NPORT-P false 0001028621 XXXXXXXX S000072616 C000228996 C000228997 METROPOLITAN WEST FUNDS 811-07989 0001028621 549300KGDNJW6FXNDC82 865 South Figueroa Street SUITE 1800 Los Angeles 90017 800-241-4671 Metropolitan West ESG Securitized Fund S000072616 5493007B0BK76VC22487 2023-03-31 2023-03-31 N 10551912.27 2177135.72 8374776.55 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 488699.31000000 1498217.79000000 0.00000000 32336.17000000 USD N Bloomberg U.S. Mortgage-Backed Securities (MBS) Index LUMSSTAT Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AT4E8 152427.52000000 PA USD 131685.17000000 1.572402191435 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJUF7 369419.17000000 PA USD 335594.97000000 4.007211034185 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396F4J9 61422.10000000 PA USD 60854.52000000 0.726640521531 Long ABS-MBS USGSE US N 2 2035-11-15 Floating 5.03443000 N N N N N N SFO Commerical Mortgage Trust N/A 78432WAE3 130000.00000000 PA USD 108573.91000000 1.296439485301 Long ABS-MBS CORP US N 2 2038-05-15 Floating 6.48400000 N N N N N N DBUBS Mortgage Trust N/A 23305JAN2 150000.00000000 PA USD 127970.37000000 1.528045187068 Long ABS-MBS CORP US N 2 2034-10-10 Variable 3.53000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYBJ8 137271.93000000 PA USD 113669.38000000 1.357282541466 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2L73 67860.70000000 PA USD 61647.34000000 0.736107281572 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N SLG Office Trust N/A 78449RAA3 100000.00000000 PA USD 79765.83000000 0.952453232916 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.58540000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396EFY7 14184.97000000 PA USD 14139.92000000 0.168839370406 Long ABS-MBS USGSE US N 2 2035-04-15 Floating 4.98443000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1.00000000 NC USD 560.18000000 0.006688894881 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 2023-06-21 140564.82000000 USD 560.18000000 N N N Morgan Stanley Capital I Trust N/A 61770YAA3 150000.00000000 PA USD 119045.96000000 1.421482224501 Long ABS-MBS CORP US N 2 2042-04-05 Variable 2.42760000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN2Y8 143437.74000000 PA USD 123803.31000000 1.478287919216 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Loanpal Solar Loan Ltd. N/A 53948PAA6 161525.06000000 PA USD 121964.26000000 1.456328527356 Long ABS-O CORP US N 2 2048-01-20 Fixed 2.29000000 N N N N N N KREST Commercial Mortgage Secu N/A 50085PAN7 200000.00000000 PA USD 106733.46000000 1.274463376578 Long ABS-MBS CORP US N 2 2044-11-05 Variable 2.92693000 N N N N N N FRETE 2021-ML12 TRUST S6XOOCT0IEG5ABCC6L87 35833TAB1 1087203.98000000 PA USD 111655.85000000 1.333239750736 Long DBT USGSE US N 2 2041-07-25 Variable 1.22272600 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AWXG5 24095.08000000 PA USD 22657.99000000 0.270550382624 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL60 144668.51000000 PA USD 120816.54000000 1.442624042309 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N GoodLeap Sustainable Home Impr N/A 38237JAA1 93729.31000000 PA USD 77098.60000000 0.920604860794 Long ABS-O CORP US N 2 2049-01-20 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMEZ4 236595.62000000 PA USD 213065.93000000 2.544138685109 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGT2 26000.00000000 PA USD 26047.73000000 0.311025970000 Long DBT UST US N 1 2028-03-31 Fixed 3.62500000 N N N N N N Natixis Commercial Mortgage Se N/A 63874UAA2 150000.00000000 PA USD 130130.16000000 1.553834412453 Long ABS-MBS CORP US N 2 2039-05-15 Fixed 3.62200000 N N N N N N Shops at Crystals Trust 2016-C N/A 82510WAA8 150000.00000000 PA USD 132503.24000000 1.582170452058 Long ABS-MBS CORP US N 2 2036-07-05 Fixed 3.12550000 N N N N N N GoodLeap Sustainable Home Impr N/A 38237VAA4 44447.39000000 PA USD 43456.56000000 0.518898143019 Long ABS-O CORP US N 2 2055-02-22 Fixed 5.52000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 2.00000000 NC USD 7678.90000000 0.091690804574 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 2023-06-21 234602.36000000 USD 7678.90000000 N N N 1211 Avenue of the Americas Tr N/A 90117PAA3 150000.00000000 PA USD 140676.57000000 1.679765055940 Long ABS-MBS CORP US N 2 2035-08-10 Fixed 3.90050000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDDA9 381104.62000000 PA USD 347282.35000000 4.146765563554 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A3PB8 81593.01000000 PA USD 74122.31000000 0.885066121555 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XADE9 107408.02000000 PA USD 89202.90000000 1.065137672240 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 9.00000000 NC USD 19741.01000000 0.235719841384 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 2023-06-30 1838337.12000000 USD 19741.01000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR56 40142.83000000 PA USD 37971.28000000 0.453400514906 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 153000.00000000 NS USD 153000.00000000 1.826914414809 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGX46 119482.12000000 PA USD 98743.07000000 1.179053189186 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4B64 218640.13000000 PA USD 203457.03000000 2.429402489550 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6FL0 234452.62000000 PA USD 213425.62000000 2.548433605670 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMW84 142186.84000000 PA USD 117677.63000000 1.405143519918 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPLY2 118831.04000000 PA USD 113670.80000000 1.357299497143 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042657 75000.00000000 PA USD 73508.12000000 0.877732313944 Long ABS-MBS USGSE US N 2 2053-05-15 Fixed 4.50000000 N N N N N N COMM Mortgage Trust N/A 20048GAA4 150000.00000000 PA USD 144087.93000000 1.720498799457 Long ABS-MBS CORP US N 2 2034-06-15 Floating 5.58400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD34 95402.71000000 PA USD 91219.05000000 1.089211747386 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -3723.97000000 -0.04446649982 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -234000.00000000 GBP 285683.18000000 USD 2023-04-13 -3723.97000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGPU7 163381.21000000 PA USD 135422.88000000 1.617032755339 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N MFT Trust N/A 55316TAC3 150000.00000000 PA USD 98345.67000000 1.174307987954 Long ABS-MBS CORP US N 2 2040-08-10 Variable 3.28277900 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397BDE8 3835.91000000 PA USD 3833.92000000 0.045779370674 Long ABS-MBS USGSE US N 2 2036-05-15 Floating 5.08443000 N N N N N N Helios Issuer, LLC N/A 86745RAA7 180175.73000000 PA USD 152580.63000000 1.821906878219 Long ABS-O CORP US N 2 2048-10-20 Fixed 2.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLLG5 134236.21000000 PA USD 111468.61000000 1.331003989593 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8ZU4 160750.23000000 PA USD 133493.29000000 1.593992260008 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERJL5 128608.83000000 PA USD 117961.25000000 1.408530117737 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7CZ0 342738.17000000 PA USD 299624.79000000 3.577704888138 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N DOLP Trust N/A 23345LAA7 150000.00000000 PA USD 119935.07000000 1.432098746562 Long ABS-MBS CORP US N 2 2041-05-10 Fixed 2.95600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MRAA5 97099.85000000 PA USD 92958.19000000 1.109978152193 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3Y6 195106.52000000 PA USD 168545.22000000 2.012533934412 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H022655 150000.00000000 PA USD 132209.51000000 1.578663134600 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052649 225000.00000000 PA USD 227289.55000000 2.713977485166 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR49 203134.18000000 PA USD 192790.65000000 2.302039330231 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Flexential Issuer, LLC N/A 33938MAA7 150000.00000000 PA USD 133515.27000000 1.594254714772 Long ABS-O CORP US N 2 2051-11-27 Fixed 3.25000000 N N N N N N Aligned Data Centers Issuer LL N/A 01627AAA6 150000.00000000 PA USD 132145.22000000 1.577895472327 Long ABS-O CORP US N 2 2046-08-15 Fixed 1.93700000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 78774.54000000 PA USD 80342.02000000 0.959333297077 Long DBT UST US N 2 2027-10-15 Fixed 1.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGU9 5000.00000000 PA USD 4985.25000000 0.059526961349 Long DBT UST US N 1 2025-03-31 Fixed 3.87500000 N N N N N N Hudson Yards N/A 44421GAA1 150000.00000000 PA USD 129370.65000000 1.544765394367 Long ABS-MBS CORP US N 2 2039-07-10 Fixed 3.22800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3G5 169151.14000000 PA USD 140360.85000000 1.675995164312 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Gracechurch Mortgage Finance P N/A 38406JAE8 150000.00000000 PA USD 113675.87000000 1.357360036071 Long ABS-MBS CORP US N 2 2040-12-10 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MQCP2 96770.23000000 PA USD 90043.99000000 1.075180805868 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKY0 35959.48000000 PA USD 33965.62000000 0.405570462653 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Cascade MH Asset Trust N/A 14732KAA9 97044.72000000 PA USD 86382.03000000 1.031454743708 Long ABS-MBS CORP US N 2 2054-08-25 Variable 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H050649 25000.00000000 PA USD 25033.20000000 0.298911855743 Long ABS-MBS USGA US N 2 2053-04-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JWQJ2 302455.51000000 PA USD 274951.57000000 3.283091415734 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N COMM Mortgage Trust N/A 12659DAA8 150000.00000000 PA USD 131624.36000000 1.571676082509 Long ABS-MBS CORP US N 2 2039-01-10 Fixed 2.81900000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040651 175000.00000000 PA USD 167480.50000000 1.999820520584 Long ABS-MBS USGSE US N 2 2053-05-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKU23 97366.61000000 PA USD 80857.05000000 0.965483073097 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMJU9 161825.96000000 PA USD 139959.06000000 1.671197543772 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 15065.10000000 PA USD 15039.57000000 0.179581746572 Long DBT UST US N 2 2033-01-15 Fixed 1.12500000 N N N N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 316175108 20351.71000000 NS USD 20351.71000000 0.243011976241 Long STIV RF US N 1 N N N CALI Mortgage Trust 2019-101C N/A 129890AA7 125000.00000000 PA USD 109675.18000000 1.309589328684 Long ABS-MBS CORP US N 2 2039-03-10 Fixed 3.95700000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -7.00000000 NC USD -5598.20000000 -0.06684596259 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 2023-06-30 -760956.47000000 USD -5598.20000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNHD8 22938.09000000 PA USD 19772.99000000 0.236101702319 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N CAMB Commercial Mortgage Trust N/A 12477BAE4 150000.00000000 PA USD 114721.55000000 1.369846100550 Long ABS-MBS CORP US N 2 2046-11-10 Variable 2.77120000 N N N N N N Frost CMBS 635400USRLUMX8CQN243 000000000 249390.10000000 PA 277161.68000000 3.309481492971 Long ABS-MBS CORP IE N 2 2033-11-20 Floating 5.74274000 N N N N N N KREST Commercial Mortgage Secu N/A 50085PAG2 125000.00000000 PA USD 84857.66000000 1.013252825235 Long ABS-MBS CORP US N 2 2044-11-05 Variable 2.92693000 N N N N N N DROP Mortgage Trust 2021-FILE N/A 26210YAA4 150000.00000000 PA USD 138655.45000000 1.655631635927 Long ABS-MBS CORP US N 2 2043-10-15 Floating 5.83000000 N N N N N N One New York Plaza Trust 2020- N/A 68249DAC3 150000.00000000 PA USD 141177.36000000 1.685744797573 Long ABS-MBS CORP US N 2 2036-01-15 Floating 5.93400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMQG3 203246.11000000 PA USD 175576.67000000 2.096493786452 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042640 100000.00000000 PA USD 97977.73000000 1.169914557302 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H042646 200000.00000000 PA USD 197071.65000000 2.353157111994 Long ABS-MBS USGA US N 2 2053-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPVD6 121745.79000000 PA USD 119345.49000000 1.425058797538 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N 2023-05-18 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Managing Director