITY HEALTH TFVG45LTYVO3XKPZWP18 254010AA9 50000.00000000 PA USD 51391.55000000 0.113373001343 Long DBT CORP US N 2 2022-11-01 Fixed 3.12500000 N N N N N N JP Morgan Chase Commercial Mor N/A 46640JAT4 8453322.71000000 PA USD 14314.43000000 0.031578535607 Long ABS-MBS CORP US N 2 2046-01-15 Variable 0.21313500 N N N N N N First Franklin Mtg Loan Asset N/A 362334FT6 54363.08000000 PA USD 53247.08000000 0.117466417579 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.64600000 N N N N N N Navient Student Loan Trust N/A 63938EAC8 90654.05000000 PA USD 88992.63000000 0.196323355893 Long ABS-O CORP US N 2 2031-06-25 Floating 0.59600000 N N N N N N Bank N/A 06540RAA2 103697.95000000 PA USD 104155.96000000 0.229774618453 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.32200000 N N N N N N SLM Student Loan Trust 5493001M3I3E3XROS356 78442GJS6 24541.43000000 PA USD 24545.22000000 0.054148303758 Long ABS-O CORP US N 2 2025-12-15 Floating 0.66600000 N N N N N N SLM Student Loan Trust 549300UECCCKC4WVNL14 78442GKT2 33659.55000000 PA USD 33615.12000000 0.074157075334 Long ABS-O CORP US N 2 2025-10-27 Floating 0.38525000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GX74 75000.00000000 PA USD 65473.10000000 0.144437788980 Long DBT CORP US N 2 2036-08-15 Floating 0.60475000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DV3 150000.00000000 PA USD 150480.67000000 0.331969851115 Long DBT CORP US N 2 2022-02-15 Floating 1.02475000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300UVB571ELWL8972 92890FAT3 165653.92000000 PA USD 171199.07000000 0.377675948538 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 3.72300000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAC2 170000.00000000 PA USD 170348.64000000 0.375799846308 Long DBT CORP US N 2 2022-10-31 Fixed 2.87600000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGD8 175000.00000000 PA USD 179466.00000000 0.395913317638 Long DBT CORP US N 2 2024-06-12 Floating 1.29413000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAD4 75000.00000000 PA USD 76654.74000000 0.169105192215 Long DBT CORP US N 2 2023-01-15 Fixed 2.25000000 N N N N N N Park Place Securities Inc N/A 70069FLW5 57706.72000000 PA USD 58525.34000000 0.129110592119 Long ABS-MBS CORP US N 2 2035-08-25 Floating 0.80600000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BN8 75000.00000000 PA USD 82314.44000000 0.181590847458 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0226B6 750000.00000000 PA USD 771766.53000000 1.702565652184 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137B4WC6 4040260.21000000 PA USD 18998.72000000 0.041912374857 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 0.40407800 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAD1 128000.00000000 PA USD 133717.71000000 0.294989703861 Long DBT CORP US N 2 2028-09-15 Fixed 2.86600000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36966TJA1 50000.00000000 PA USD 50414.24000000 0.111216993829 Long DBT CORP US N 2 2023-04-15 Floating 1.12613000 N N N N N N Residential Asset Securities C N/A 76110W5H5 107903.23000000 PA USD 107880.25000000 0.237990637141 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.71600000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 40000.00000000 PA USD 42784.00000000 0.094384203034 Long DBT CORP US N 2 2025-09-29 Fixed 3.27200000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAJ1 110000.00000000 PA USD 110223.32000000 0.243159597374 Long DBT CORP US N 2 2023-06-01 Fixed 0.90000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 113000.00000000 PA USD 114415.43000000 0.252407656494 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAA5 115000.00000000 PA USD 119389.55000000 0.263380879007 Long DBT CORP BM N 2 2022-11-01 Fixed 5.00000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAK4 14000.00000000 PA USD 13982.50000000 0.030846277088 Long DBT CORP US N 2 2030-04-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 12000.00000000 PA USD 14086.98000000 0.031076766559 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N BFLD Trust N/A 05493AAA8 125000.00000000 PA USD 125912.62000000 0.277771182936 Long ABS-MBS CORP US N 2 2035-10-15 Floating 1.23400000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 105000.00000000 PA USD 113326.31000000 0.250004989066 Long DBT CORP GB N 2 2025-03-22 Fixed 4.26900000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 9127964V8 1500000.00000000 PA USD 1499992.50000000 3.309078082245 Long DBT UST US N 1 2021-10-07 None 0.00000000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 49446RAN9 100000.00000000 PA USD 102746.61000000 0.226665503444 Long DBT CORP US N 2 2022-11-01 Fixed 3.40000000 N N N N N N Progress Residential Trust N/A 74331AAA0 100000.00000000 PA USD 101263.90000000 0.223394551647 Long ABS-O CORP US N 2 2036-10-17 Fixed 2.68700000 N N N N N N GoldenTree Loan Management US 549300LOEERRNVSKVY31 38136NAQ9 140000.00000000 PA USD 140096.04000000 0.309060702219 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.24039000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAV0 10000.00000000 PA USD 10646.23000000 0.023486254998 Long DBT CORP N/A N 2 2023-06-01 Fixed 4.62500000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 5000.00000000 PA USD 5276.25000000 0.011639740353 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392HMC4 4678.28000000 PA USD 4743.74000000 0.010464989699 Long ABS-MBS USGSE US N 2 2032-09-25 Floating 1.08600000 N N N N N N SLM Student Loan Trust N/A 78446YAA1 85648.66000000 PA USD 84336.07000000 0.186050690773 Long ABS-O CORP US N 2 2029-01-25 Floating 0.78600000 N N N N N N Morgan Stanley BAML Trust N/A 61761DAD4 138925.11000000 PA USD 140736.29000000 0.310473134109 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 2.85800000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 49193.50000000 PA USD 49193.99000000 0.108525045350 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 1.02613000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 929227QB5 1486.64000000 PA USD 1488.92000000 0.003284651448 Long ABS-MBS CORP US N 2 2042-06-25 Floating 1.49211000 N N N N N N Option One Mortgage Loan Trust N/A 68389FKL7 60543.04000000 PA USD 60526.13000000 0.133524461079 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.52600000 N N N N N N Citigroup Commercial Mortgage N/A 17323VBB0 62086.14000000 PA USD 64245.22000000 0.141729008239 Long ABS-MBS CORP US N 2 2048-04-10 Fixed 2.98400000 N N N N N N Countrywide Asset-Backed Certi N/A 126698AC3 77317.63000000 PA USD 77538.67000000 0.171055197558 Long ABS-MBS CORP US N 2 2047-10-25 Floating 0.98600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468W2 150000.00000000 PA USD 150108.85000000 0.331149592738 Long DBT CORP US N 2 2024-01-25 Fixed 0.52900000 N N N N N N MF1 Multifamily Housing Mortga N/A 58003UAA6 220000.00000000 PA USD 221773.87000000 0.489247147856 Long ABS-CBDO CORP US N 2 2035-11-15 Floating 1.86448000 N N N N N N SLM Student Loan Trust 549300L7X3DWAOC00Z83 78442GPG5 50809.01000000 PA USD 50705.84000000 0.111860281825 Long ABS-O CORP US N 2 2027-01-25 Floating 0.24525000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46641WAU1 88306.31000000 PA USD 89140.69000000 0.196649985593 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 3.66940000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VZ37 39522.53000000 PA USD 39852.57000000 0.087917283525 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 0.45600000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCN9 95000.00000000 PA USD 94804.87000000 0.209145523999 Long DBT UST US N 1 2023-07-31 Fixed 0.12500000 N N N N N N Countrywide Home Loans N/A 12669GYY1 49860.97000000 PA USD 42909.18000000 0.094660358011 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.68600000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300QGM7D5K3CV2643 96221TAF4 23391.59000000 PA USD 24044.34000000 0.053043330880 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 3.52200000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BHCZ8 1396800.20000000 PA USD 26231.91000000 0.057869248303 Long ABS-MBS USGSE US N 2 2025-01-25 Variable 0.83566300 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TBA2 20000.00000000 PA USD 11600.00000000 0.025590331787 Long DBT CORP LU N 2 2024-10-15 Fixed 8.50000000 Y N N N N N AMERICAN CAMPUS CMNTYS RDKVCX5HITZ2GPIR7153 024836AA6 115000.00000000 PA USD 119772.44000000 0.264225558501 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DY7 75000.00000000 PA USD 76378.08000000 0.168494862802 Long DBT CORP US N 2 2023-03-10 Fixed 1.75000000 N N N N N N NORTH CAROLINA ST EDU ASSISTAN N/A 658262GA2 9085.54000000 PA USD 9114.86000000 0.020107956172 Long DBT MUN US N 2 2041-10-25 Floating 1.02500000 N N N N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 78462F103 21035.00000000 NS USD 9026959.90000000 19.91404300648 Long EC RF US N 1 N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 73939VAA2 9000.00000000 PA USD 9773.57000000 0.021561111987 Long DBT CORP US N 2 2025-12-04 Fixed 9.03300000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FG7J8 250000.00000000 PA USD 18792.33000000 0.041457065496 Long ABS-MBS USGSE US N 2 2046-05-25 Variable 2.24752000 N N N N N N SLM Student Loan Trust N/A 78446WAC1 147983.22000000 PA USD 146772.27000000 0.323788886770 Long ABS-O CORP US N 2 2028-09-25 Floating 1.03600000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 12429TAD6 5000.00000000 PA USD 5050.00000000 0.011140618579 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 80000.00000000 PA USD 82890.19000000 0.182860988279 Long DBT CORP CH N 2 2025-09-11 Fixed 2.59300000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AH3 44000.00000000 PA USD 44011.17000000 0.097091417471 Long DBT CORP US N 2 2022-08-10 Floating 0.57838000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468J1 400000.00000000 PA USD 419121.45000000 0.924608359037 Long DBT CORP US N 2 2025-07-22 Fixed 2.72000000 N N N N N N Terwin Mortgage Trust N/A 881561JL9 1717236.88000000 PA USD 22235.38000000 0.049052651002 Long ABS-MBS CORP US N 3 2034-08-25 Fixed 0.34000000 N N N N N N Centex Home Equity N/A 152314PQ7 182000.00000000 PA USD 182757.87000000 0.403175390526 Long ABS-MBS CORP US N 2 2035-10-25 Floating 1.00100000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAG8 85000.00000000 PA USD 85270.84000000 0.188112852363 Long DBT CORP GB N 2 2023-09-02 Fixed 0.75000000 N N N N N N DENVER CITY & CNTY CO ARPT REV N/A 249182PK6 135000.00000000 PA USD 136288.82000000 0.300661734720 Long DBT MUN US N 2 2023-11-15 Fixed 0.87700000 N N N N N N Home Partners of America Trust N/A 43730TAC7 113000.00000000 PA USD 113016.53000000 0.249321594844 Long ABS-O CORP US N 2 2034-07-17 Floating 1.43400000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAU0 100000.00000000 PA USD 104837.01000000 0.231277057718 Long DBT CORP US N 2 2023-10-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NTE4 4023.36000000 PA USD 4057.98000000 0.008952159878 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 0.48600000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46640UAF9 1607766.81000000 PA USD 21980.74000000 0.048490899098 Long ABS-MBS CORP US N 2 2047-01-15 Variable 0.88978800 N N N N N N Pennsylvania Higher Education N/A 69343FAA5 60519.33000000 PA USD 61542.95000000 0.135767630145 Long ABS-MBS CORP US N 2 2065-09-25 Floating 1.23600000 N N N N N N JP Morgan Mortgage Acquisition N/A 46626LBK5 254215.49000000 PA USD 252438.15000000 0.556894483997 Long ABS-MBS CORP US N 2 2035-09-25 Floating 0.79100000 N N N N N N BX Trust N/A 056059AG3 154000.00000000 PA USD 154123.93000000 0.340007112510 Long ABS-MBS CORP US N 2 2035-11-15 Floating 0.98400000 N N N N N N BXMT Ltd N/A 05608XAA0 410000.00000000 PA USD 411970.05000000 0.908831919490 Long ABS-MBS CORP KY N 2 2037-03-15 Floating 1.56448000 N N N N N N Structured Asset Mortgage Inve N/A 86359LTG4 71280.22000000 PA USD 69107.96000000 0.152456519445 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.54600000 N N N N N N Palmer Square CLO Ltd 549300UP5H2PFBIITY41 69688XAS0 85000.00000000 PA USD 85013.60000000 0.187545364695 Long ABS-CBDO CORP KY N 2 2031-01-17 Floating 1.26388000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46590JAT4 178004.02000000 PA USD 179664.10000000 0.396350338735 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 2.81640000 N N N N N N Educational Funding of the Sou N/A 28148WAB9 2198.73000000 PA USD 2188.61000000 0.004828211728 Long ABS-MBS CORP US N 2 2035-04-25 Floating 0.77525000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BVYV2 262946.16000000 PA USD 263275.96000000 0.580803376562 Long ABS-MBS USGSE US N 2 2024-01-25 Floating 0.44250000 N N N N N N JPMORGAN CHASE & 8I5DZWZKVSZI1NUHU748 46647PCK0 50000.00000000 PA USD 50068.76000000 0.110454843155 Long DBT CORP US N 2 2025-06-23 Fixed 0.96900000 N N N N N N Citigroup Commercial Mortgage N/A 17318UAE4 22256.15000000 PA USD 22404.05000000 0.049424747662 Long ABS-MBS CORP US N 2 2045-09-10 Fixed 2.60800000 N N N N N N US AIRWAYS 2012-1A PTT N/A 90345WAA2 37464.45460100 PA USD 39658.52000000 0.087489196983 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N TRANSOCEAN PHOENIX 2 LTD N/A 893828AA1 11550.00000000 PA USD 11795.44000000 0.026021484757 Long DBT CORP KY N 2 2024-10-15 Fixed 7.75000000 N N N N N N Barclays Commercial Mortgage S N/A 05491RAA3 119345.56000000 PA USD 119644.02000000 0.263942255880 Long ABS-MBS CORP US N 2 2037-10-15 Floating 1.08375000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660NS30 7451.14000000 PA USD 7189.68000000 0.015860887642 Long ABS-MBS CORP US N 2 2034-08-25 Floating 0.94600000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCP9 60000.00000000 PA USD 60204.09000000 0.132814020523 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAN9 150000.00000000 PA USD 160634.39000000 0.354369597983 Long DBT CORP US N 2 2024-04-01 Fixed 4.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAH8 150000.00000000 PA USD 150712.40000000 0.332481062113 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45000000 N N N N N N SLM Student Loan Trust 5493004WA7G168XIR344 78448AAA1 5905.85000000 PA USD 5876.60000000 0.012964150326 Long ABS-O CORP US N 2 2043-06-25 Floating 0.63600000 N N N N N N TRANSOCEAN PONTUS LTD N/A 89382PAA3 4020.00000000 PA USD 4032.70000000 0.008896390603 Long DBT CORP KY N 2 2025-08-01 Fixed 6.12500000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAN6 9000.00000000 PA USD 10239.57000000 0.022589137384 Long DBT CORP US N 2 2026-07-15 Fixed 8.37500000 N N N N N N HSI Asset Securitization Corpo N/A 40431RAA3 84528.09000000 PA USD 83963.59000000 0.185228976395 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.24600000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAL7 60000.00000000 PA USD 64708.77000000 0.142751628782 Long DBT CORP GB N 2 2025-07-09 Fixed 3.87000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAD4 147610.77000000 PA USD 148438.67000000 0.327465070295 Long ABS-O CORP US N 2 2023-07-25 Floating 1.22525000 N N N N N N Brazos Higher Education Author N/A 10620NCG1 202220.56000000 PA USD 203070.09000000 0.447985429246 Long ABS-MBS CORP US N 2 2030-02-25 Floating 0.92925000 N N N N N N Wells Fargo Mortgage Backed Se N/A 949802AA0 9700.19000000 PA USD 9732.95000000 0.021471501704 Long ABS-MBS CORP US N 2 2033-09-25 Variable 2.37848300 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHC6 91000.00000000 PA USD 93802.86000000 0.206935026727 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248AY4 115000.00000000 PA USD 116107.34000000 0.256140116688 Long DBT CORP US N 2 2022-02-01 Fixed 3.35000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 25601B2A2 200000.00000000 PA USD 200124.48000000 0.441487227762 Long DBT CORP NO N 2 2025-09-30 Fixed 0.85600000 N N N N N N Credit-Based Asset Servicing a N/A 79549ARU5 9361.32000000 PA USD 9529.74000000 0.021023207625 Long ABS-MBS CORP US N 2 2033-01-25 Variable 3.95000000 N N N N N N NORTHWEST AIR 2001-1 A1 N/A 667294AW2 32002.20545000 PA USD 32813.86000000 0.072389445227 Long DBT CORP US N 2 2022-04-01 Fixed 7.04100000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12595FAB8 150000.00000000 PA USD 152470.83000000 0.336360269624 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.05380000 N N N N N N Residential Asset Mortgage Pro N/A 76112BA42 21469.82000000 PA USD 21487.90000000 0.047403662967 Long ABS-MBS CORP US N 2 2035-09-25 Floating 0.91100000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAD3 125000.00000000 PA USD 133412.63000000 0.294316678135 Long DBT CORP US N 2 2023-08-08 Fixed 4.20000000 N N N N N N Banc of America Funding Corpor 54930034NF48M07EOO61 05991AAA5 70921.94000000 PA USD 71121.68000000 0.156898912801 Long ABS-MBS CORP US N 2 2046-09-26 Floating 1.01916000 N N N N N N Citigroup Commercial Mortgage N/A 17320DAJ7 34361.75000000 PA USD 34767.17000000 0.076698570311 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 2.69000000 N N N N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313385MZ6 2000000.00000000 PA USD 1999992.22000000 4.412109007121 Long DBT USGSE US N 2 2021-10-15 None 0.00000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GW75 30000.00000000 PA USD 29709.56000000 0.065541163591 Long DBT CORP US N 2 2026-05-05 Floating 0.50138000 N N N N N N SLM Student Loan Trust 549300GQO6PBOYVGSS10 78446JAA4 455.27000000 PA USD 455.36000000 0.001004552886 Long ABS-O CORP US N 2 2027-11-25 Floating 0.68600000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 125000.00000000 PA USD 138721.25000000 0.306027828750 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137B7N21 5218288.55000000 PA USD 65576.67000000 0.144666270933 Long ABS-MBS USGSE US N 2 2023-10-25 Variable 0.85058500 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BXSV5 227970.59000000 PA USD 238826.32000000 0.526865928313 Long ABS-MBS USGSE US N 2 2027-03-25 Fixed 2.74800000 N N N N N N CD Commercial Mortgage Trust N/A 12515DAN4 143000.00000000 PA USD 144491.63000000 0.318757651055 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.03000000 N N N N N N Bayview Commercial Asset Trust N/A 07324SAX0 8747.40000000 PA USD 8653.54000000 0.019090255149 Long ABS-MBS CORP US N 2 2035-01-25 Floating 0.64100000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514HN7 100359.55600000 PA USD 96616.62000000 0.213142358793 Long ABS-MBS CORP US N 2 2034-10-25 Floating 0.64600000 N N N N N N Barings CLO Ltd 54930079SUKCXYW8DR07 06760EAA4 64358.07000000 PA USD 64321.39000000 0.141897044064 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 0.93425000 N N N N N N TRANSOCEAN POSEIDON LTD N/A 89383JAA6 18000.00000000 PA USD 17937.99000000 0.039572337560 Long DBT CORP KY N 2 2027-02-01 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359RUR1 7902.75000000 PA USD 368.91000000 0.000813838732 Long ABS-MBS USGSE US N 2 2023-11-25 Floating 7.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137B3NY0 7640563.82000000 PA USD 21688.89000000 0.047847059586 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 0.30487500 N N N N N N JP Morgan Chase Commercial Mor N/A 46639YAS6 3177104.92000000 PA USD 45451.50000000 0.100268876314 Long ABS-MBS CORP US N 2 2046-04-15 Variable 1.37648000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DG7 25000.00000000 PA USD 13812.50000000 0.030471246363 Long DBT CORP US N 2 2036-10-10 None 0.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61690VAW8 64836.92000000 PA USD 67986.04000000 0.149981493149 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.32300000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAV5 150000.00000000 PA USD 151594.18000000 0.334426324420 Long DBT CORP US N 2 2022-07-15 Fixed 2.20000000 N N N N N N CALIFORNIA ST N/A 13063DRH3 200000.00000000 PA USD 204519.68000000 0.451183316233 Long DBT MUN US N 2 2022-10-01 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgag 549300CFP9NBBMZH1008 95000KAZ8 106165.58000000 PA USD 106274.01000000 0.234447170371 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.39900000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FPJQ9 995810.30000000 PA USD 47028.04000000 0.103746823010 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 1.34037400 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BP4J5 204690.10000000 PA USD 211982.29000000 0.467646304673 Long ABS-MBS USGSE US N 2 2026-03-25 Fixed 2.44600000 N N N N N N Residential Asset Mortgage Pro N/A 76112B4P2 100000.00000000 PA USD 95940.24000000 0.211650221844 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.59600000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AF6 190000.00000000 PA USD 205192.74000000 0.452668129053 Long DBT CORP US N 2 2023-11-01 Fixed 5.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCM6 110000.00000000 PA USD 109583.71000000 0.241748577364 Long DBT CORP US N 2 2025-08-09 Fixed 0.76800000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 20000.00000000 PA USD 20655.00000000 0.045566233023 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAC1 75000.00000000 PA USD 79843.60000000 0.176140018545 Long DBT CORP GB N 2 2024-08-01 Fixed 4.36300000 N N N N N N JP Morgan Chase Commercial Mor N/A 46634SAD7 32730.26000000 PA USD 32866.59000000 0.072505770933 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 3.14440000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 160.00000000 NC USD -1749337.70000000 -3.85914932342 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2021-12-17 36125337.70000000 USD -1749337.70000000 N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GP77 259849.60000000 PA USD 257559.04000000 0.568191490389 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.76100000 N N N N N N QWEST CORP 549300R2L4N683OO1509 912920AK1 100000.00000000 PA USD 119142.00000000 0.262834768090 Long DBT CORP US N 2 2025-09-15 Fixed 7.25000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UBP3 150000.00000000 PA USD 152637.11000000 0.336727093794 Long DBT CORP US N 2 2022-09-15 Fixed 2.75000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PMW0 1074.49000000 PA USD 973.53000000 0.002147668595 Long ABS-MBS CORP US N 2 2035-07-19 Variable 2.59028100 N N N N N N Navient Student Loan Trust N/A 63939RAA2 67908.15000000 PA USD 68959.60000000 0.152129227926 Long ABS-O CORP US N 2 2066-12-27 Floating 1.13600000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 34528QHA5 250000.00000000 PA USD 254683.80000000 0.561848529564 Long ABS-O CORP US N 2 2024-09-15 Fixed 2.23000000 N N N N N N SLM Student Loan Trust 549300WCW8E0MUEMAH47 78442GPQ3 103037.32000000 PA USD 102630.02000000 0.226408298549 Long ABS-O CORP US N 2 2028-10-25 Floating 0.26525000 N N N N N N MGM GROWTH/MGM FINANCE N/A 55303XAF2 6000.00000000 PA USD 6566.76000000 0.014486686825 Long DBT CORP US N 2 2028-01-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392EJM3 88422.53000000 PA USD 89450.13000000 0.197332629754 Long ABS-MBS USGSE US N 2 2032-08-25 Floating 0.58600000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FUZN7 245615.32000000 PA USD 244757.66000000 0.539950838532 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 0.52600000 N N N N N N FRESENIUS US FINANCE II TRJSJR7WPAPZ2OYFQZ47 35804GAK4 75000.00000000 PA USD 77989.77000000 0.172050352616 Long DBT CORP US N 2 2023-01-15 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17320QAA7 97000.00000000 PA USD 100317.57000000 0.221306887968 Long ABS-MBS CORP US N 2 2035-05-10 Fixed 3.25100000 N N N N N N American Money Management Corp 549300ICO4ZE2FVC2Y46 00177JAA3 85000.00000000 PA USD 85020.40000000 0.187560365924 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 1.53388000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AN9 25000.00000000 PA USD 26519.65000000 0.058504020895 Long DBT CORP US N 2 2024-09-01 Fixed 3.35000000 N N N N N N BX Trust N/A 05606KAA0 233829.87000000 PA USD 234062.48000000 0.516356596745 Long ABS-MBS CORP US N 2 2036-08-15 Floating 1.08400000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BP7A1 904925.88000000 PA USD 36054.01000000 0.079537420532 Long ABS-MBS USGSE US N 2 2026-03-25 Variable 1.19323700 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392CRA4 33071.14000000 PA USD 33438.75000000 0.073767991988 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 0.98600000 N N N N N N Educational Funding of the Sou N/A 28148WAD5 24627.31000000 PA USD 24776.22000000 0.054657904331 Long ABS-MBS CORP US N 2 2036-03-25 Floating 1.13600000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABU8 124000.00000000 PA USD 126862.30000000 0.279866236926 Long DBT CORP US N 2 2026-04-15 Fixed 2.62500000 N N N N N N Fidelity Government Portfolio N/A 316175108 20522.53000000 NS USD 20522.53000000 0.045273995846 Long STIV RF US N 1 N N N ENDO DAC/FIN LLC/FINCO N/A 29273DAC4 21000.00000000 PA USD 15172.50000000 0.033471492159 Long DBT CORP N/A N 2 2028-06-30 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 12593GAE2 138566.89000000 PA USD 144075.26000000 0.317839112568 Long ABS-MBS CORP US N 2 2050-07-10 Fixed 3.62000000 N N N N N N Nelnet Student Loan Trust N/A 64033KAA0 14275.85000000 PA USD 14409.26000000 0.031787736570 Long ABS-O CORP US N 2 2041-06-25 Floating 0.66600000 N N N N N N FRESENIUS MED CARE II 5493008GJ5TVVTY4UM62 35802XAF0 100000.00000000 PA USD 101747.54000000 0.224461491998 Long DBT CORP US N 2 2022-01-31 Fixed 5.87500000 N N N N N N Banc of America Commercial Mor N/A 06427DAP8 125500.00000000 PA USD 126259.55000000 0.278536532402 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.11600000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 118125.00000000 PA USD 126305.16000000 0.278637150939 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N Navient Student Loan Trust N/A 63940AAB4 52301.97000000 PA USD 52381.82000000 0.115557599434 Long ABS-O CORP US N 2 2066-09-27 Floating 0.58600000 N N N N N N Grand Avenue CRE 2019-FL1 Ltd. N/A 38521VAA9 50879.08000000 PA USD 50863.86000000 0.112208883914 Long ABS-CBDO CORP KY N 2 2037-06-15 Floating 1.20375000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FR91 112580.51000000 PA USD 113414.64000000 0.250199850619 Long ABS-MBS CORP US N 2 2045-07-25 Floating 0.92600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405XW25 627.26000000 PA USD 631.15000000 0.001392356716 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 1.98500000 N N N N N N BENCHMARK Mortgage Trust N/A 08162CAB6 198930.33000000 PA USD 207124.78000000 0.456930331176 Long ABS-MBS CORP US N 2 2051-10-10 Fixed 4.20300000 N N N N N N Aimco 549300VLRW0CEQ83RF89 00140NAA8 100000.00000000 PA USD 100015.00000000 0.220639399460 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 1.50613000 N N N N N N 2021-11-17 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Senior Vice President