0001752724-23-260964.txt : 20231121 0001752724-23-260964.hdr.sgml : 20231121 20231121131812 ACCESSION NUMBER: 0001752724-23-260964 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230929 FILED AS OF DATE: 20231121 DATE AS OF CHANGE: 20231121 PERIOD START: 20240331 FILER: COMPANY DATA: COMPANY CONFORMED NAME: METROPOLITAN WEST FUNDS CENTRAL INDEX KEY: 0001028621 IRS NUMBER: 000000000 FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-07989 FILM NUMBER: 231426442 BUSINESS ADDRESS: STREET 1: METROPOLITAN WEST ASSET MANAGEMENT STREET 2: 865 S. FIGUEROA STREET, SUITE 1800 CITY: LOS ANGELES STATE: CA ZIP: 90017 BUSINESS PHONE: 213-244-0000 MAIL ADDRESS: STREET 1: METROPOLITAN WEST ASSET MANAGEMENT STREET 2: 865 S. FIGUEROA STREET, SUITE 1800 CITY: LOS ANGELES STATE: CA ZIP: 90017 0001028621 S000001151 METROPOLITAN WEST ULTRA SHORT BOND FUND C000003072 CLASS I MWUIX C000003073 CLASS M MWUSX NPORT-P 1 primary_doc.xml NPORT-P false 0001028621 XXXXXXXX S000001151 C000003072 C000003073 METROPOLITAN WEST FUNDS 811-07989 0001028621 549300KGDNJW6FXNDC82 865 South Figueroa Street SUITE 1800 Los Angeles 90017 800-241-4671 Metropolitan West Ultra Short Bond Fund S000001151 549300J7IQ5ZDUARGG56 2024-03-31 2023-09-29 N 89912156.41 30271217.68 59640938.73 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 214690.83000000 22806491.19000000 0.00000000 4855478.75000000 USD N Government National Mortgage A 549300M8ZYFG0OCMTT87 38373M4R8 83166.47000000 PA USD 81458.94000000 0.136582256642 Long ABS-MBS USGA US N 2 2044-03-16 Variable 5.55600000 N N N N N N CIT Mortgage Loan Trust N/A 12559QAA0 114828.45000000 PA USD 114784.56000000 0.192459344947 Long ABS-O CORP US N 2 2037-10-25 Floating 6.78420000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 605000.00000000 PA USD 539767.63000000 0.905028729416 Long DBT CORP US N 2 2026-12-10 Fixed 0.98500000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAQ1 200000.00000000 PA USD 182625.17000000 0.306207738994 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378XUK5 456106.81000000 PA USD 436213.52000000 0.731399487145 Long ABS-MBS USGA US N 2 2054-10-16 Variable 3.15000000 N N N N N N Residential Asset Mortgage Pro N/A 760985W31 34404.79000000 PA USD 11427.00000000 0.019159658186 Long ABS-MBS CORP US N 2 2031-11-25 Fixed 8.50000000 N N N N N N Credit Suisse First Boston Mor N/A 22541NST7 15039.51000000 PA USD 14552.65000000 0.024400437534 Long ABS-MBS CORP US N 2 2032-11-25 Variable 4.60655000 N N N N N N Ameriquest Mortgage Securities N/A 03072SZ73 410649.02000000 PA USD 407667.58000000 0.683536491344 Long ABS-O CORP US N 2 2036-04-25 Floating 5.94420000 N N N N N N Residential Asset Securities C N/A 75406VAD5 387780.62000000 PA USD 384933.07000000 0.645417523930 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.69420000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0326A7 200000.00000000 PA USD 172031.22000000 0.288444856273 Long ABS-MBS USGSE US N 2 2053-10-15 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376V2F3 12764.57000000 PA USD 12818.58000000 0.021492921260 Long ABS-MBS USGA US N 2 2039-07-16 Floating 5.89505000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374FBV5 255174.43000000 PA USD 257056.65000000 0.431007048973 Long ABS-MBS USGA US N 2 2034-01-16 Floating 6.84416000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404KNR9 52833.50000000 PA USD 52274.62000000 0.087648888688 Long ABS-MBS USGSE US N 2 2034-04-01 Floating 4.93700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398MDK9 177487.64000000 PA USD 13692.27000000 0.022957837840 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 0.80057000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B9AC1 266119.74000000 PA USD 257641.27000000 0.431987281699 Long ABS-MBS USGSE US N 2 2050-03-25 Floating 5.92943000 N N N N N N MASSACHUSETTS ST SPL OBLG REVE 5493001N1YCXNI1O7K10 576004HG3 214714.44850000 PA USD 202089.26000000 0.338843191108 Long DBT MUN US N 2 2031-07-15 Fixed 4.11000000 N N N N N N Merrill Lynch Mortgage Investo N/A 589929D88 121355.32000000 PA USD 115029.95000000 0.192870790516 Long ABS-MBS CORP US N 2 2032-12-25 Floating 7.75880000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -4.00000000 NC USD 36742.52000000 0.061606206713 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 2023-12-19 -511492.52000000 USD 36742.52000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHX2 1645000.00000000 PA USD 1628700.60000000 2.730843334598 Long DBT UST US N 1 2028-08-31 Fixed 4.37500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 195000.00000000 PA USD 191861.93000000 0.321695020376 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 131.00000000 NC USD -76983.86000000 -0.12907888715 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 2023-12-29 26632116.74000000 USD -76983.86000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AECS2 1459.33000000 PA USD 1459.24000000 0.002446708638 Long ABS-MBS USGSE US N 2 2026-05-15 Floating 5.77776000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BS6G3 3321607.35000000 PA USD 37237.21000000 0.062435653752 Long ABS-MBS USGSE US N 2 2025-09-25 Variable 0.73942400 N N N N N N MASTR Seasoned Securitization N/A 55265WBD4 15969.65000000 PA USD 15353.16000000 0.025742653162 Long ABS-MBS CORP US N 2 2032-10-25 Variable 5.73143200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KWH0 44173.39000000 PA USD 43975.04000000 0.073732977609 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390SY62 5093.63000000 PA USD 5096.66000000 0.008545573072 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBA0 300000.00000000 PA USD 277047.68000000 0.464526021721 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2X8 150000.00000000 PA USD 149293.41000000 0.250320355747 Long DBT CORP US N 2 2024-05-24 Floating 6.01803600 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202KHQ1 139.44000000 PA USD 138.93000000 0.000232944019 Long ABS-MBS USGA US N 2 2023-12-20 Floating 2.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 935000.00000000 PA USD 872343.03000000 1.462658114670 Long DBT CORP US N 2 2028-01-10 Fixed 3.88700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WJ80 48292.50000000 PA USD 3978.05000000 0.006669998971 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 1.27057000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225CVC7 50064.46000000 PA USD 48972.87000000 0.082112842357 Long ABS-MBS USGA US N 2 2032-06-20 Floating 3.87500000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0406A0 1000000.00000000 PA USD 890390.62000000 1.492918520331 Long ABS-MBS USGSE US N 2 2053-10-15 Fixed 4.00000000 N N N N N N Towd Point Mortgage Trust N/A 89177WAA7 203064.87000000 PA USD 201435.27000000 0.337746645658 Long ABS-O CORP US N 2 2058-11-25 Variable 3.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 300000.00000000 PA USD 268954.60000000 0.450956349325 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N HSI Asset Securitization Corpo N/A 40430HDE5 33344.72000000 PA USD 32973.84000000 0.055287258554 Long ABS-O CORP US N 2 2035-12-25 Floating 5.97420000 N N N N N N Structured Asset Securities Co N/A 86359UAA7 229690.55000000 PA USD 225062.63000000 0.377362655237 Long ABS-O CORP US N 2 2036-04-25 Floating 5.61420000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17309SAF7 503640.78000000 PA USD 489513.40000000 0.820767429929 Long ABS-O CORP US N 2 2036-11-25 Floating 5.86920000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHY0 2220000.00000000 PA USD 2209246.32000000 3.704244713520 Long DBT UST US N 1 2026-09-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396FRL9 191148.89000000 PA USD 191390.27000000 0.320904187753 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 6.12776000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313920B41 554.36000000 PA USD 542.42000000 0.000909475959 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385WUX5 5181.55000000 PA USD 5092.90000000 0.008539268677 Long ABS-MBS USGSE US N 2 2032-11-01 Floating 3.90900000 N N N N N N HSI Asset Securitization Corpo N/A 40430HEB0 340736.38000000 PA USD 331000.25000000 0.554988330244 Long ABS-O CORP US N 2 2036-01-25 Floating 6.01920000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 200000.00000000 PA USD 184305.31000000 0.309024830803 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376CR76 59688.62000000 PA USD 59723.68000000 0.100138732340 Long ABS-MBS USGA US N 2 2039-10-16 Floating 6.24505000 N N N N N N American Money Management Corp 5493004OOK6VXHQ8DQ60 00176AAX3 233421.72000000 PA USD 232502.04000000 0.389836318728 Long ABS-CBDO CORP KY N 2 2031-04-30 Floating 6.64073000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAF0 135000.00000000 PA USD 134465.52000000 0.225458423129 Long DBT CORP GB N 2 2027-07-27 Fixed 6.12500000 N N N N N N Tricon American Homes N/A 89613FAA6 838181.02000000 PA USD 828990.62000000 1.389969101178 Long ABS-O CORP US N 2 2036-01-17 Fixed 2.92800000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576433UC8 23859.42000000 PA USD 22326.15000000 0.037434269941 Long ABS-MBS CORP US N 2 2034-10-25 Variable 5.17542400 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAJ6 135000.00000000 PA USD 133364.99000000 0.223613163776 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BR5 55000.00000000 PA USD 53401.60000000 0.089538496772 Long DBT CORP US N 2 2029-06-12 Fixed 5.58200000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0306A1 1425000.00000000 PA USD 1178463.86000000 1.975931105536 Long ABS-MBS USGSE US N 2 2053-10-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397JE91 35736.66000000 PA USD 34868.38000000 0.058463834980 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 5.72776000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AP6 390000.00000000 PA USD 323781.80000000 0.542885150526 Long DBT CORP US N 2 2027-10-15 Fixed 1.83200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393USG9 6505.22000000 PA USD 6458.10000000 0.010828300388 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 9.80000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FTQW0 162594.06000000 PA USD 158347.18000000 0.265500817679 Long ABS-MBS USGSE US N 2 2026-01-25 Fixed 0.73500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBW5 1235000.00000000 PA USD 1099067.85000000 1.842807764940 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N Countrywide Alternative Loan T N/A 12667FRG2 16108.50000000 PA USD 15338.75000000 0.025718491906 Long ABS-MBS CORP US N 2 2031-11-25 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394BWQ3 10048.75000000 PA USD 8916.24000000 0.014949865293 Long ABS-MBS USGSE US N 2 2034-12-25 Floating 7.00000000 N N N N N N AmeriCredit Automobile Receiva N/A 03065WAF2 630000.00000000 PA USD 619120.78000000 1.038080206622 Long ABS-O CORP US N 2 2028-04-18 Fixed 5.32000000 N N N N N N Structured Asset Securities Co N/A 86360RAA1 85638.86000000 PA USD 84761.52000000 0.142119694634 Long ABS-O CORP US N 2 2036-07-25 Floating 5.56920000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 929227QB5 8440.11000000 PA USD 7682.56000000 0.012881353250 Long ABS-MBS CORP US N 2 2042-06-25 Floating 6.02567000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 245000.00000000 PA USD 215932.38000000 0.362053959240 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N Soundview Home Equity Loan Tru N/A 83611MDH8 462716.85000000 PA USD 448695.97000000 0.752328819020 Long ABS-O CORP US N 2 2035-06-25 Floating 6.10920000 N N N N N N Washington Mutual Mortgage Pas N/A 9393366H1 78902.68000000 PA USD 67330.96000000 0.112893863567 Long ABS-MBS CORP US N 2 2035-06-25 Floating 5.50000000 N N N N N N MSCG Trust N/A 55358PAA4 1188033.11000000 PA USD 1183453.97000000 1.984298026155 Long ABS-MBS CORP US N 2 2037-10-15 Floating 6.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404AD68 8190.11000000 PA USD 8098.10000000 0.013578089433 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N Progress Residential Trust N/A 74331AAQ5 755000.00000000 PA USD 727755.75000000 1.220228530095 Long ABS-O CORP US N 2 2036-10-17 Fixed 3.92700000 N N N N N N Progress Residential Trust N/A 74332WAJ2 325000.00000000 PA USD 314625.77000000 0.527533229187 Long ABS-O CORP US N 2 2036-09-17 Fixed 3.36900000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCK9 610000.00000000 PA USD 603462.23000000 1.011825505852 Long DBT CORP US N 2 2024-12-06 Fixed 1.34300000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660NY25 69791.57000000 PA USD 64095.77000000 0.107469418431 Long ABS-MBS CORP US N 2 2034-10-25 Variable 4.74083600 N N N N N N First Franklin Mtg Loan Asset N/A 32027NZM6 578638.87000000 PA USD 552077.73000000 0.925669081935 Long ABS-O CORP US N 2 2036-01-25 Floating 5.98920000 N N N N N N MF1 Multifamily Housing Mortga N/A 58003UAA6 251833.99000000 PA USD 252057.97000000 0.422625759029 Long ABS-CBDO CORP US N 2 2035-11-15 Floating 7.14668000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394AWL6 92622.21000000 PA USD 92240.96000000 0.154660476451 Long ABS-MBS USGSE US N 2 2034-04-25 Floating 5.87943000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339GNR8 33684.00000000 PA USD 33848.32000000 0.056753499728 Long ABS-MBS USGSE US N 2 2031-10-15 Floating 6.37776000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AT5 485000.00000000 PA USD 429945.76000000 0.720890329956 Long DBT CORP CH N 2 2027-02-02 Fixed 1.30500000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036FN1 18429.98000000 PA USD 17762.46000000 0.029782328008 Long ABS-MBS CORP US N 2 2035-05-25 Variable 4.64808100 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 70000.00000000 PA USD 62799.15000000 0.105295374850 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H1LS3 210325.01000000 PA USD 195341.77000000 0.327529670323 Long ABS-MBS USGSE US N 2 2026-06-25 Fixed 0.68100000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 9292274D5 23344.07000000 PA USD 21767.07000000 0.036496860149 Long ABS-MBS CORP US N 2 2033-06-25 Variable 5.34612300 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAM9 205000.00000000 PA USD 188045.01000000 0.315295188178 Long DBT CORP US N 2 2027-12-15 Fixed 3.87500000 N N N N N N Banc of America Funding Corpor N/A 05946XCR2 2484.23000000 PA USD 2412.59000000 0.004045191191 Long ABS-MBS CORP US N 2 2032-06-25 Fixed 6.50000000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576431AB6 134847.04000000 PA USD 133674.35000000 0.224131867885 Long ABS-MBS CORP US N 2 2047-01-25 Floating 5.75420000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397UDV8 591979.50000000 PA USD 583181.92000000 0.977821497143 Long ABS-MBS USGSE US N 2 2041-06-25 Floating 5.99943000 N N N N N N Residential Asset Securities C N/A 76113ABL4 246276.02000000 PA USD 240998.05000000 0.404081584112 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.92920000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FARM2 105670.39000000 PA USD 104995.22000000 0.176045552326 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.54002000 N N N N N N GE Capital Mtg Services Inc N/A 36158GBB3 0.88000000 PA USD 0.79000000 0.000001324593 Long ABS-MBS CORP US N 2 2028-06-25 Fixed 6.46500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225CXR2 42487.45000000 PA USD 41276.24000000 0.069207897928 Long ABS-MBS USGA US N 2 2033-04-20 Floating 3.87500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 13114.75000000 0.021989509687 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -207000.00000000 GBP 265791.11000000 USD 2023-10-13 13114.75000000 N N N BX Trust N/A 05610MAA0 205000.00000000 PA USD 205269.30000000 0.344175166204 Long ABS-MBS CORP US N 2 2027-06-15 Floating 7.44700000 N N N N N N Navient Student Loan Trust N/A 63942JAA5 934613.14000000 PA USD 794820.53000000 1.332676089486 Long ABS-O CORP US N 2 2069-10-15 Fixed 1.06000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ACUF4 120361.43000000 PA USD 117336.87000000 0.196738804751 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 5.92776000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZE7 545000.00000000 PA USD 540543.50000000 0.906329631139 Long DBT CORP US N 2 2023-12-06 Fixed 1.21700000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797GQ4 3500000.00000000 PA USD 3418920.75000000 5.732506601678 Long DBT UST US N 1 2024-03-07 None 0.00000000 N N N N N N Park Place Securities Inc N/A 70069FJS7 32024.64000000 PA USD 31845.15000000 0.053394783311 Long ABS-O CORP US N 2 2035-06-25 Floating 6.37920000 N N N N N N ANNINGTON FUNDING PLC 549300KK63W8VZIONZ83 000000000 225000.00000000 PA 256894.19000000 0.430734652187 Long DBT CORP GB N 2 2025-07-12 Fixed 2.64600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AGJJ0 12195.48000000 PA USD 12186.30000000 0.020432776980 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 5.77776000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394NT81 288930.10000000 PA USD 285696.81000000 0.479028023508 Long ABS-MBS USGSE US N 2 2033-10-15 Floating 6.02776000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F62S5 85785.11000000 PA USD 83485.88000000 0.139980828232 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 0.56900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EG5M2 31652.46000000 PA USD 32715.44000000 0.054853999109 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.00000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02343JAA8 300000.00000000 PA USD 290249.74000000 0.486661924142 Long DBT CORP US N 2 2025-05-17 Fixed 4.00000000 N N N N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 1.00000000 NC USD 3534.99000000 0.005927119987 N/A DCR CORP US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 BERRY GLOBAL INC Berry Global Inc Y Default Event 2023-12-20 2595.29000000 USD 0.00000000 USD 390000.00000000 USD 939.70000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376GYM6 109815.11000000 PA USD 106981.89000000 0.179376603182 Long ABS-MBS USGA US N 2 2044-09-16 Variable 4.55800000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAK0 220000.00000000 PA USD 196217.65000000 0.328998258877 Long DBT CORP US N 2 2028-01-15 Fixed 3.62500000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCF5 210376.15000000 PA USD 200308.14000000 0.335856786069 Long ABS-O CORP US N 2 2029-02-26 Fixed 1.00900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225CVG8 4980.77000000 PA USD 4826.80000000 0.008093098637 Long ABS-MBS USGA US N 2 2032-07-20 Floating 2.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38377WLC6 929119.84000000 PA USD 4379.41000000 0.007342959539 Long ABS-MBS USGA US N 2 2037-06-16 Floating 0.60000000 N N N N N N First Franklin Mtg Loan Asset N/A 362341QS1 438103.62000000 PA USD 430921.31000000 0.722526035263 Long ABS-O CORP US N 2 2035-09-25 Floating 6.21420000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0506A5 175000.00000000 PA USD 165839.85000000 0.278063782246 Long ABS-MBS USGA US N 2 2053-10-15 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384EEE1 523582.41000000 PA USD 519741.51000000 0.871450921242 Long ABS-MBS USGA US N 2 2053-08-20 Floating 6.46426000 N N N N N N GLS Auto Receivables Trust N/A 36258XAD2 630000.00000000 PA USD 613097.73000000 1.027981354846 Long ABS-O CORP US N 2 2026-11-16 Fixed 3.68000000 N N N N N N Banc of California Multifamily S6XOOCT0IEG5ABCC6L87 3137FMUJ9 27537.86000000 PA USD 27387.42000000 0.045920504578 Long ABS-MBS USGSE US N 2 2046-04-25 Variable 4.91573800 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0526A5 1325000.00000000 PA USD 1280540.02000000 2.147082268099 Long ABS-MBS USGSE US N 2 2053-10-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390SZQ7 3890.69000000 PA USD 3877.95000000 0.006502161237 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJB8 355000.00000000 PA USD 354648.91000000 0.594640053546 Long DBT UST US N 1 2025-09-30 Fixed 5.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAV6 200000.00000000 PA USD 183804.97000000 0.308185910406 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 15523.04000000 0.026027491066 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -476000.00000000 EUR 519787.72000000 USD 2023-10-13 15523.04000000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BS7 250000.00000000 PA USD 248899.35000000 0.417329698861 Long DBT CORP US N 2 2026-02-15 Fixed 5.87500000 N N N N N N Flatiron CLO Ltd 549300ZUHE1G4KLVKW25 33882GAE8 238900.65000000 PA USD 238094.36000000 0.399212965238 Long ABS-CBDO CORP KY N 2 2030-05-15 Floating 6.60618000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 4170000.00000000 PA USD 4172769.09000000 6.996484594064 Long DBT UST US N 1 2028-09-30 Fixed 4.62500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 125000.00000000 PA USD 110883.85000000 0.185919022002 Long DBT CORP GB N 2 2027-05-11 Fixed 1.62700000 N N N N N N Structured Asset Investment Lo N/A 86358EWX0 120587.06000000 PA USD 117972.02000000 0.197803761161 Long ABS-O CORP US N 2 2035-09-25 Floating 6.15420000 N N N N N N Citigroup Mortgage Loan Trust N/A 17313BAE1 153570.86000000 PA USD 149590.53000000 0.250818537040 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.70420000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378BAF6 2093244.00000000 PA USD 20.93000000 0.000035093344 Long ABS-MBS USGA US N 2 2051-10-16 Variable 0.01000000 N N N N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 316175108 20740.26000000 NS USD 20740.26000000 0.034775207167 Long STIV RF US N 1 N N N Terwin Mortgage Trust N/A 8815612F0 399412.75000000 PA USD 388608.02000000 0.651579314938 Long ABS-O CORP US N 2 2037-07-25 Floating 5.85420000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313921X45 40600.44000000 PA USD 40961.12000000 0.068679536023 Long ABS-MBS USGSE US N 2 2031-10-25 Floating 6.37943000 N N N N N N Ameriquest Mortgage Securities N/A 03072SS89 422581.01000000 PA USD 411300.46000000 0.689627743557 Long ABS-O CORP US N 2 2036-01-25 Floating 6.10920000 N N N N N N FS Rialto 2019-FL1 Issuer, Ltd N/A 30312UAA1 369908.82000000 PA USD 368222.52000000 0.617398934089 Long ABS-CBDO CORP KY N 2 2036-12-16 Floating 6.64505000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0526A1 475000.00000000 PA USD 460972.65000000 0.772913136204 Long ABS-MBS USGA US N 2 2053-10-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NEX8 35802.03000000 PA USD 35564.81000000 0.059631539605 Long ABS-MBS USGSE US N 2 2040-09-25 Floating 5.82943000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XAZ0 29650.65000000 PA USD 29627.43000000 0.049676330773 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -25.00000000 NC USD 79839.75000000 0.133867359736 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 2023-12-19 -2868902.25000000 USD 79839.75000000 N N N Aames Mortgage Trust N/A 00253CHQ3 9948.30000000 PA USD 9556.43000000 0.016023272274 Long ABS-MBS CORP US N 2 2032-06-25 Variable 7.39600000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 3004000.00000000 NS USD 3004000.00000000 5.036808715569 Long STIV RF US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A63Z3 2495.92000000 PA USD 2494.78000000 0.004182999216 Long ABS-MBS USGSE US N 2 2040-11-15 Floating 5.82776000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MLL2 37988.56000000 PA USD 37166.91000000 0.062317781697 Long ABS-MBS USGA US N 2 2042-08-20 Floating 2.62500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 100000.00000000 PA 100569.40000000 0.168624777110 Long DBT CORP CH N 2 2026-10-13 Fixed 2.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3NG1 40262.06000000 PA USD 39033.56000000 0.065447594942 Long ABS-MBS USGSE US N 2 2048-11-25 Floating 5.67943000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392CH49 39570.69000000 PA USD 39601.14000000 0.066399256690 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 6.42943000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B72K6 92131.58000000 PA USD 89222.88000000 0.149600059791 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 5.92943000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0226A8 950000.00000000 PA USD 753802.20000000 1.263900629419 Long ABS-MBS USGSE US N 2 2053-10-15 Fixed 2.50000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UBG8 68899.69000000 PA USD 62676.40000000 0.105089559847 Long ABS-MBS CORP US N 2 2044-07-19 Floating 6.18156000 N N N N N N QWEST CORP 549300R2L4N683OO1509 912920AK1 250000.00000000 PA USD 243125.00000000 0.407647842534 Long DBT CORP US N 2 2025-09-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AP50 36635.44000000 PA USD 37655.98000000 0.063137805678 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.50000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001CAA0 1100000.00000000 PA USD 1007732.22000000 1.689665255877 Long ABS-MBS CORP US N 2 2034-12-15 Floating 6.25400000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 5000.00000000 PA USD 4538.36000000 0.007609471105 Long DBT UST US N 1 2053-08-15 Fixed 4.12500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AC2 200000.00000000 PA USD 177774.50000000 0.298074617511 Long DBT CORP CH N 2 2027-01-30 Fixed 1.36400000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 283000.00000000 PA USD 239108.82000000 0.400913910967 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AK7 620000.00000000 PA USD 608497.46000000 1.020268079204 Long DBT CORP US N 2 2024-03-15 Fixed 2.03100000 N N N N N N Bear Stearns Asset Backed Secu N/A 07388FAH6 208997.97000000 PA USD 208642.55000000 0.349831096630 Long ABS-O CORP US N 2 2036-07-25 Floating 7.45920000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 985000.00000000 PA USD 915171.93000000 1.534469358611 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 285000.00000000 PA USD 276201.67000000 0.463107516215 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N LCM Ltd Partnership N/A 50201MAN3 204545.25000000 PA USD 204630.34000000 0.343103821565 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.36957000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAG7 300000.00000000 PA USD 264695.31000000 0.443814795066 Long DBT CORP US N 2 2027-01-15 Fixed 2.15000000 N N N N N N JP Morgan Mortgage Trust N/A 466247PC1 64511.73000000 PA USD 61674.51000000 0.103409690245 Long ABS-MBS CORP US N 2 2035-04-25 Variable 4.12500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 200000.00000000 PA USD 187201.37000000 0.313880656452 Long DBT CORP US N 2 2029-02-01 Fixed 4.65300000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0506A9 2400000.00000000 PA USD 2263969.58000000 3.795999238457 Long ABS-MBS USGSE US N 2 2053-10-15 Fixed 5.00000000 N N N N N N Park Place Securities Inc N/A 70069FEL7 305176.89000000 PA USD 294073.00000000 0.493072386622 Long ABS-O CORP US N 2 2035-02-25 Floating 7.00920000 N N N N N N Preston Ridge Partners Mortgag N/A 69357PAA6 217330.76000000 PA USD 206796.61000000 0.346736007855 Long ABS-O CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N PENNSYLVANIA ELECTRIC CO O1PLQWO3TX952VMBJ146 708696BX6 150000.00000000 PA USD 144621.31000000 0.242486642698 Long DBT CORP US N 2 2025-04-15 Fixed 4.15000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHT1 20000.00000000 PA USD 18895.31000000 0.031681778326 Long DBT UST US N 1 2033-08-15 Fixed 3.87500000 N N N N N N MortgageIT Trust N/A 61913PAP7 368738.11000000 PA USD 353104.54000000 0.592050607383 Long ABS-MBS CORP US N 2 2035-02-25 Floating 6.07420000 N N N N N N DIGITAL EURO FINCO 635400OUEAPTXSW3SC91 000000000 385000.00000000 PA 401822.20000000 0.673735538971 Long DBT CORP US N 2 2024-04-15 Fixed 2.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0426A2 375000.00000000 PA USD 346450.19000000 0.580893254494 Long ABS-MBS USGA US N 2 2053-10-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202KUH6 4587.01000000 PA USD 4516.74000000 0.007573220838 Long ABS-MBS USGA US N 2 2025-08-20 Floating 2.62500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BR9 175000.00000000 PA USD 173226.39000000 0.290448798574 Long DBT CORP US N 2 2025-02-01 Fixed 5.37500000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAK7 225000.00000000 PA USD 217487.52000000 0.364661463469 Long DBT CORP US N 2 2028-04-15 Fixed 5.50000000 N N N N N N GSAMP Trust N/A 362341ZD4 156146.74000000 PA USD 153351.21000000 0.257124071594 Long ABS-O CORP US N 2 2035-11-25 Floating 6.12420000 N N N N N N INT DEVELOPMENT FIN CORP 254900QI8QTIK0FY6E92 90376PAL5 2317837.61040000 PA USD 1997497.39000000 3.349205147562 Long DBT USGA US N 2 2031-08-15 Fixed 1.49000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -147.00000000 NC USD 136432.17000000 0.228755906438 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 2023-12-29 -15624261.03000000 USD 136432.17000000 N N N JPMBB Commercial Mortgage Secu N/A 46643TBA9 244921.41000000 PA USD 239034.87000000 0.400789918955 Long ABS-MBS CORP US N 2 2048-01-15 Fixed 3.23120000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 370000.00000000 PA USD 370052.62000000 0.620467463926 Long DBT CORP US N 2 2024-12-15 Floating 7.96104000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 1228000.00000000 NS USD 1228000.00000000 2.058988383062 Long STIV RF US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912797LL9 5000000.00000000 PA USD 4873768.75000000 8.171851170995 Long DBT UST US N 1 2024-03-21 None 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378BT58 1604039.96000000 PA USD 14995.37000000 0.025142746441 Long ABS-MBS USGA US N 2 2053-01-16 Variable 0.34021000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0206A2 875000.00000000 PA USD 665405.13000000 1.115685205781 Long ABS-MBS USGSE US N 2 2053-10-15 Fixed 2.00000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAN5 325000.00000000 PA USD 316053.09000000 0.529926417541 Long DBT CORP GB N 2 2025-03-15 Fixed 1.08900000 N N N N N N Terwin Mortgage Trust N/A 881561JL9 948720.55000000 PA USD 10788.94000000 0.018089822577 Long ABS-MBS CORP US N 3 2034-08-25 Fixed 0.34000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AL7 500000.00000000 PA USD 481690.31000000 0.807650449937 Long DBT CORP US N 2 2025-11-15 Fixed 3.87500000 N N N N N N Ajax Mortgage Loan Trust N/A 00969PAA1 135655.20000000 PA USD 126949.93000000 0.212857028583 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.86000000 N N N N N N Morgan Stanley BAML Trust N/A 61762XAV9 468464.47000000 PA USD 18.30000000 0.000030683621 Long ABS-MBS CORP US N 2 2046-10-15 Variable 0.67864200 N N N N N N First Franklin Mtg Loan Asset N/A 32028PAA3 76975.35000000 PA USD 76787.98000000 0.128750455031 Long ABS-O CORP US N 2 2036-08-25 Floating 5.69420000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AM0 155000.00000000 PA USD 149195.92000000 0.250156894202 Long DBT CORP CH N 2 2025-09-11 Fixed 2.59300000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3J8 135000.00000000 PA USD 132618.08000000 0.222360819302 Long DBT CORP US N 2 2024-03-08 Fixed 2.51400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MS45 841.03000000 PA USD 838.39000000 0.001405729047 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394EC97 59948.00000000 PA USD 59028.28000000 0.098972754716 Long ABS-MBS USGSE US N 2 2035-08-25 Floating 5.67943000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0426A6 1300000.00000000 PA USD 1193664.07000000 2.001417307336 Long ABS-MBS USGSE US N 2 2053-10-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0226A4 1100000.00000000 PA USD 899205.16000000 1.507697865170 Long ABS-MBS USGA US N 2 2053-10-15 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384CUA5 548466.17000000 PA USD 539869.68000000 0.905199836716 Long ABS-MBS USGA US N 2 2053-08-20 Floating 6.50000000 N N N N N N Residential Asset Securitizati N/A 45660LAP4 52759.85000000 PA USD 47144.32000000 0.079046911406 Long ABS-MBS CORP US N 2 2034-12-25 Variable 3.70711400 N N N N N N Nelnet Student Loan Trust N/A 64033BAA0 173018.39000000 PA USD 170497.79000000 0.285873753214 Long ABS-O CORP US N 2 2036-10-27 Floating 6.02943000 N N N N N N OWNIT Mortgage Loan Asset-Back N/A 69121PDY6 514687.30000000 PA USD 479800.32000000 0.804481502499 Long ABS-O CORP US N 2 2037-03-25 Floating 5.97420000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2K8 930000.00000000 PA USD 878232.11000000 1.472532338861 Long DBT CORP US N 2 2026-02-11 Fixed 2.16400000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HXMD4 142042.01000000 PA USD 138590.73000000 0.232375165366 Long ABS-MBS USGSE US N 2 2042-06-15 Floating 5.92776000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397GQR4 177895.45000000 PA USD 173573.19000000 0.291030278355 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 5.72776000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376G2H2 886830.84000000 PA USD 822824.09000000 1.379629676395 Long ABS-MBS USGA US N 2 2052-04-16 Variable 3.72551000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225CTC0 4010.98000000 PA USD 3872.24000000 0.006492587277 Long ABS-MBS USGA US N 2 2031-10-20 Floating 2.75000000 N N N N N N METROPOLITAN EDISON CO N/A 591894CB4 250000.00000000 PA USD 239819.23000000 0.402105055867 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NTE4 30061.05000000 PA USD 29452.59000000 0.049383176434 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 5.82943000 N N N N N N 2023-11-20 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Managing Director