0001752724-24-115509.txt : 20240523
0001752724-24-115509.hdr.sgml : 20240523
20240523144736
ACCESSION NUMBER: 0001752724-24-115509
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240328
FILED AS OF DATE: 20240523
DATE AS OF CHANGE: 20240523
PERIOD START: 20240331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: METROPOLITAN WEST FUNDS
CENTRAL INDEX KEY: 0001028621
ORGANIZATION NAME:
IRS NUMBER: 000000000
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07989
FILM NUMBER: 24977542
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
S000072617
Metropolitan West Opportunistic High Income Credit Fund
C000228998
Class M
MWORX
C000228999
Class I
MWOPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001028621
XXXXXXXX
S000072617
C000228999
C000228998
METROPOLITAN WEST FUNDS
811-07989
0001028621
549300KGDNJW6FXNDC82
515 South Flower Street
Los Angeles
90071
(213) 244-0000
Metropolitan West Opportunistic High Income Credit Fund
S000072617
549300C93T89Z7PQHY93
2024-03-31
2024-03-28
N
1566973.01
79670.88
1487302.13
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
9590.14000000
USD
N
Bloomberg U.S. Corporate High Yield Index 2% Issuer Cap
LF89STAT
PATRIOT CONTAINER CORP
549300V4U8NYJ3YQD526
Patriot Container Corp
40435YAB2
4452.76000000
PA
USD
4328.71000000
0.291044429553
Long
LON
CORP
US
N
2
2025-03-20
Floating
9.17880000
N
N
N
N
N
N
HERENS HOLDCO SARL
2221002FZ55AMAUX4G64
Herens Holdco Sarl
427169AA5
9000.00000000
PA
USD
7879.60000000
0.529791482245
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
4000.00000000
PA
USD
3297.48000000
0.221708819848
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AA7
2000.00000000
PA
USD
1916.41000000
0.128851425769
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJZ5
73000.00000000
PA
USD
71819.42000000
4.828838643564
Long
DBT
UST
US
N
1
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
7000.00000000
PA
USD
6511.05000000
0.437775880815
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust
92926SAC0
46017.48000000
PA
USD
17541.04000000
1.179386463999
Long
ABS-O
CORP
US
N
2
2037-04-25
Floating
5.63389000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A4
46628LAA6
18966.00000000
PA
USD
13740.78000000
0.923872811235
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
4.63885400
N
N
N
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group Inc
76009NAL4
2000.00000000
PA
USD
1945.00000000
0.130773698280
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAB2
3000.00000000
PA
USD
2558.75000000
0.172039691760
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.65000000
N
N
N
N
N
N
Enterprise Products Partners L
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners LP
293792107
531.00000000
NS
USD
15494.58000000
1.041791017941
Long
EC
CORP
US
N
1
N
N
N
Upbound Group Inc
529900QUHE15UQNCCJ63
Upbound Group Inc
76009N100
485.00000000
NS
USD
17076.85000000
1.148176261940
Long
EC
CORP
US
N
1
N
N
N
SPX FLOW INC
5493003YXEKRBINIEM78
SPX FLOW Inc
78470DAT5
6535.60000000
PA
USD
6570.66000000
0.441783808915
Long
LON
CORP
US
N
2
2029-04-05
Floating
9.92870000
N
N
N
N
N
N
VT TOPCO INC
5493007T812R37X02Y38
VT Topco Inc
91838PAA9
5000.00000000
PA
USD
5281.57000000
0.355110766902
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
8.50000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity Inc
42226AAA5
3000.00000000
PA
USD
2776.06000000
0.186650710975
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
64069JAC6
7940.00000000
PA
USD
7339.06000000
0.493447824215
Long
LON
CORP
US
N
2
2029-04-11
Floating
10.42070000
N
N
N
N
N
N
Queens Center Mortgage Trust
N/A
Queens Center Mortgage Trust 2013-QC
74824DAG5
25000.00000000
PA
USD
23020.02000000
1.547770257008
Long
ABS-MBS
CORP
US
N
2
2037-01-11
Fixed
3.37600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKG5
25000.00000000
PA
USD
24900.62000000
1.674213967541
Long
DBT
UST
US
N
1
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BN6
3000.00000000
PA
USD
3003.75000000
0.201959638153
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
11.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
14000.00000000
PA
USD
13127.13000000
0.882613541338
Long
DBT
CORP
US
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc
89680EAA7
5000.00000000
PA
USD
4565.10000000
0.306938308492
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAC8
3000.00000000
PA
USD
3135.00000000
0.210784341443
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
8.25000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAM8
14000.00000000
PA
USD
12139.63000000
0.816218154679
Long
DBT
CORP
N/A
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAC0
2000.00000000
PA
USD
1543.58000000
0.103783889558
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
1375209 BC LTD
N/A
1375209 BC Ltd
68251PAA5
10000.00000000
PA
USD
9810.88000000
0.659642704875
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery Inc
934423104
340.00000000
NS
USD
2968.20000000
0.199569404233
Long
EC
CORP
US
N
1
N
N
N
Hertz Global Holdings Inc
549300NBK3K85MH1EX16
Hertz Global Holdings Inc
42806J700
844.00000000
NS
USD
6608.52000000
0.444329357613
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
372.00000000
NS
USD
6547.20000000
0.440206456236
Long
EC
CORP
US
N
1
N
N
N
MAGENTA BUYER LLC
254900F51KU7HIRXTS68
Magenta Buyer LLC
55910RAB9
12707.50000000
PA
USD
7624.50000000
0.512639620841
Long
LON
CORP
US
N
2
2028-07-27
Floating
10.57900000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
5000.00000000
PA
USD
4712.47000000
0.316846853436
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
Fidelity Government Portfolio
549300FQDFZGLUOCWN51
Fidelity Government Portfolio
316175108
146666.18000000
NS
USD
146666.18000000
9.861223018620
Long
STIV
RF
US
N
1
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAH6
4000.00000000
PA
USD
3680.00000000
0.247427871296
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
64000.00000000
NS
USD
64000.00000000
4.303093413844
Long
STIV
RF
US
N
1
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAH1
9000.00000000
PA
USD
7639.44000000
0.513644124210
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Bausch + Lomb Corp
549300NY6OZM39SO6475
Bausch + Lomb Corp
071705107
365.00000000
NS
USD
6314.50000000
0.424560677526
Long
EC
CORP
CA
N
1
N
N
N
ZI TECH LLC/ZI FIN CORP
N/A
ZoomInfo Technologies LLC/ZoomInfo Finance Corp
98981BAA0
7000.00000000
PA
USD
6317.50000000
0.424762385030
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.87500000
N
N
N
N
N
N
Impact Funding LLC
5493007PF8OVQKUTNC92
Impact Funding Affordable Multifamily Housing Mortgage Loan Trust 2010-1
45257HAA5
2785.13000000
PA
USD
2744.52000000
0.184530092752
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Fixed
5.31400000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
5000.00000000
PA
USD
4640.63000000
0.312016631079
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
10000.00000000
PA
USD
7511.93000000
0.505070882941
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AR8
1000.00000000
PA
USD
580.29000000
0.039016282454
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
14.00000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
9000.00000000
PA
USD
7480.41000000
0.502951609435
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
82873MAA1
9000.00000000
PA
USD
7970.65000000
0.535913304985
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797JN8
50000.00000000
PA
USD
49868.50000000
3.352950217317
Long
DBT
UST
US
N
1
2024-04-16
None
0.00000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
4000.00000000
PA
USD
1525.00000000
0.102534647751
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
25000.00000000
PA
USD
21721.11000000
1.460436959099
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.62500000
N
N
N
N
N
N
Spectrum Brands Holdings Inc
549300JM0MJETDD30O20
Spectrum Brands Holdings Inc
84790A105
64.00000000
NS
USD
5696.64000000
0.383018344766
Long
EC
CORP
US
N
1
N
N
N
Hudson Pacific Properties Inc
N/A
Hudson Pacific Properties Inc
444097109
492.00000000
NS
USD
3173.40000000
0.213366197492
Long
EC
CORP
US
N
1
N
N
N
FirstCash Holdings Inc
N/A
FirstCash Holdings Inc
33768G107
160.00000000
NS
USD
20406.40000000
1.372041335004
Long
EC
CORP
US
N
1
N
N
N
Qurate Retail Inc
549300PSXEKU4PHLCR04
Qurate Retail Inc
74915M100
3324.00000000
NS
USD
4088.52000000
0.274895054443
Long
EC
CORP
US
N
1
N
N
N
OT MERGER CORP
N/A
OT Merger Corp
688777AA9
9000.00000000
PA
USD
6492.71000000
0.436542775609
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
WASTE PRO USA INC
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAA1
8000.00000000
PA
USD
7885.91000000
0.530215740362
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAC0
3000.00000000
PA
USD
3099.44000000
0.208393435165
Long
DBT
CORP
KY
N
2
2027-02-15
Fixed
8.00000000
N
N
N
N
N
N
VERDE PURCHASER LLC
2549004HFEKMUGBG3Z35
Verde Purchaser LLC
92339LAA0
3000.00000000
PA
USD
3164.22000000
0.212748972530
Long
DBT
CORP
US
N
2
2030-11-30
Fixed
10.50000000
N
N
N
N
N
N
MODIVCARE INC
549300EFZIFW7F7I0Q28
ModivCare Inc
743815AE2
5000.00000000
PA
USD
4873.89000000
0.327700061856
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.87500000
N
N
N
N
N
N
CANO HEALTH LLC
254900OGI2T8V1NXN639
Cano Health LLC
13782CAA8
4000.00000000
PA
USD
3.48000000
0.000233980704
Long
DBT
CORP
US
N
3
2028-10-01
Fixed
6.25000000
Y
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAX3
8000.00000000
PA
USD
7727.74000000
0.519581048404
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
127.00000000
NS
USD
4904.74000000
0.329774287353
Long
EC
CORP
US
N
1
N
N
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC
39807UAD8
2000.00000000
PA
USD
2080.00000000
0.139850535949
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
7.75000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAE1
5000.00000000
PA
USD
3475.00000000
0.233644525204
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
10000.00000000
PA
USD
8665.30000000
0.582618677484
Long
DBT
CORP
US
N
2
N/A
Fixed
3.70000000
N
N
N
N
N
N
TRANSMONTAIGE PARTNERS
N/A
TransMontaigne Partners LP / TLP Finance Corp
89376VAA8
8000.00000000
PA
USD
7650.00000000
0.514354134623
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.12500000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
416.00000000
NS
USD
3340.48000000
0.224599960735
Long
EC
CORP
US
N
1
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
6000.00000000
PA
USD
5415.00000000
0.364082044312
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
5000.00000000
PA
USD
4291.43000000
0.288537877640
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
TransDigm Group Inc
N/A
TransDigm Group Inc
893641100
10.00000000
NS
USD
12316.00000000
0.828076538826
Long
EC
CORP
US
N
1
N
N
N
KEDRION SPA
81560047FA58E1BEDF67
Kedrion SpA
49272YAB9
9000.00000000
PA
USD
8211.81000000
0.552127898855
Long
DBT
CORP
IT
N
2
2029-09-01
Fixed
6.50000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAP5
9000.00000000
PA
USD
5679.68000000
0.381878025011
Long
DBT
CORP
N/A
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust 2007-1
02660BAA0
24642.39000000
PA
USD
9575.29000000
0.643802614603
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
5.78905000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAY2
5000.00000000
PA
USD
4932.07000000
0.331611842712
Long
DBT
CORP
N/A
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
Penn Entertainment Inc
N/A
Penn Entertainment Inc
707569109
300.00000000
NS
USD
5463.00000000
0.367309364372
Long
EC
CORP
US
N
1
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
39843UAA0
8000.00000000
PA
USD
6625.31000000
0.445458247276
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
CommScope Holding Co Inc
254900AW4CEPCQWSRI58
CommScope Holding Co Inc
20337X109
818.00000000
NS
USD
1071.58000000
0.072048575631
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
3.00000000
NC
USD
207.51000000
0.013952108036
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
2024-06-28
320839.38000000
USD
207.51000000
N
N
N
Gaming and Leisure Properties
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
306.00000000
NS
USD
14097.42000000
0.947851799284
Long
EC
CORP
US
N
1
N
N
N
TRANSCENDIA HOLDINGS INC
549300UW5W76GOEPRO14
Transcendia Holdings Inc
000000000
16602.02000000
PA
USD
12365.93000000
0.831433624047
Long
LON
CORP
US
N
2
2024-05-30
Floating
9.09270000
N
N
N
N
N
N
Sunoco LP
54930001NJU8E40NQ561
Sunoco LP
86765K109
128.00000000
NS
USD
7717.12000000
0.518867003841
Long
EC
CORP
US
N
1
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AC6
5000.00000000
PA
USD
5150.00000000
0.346264548145
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
12000.00000000
PA
USD
9888.34000000
0.664850792622
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
3000.00000000
PA
USD
2520.00000000
0.169434303170
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAC5
8000.00000000
PA
USD
8630.21000000
0.580259372048
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAD3
1000.00000000
PA
USD
1078.76000000
0.072531328923
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.87500000
N
N
N
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C Technologies Holdings Inc
78467J100
72.00000000
NS
USD
4634.64000000
0.311613888430
Long
EC
CORP
US
N
1
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
11000.00000000
PA
USD
10494.55000000
0.705609827910
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
8000.00000000
PA
USD
7940.00000000
0.533852526655
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
6000.00000000
PA
USD
5177.28000000
0.348098741712
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
203.00000000
NS
USD
11765.88000000
0.791088761501
Long
EC
CORP
US
N
1
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAC7
6000.00000000
PA
USD
6367.26000000
0.428108040159
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
8.87500000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
2000.00000000
PA
USD
1917.27000000
0.128909248586
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
Nexstar Media Group Inc
52990083ZRR5UT591988
Nexstar Media Group Inc
65336K103
48.00000000
NS
USD
8269.92000000
0.556034973203
Long
EC
CORP
US
N
1
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
2000.00000000
PA
USD
1860.00000000
0.125058652339
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
13000.00000000
PA
USD
9442.72000000
0.634889160012
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
12000.00000000
PA
USD
8098.75000000
0.544526215396
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAA6
8000.00000000
PA
USD
7422.46000000
0.499055292820
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CB9
5000.00000000
PA
USD
4792.80000000
0.322247908029
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
3000.00000000
PA
USD
2960.59000000
0.199057739532
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
11000.00000000
PA
USD
7418.13000000
0.498764161656
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
123.00000000
NS
USD
9653.04000000
0.649030200743
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378BQJ1
235778.95000000
PA
USD
504.90000000
0.033947372885
Long
ABS-MBS
USGA
US
N
2
2053-04-16
Variable
0.22548000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd
55609NAC2
5000.00000000
PA
USD
5078.65000000
0.341467271347
Long
DBT
CORP
GB
N
2
2029-03-26
Fixed
6.40000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
7000.00000000
PA
USD
2922.50000000
0.196496726593
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
5000.00000000
PA
USD
4889.45000000
0.328746251442
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
8000.00000000
PA
USD
6314.27000000
0.424545213284
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
3.00000000
NC
USD
-380.62000000
-0.02559130336
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
2024-06-28
613833.74000000
USD
-380.62000000
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
10000.00000000
PA
USD
9928.75000000
0.667567792698
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
9000.00000000
PA
USD
7734.18000000
0.520014047179
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
3000.00000000
PA
USD
2628.07000000
0.176700479814
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
MKT 2020-525M Mortgage Trust
N/A
MKT 2020-525M Mortgage Trust
55316PAJ6
25000.00000000
PA
USD
15939.27000000
1.071690121226
Long
ABS-MBS
CORP
US
N
2
2040-02-12
Variable
2.94060000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
13000.00000000
PA
USD
12751.18000000
0.857336229324
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PBG4
145768.19000000
PA
USD
275.54000000
0.018526161863
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
0.79384900
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health Inc
68404LAA0
1000.00000000
PA
USD
919.33000000
0.061811919814
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.37500000
N
N
N
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral Inc
76680RAJ6
4000.00000000
PA
USD
4162.34000000
0.279858403752
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
8.50000000
N
N
N
N
N
N
MH SUB I LLC
2549005VFKP807SR8N49
MH SUB I LLC
45567YAN5
3059.22000000
PA
USD
3044.61000000
0.204706894355
Long
LON
CORP
US
N
2
2028-05-03
Floating
9.57870000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2022-NR1
12569PAA0
27395.02000000
PA
USD
26668.41000000
1.793072803573
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734107
940.00000000
NS
USD
9973.40000000
0.670569872713
Long
EC
CORP
CA
N
1
N
N
N
HRT DNT / HRT DNT FIN
N/A
Heartland Dental LLC / Heartland Dental Finance Corp
42239PAB5
2000.00000000
PA
USD
2127.16000000
0.143021377909
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
10.50000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300GADFYEKC4OLM57
WFRBS Commercial Mortgage Trust 2013-C14
92890PAL8
33290.60000000
PA
USD
66.26000000
0.004455046400
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Variable
0.34881900
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
3000.00000000
PA
USD
2160.00000000
0.145229402717
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797HH3
50000.00000000
PA
USD
49772.90000000
3.346522471530
Long
DBT
UST
US
N
1
2024-05-02
None
0.00000000
N
N
N
N
N
N
TITAN ACQ/CO-BORROWER
N/A
Titan Acquisition Ltd / Titan Co-Borrower LLC
88827AAA1
3000.00000000
PA
USD
3001.50000000
0.201808357525
Long
DBT
CORP
N/A
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378NEU3
101915.87000000
PA
USD
1196.67000000
0.080459106180
Long
ABS-MBS
USGA
US
N
2
2046-02-16
Variable
1.01018000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
3000.00000000
PA
USD
3097.20000000
0.208242826896
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAW0
7000.00000000
PA
USD
7035.80000000
0.473057885017
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
USA Compression Partners LP
5493000B1PEOKXRZEO65
USA Compression Partners LP
90290N109
260.00000000
NS
USD
6934.20000000
0.466226724223
Long
EC
CORP
US
N
1
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
Clearwater Paper Corp
18538RAJ2
8000.00000000
PA
USD
7448.25000000
0.500789304994
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
117.00000000
NS
USD
19096.74000000
1.283985251873
Long
EC
CORP
US
N
1
N
N
N
NAKED JUICE LLC
549300Y5TU1XQ1KVLJ64
Naked Juice LLC
62984CAB9
12000.00000000
PA
USD
9836.22000000
0.661346460923
Long
LON
CORP
US
N
2
2030-01-24
Floating
11.42410000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
5000.00000000
PA
USD
4761.19000000
0.320122583297
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
17000.00000000
PA
USD
14418.65000000
0.969449966430
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgage
N/A
MASTR Adjustable Rate Mortgages Trust 2004-13
576433UF1
30486.50000000
PA
USD
28627.55000000
1.924797216554
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Variable
5.37074000
N
N
N
N
N
N
H-FOOD HOLDNG/HEARTHSIDE
N/A
H-Food Holdings LLC / Hearthside Finance Co Inc
577088AA5
6000.00000000
PA
USD
450.00000000
0.030256125566
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
8.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust Series 2006-C4
22545MAZ0
438588.40000000
PA
USD
2113.40000000
0.142096212825
Long
ABS-MBS
CORP
US
N
2
2039-09-15
Variable
0.86023100
N
N
N
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
1736.00000000
NS
USD
4530.96000000
0.304642877099
Long
EC
CORP
US
N
1
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs Inc
12511VAA6
7000.00000000
PA
USD
6761.91000000
0.454642662281
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZX4
35000.00000000
PA
USD
34657.00000000
2.330192319431
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06300000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AY2
6000.00000000
PA
USD
4851.42000000
0.326189272653
Long
DBT
CORP
US
N
2
2046-04-01
Variable
7.00000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
4000.00000000
PA
USD
3569.14000000
0.239974106673
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
IndyMac INDA Mortgage Loan Tru
N/A
IndyMac INDA Mortgage Loan Trust 2007-AR7
45670NAA1
8133.60000000
PA
USD
6644.80000000
0.446768673692
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Variable
3.50243000
N
N
N
N
N
N
GLOVES BUYER INC
54930015O0Y94T5H8Z18
Gloves Buyer Inc
37987UAC6
12674.11000000
PA
USD
12674.11000000
0.852154363552
Long
LON
CORP
US
N
2
2027-12-29
Floating
9.32880000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US ULTRA TREASURY BOND
000000000
-1.00000000
NC
USD
-532.97000000
-0.03583468276
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
2024-06-18
-114076.41000000
USD
-532.97000000
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AD4
5000.00000000
PA
USD
5125.00000000
0.344583652280
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
4.75000000
N
N
N
N
N
N
RAISING CANE'S RESTAURAN
254900V6ADXFWHYOED66
Raising Cane's Restaurants LLC
75103AAA3
2000.00000000
PA
USD
2165.00000000
0.145565581890
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
9.37500000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389286AA3
5000.00000000
PA
USD
3285.10000000
0.220876440215
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBE2
17000.00000000
PA
USD
14131.56000000
0.950147230677
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2006-2
5764342J2
218151.83000000
PA
USD
12869.47000000
0.865289556197
Long
ABS-MBS
CORP
US
N
3
2036-03-25
Floating
1.65611000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797FH5
50000.00000000
PA
USD
49652.00000000
3.338393659128
Long
DBT
UST
US
N
1
2024-05-16
None
0.00000000
N
N
N
N
N
N
STAR PARENT INC
254900GRGCJYRMDRWT73
Star Parent Inc
855170AA4
5000.00000000
PA
USD
5302.37000000
0.356509272261
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
9.00000000
N
N
N
N
N
N
GRAHAM PACKAGING/GPC CAP
549300YS0ZFT826HIK72
Graham Packaging Co Inc
384701AA6
5000.00000000
PA
USD
4542.94000000
0.305448362398
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.12500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AL4
5000.00000000
PA
USD
4606.25000000
0.309705063086
Long
DBT
CORP
US
N
2
N/A
Fixed
3.75000000
N
N
N
N
N
N
Bear Stearns Commercial Mortga
N/A
Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6
07383FX86
1304576.68000000
PA
USD
2939.86000000
0.197663940681
Long
ABS-MBS
CORP
US
N
2
2041-11-11
Variable
0.87156300
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2004-LNB2 Mortgage Trust
20047BAA6
218516.07000000
PA
USD
2685.92000000
0.180590072845
Long
ABS-MBS
CORP
US
N
2
2039-03-10
Variable
1.75474300
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAK4
9000.00000000
PA
USD
9221.32000000
0.620003146233
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
6.25000000
N
N
N
N
N
N
NCR Voyix Corp
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886E108
239.00000000
NS
USD
3018.57000000
0.202956073222
Long
EC
CORP
US
N
1
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAG3
5000.00000000
PA
USD
5059.16000000
0.340156844931
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
7.12500000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
10000.00000000
PA
USD
7825.00000000
0.526120405677
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508RAE6
3000.00000000
PA
USD
3000.00000000
0.201707503773
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAE0
4000.00000000
PA
USD
4087.97000000
0.274858074734
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
8.62500000
N
N
N
N
N
N
CITY BREWING CO LLC
N/A
City Brewing Co LLC
17776EAB1
12354.29000000
PA
USD
9701.45000000
0.652285087495
Long
LON
CORP
US
N
2
2028-04-05
Floating
8.79820000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AF7
2000.00000000
PA
USD
1447.28000000
0.097309078687
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.75000000
N
N
N
N
N
N
NGL Energy Partners LP
5299005YSRP46BE8Z459
NGL Energy Partners LP
62913M107
2525.00000000
NS
USD
14544.00000000
0.977877978296
Long
EC
CORP
US
N
1
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
9000.00000000
PA
USD
7693.29000000
0.517264773903
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
9000.00000000
PA
USD
7510.44000000
0.504970701548
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.87500000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
04302XAA2
7000.00000000
PA
USD
7181.81000000
0.482874989226
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
8.50000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EAZ1
4000.00000000
PA
USD
3623.01000000
0.243596101082
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
2024-05-23
METROPOLITAN WEST FUNDS
Eric Chan
Eric Chan
Managing Director