TCW Family of Investment Companies > METROPOLITAN WEST FUNDS
Metropolitan West Strategic Income Fund
$70.69M
Avg Monthly Net Assets
$79.11M
Total Assets
$10.98M
Total Liabilities
$68.12M
Net Assets
Metropolitan West Strategic Income Fund is a Mutual Fund in METROPOLITAN WEST FUNDS
from TCW Family of Investment Companies,
based in California,
United States of America.
The fund has two share classes
and monthly net assets of $70.69M.
On August 21st, 2024 it reported 536 holdings, the largest
being TREASURY BILL (11.0%), MSILF Government Portfolio (4.5%) and TREASURY BILL (3.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| CLASS I | C000003074 | MWSIX | |
| CLASS M | C000003075 | MWSTX |
Holdings
From latest NPORT-P, filed August 21st, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-15K | – | -0.02 | |
| 1211 Avenue of the Americas Trust 2015-1211 | Long | ABS-mortgage backed security | US | $144K | – | 0.21 |
| 1375209 BC Ltd | Long | Debt | CA | $66K | – | 0.10 |
| AbbVie Inc | Long | Debt | US | $49K | – | 0.07 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $139K | – | 0.20 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-HE1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $301K | – | 0.44 |
| Acrisure LLC / Acrisure Finance Inc (ACRISURE LLC / FIN INC) | Long | Debt | US | $36K | – | 0.05 |
| Adtalem Global Education Inc | Long | Debt | US | $73K | – | 0.11 |
| Advanced Drainage Systems Inc | Long | Debt | US | $14K | – | 0.02 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $82K | – | 0.12 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $70K | – | 0.10 |
| AGL CLO 12 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $125K | – | 0.18 |
| AGNC Investment Corp | Long | Equity-common | US | $43K | 5K | 0.06 |
| AIMCO CLO Series 2015-A | Long | ABS-collateralized bond/debt obligation | KY | $70K | – | 0.10 |
| Air Lease Corp | Long | Debt | US | $73K | – | 0.11 |
| Ajax Mortgage Loan Trust 2021-C | Long | ABS-mortgage backed security | US | $235K | – | 0.34 |
| Allegro CLO XII Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $45K | – | 0.07 |
| Alliant Energy Finance LLC | Long | Debt | US | $48K | – | 0.07 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $65K | – | 0.10 |
| Alternative Loan Trust 2005-10CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $239K | – | 0.35 |
| Alternative Loan Trust 2005-59 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $279K | – | 0.41 |
| Alternative Loan Trust 2007-15CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $286K | – | 0.42 |
| Altice France SA | Long | Debt | FR | $38K | – | 0.06 |
| American Assets Trust LP | Long | Debt | US | $25K | – | 0.04 |
| American Electric Power Co Inc | Long | Debt | US | $60K | – | 0.09 |
| American Express Co | Long | Debt | US | $14K | – | 0.02 |
| American Home Mortgage Assets Trust 2007-1 | Long | ABS-mortgage backed security | US | $266K | – | 0.39 |
| American Homes 4 Rent LP | Long | Debt | US | $39K | – | 0.06 |
| American Homes 4 Rent LP | Long | Debt | US | $26K | – | 0.04 |
| American Tower Corp | Long | Debt | US | $87K | – | 0.13 |
| AMSR 2020-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $195K | – | 0.29 |
| AMSR 2020-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $99K | – | 0.15 |
| APS Resecuritization Trust 2016-3 | Long | ABS-mortgage backed security | US | $205K | – | 0.30 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $53K | – | 0.08 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $22K | – | 0.03 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $2K | – | 0.00 | |
| Arizona Public Service Co | Long | Debt | US | $257K | – | 0.38 |
| Artera Services LLC | Long | Debt | US | $46K | – | 0.07 |
| Athene Global Funding | Long | Debt | US | $87K | – | 0.13 |
| Athene Global Funding | Long | Debt | US | $28K | – | 0.04 |
| Athene Global Funding | Long | Debt | US | $23K | – | 0.03 |
| ATI Inc | Long | Debt | US | $36K | – | 0.05 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $166K | – | 0.24 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $14K | – | 0.02 |
| Axalta Coating Systems LLC | Long | Debt | US | $68K | – | 0.10 |
| B&G Foods Inc | Long | Debt | US | $11K | – | 0.02 |
| Ball Corp | Long | Debt | US | $93K | – | 0.14 |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $96K | – | 0.14 |
| Banc of America Commercial Mortgage Trust 2015-UBS7 | Long | ABS-mortgage backed security | US | $19K | – | 0.03 |
| Banc of America Funding 2006-7 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $176K | – | 0.26 |
| Banc of America Funding 2014-R5 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $171K | – | 0.25 |
| Banc of America Funding Corp (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $288K | – | 0.42 |
| BANK 2020-BNK25 | Long | ABS-mortgage backed security | US | $220K | – | 0.32 |
| Bank of America Corp | Long | Debt | US | $479K | – | 0.70 |
| Bank of America Corp | Long | Debt | US | $162K | – | 0.24 |
| Bank of America Corp | Long | Debt | US | $106K | – | 0.16 |
| Bank of America Corp | Long | Debt | US | $96K | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $33K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $14K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $5K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $112K | – | 0.16 |
| BAT Capital Corp | Long | Debt | US | $21K | – | 0.03 |
| Bayer US Finance II LLC | Long | Debt | US | $131K | – | 0.19 |
| Bayer US Finance II LLC | Long | Debt | US | $40K | – | 0.06 |
| Bayer US Finance II LLC | Long | Debt | US | $19K | – | 0.03 |
| Bayer US Finance LLC | Long | Debt | US | $72K | – | 0.11 |
| BCRED CLO 2023-1 LLC (BCRED CLO LLC) | Long | ABS-collateralized bond/debt obligation | US | $252K | – | 0.37 |
| Bear Mountain Park CLO Ltd (Bear Mountain Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $200K | – | 0.29 |
| Berry Global Inc | Long | Debt | US | $115K | – | 0.17 |
| Berry Global Inc | Long | Debt | US | $24K | – | 0.03 |
| Berry Global Inc | Long | Debt | US | $20K | – | 0.03 |
| Berry Global Inc | Long | Debt | US | $5K | – | 0.01 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $91K | – | 0.13 |
| Boeing Co/The | Long | Debt | US | $72K | – | 0.11 |
| Boeing Co/The | Long | Debt | US | $36K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $10K | – | 0.01 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $98K | – | 0.14 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $225K | – | 0.33 |
| BXHPP Trust 2021-FILM | Long | ABS-mortgage backed security | US | $113K | – | 0.17 |
| BXHPP Trust 2021-FILM | Long | ABS-mortgage backed security | US | $93K | – | 0.14 |
| C-BASS Mortgage Loan Trust 2007-CB2 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $122K | – | 0.18 |
| C-BASS Mortgage Loan Trust 2007-CB3 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $275K | – | 0.40 |
| Cable One Inc | Long | Debt | US | $86K | – | 0.13 |
| California Health Facilities Financing Authority (CALIFORNIA ST HLTH FACS FING A) | Long | Debt | US | $16K | – | 0.02 |
| California State University (CALIFORNIA ST UNIV REVENUE) | Long | Debt | US | $8K | – | 0.01 |
| Carrington Mortgage Loan Trust Series 2006-NC4 | Long | ABS-other | US | $151K | – | 0.22 |
| Carrington Mortgage Loan Trust Series 2007-RFC1 | Long | ABS-other | US | $84K | – | 0.12 |
| Carvana Auto Receivables Trust 2022-P3 | Long | ABS-other | US | $213K | – | 0.31 |
| Catalent Pharma Solutions Inc | Long | Debt | US | $110K | – | 0.16 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $59K | – | 0.09 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $51K | – | 0.07 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $26K | – | 0.04 |
| Cedar Funding II CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $75K | – | 0.11 |
| Centene Corp | Long | Debt | US | $110K | – | 0.16 |
| Central Garden & Pet Co | Long | Debt | US | $36K | – | 0.05 |
| Charles Schwab Corp/The | Long | Debt | US | $14K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $95K | – | 0.14 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $51K | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $37K | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $33K | – | 0.05 |
| CIM Trust 2020-R6 | Long | ABS-mortgage backed security | US | $253K | – | 0.37 |
| CIM Trust 2021-NR1 | Long | ABS-other | US | $130K | – | 0.19 |
| CIM Trust 2021-NR2 | Long | ABS-other | US | $79K | – | 0.12 |
| CIM Trust 2021-R1 | Long | ABS-mortgage backed security | US | $283K | – | 0.41 |
| CIM Trust 2021-R3 | Long | ABS-mortgage backed security | US | $50K | – | 0.07 |
| CIM Trust 2021-R5 | Long | ABS-mortgage backed security | US | $75K | – | 0.11 |
| CIM Trust 2022-NR1 | Long | ABS-mortgage backed security | US | $79K | – | 0.12 |
| CIM Trust 2023-NR1 | Long | ABS-other | US | $239K | – | 0.35 |
| CIM TRUST 2023-NR2 | Long | ABS-other | US | $279K | – | 0.41 |
| CIM Trust 2023-R3 | Long | ABS-mortgage backed security | US | $209K | – | 0.31 |
| CIT Mortgage Loan Trust 2007-1 | Long | ABS-other | US | $223K | – | 0.33 |
| Citigroup Commercial Mortgage Trust 2014-GC25 | Long | ABS-mortgage backed security | US | $174.15 | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-P4 | Long | ABS-mortgage backed security | US | $52K | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2018-C5 | Long | ABS-mortgage backed security | US | $211K | – | 0.31 |
| Citigroup Commercial Mortgage Trust 2020-555 | Long | ABS-mortgage backed security | US | $140K | – | 0.21 |
| Citigroup Inc | Long | Debt | US | $115K | – | 0.17 |
| Citigroup Inc | Long | Debt | US | $18K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $5K | – | 0.01 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-other | US | $263K | – | 0.39 |
| Clearwater Paper Corp | Long | Debt | US | $104K | – | 0.15 |
| COBALT CMBS Commercial Mortgage Trust 2007-C2 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Cogent Communications Group Inc | Long | Debt | US | $38K | – | 0.06 |
| COLT 2021-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $79K | – | 0.12 |
| COLT 2021-HX1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $254K | – | 0.37 |
| COMM 2013-CCRE12 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $6.7 | – | 0.00 |
| COMM 2020-CBM Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| CommonSpirit Health | Long | Debt | US | $35K | – | 0.05 |
| Commonwealth Edison Co | Long | Debt | US | $123K | – | 0.18 |
| CommScope Inc | Long | Debt | US | $24K | – | 0.03 |
| Connecticut Avenue Securities Trust 2019-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $174K | – | 0.26 |
| Connecticut Avenue Securities Trust 2019-R06 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $67K | – | 0.10 |
| Connecticut Avenue Securities Trust 2021-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $153K | – | 0.22 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $23K | – | 0.03 |
| Corevest American Finance 2020-1 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $128K | – | 0.19 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $12K | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $152K | – | 0.22 |
| Crystal River Cdo 2005-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $43K | – | 0.06 |
| CSAIL 2015-C1 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $76K | – | 0.11 |
| CSC Holdings LLC | Long | Debt | US | $68K | – | 0.10 |
| CSC Holdings LLC | Long | Debt | US | $15K | – | 0.02 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $31K | – | 0.05 |
| CSMC 2021-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $189K | – | 0.28 |
| CSMC 2021-RPL7 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $309K | – | 0.45 |
| CSMC Mortgage-Backed Trust 2007-5 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $246K | – | 0.36 |
| CSMC Series 2015-12R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $76K | – | 0.11 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR3 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $239K | – | 0.35 |
| Diamond Infrastructure Funding LLC | Long | ABS-other | US | $194K | – | 0.28 |
| Digital Intrepid Holding BV | Long | Debt | NL | $84K | – | 0.12 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $28K | – | 0.04 |
| Dreyfus Government Cash Management | Long | Short-term investment vehicle | US | $468K | 468K | 0.69 |
| DROP Mortgage Trust 2021-FILE | Long | ABS-mortgage backed security | US | $120K | – | 0.18 |
| Dryden 85 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $150K | – | 0.22 |
| Duke Energy Carolinas LLC | Long | Debt | US | $29K | – | 0.04 |
| Duke Energy Corp | Long | Debt | US | $106K | – | 0.16 |
| Duke Energy Corp | Long | Debt | US | $104K | – | 0.15 |
| Eaton Vance CLO 2020-1 Ltd (Eaton Vance CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $90K | – | 0.13 |
| Edgewell Personal Care Co | Long | Debt | US | $31K | – | 0.05 |
| Ellington Financial Mortgage Trust 2021-3 | Long | ABS-mortgage backed security | US | $64K | – | 0.09 |
| Elmwood CLO 30 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.37 |
| ELO SACA | Long | Debt | FR | $106K | – | 0.15 |
| Embecta Corp | Long | Debt | US | $46K | – | 0.07 |
| Embecta Corp | Long | Debt | US | $23K | – | 0.03 |
| Encompass Health Corp | Long | Debt | US | $19K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $55K | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $3K | – | 0.00 |
| Entergy Texas Inc | Long | Debt | US | $141K | – | 0.21 |
| EUR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $16K | – | 0.02 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-4K | – | -0.01 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-7K | – | -0.01 | |
| Everi Holdings Inc | Long | Debt | US | $72K | – | 0.11 |
| Extra Space Storage LP | Long | Debt | US | $41K | – | 0.06 |
| Extra Space Storage LP | Long | Debt | US | $20K | – | 0.03 |
| Extra Space Storage LP | Long | Debt | US | $12K | – | 0.02 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 3.26 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $1M | – | 1.94 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $797K | – | 1.17 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $704K | – | 1.03 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $681K | – | 1.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $653K | – | 0.96 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $419K | – | 0.62 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $39K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $33K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $28K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $167.65 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $69.99 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $20.1 | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Farmers Exchange Capital II (FARMERS EXCHANGE CAP II) | Long | Debt | US | $45K | – | 0.07 |
| Farmers Insurance Exchange (FARMERS INS EXCH) | Long | Debt | US | $19K | – | 0.03 |
| Ferrellgas LP / Ferrellgas Finance Corp (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $74K | – | 0.11 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc | Long | Debt | US | $23K | – | 0.03 |
| Fidelity Government Portfolio | Long | Short-term investment vehicle | US | $252K | 252K | 0.37 |
| First Franklin Mortgage Loan Trust Series 2006-FF18 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $230K | – | 0.34 |
| First Franklin Mortgage Loan Trust Series 2007-FF1 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $361K | – | 0.53 |
| First Franklin Mortgage Loan Trust Series 2007-FF2 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $243K | – | 0.36 |
| FirstCash Inc | Long | Debt | US | $40K | – | 0.06 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $74K | – | 0.11 |
| FirstEnergy Transmission LLC | Long | Debt | US | $36K | – | 0.05 |
| FirstKey Homes 2020-SFR1 Trust | Long | ABS-other | US | $258K | – | 0.38 |
| FirstKey Homes 2020-SFR1 Trust | Long | ABS-other | US | $157K | – | 0.23 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $228K | – | 0.33 |
| FirstKey Homes 2022-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $340K | – | 0.50 |
| Flatiron RR CLO 22 LLC (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $250K | – | 0.37 |
| Fortrea Holdings Inc | Long | Debt | US | $35K | – | 0.05 |
| Freddie Mac Multifamily PC REMIC Trust 2019-P002 (Freddie Mac Multiclass Certifi) | Long | ABS-mortgage backed security | US | $31K | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $45K | – | 0.07 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $31K | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $20K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (Banc of California Multifamily) | Long | ABS-mortgage backed security | US | $244.08 | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $865K | – | 1.27 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $551K | – | 0.81 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $25K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2021-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $117K | – | 0.17 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $204K | – | 0.30 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $152K | – | 0.22 |
| FREMF 2017-K66 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $92K | – | 0.13 |
| FREMF 2017-K726 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $114.77 | – | 0.00 |
| Fremont Home Loan Trust 2005-A | Long | ABS-other | US | $247K | – | 0.36 |
| Fresenius Medical Care US Finance III Inc (FRESENIUS MED CARE III) | Long | Debt | US | $27K | – | 0.04 |
| Frontier Communications Holdings LLC | Long | Debt | US | $114K | – | 0.17 |
| Frontier Communications Holdings LLC | Long | Debt | US | $73K | – | 0.11 |
| Frost CMBS 2021-1 DAC | Long | ABS-mortgage backed security | IE | $103K | – | 0.15 |
| FRTKL 2021-SFR1 | Long | ABS-other | US | $269K | – | 0.39 |
| Gen Digital Inc | Long | Debt | US | $66K | – | 0.10 |
| General Electric Co | Long | Debt | US | $308K | – | 0.45 |
| GGAM Finance Ltd | Long | Debt | KY | $72K | – | 0.11 |
| GGAM Finance Ltd | Long | Debt | KY | $36K | – | 0.05 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $828K | – | 1.22 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $618K | – | 0.91 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $372K | – | 0.55 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $380K | – | 0.56 |
| Global Partners LP / GLP Finance Corp (GLOBAL PART/GLP FINANCE) | Long | Debt | US | $77K | – | 0.11 |
| Global Partners LP / GLP Finance Corp (GLOBAL PART/GLP FINANCE) | Long | Debt | US | $41K | – | 0.06 |
| Global SC Finance II SRL (Global SC Finance SRL) | Long | ABS-other | BB | $2K | – | 0.00 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $45K | – | 0.07 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $41K | – | 0.06 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $25K | – | 0.04 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $25K | – | 0.04 |
| GLS Auto Receivables Issuer Trust 2023-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $221K | – | 0.32 |
| GMACM Mortgage Loan Trust 2006-AR1 (GMAC Mortgage Corporation Loan) | Long | ABS-mortgage backed security | US | $135K | – | 0.20 |
| Goldentree Loan Management US Clo 17 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $179K | – | 0.26 |
| GoldenTree Loan Management US CLO 20 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $90K | – | 0.13 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $585K | – | 0.86 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $216K | – | 0.32 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $30K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $9K | – | 0.01 |
| Golub Capital Partners Clo 42M-R (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $177K | – | 0.26 |
| Golub Capital Partners CLO 66B Ltd (Golub Capital Partners CLO, LT) | Long | ABS-collateralized bond/debt obligation | JE | $252K | – | 0.37 |
| Golub Capital Partners CLO 69M (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $254K | – | 0.37 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $110K | – | 0.16 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $67K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $32K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $28K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $64.65 | – | 0.00 |
| GreenPoint MTA Trust 2005-AR1 (GreenPoint Mortgage Funding Tr) | Long | ABS-mortgage backed security | US | $52K | – | 0.08 |
| Greystar Real Estate Partners LLC | Long | Debt | US | $37K | – | 0.05 |
| Grifols SA | Long | Debt | ES | $107K | – | 0.16 |
| GS Mortgage Securities Corp Trust 2020-UPTN (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $960.73 | – | 0.00 |
| GS Mortgage Securities Corp Trust 2021-STAR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $148K | – | 0.22 |
| GS Mortgage Securities Trust 2014-GC24 | Long | ABS-mortgage backed security | US | $738.84 | – | 0.00 |
| GS Mortgage Securities Trust 2015-GC32 | Long | ABS-mortgage backed security | US | $21K | – | 0.03 |
| GSAA Home Equity Trust 2006-1 | Long | ABS-mortgage backed security | US | $278K | – | 0.41 |
| GSAA Home Equity Trust 2006-10 | Long | ABS-mortgage backed security | US | $144K | – | 0.21 |
| GSAA Home Equity Trust 2006-6 | Long | ABS-mortgage backed security | US | $148K | – | 0.22 |
| GSAA Home Equity Trust 2007-4 | Long | ABS-mortgage backed security | US | $279K | – | 0.41 |
| GSAA Home Equity Trust 2007-5 | Long | ABS-mortgage backed security | US | $325K | – | 0.48 |
| GSAA Home Equity Trust 2007-5 | Long | ABS-mortgage backed security | US | $231K | – | 0.34 |
| GSAA Trust (GSAA Home Equity Trust) | Long | ABS-mortgage backed security | US | $247K | – | 0.36 |
| GSAMP Trust 2007-NC1 | Long | ABS-other | US | $119K | – | 0.17 |
| H-Food Holdings LLC / Hearthside Finance Co Inc (H-FOOD HOLDNG/HEARTHSIDE) | Long | Debt | US | $5K | – | 0.01 |
| HarborView Mortgage Loan Trust 2005-3 | Long | ABS-mortgage backed security | US | $159K | – | 0.23 |
| HarborView Mortgage Loan Trust 2006-4 | Long | ABS-mortgage backed security | US | $301K | – | 0.44 |
| HarborView Mortgage Loan Trust 2006-5 | Long | ABS-mortgage backed security | US | $113K | – | 0.17 |
| Harvest Commercial Capital Loan Trust 2019-1 | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| HCA Inc | Long | Debt | US | $14K | – | 0.02 |
| HCA Inc | Long | Debt | US | $12K | – | 0.02 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $65K | – | 0.10 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $26K | – | 0.04 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $20K | – | 0.03 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $8K | – | 0.01 |
| HealthEquity Inc | Long | Debt | US | $70K | – | 0.10 |
| Hertz Corp/The | Long | Debt | US | $2K | – | 0.00 |
| HPS Loan Management 10-2016 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $85K | – | 0.12 |
| HPS Loan Management 2023-18 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $182K | – | 0.27 |
| HPS Loan Management 2024-19 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.37 |
| HSBC Holdings PLC | Long | Debt | GB | $319K | – | 0.47 |
| HSBC Holdings PLC | Long | Debt | GB | $42K | – | 0.06 |
| HSI Asset Loan Obligation Trust 2007-2 | Long | ABS-mortgage backed security | US | $145K | – | 0.21 |
| HSI Asset Securitization Corp Trust 2007-OPT1 (HSI Asset Securitization Corpo) | Long | ABS-other | US | $160K | – | 0.23 |
| Hudson Pacific Properties LP | Long | Debt | US | $76K | – | 0.11 |
| Hudson Pacific Properties LP | Long | Debt | US | $19K | – | 0.03 |
| Hudson Pacific Properties LP | Long | Debt | US | $8K | – | 0.01 |
| Hudson Pacific Properties LP | Long | Debt | US | $4K | – | 0.01 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $72K | – | 0.11 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $33K | – | 0.05 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $16K | – | 0.02 |
| Impac CMB Trust Series 2004-4 | Long | ABS-mortgage backed security | US | $30K | – | 0.04 |
| Impac CMB Trust Series 2004-6 | Long | ABS-mortgage backed security | US | $52K | – | 0.08 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $71K | – | 0.10 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $25K | – | 0.04 |
| IndyMac INDX Mortgage Loan Trust 2005-AR25 | Long | ABS-mortgage backed security | US | $162K | – | 0.24 |
| IndyMac INDX Mortgage Loan Trust 2007-AR5 | Long | ABS-mortgage backed security | US | $147K | – | 0.22 |
| Indymac Manufactured Housing Con Pass Thr Cert Series 1998-1 | Long | ABS-other | US | $44K | – | 0.06 |
| Indymac Manufactured Housing Con Pass Thr Cert Series 1998-1 | Long | ABS-other | US | $18K | – | 0.03 |
| Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1 | Long | ABS-other | US | $22K | – | 0.03 |
| Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1 | Long | ABS-other | US | $9K | – | 0.01 |
| Intelsat Jackson Holdings SA (INTELSAT JACKSON HLDG) | Long | Debt | LU | $26K | – | 0.04 |
| Intelsat SA/Luxembourg | Long | Equity-common | US | $39K | 1K | 0.06 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $101K | – | 0.15 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $98K | – | 0.14 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $15K | – | 0.02 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $10K | – | 0.01 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $4K | – | 0.01 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $135K | – | 0.20 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $5K | – | 0.01 |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $5K | – | 0.01 | |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $211K | – | 0.31 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $69K | – | 0.10 |
| Jane Street Group / JSG Finance Inc (JANE STREET GRP/JSG FIN) | Long | Debt | US | $69K | – | 0.10 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $133K | – | 0.19 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $46K | – | 0.07 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $25K | – | 0.04 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $10K | – | 0.01 |
| JDE Peet's NV | Long | Debt | NL | $162K | – | 0.24 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $98K | – | 0.14 |
| JetBlue 2020-1 Class A Pass Through Trust (JETBLUE AIRWAYS CORP) | Long | Debt | US | $72K | – | 0.11 |
| JP Morgan Mortgage Acquisition Trust 2007-HE1 | Long | ABS-other | US | $372K | – | 0.55 |
| JPMBB Commercial Mortgage Securities Trust 2014-C22 | Long | ABS-mortgage backed security | US | $11K | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2014-C26 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| JPMDB Commercial Mortgage Securities Trust 2018-C8 | Long | ABS-mortgage backed security | US | $66K | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $496K | – | 0.73 |
| JPMorgan Chase & Co | Long | Debt | US | $233K | – | 0.34 |
| JPMorgan Chase & Co | Long | Debt | US | $182K | – | 0.27 |
| JPMorgan Chase & Co | Long | Debt | US | $51K | – | 0.08 |
| Kedrion SpA | Long | Debt | IT | $96K | – | 0.14 |
| KeySpan Gas East Corp | Long | Debt | US | $66K | – | 0.10 |
| KGS-Alpha SBA COOF Trust 2015-1 | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $39K | – | 0.06 |
| Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust | Long | ABS-mortgage backed security | US | $46K | – | 0.07 |
| Long Beach Mortgage Loan Trust 2006-9 | Long | ABS-other | US | $112K | – | 0.16 |
| Luminent Mortgage Trust 2006-5 | Long | ABS-mortgage backed security | US | $149K | – | 0.22 |
| LXP Industrial Trust | Long | Debt | US | $44K | – | 0.06 |
| LXP Industrial Trust | Long | Debt | US | $30K | – | 0.04 |
| MASTR Adjustable Rate Mortgages Trust 2007-1 | Long | ABS-mortgage backed security | US | $184K | – | 0.27 |
| MASTR Adjustable Rate Mortgages Trust 2007-2 | Long | ABS-mortgage backed security | US | $196K | – | 0.29 |
| MASTR Alternative Loan Trust 2006-2 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $251K | – | 0.37 |
| Mastr Asset Backed Securities Trust 2007-HE1 | Long | ABS-mortgage backed security | US | $243K | – | 0.36 |
| Mastr Asset Backed Securities Trust 2007-HE1 | Long | ABS-mortgage backed security | US | $102K | – | 0.15 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $100K | – | 0.15 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-A3 | Long | ABS-mortgage backed security | US | $73K | – | 0.11 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2 | Long | ABS-other | US | $242K | – | 0.36 |
| Merrill Lynch Mortgage Investors Trust Series 2006-RM2 | Long | ABS-other | US | $119K | – | 0.17 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $144K | – | 0.21 |
| Michaels Cos Inc/The | Long | Debt | US | $60K | – | 0.09 |
| Mid-State Capital Corp 2005-1 Trust (Mid-State Trust) | Long | ABS-other | US | $43K | – | 0.06 |
| Mid-State Trust XI | Long | ABS-other | US | $3K | – | 0.00 |
| MKT 2020-525M Mortgage Trust | Long | ABS-mortgage backed security | US | $191K | – | 0.28 |
| ModivCare Escrow Issuer Inc | Long | Debt | US | $109K | – | 0.16 |
| ModivCare Inc | Long | Debt | US | $15K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $175K | – | 0.26 |
| Morgan Stanley | Long | Debt | US | $74K | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $28K | – | 0.04 |
| Morgan Stanley ABS Capital I Inc Trust 2006-HE4 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $300K | – | 0.44 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| Morgan Stanley Home Equity Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $279K | – | 0.41 |
| Morgan Stanley Mortgage Loan Trust 2004-7AR | Long | ABS-mortgage backed security | US | $67K | – | 0.10 |
| Morgan Stanley Mortgage Loan Trust 2006-15XS | Long | ABS-mortgage backed security | US | $93K | – | 0.14 |
| Morgan Stanley Mortgage Loan Trust 2006-7 | Long | ABS-mortgage backed security | US | $250K | – | 0.37 |
| Morgan Stanley Mortgage Loan Trust 2007-11AR | Long | ABS-mortgage backed security | US | $152K | – | 0.22 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $3M | 3M | 4.54 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $47K | – | 0.07 |
| Nationwide Mutual Insurance Co | Long | Debt | US | $75K | – | 0.11 |
| Natixis Commercial Mortgage Securities Trust 2018-ALXA | Long | ABS-mortgage backed security | US | $101K | – | 0.15 |
| NCR Voyix Corp | Long | Debt | US | $40K | – | 0.06 |
| Netflix Inc | Long | Debt | US | $50K | – | 0.07 |
| Neuberger Berman Loan Advisers Clo 43 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $85K | – | 0.12 |
| Neuberger Berman Loan Advisers Clo 56 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $221K | – | 0.33 |
| New Residential Mortgage Loan Trust 2022-NQM2 | Long | ABS-mortgage backed security | US | $192K | – | 0.28 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $60K | – | 0.09 |
| NGL Energy Operating LLC / NGL Energy Finance Corp (NGL ENRGY OP/FIN CORP) | Long | Debt | US | $30K | – | 0.04 |
| Nomura Resecuritization Trust 2015-4R | Long | ABS-mortgage backed security | US | $274K | – | 0.40 |
| OBX 2022-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $197K | – | 0.29 |
| OCP CLO 2021-21 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $50K | – | 0.07 |
| OCP CLO 2023-28 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $258K | – | 0.38 |
| Octagon Investment Partners 46 Ltd (Octagon Credit Partners 46, LT) | Long | ABS-collateralized bond/debt obligation | KY | $125K | – | 0.18 |
| OHA Credit Funding 7 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $150K | – | 0.22 |
| Open Text Corp | Long | Debt | CA | $184K | – | 0.27 |
| Option Care Health Inc | Long | Debt | US | $66K | – | 0.10 |
| Option One Mortgage Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $108K | – | 0.16 |
| Oracle Corp | Long | Debt | US | $75K | – | 0.11 |
| OT Merger Corp | Long | Debt | US | $56K | – | 0.08 |
| Park Avenue Institutional Advisers CLO Ltd 2021-1 | Long | ABS-collateralized bond/debt obligation | KY | $40K | – | 0.06 |
| Penn Entertainment Inc | Long | Debt | US | $68K | – | 0.10 |
| Penn Entertainment Inc | Long | Debt | US | $35K | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $3K | – | 0.00 |
| Pilgrim's Pride Corp | Long | Debt | US | $30K | – | 0.04 |
| Pilgrim's Pride Corp | Long | Debt | US | $23K | – | 0.03 |
| Pilgrim's Pride Corp | Long | Debt | US | $10K | – | 0.01 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $114K | – | 0.17 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $10K | – | 0.02 |
| Prestige Brands Inc | Long | Debt | US | $101K | – | 0.15 |
| PRET 2022-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-other | US | $189K | – | 0.28 |
| PRET 2024-NPL3 LLC (Pretium Mortgage Credit Partne) | Long | ABS-other | US | $225K | – | 0.33 |
| Prime Healthcare Services Inc | Long | Debt | US | $90K | – | 0.13 |
| Progress Residential 2020-SFR3 Trust (Progress Residential Trust) | Long | ABS-other | US | $271K | – | 0.40 |
| Progress Residential 2021-SFR1 (Progress Residential Trust) | Long | ABS-other | US | $269K | – | 0.39 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $209K | – | 0.31 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $185K | – | 0.27 |
| Progress Residential 2021-SFR4 (Progress Residential Trust) | Long | ABS-other | US | $294K | – | 0.43 |
| Progress Residential 2021-SFR7 Trust (Progress Residential Trust) | Long | ABS-other | US | $191K | – | 0.28 |
| Progress Residential Trust | Long | ABS-other | US | $228K | – | 0.33 |
| PRPM 2020-4 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $62K | – | 0.09 |
| PRPM 2021-4 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $163K | – | 0.24 |
| PRPM 2021-5 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $79K | – | 0.12 |
| PRPM 2021-8 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $63K | – | 0.09 |
| PRPM 2021-9 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $105K | – | 0.15 |
| PRPM 2022-1 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $163K | – | 0.24 |
| PRPM 2022-4 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $164K | – | 0.24 |
| Rad CLO 22 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $103K | – | 0.15 |
| Raising Cane's Restaurants LLC | Long | Debt | US | $38K | – | 0.06 |
| RALI Series 2005-QA3 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $58K | – | 0.09 |
| RALI Series 2006-QS5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $195K | – | 0.29 |
| RALI Series 2007-QS1 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $207K | – | 0.30 |
| RASC Series 2005-KS11 Trust (Residential Asset Securities C) | Long | ABS-mortgage backed security | US | $158K | – | 0.23 |
| Realty Income Corp | Long | Debt | US | $112K | – | 0.16 |
| Residential Asset Securitization Trust 2005-A5 | Long | ABS-mortgage backed security | US | $252K | – | 0.37 |
| Rexford Industrial Realty LP | Long | Debt | US | $4K | – | 0.01 |
| Rockford Tower CLO 2017-3 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $75K | – | 0.11 |
| Rockford Tower CLO 2021-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $75K | – | 0.11 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $46K | – | 0.07 |
| Scripps Escrow Inc | Long | Debt | US | $40K | – | 0.06 |
| SES GLOBAL Americas Holdings Inc (SES GLOBAL AMERICAS HLDG) | Long | Debt | US | $148K | – | 0.22 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $190K | – | 0.28 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $140K | – | 0.21 |
| SG Mortgage Securities Trust 2006-OPT2 | Long | ABS-other | US | $180K | – | 0.26 |
| SHER Trust 2024-DAL | Long | ABS-mortgage backed security | US | $113K | – | 0.17 |
| SHER Trust 2024-DAL | Long | ABS-mortgage backed security | US | $113K | – | 0.17 |
| Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed (SIMMONS FOOD INC/SIMMONS) | Long | Debt | US | $75K | – | 0.11 |
| Sirius XM Radio Inc | Long | Debt | US | $74K | – | 0.11 |
| SKYAF 2020-1 A | Long | ABS-mortgage backed security | US | $54K | – | 0.08 |
| SLC Student Loan Trust 2004-1 | Long | ABS-other | US | $76K | – | 0.11 |
| SLM Student Loan Trust 2007-7 | Long | ABS-other | US | $215K | – | 0.32 |
| SLM Student Loan Trust 2008-2 | Long | ABS-other | US | $342K | – | 0.50 |
| SLM Student Loan Trust 2008-3 | Long | ABS-other | US | $345K | – | 0.51 |
| SLM Student Loan Trust 2008-4 | Long | ABS-other | US | $346K | – | 0.51 |
| SLM Student Loan Trust 2008-5 | Long | ABS-other | US | $235K | – | 0.35 |
| Smithfield Foods Inc | Long | Debt | US | $36K | – | 0.05 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $98K | – | 0.14 |
| Southern Co Gas Capital Corp | Long | Debt | US | $68K | – | 0.10 |
| Spectrum Brands Inc | Long | Debt | US | $7K | – | 0.01 |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $392K | – | 0.58 |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $34K | – | 0.05 |
| SREIT Trust 2021-PALM | Long | ABS-mortgage backed security | US | $225K | – | 0.33 |
| Starwood Mortgage Residential Trust 2021-6 | Long | ABS-mortgage backed security | US | $162K | – | 0.24 |
| Stratus CLO 2021-3 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $70K | – | 0.10 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $61K | – | 0.09 |
| Structured Asset Mortgage Investments II Trust 2005-AR8 | Long | ABS-mortgage backed security | US | $251K | – | 0.37 |
| Structured Asset Mortgage Investments II Trust 2006-AR7 | Long | ABS-mortgage backed security | US | $279K | – | 0.41 |
| Structured Receivables Finance 2010-A LLC | Long | ABS-other | US | $233K | – | 0.34 |
| Structured Receivables Finance 2010-B LLC | Long | ABS-other | US | $269K | – | 0.39 |
| Sunoco LP / Sunoco Finance Corp (SUNOCO LP/FINANCE CORP) | Long | Debt | US | $53K | – | 0.08 |
| Sunoco LP / Sunoco Finance Corp (SUNOCO LP/FINANCE CORP) | Long | Debt | US | $8K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $63K | – | 0.09 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $52K | – | 0.08 |
| TenneT Holding BV | Long | Debt | NL | $98K | – | 0.14 |
| Terwin Mortgage Trust 2004-7HE | Long | ABS-mortgage backed security | US | $47K | – | 0.07 |
| Textainer Marine Containers VII Ltd (Textainer Marine Containers Li) | Long | ABS-other | BM | $167K | – | 0.25 |
| TIF Funding II LLC | Long | ABS-other | US | $339K | – | 0.50 |
| Time Warner Cable LLC | Long | Debt | US | $129K | – | 0.19 |
| Time Warner Cable LLC | Long | Debt | US | $9K | – | 0.01 |
| Towd Point Mortgage Trust 2017-4 | Long | ABS-mortgage backed security | US | $317K | – | 0.47 |
| Towd Point Mortgage Trust 2019-HY2 | Long | ABS-mortgage backed security | US | $211K | – | 0.31 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $5K | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $98K | – | 0.14 |
| TransMontaigne Partners LP / TLP Finance Corp (TRANSMONTAIGE PARTNERS) | Long | Debt | US | $71K | – | 0.10 |
| TRESTLES CLO V LTD (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $90K | – | 0.13 |
| Tricon American Homes 2020-SFR1 | Long | ABS-other | US | $235K | – | 0.35 |
| Tricon American Homes 2020-SFR1 | Long | ABS-other | US | $125K | – | 0.18 |
| Trivium Packaging Finance BV | Long | Debt | NL | $29K | – | 0.04 |
| TRK 2021-INV2 Trust (Toorak Mortgage Corp.) | Long | ABS-mortgage backed security | US | $203K | – | 0.30 |
| Tucson Electric Power Co | Long | Debt | US | $63K | – | 0.09 |
| United Airlines 2023-1 Class A Pass Through Trust (UNITED AIR 2023-1 A PTT) | Long | Debt | US | $137K | – | 0.20 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $7M | – | 10.99 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $2M | – | 3.60 |
| Universal Health Services Inc (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $14K | – | 0.02 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $22K | – | 0.03 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $64K | – | 0.09 | |
| US Bancorp | Long | Debt | US | $85K | – | 0.13 |
| US Bancorp | Long | Debt | US | $41K | – | 0.06 |
| US Bancorp | Long | Debt | US | $36K | – | 0.05 |
| US Bancorp | Long | Debt | US | $14K | – | 0.02 |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-15K | – | -0.02 | |
| USA Compression Partners LP / USA Compression Finance Corp (USA COM PART/USA COM FIN) | Long | Debt | US | $40K | – | 0.06 |
| USD/EUR FORWARD (The Bank of New York Mellon) | Derivative-foreign exchange | US | $579.81 | – | 0.00 | |
| Valvoline Inc | Long | Debt | US | $69K | – | 0.10 |
| VASA Trust 2021-VASA | Long | ABS-mortgage backed security | US | $257K | – | 0.38 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $55K | – | 0.08 |
| Venture Global LNG Inc | Long | Debt | US | $38K | – | 0.06 |
| Venture Global LNG Inc | Long | Debt | US | $38K | – | 0.06 |
| VICI Properties LP | Long | Debt | US | $58K | – | 0.09 |
| VICI Properties LP | Long | Debt | US | $5K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $11K | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $9K | – | 0.01 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Tra) | Long | ABS-other | US | $51K | – | 0.07 |
| VT Topco Inc | Long | Debt | US | $74K | – | 0.11 |
| VZ Secured Financing BV | Long | Debt | NL | $150K | – | 0.22 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust | Long | ABS-other | US | $217K | – | 0.32 |
| Warnermedia Holdings Inc | Long | Debt | US | $269K | – | 0.39 |
| Warnermedia Holdings Inc | Long | Debt | US | $57K | – | 0.08 |
| Warnermedia Holdings Inc | Long | Debt | US | $35K | – | 0.05 |
| Waste Pro USA Inc | Long | Debt | US | $17K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $235K | – | 0.34 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $200K | – | 0.29 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $82K | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $41K | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $40K | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6 | Long | ABS-mortgage backed security | US | $74K | – | 0.11 |
| WFRBS Commercial Mortgage Trust 2013-C14 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $134.77 | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2014-C21 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Worldline SA/France | Long | Debt | FR | $40K | – | 0.06 |
| Worldline SA/France | Long | Debt | FR | $36K | – | 0.05 |
Address
METROPOLITAN WEST FUNDS
515 South Flower Street
Los Angeles
California
90071
United States of America
Websites
Directors
Andrew Tarica
Martin Luther King III
Megan McClellan
Michael Swell
Patrick C. Haden
Patrick Moore
Peter McMillan
Robert G. Rooney
Victoria Rogers
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Bloomberg L.P.
ICE Data Services, Inc.
London Stock Exchange Group PLC
PricingDirect Inc.
S&P Global Inc.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
BNY Mellon Investment Servicing (US) Inc.
Brokers
GOLDMAN SACHS & CO. LLC
NOMURA SECURITIES INTERNATIONAL, INC.
CITIGROUP GLOBAL MARKETS INC.
MORGAN STANLEY & CO. LLC