{"entity_type":"fund","name":"TCW METWEST ULTRA SHORT BOND FUND","identifiers":{"lei":"549300J7IQ5ZDUARGG56","cik":"1028621","fund_id":"S000001151","fundkey":"tcw-metwest-ultra-short-bond-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-02-26"},"summary":{"total_positions":302,"total_value_usd":82982436.71,"asset_categories":["EC","ABS-O","ABS-MBS","STIV","DFE","DBT","ABS-CBDO"],"by_asset_category":{"ABS-MBS":{"positions":138,"total_value_usd":31588645.36},"DBT":{"positions":111,"total_value_usd":37576188.2},"ABS-CBDO":{"positions":24,"total_value_usd":4665812.33},"ABS-O":{"positions":26,"total_value_usd":3609522.51},"STIV":{"positions":1,"total_value_usd":207794.74},"EC":{"positions":1,"total_value_usd":5334413.7},"DFE":{"positions":1,"total_value_usd":59.87}}},"holdings":[{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CNL18","value_usd":6590373.5,"pct_val":14.96766050248,"balance":6586000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CPB18","value_usd":5643292.4,"pct_val":13.53834719384,"balance":5655000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TCW Central Cash Fund","title":"TCW Central Cash Fund","isin":"US8723656711","value_usd":5334413.7,"pct_val":13.2242390916,"balance":5334413.7,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CPS43","value_usd":5060295.72,"pct_val":12.5446889272,"balance":5070000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INT DEVELOPMENT FIN CORP","title":"United States International Development Finance Corp","isin":"US90376PAL58","value_usd":1549329.29,"pct_val":3.840853393615,"balance":1665945.47,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0504A11","value_usd":1541515.75,"pct_val":3.698120520616,"balance":1525000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0504112","value_usd":1494706,"pct_val":3.705439927852,"balance":1475000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0504781","value_usd":1486069.88,"pct_val":3.375072664214,"balance":1475000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0424758","value_usd":1441239.83,"pct_val":3.273257346962,"balance":1450000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CPA35","value_usd":1427768.95,"pct_val":3.42524015904,"balance":1435000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0424A83","value_usd":1423983.98,"pct_val":3.416159956501,"balance":1425000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0424188","value_usd":1376478.13,"pct_val":3.412347995336,"balance":1375000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMORGAN CHASE & CO","title":"JPMorgan Chase & Co","isin":"US46647PBW59","value_usd":1181658.3,"pct_val":2.929381327096,"balance":1185000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0404A20","value_usd":983879.5,"pct_val":2.360342389471,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORP","title":"Bank of America Corp","isin":"US06051GGF00","value_usd":982754.2,"pct_val":2.436289579318,"balance":985000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0404792","value_usd":953910.26,"pct_val":2.166463694587,"balance":975000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0404123","value_usd":937868.5,"pct_val":2.325016014503,"balance":950000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CNH06","value_usd":879750.98,"pct_val":1.998037591552,"balance":875000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CNY39","value_usd":814458.6,"pct_val":1.953898986664,"balance":820000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP INC","title":"Citigroup Inc","isin":"US172967NA50","value_usd":805537.85,"pct_val":1.99696268884,"balance":815000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CPP04","value_usd":759198.44,"pct_val":1.882085314931,"balance":760000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CNK35","value_usd":712801.17,"pct_val":1.618871209398,"balance":710000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0324198","value_usd":656555.96,"pct_val":1.62763022899,"balance":675000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0324A92","value_usd":654411.83,"pct_val":1.569944269111,"balance":675000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0324768","value_usd":627436.23,"pct_val":1.424995484337,"balance":650000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY PVT BANK","title":"Morgan Stanley Private Bank NA","isin":"US61776NZU08","value_usd":626993.75,"pct_val":1.55434424948,"balance":625000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"Morgan Stanley","isin":"US6174468V45","value_usd":601079.6,"pct_val":1.441999410829,"balance":605000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0426738","value_usd":597880.31,"pct_val":1.35786985384,"balance":625000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0506A92","value_usd":570323.24,"pct_val":1.368214419624,"balance":575000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CPR69","value_usd":552463.48,"pct_val":1.369580531203,"balance":555000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0506152","value_usd":548574.68,"pct_val":1.359940030133,"balance":550000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"Wells Fargo & Co","isin":"US95000U2S19","value_usd":547372,"pct_val":1.356958535115,"balance":560000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0406A02","value_usd":542038.41,"pct_val":1.300358667748,"balance":575000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31418EKT63","value_usd":531515.68,"pct_val":1.317650041514,"balance":541724.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CO GAS CAPITAL","title":"Southern Co Gas Capital Corp","isin":"US001192AL76","value_usd":499820,"pct_val":1.199076038382,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0506A54","value_usd":497402.75,"pct_val":1.193277017627,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0506723","value_usd":491216.25,"pct_val":1.115620846573,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0406771","value_usd":488310.11,"pct_val":1.109020595936,"balance":525000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0506760","value_usd":441151.88,"pct_val":1.001917656089,"balance":450000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38384WTH87","value_usd":438354.26,"pct_val":1.08669890771,"balance":436076.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38384WM284","value_usd":435678.07,"pct_val":1.080064518552,"balance":433070.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31397UDV89","value_usd":435225.15,"pct_val":0.988457222848,"balance":435454.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BTBD41","value_usd":418660.38,"pct_val":1.037876939185,"balance":417088.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38384W6J93","value_usd":415235.27,"pct_val":0.943057407902,"balance":415141.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Dryden Senior Loan Fund","title":"Dryden 72 CLO Ltd","isin":"US26252NAW92","value_usd":411863.03,"pct_val":1.021026018607,"balance":411244.52,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0506190","value_usd":399031,"pct_val":0.989214868911,"balance":400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"Goldman Sachs Group Inc/The","isin":"US38141GYG36","value_usd":398021.85,"pct_val":0.986713143017,"balance":405000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38378XUK52","value_usd":377859.97,"pct_val":0.936730982531,"balance":387293.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"First Franklin Mtg Loan Asset Backed Certificates","title":"First Franklin Mortgage Loan Trust 2006-FFH1","isin":"US32027NZM63","value_usd":374484.84,"pct_val":0.928363891301,"balance":378306.11,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MET LIFE GLOB FUNDING I","title":"Metropolitan Life Global Funding I","isin":"US59217GFD60","value_usd":361760.4,"pct_val":0.896819461804,"balance":360000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Neuberger Berman CLO Ltd","title":"Neuberger Berman Loan Advisers CLO 49 Ltd","isin":"US64135JAL61","value_usd":350236.25,"pct_val":0.840222270313,"balance":350000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Galaxy CLO Ltd","title":"Galaxy XXII CLO Ltd","isin":"US36320TBD46","value_usd":350091,"pct_val":0.867890521468,"balance":350000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38384CUA51","value_usd":329184.53,"pct_val":0.816062490612,"balance":326477.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AmeriCredit Automobile Receivables Trust","title":"AmeriCredit Automobile Receivables Trust 2022-2","isin":"US03065WAF23","value_usd":321919.2,"pct_val":0.798051427653,"balance":320000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0526A19","value_usd":302262,"pct_val":0.725131290291,"balance":300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0526788","value_usd":300414,"pct_val":0.682282235171,"balance":300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AERCAP IRELAND CAP/GLOBA","title":"AerCap Ireland Capital DAC / AerCap Global Aviation Trust","isin":"US00774MAV72","value_usd":296142,"pct_val":0.734148649375,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLOBAL PAYMENTS INC","title":"Global Payments Inc","isin":"US37940XAG79","value_usd":293757,"pct_val":0.728236132648,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VICI PROPERTIES / NOTE","title":"VICI Properties LP / VICI Note Co Inc","isin":"US92564RAJ41","value_usd":288243.3,"pct_val":0.714567435171,"balance":285000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citigroup Mortgage Loan Trust Inc","title":"Citigroup Mortgage Loan Trust Inc","isin":"US17309SAF74","value_usd":286627.72,"pct_val":0.710562343442,"balance":286699.19,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Avenue of Americas","title":"AOA 2021-1177 Mortgage Trust","isin":"US00192NAA54","value_usd":279999.69,"pct_val":0.671723658584,"balance":280000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0406163","value_usd":259612.24,"pct_val":0.643589816228,"balance":275000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN TOWER CORP","title":"American Tower Corp","isin":"US03027XCC20","value_usd":257055,"pct_val":0.637250309194,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"American Money Management Corporation","title":"AMMC CLO 15 Ltd","isin":"US00175MBQ24","value_usd":250526.75,"pct_val":0.568981308994,"balance":250000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA Inc","title":"HCA Inc","isin":"US404119BS74","value_usd":250335,"pct_val":0.600557600873,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Palmer Square Loan Funding Ltd","title":"Palmer Square Loan Funding 2022-3 Ltd","isin":"US69690CAN39","value_usd":250319.75,"pct_val":0.620553337164,"balance":250000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Thompson Park CLO, LTD","title":"Thompson Park CLO Ltd","isin":"US884887AN08","value_usd":250122.5,"pct_val":0.620064346001,"balance":250000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Highbridge Loan Management Ltd","title":"HPS Loan Management 2021-16 Ltd","isin":"US40440XAL55","value_usd":250102.25,"pct_val":0.620014145387,"balance":250000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0526727","value_usd":250009.88,"pct_val":0.567807424891,"balance":250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Trinitas CLO Ltd","title":"Trinitas Clo XX Ltd","isin":"US89640EAN85","value_usd":249637,"pct_val":0.618860770793,"balance":250000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"321 Henderson Receivables LLC","title":"JG Wentworth XXII LLC","isin":"US46616MAA80","value_usd":244165.05,"pct_val":0.605295573347,"balance":245388.43,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0426120","value_usd":243568.63,"pct_val":0.603817022728,"balance":250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"Goldman Sachs Group Inc/The","isin":"US38145GAM24","value_usd":240316.8,"pct_val":0.545793083721,"balance":240000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0406102","value_usd":237193.38,"pct_val":0.588012506054,"balance":250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Aligned Data Centers Issuer LLC","title":"Aligned Data Centers Issuer LLC","isin":"US01627AAA60","value_usd":235747.58,"pct_val":0.584428306186,"balance":240000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0406A63","value_usd":235140.25,"pct_val":0.564105156725,"balance":250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN EXPRESS CO","title":"American Express Co","isin":"US025816ED77","value_usd":233599.5,"pct_val":0.579103124244,"balance":230000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BERRY GLOBAL INC","title":"Berry Global Inc","isin":"US08576PAL58","value_usd":232008.75,"pct_val":0.575159587143,"balance":225000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAYER US FINANCE LLC","title":"Bayer US Finance LLC","isin":"US07274EAJ29","value_usd":231209,"pct_val":0.573176972781,"balance":220000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36180AB857","value_usd":229440.56,"pct_val":0.568792934592,"balance":235160.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US3618N5AZ24","value_usd":228934.48,"pct_val":0.519942242113,"balance":246127.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0526119","value_usd":227189.25,"pct_val":0.563211841077,"balance":225000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Voya CLO Ltd","title":"Voya CLO 2020-1 Ltd","isin":"US92918EAU10","value_usd":225165.83,"pct_val":0.558195696591,"balance":225000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"Morgan Stanley","isin":"US61747YEC57","value_usd":221877,"pct_val":0.550042546743,"balance":225000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0426167","value_usd":219657.15,"pct_val":0.544539443909,"balance":225000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0426A28","value_usd":218247.3,"pct_val":0.523578704076,"balance":225000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HEALTHCARE RLTY HLDGS LP","title":"Healthcare Realty Holdings LP","isin":"US42225UAK07","value_usd":217269.8,"pct_val":0.538621101431,"balance":220000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136B9AC17","value_usd":215734.53,"pct_val":0.534815101617,"balance":219155.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0426799","value_usd":215361.79,"pct_val":0.489116763705,"balance":225000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Symphony CLO Ltd","title":"Symphony CLO XXIV Ltd","isin":"US87167QAQ10","value_usd":215063.21,"pct_val":0.533150870703,"balance":215000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DISCOVERY COMMUNICATIONS","title":"Discovery Communications LLC","isin":"US25470DBF50","value_usd":213012.5,"pct_val":0.483781197345,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Navient Student Loan Trust","title":"Navient Private Education Refi Loan Trust 2021-C","isin":"US63942JAA51","value_usd":210543.9,"pct_val":0.521947308451,"balance":229385.61,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"State Street Global Advisors","title":"State Street Institutional U.S. Government Money Market Fund","isin":"US8574927062","value_usd":207794.74,"pct_val":0.51513202355,"balance":207794.74,"units":"NS","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"EXTRA SPACE STORAGE LP","title":"Extra Space Storage LP","isin":"US30225VAM90","value_usd":204514.15,"pct_val":0.506999301013,"balance":205000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US BANCORP","title":"US Bancorp","isin":"US91159HJK77","value_usd":202548,"pct_val":0.502125131301,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIFC Funding Ltd","title":"CIFC Funding 2016-I Ltd","isin":"US17180TBL52","value_usd":201589.67,"pct_val":0.499749390355,"balance":201505.84,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Cologix Data Centers Issuer LLC","title":"Cologix Data Centers US Issuer LLC","isin":"US19521UAA16","value_usd":201557.56,"pct_val":0.499669788295,"balance":205000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYC Trust","title":"NYCT Trust 2024-3ELV","isin":"US62956HAA41","value_usd":200894,"pct_val":0.498024794752,"balance":200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Rockford Tower CLO Ltd","title":"Rockford Tower CLO 2019-1 Ltd","isin":"US77342MAY21","value_usd":199944.2,"pct_val":0.495670200041,"balance":200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Wells Fargo Commercial Mortgage Trust","title":"Wells Fargo Commercial Mortgage Trust 2021-FCMT","isin":"US95003EAA47","value_usd":199888.7,"pct_val":0.495532613173,"balance":200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Symphony CLO Ltd","title":"Symphony CLO XXIV Ltd","isin":"US87167QAL23","value_usd":199660.67,"pct_val":0.453457322905,"balance":199469.18,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"T-MOBILE USA INC","title":"T-Mobile USA Inc","isin":"US87264ABR59","value_usd":199638,"pct_val":0.49491111718,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORP","title":"Air Lease Corp","isin":"US00912XAV64","value_usd":198580,"pct_val":0.492288290053,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OWNIT Mortgage Loan Asset-Backed Certificates","title":"Ownit Mortgage Loan Trust Series 2006-3","isin":"US69121PDY60","value_usd":197655.45,"pct_val":0.489996291168,"balance":202005,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31418ER771","value_usd":197592.42,"pct_val":0.48984003711,"balance":196975.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATIONWIDE BLDG SOCIETY","title":"Nationwide Building Society","isin":"US63861VAF40","value_usd":197580,"pct_val":0.4898092474,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EVERSOURCE ENERGY","title":"Eversource Energy","isin":"US30040WAQ15","value_usd":197384,"pct_val":0.48932335504,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Vantage Data Centers LLC","title":"Vantage Data Centers Issuer LLC","isin":"US92212KAD81","value_usd":195975.12,"pct_val":0.485830681427,"balance":200000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0426A65","value_usd":194028.5,"pct_val":0.465477422098,"balance":200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPR Trust","title":"BPR Trust 2021-WILL","isin":"US05591VAA35","value_usd":187617.51,"pct_val":0.465111809759,"balance":187864.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"Wells Fargo & Co","isin":"US95000U3E14","value_usd":181191.5,"pct_val":0.44918145688,"balance":175000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MortgageIT Trust","title":"MortgageIT Trust 2005-1","isin":"US61913PAP71","value_usd":177736.79,"pct_val":0.440617083436,"balance":174179.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0526156","value_usd":177468.38,"pct_val":0.439951683597,"balance":175000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PGA National Resort Commercial Mortgage Trust","title":"PGA Trust 2024-RSR2","isin":"US69381CAA53","value_usd":173308.98,"pct_val":0.429640353586,"balance":173000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38374FBV58","value_usd":172425.43,"pct_val":0.42744999545,"balance":169269.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US31394NT813","value_usd":171730.57,"pct_val":0.425727407872,"balance":170919.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF NEW YORK MELLON","title":"Bank of New York Mellon/The","isin":"US06405LAH42","value_usd":162665.6,"pct_val":0.403254960592,"balance":160000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Chase Commercial Mortgage Sec Trust","title":"J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE","isin":"US46646GAA58","value_usd":161224.08,"pct_val":0.399681371027,"balance":163000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COMM Mortgage Trust","title":"COMM 2016-787S Mortgage Trust","isin":"US12635WAA53","value_usd":159071.5,"pct_val":0.394345033393,"balance":160000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPRINT SPECTRUM / SPEC I","title":"Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC","isin":"US85208NAE04","value_usd":158600.93,"pct_val":0.393178470292,"balance":157500,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIFC Funding Ltd","title":"CIFC Funding 2014 Ltd","isin":"US12549JAY73","value_usd":157779.24,"pct_val":0.391141465734,"balance":157701.34,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Great Wolf Trust","title":"Great Wolf Trust 2024-WOLF","isin":"US39152MAA36","value_usd":152401.89,"pct_val":0.377810785723,"balance":152000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citigroup Commercial Mortgage Trust","title":"Citigroup Commercial Mortgage Trust 2021-PRM2","isin":"US17291HAA23","value_usd":151669.92,"pct_val":0.363858522698,"balance":152000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0526A56","value_usd":151275,"pct_val":0.362911103409,"balance":150000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bain Capital Credit CLO, Limited","title":"Bain Capital Credit CLO 2021-6 Ltd","isin":"US05684PAL04","value_usd":150120.3,"pct_val":0.372154626796,"balance":150000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AGL CLO 13 Ltd","title":"AGL CLO 13 Ltd","isin":"US00120JAL70","value_usd":150038.7,"pct_val":0.371952336916,"balance":150000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NRTH PARK Mortgage Trust","title":"NRTH 2024-PARK Mortgage Trust","isin":"US67021HAA41","value_usd":149872.43,"pct_val":0.359546315928,"balance":150000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Voya CLO Ltd","title":"Voya CLO 2015-3 Ltd","isin":"US92913UBC99","value_usd":147671.17,"pct_val":0.335381892781,"balance":147617.29,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTL FLAVOR & FRAGRANCES","title":"International Flavors & Fragrances Inc","isin":"US459506AP65","value_usd":143962.5,"pct_val":0.356889177947,"balance":150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Chase Commercial Mortgage Sec Trust","title":"J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE","isin":"US46646GAE70","value_usd":143040.79,"pct_val":0.354604219543,"balance":145000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Park Place Securities Inc","title":"Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-WHQ2","isin":"US70069FEL76","value_usd":142466.52,"pct_val":0.353180579719,"balance":143742.97,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALLIANT ENERGY FINANCE","title":"Alliant Energy Finance LLC","isin":"US01882YAE68","value_usd":141216.75,"pct_val":0.350082346582,"balance":135000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALA Trust","title":"ALA Trust 2025-OANA","isin":"US009920AA71","value_usd":140751.97,"pct_val":0.348930137138,"balance":140000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132DWF323","value_usd":140075.43,"pct_val":0.347252965622,"balance":146948.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYO Commercial Mortgage Trust","title":"NYO Commercial Mortgage Trust 2021-1290","isin":"US62955HAA59","value_usd":139895.36,"pct_val":0.346806564411,"balance":140000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Navient Student Loan Trust","title":"Navient Private Education Refi Loan Trust 2021-F","isin":"US63942GAA13","value_usd":139778.53,"pct_val":0.346516937858,"balance":156602.07,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXTRA SPACE STORAGE LP","title":"Extra Space Storage LP","isin":"US30225VAJ61","value_usd":139546.8,"pct_val":0.345942469304,"balance":135000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IMPERIAL BRANDS FIN PLC","title":"Imperial Brands Finance PLC","isin":"US45262BAF04","value_usd":138928.5,"pct_val":0.344409677231,"balance":135000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Tricon Residential","title":"Tricon Residential 2021-SFR1 Trust","isin":"US89614YAG17","value_usd":138579.41,"pct_val":0.343544268232,"balance":140000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SREIT Trust","title":"SREIT Trust 2021-MFP","isin":"US78472UAE82","value_usd":134219.87,"pct_val":0.332736782624,"balance":134214.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INC","title":"Crown Castle Inc","isin":"US22822VAK70","value_usd":133984.8,"pct_val":0.332154034067,"balance":135000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US31396FRL93","value_usd":132386.57,"pct_val":0.328191953728,"balance":131425.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Oxford Finance Funding Trust","title":"Oxford Finance Funding 2022-1 LLC","isin":"US69145BAA44","value_usd":127318.72,"pct_val":0.315628537418,"balance":128656.01,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS Mortgage Securities Trust","title":"GS Mortgage Securities Corp Trust 2023-FUN","isin":"US36267CAA36","value_usd":125643.84,"pct_val":0.311476438459,"balance":125000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LCM Ltd Partnership","title":"LCM 37 Ltd","isin":"US50204JAL17","value_usd":123512.14,"pct_val":0.306191863236,"balance":123561.94,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US31397GQR47","value_usd":121820.8,"pct_val":0.301998959235,"balance":122312.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRYKER CORP","title":"Stryker Corp","isin":"US863667BK67","value_usd":121747.2,"pct_val":0.301816501696,"balance":120000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DataBank Issuer LLC","title":"DataBank Issuer","isin":"US23802WAA99","value_usd":119463.95,"pct_val":0.296156227558,"balance":120000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Stack Infrastructure Issuer LLC","title":"Stack Infrastructure Issuer LLC","isin":"US85236KAE29","value_usd":119127.82,"pct_val":0.295322946951,"balance":120000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYATT HOTELS CORP","title":"Hyatt Hotels Corp","isin":"US448579AU63","value_usd":117166.6,"pct_val":0.290460998919,"balance":115000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US3618N5A258","value_usd":115717.35,"pct_val":0.286868246354,"balance":118541.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SREIT Trust","title":"SREIT Trust 2021-MFP2","isin":"US85236WCG96","value_usd":114997.29,"pct_val":0.285083186901,"balance":115000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddiemac Strip","title":"Freddie Mac Strips","isin":"US3128HXMD46","value_usd":113086.66,"pct_val":0.280346653637,"balance":113556.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THERMO FISHER SCIENTIFIC","title":"Thermo Fisher Scientific Inc","isin":"XS2058556536","value_usd":111545.04,"pct_val":0.253334395911,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WP CAREY INC","title":"WP Carey Inc","isin":"US92936UAN90","value_usd":110872.3,"pct_val":0.274857160747,"balance":110000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bluemountain CLO Ltd","title":"BlueMountain CLO XXVIII Ltd","isin":"US09630PAA12","value_usd":110069.96,"pct_val":0.249984282803,"balance":110000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Voya CLO Ltd","title":"Voya CLO 2017-1 Ltd","isin":"US92916MAF86","value_usd":107757.01,"pct_val":0.258510761191,"balance":107697.78,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROUP HLDGS","title":"Santander UK Group Holdings PLC","isin":"US80281LAQ86","value_usd":103812.45,"pct_val":0.257355491473,"balance":105000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Hilton USA Trust","title":"Hilton USA Trust 2016-HHV","isin":"US43300LAA89","value_usd":102318.05,"pct_val":0.253650810132,"balance":103000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX Trust","title":"BX Trust 2024-PAT","isin":"US05612FAC95","value_usd":100610.2,"pct_val":0.249416977137,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HTS Funding DE LLC","title":"HTS Fund II LLC","isin":"US40456GAA76","value_usd":100278.08,"pct_val":0.248593637491,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Hilton USA Trust","title":"HILT COMMERCIAL MORTGAGE TRUST 2024-ORL","isin":"US403956AA32","value_usd":100240.38,"pct_val":0.248500177583,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Park Avenue Institutional Advisers CLO","title":"Park Avenue Institutional Advisers CLO Ltd 2021-1","isin":"US70015QAL23","value_usd":100001.5,"pct_val":0.247907983874,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS Mortgage Securities Trust","title":"GS Mortgage Securities Trust 2015-590M","isin":"US36250WAJ99","value_usd":99540.48,"pct_val":0.226070360184,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FOUNDRY JV HOLDCO LLC","title":"Foundry JV Holdco LLC","isin":"US350930AF07","value_usd":98154.95,"pct_val":0.243330307663,"balance":95000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31418EMQ07","value_usd":97506.66,"pct_val":0.241723169101,"balance":102291.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36179YRH98","value_usd":94817.68,"pct_val":0.235057072988,"balance":93337.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LAS VEGAS SANDS CORP","title":"Las Vegas Sands Corp","isin":"US517834AM90","value_usd":92344.5,"pct_val":0.228925954279,"balance":90000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31418ED805","value_usd":92198.1,"pct_val":0.228563022435,"balance":96612.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Laurel Road Prime Student Loan Trust","title":"Laurel Road Prime Student Loan Trust 2019-A","isin":"US51889RAC34","value_usd":91055.21,"pct_val":0.225729749377,"balance":92019.34,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VB-S1 Issuer LLC","title":"VB-S1 Issuer LLC - VBTEL","isin":"US91823AAU51","value_usd":87509.9,"pct_val":0.216940774668,"balance":90000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVOLON HOLDINGS FNDG LTD","title":"Avolon Holdings Funding Ltd","isin":"US05401AAR23","value_usd":84436.11,"pct_val":0.209320718152,"balance":87000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Dryden Senior Loan Fund","title":"Dryden 40 Senior Loan Fund","isin":"US26244GAS49","value_usd":84124.93,"pct_val":0.208549289659,"balance":84069.7,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC Holdings PLC","isin":"US404280CL16","value_usd":82064.95,"pct_val":0.203442511374,"balance":85000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Merrill Lynch Mortgage Investors Trust","title":"Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A1","isin":"US589929D885","value_usd":79360.88,"pct_val":0.196739006507,"balance":79176.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137ACUF45","value_usd":78688.64,"pct_val":0.195072494874,"balance":79069.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Vantage Data Centers LLC","title":"Vantage Data Centers Issuer LLC","isin":"US92212KAB26","value_usd":77397.26,"pct_val":0.175780008751,"balance":78000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136B72K66","value_usd":76831.84,"pct_val":0.190469408476,"balance":78084.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ajax Mortgage Loan Trust","title":"Ajax Mortgage Loan Trust 2019-F","isin":"US00969PAA12","value_usd":75115.82,"pct_val":0.186215321702,"balance":76575.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALTRIA GROUP INC","title":"Altria Group Inc","isin":"US02209SBS14","value_usd":71194.9,"pct_val":0.176495193783,"balance":70000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DELL INT LLC / EMC CORP","title":"Dell International LLC / EMC Corp","isin":"US24703TAL08","value_usd":71028.3,"pct_val":0.176082185277,"balance":70000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 Multifamily Housing Mortgage Loan Trust","title":"MF1 2020-FL4 Ltd","isin":"US58003UAA60","value_usd":70775.83,"pct_val":0.169792328937,"balance":70650.26,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FERRELLGAS LP/FERRELLGAS","title":"Ferrellgas LP / Ferrellgas Finance Corp","isin":"US315289AA69","value_usd":69353.2,"pct_val":0.1663794172,"balance":70000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORP","title":"Bank of America Corp","isin":"US06051GHD43","value_usd":69196.4,"pct_val":0.171540827041,"balance":70000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CPN55","value_usd":65358.05,"pct_val":0.162025393673,"balance":66000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Hotwire Funding LLC","title":"Hotwire Funding LLC","isin":"US44148JAH23","value_usd":61070.42,"pct_val":0.151396176023,"balance":60000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JETBLUE 2019-1 CLASS AA","title":"JetBlue 2019-1 Class AA Pass Through Trust","isin":"US477143AH41","value_usd":60980.66,"pct_val":0.151173657154,"balance":68358.6,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IndyMac INDX Mortgage Loan Trust","title":"IndyMac INDX Mortgage Loan Trust 2004-AR6","isin":"US45660NY258","value_usd":59874.31,"pct_val":0.148430968315,"balance":62981.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Dryden Senior Loan Fund","title":"Dryden XXVI Senior Loan Fund","isin":"US26250UAQ85","value_usd":59639.44,"pct_val":0.147848715567,"balance":59612.55,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX Trust","title":"BX Commercial Mortgage Trust 2021-21M","isin":"US05609CAA53","value_usd":59478.49,"pct_val":0.147449713652,"balance":59503.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Chase Mortgage Finance Corporation","title":"Chase Home Lending Mortgage Trust 2024-8","isin":"US16159XAL64","value_usd":58073.45,"pct_val":0.143966559562,"balance":58064.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PNC FINANCIAL SERVICES","title":"PNC Financial Services Group Inc/The","isin":"US693475BR55","value_usd":57051.5,"pct_val":0.141433101923,"balance":55000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured Pass Through Certs.","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FARM22","value_usd":56950.37,"pct_val":0.14118239634,"balance":56971.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Commonwealth of Massachusetts","title":"MASSACHUSETTS ST SPL OBLG REVENUE","isin":"US576004HG34","value_usd":56290.74,"pct_val":0.139547145434,"balance":56378.35,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLS Auto Receivables Trust","title":"GLS Auto Receivables Issuer Trust 2021-3","isin":"US36263LAG41","value_usd":54497.3,"pct_val":0.135101131179,"balance":54747.2,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Washington Mutual Mortgage Pass-Through CTFS","title":"Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust","isin":"US9393366H15","value_usd":51516.42,"pct_val":0.127711402515,"balance":58771.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORACLE CORP","title":"Oracle Corp","isin":"US68389XCY94","value_usd":50247.5,"pct_val":0.124565695711,"balance":50000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citigroup Mortgage Loan Trust Inc","title":"Citigroup Mortgage Loan Trust 2007-AMC4","isin":"US17313BAE11","value_usd":50235.11,"pct_val":0.124534980373,"balance":50384.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LLOYDS BANKING GROUP PLC","title":"Lloyds Banking Group PLC","isin":"US53944YAP88","value_usd":49547,"pct_val":0.122829126333,"balance":50000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX Trust","title":"BX Commercial Mortgage Trust 2021-XL2","isin":"US05609KAA79","value_usd":49110.24,"pct_val":0.121746379664,"balance":49113,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Residential Asset Securities Corporation","title":"RASC Series 2006-KS3 Trust","isin":"US76113ABL44","value_usd":48917.42,"pct_val":0.121268370659,"balance":49080.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HUDSON PACIFIC PROPERTIE","title":"Hudson Pacific Properties LP","isin":"US44409MAA45","value_usd":47804.5,"pct_val":0.11850939451,"balance":50000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FISERV INC","title":"Fiserv Inc","isin":"US337738BP21","value_usd":44651.25,"pct_val":0.110692353264,"balance":45000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38376CR760","value_usd":44612.31,"pct_val":0.110595819343,"balance":44172.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Residential Asset Securitization Trust","title":"Residential Asset Securitization Trust 2004-IP2","isin":"US45660LAP40","value_usd":40941.39,"pct_val":0.101495452087,"balance":44842.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PNC FINANCIAL SERVICES","title":"PNC Financial Services Group Inc/The","isin":"US693475BT12","value_usd":40797.6,"pct_val":0.101138990544,"balance":40000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TEVA PHARM FIN IV","title":"Teva Pharmaceutical Finance Netherlands IV BV","isin":"US881937AA41","value_usd":38597.36,"pct_val":0.087660006033,"balance":38000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36225CVC71","value_usd":37607.75,"pct_val":0.093231216337,"balance":37105.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31404KNR94","value_usd":35688.63,"pct_val":0.088473636,"balance":35324.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WORLDLINE SA/FRANCE","title":"Worldline SA/France","isin":"FR0013439304","value_usd":34433.72,"pct_val":0.085362660585,"balance":30000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ameriquest Mortgage Securities Inc.","title":"Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R10","isin":"US03072SS893","value_usd":33811.83,"pct_val":0.083820968749,"balance":33744.54,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GRIFOLS SA","title":"Grifols SA","isin":"US39843UAA07","value_usd":33605.95,"pct_val":0.076323815404,"balance":35000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36179MLL27","value_usd":31434.59,"pct_val":0.077927689392,"balance":30749.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36225CXR23","value_usd":30528.3,"pct_val":0.075680957826,"balance":30309.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31419AP508","value_usd":29465.85,"pct_val":0.07304709896,"balance":27362.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136B3NG14","value_usd":28943.24,"pct_val":0.071751526479,"balance":29274.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371KWH03","value_usd":27682.89,"pct_val":0.068627065071,"balance":26863.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"First Franklin Mtg Loan Asset Backed Certificates","title":"FFMLT Trust 2005-FF8","isin":"US362341QS10","value_usd":27649.39,"pct_val":0.068544017142,"balance":27651.33,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WORLDLINE SA/FRANCE","title":"Worldline SA/France","isin":"FR0013526803","value_usd":27548.13,"pct_val":0.062565658428,"balance":20000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31394EC974","value_usd":26528.4,"pct_val":0.065765035118,"balance":26662.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Mortgage Trust","title":"JP Morgan Mortgage Trust 2005-A2","isin":"US466247PC13","value_usd":25797.61,"pct_val":0.063953375538,"balance":26141.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUNOCO LP","title":"Sunoco LP","isin":"US86765KAE91","value_usd":25665.25,"pct_val":0.063625249452,"balance":25000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US31397JE915","value_usd":24472.05,"pct_val":0.060667255758,"balance":24570.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3138EG5M25","value_usd":24399.69,"pct_val":0.060487872232,"balance":22926.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRANSDIGM INC","title":"TransDigm Inc","isin":"US893647BW65","value_usd":24159.6,"pct_val":0.054869832593,"balance":24000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US313921X453","value_usd":23997.27,"pct_val":0.059490255888,"balance":23738.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FERRELLGAS LP/FERRELLGAS","title":"Ferrellgas LP / Ferrellgas Finance Corp","isin":"US315289AC26","value_usd":23085.36,"pct_val":0.057229592102,"balance":24000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX Trust","title":"BX 2021-MFM1","isin":"US05608VAA44","value_usd":21616.94,"pct_val":0.05185937893,"balance":21622.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US31339GNR82","value_usd":21604.95,"pct_val":0.053559592568,"balance":21373.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE GLOBAL LNG INC","title":"Venture Global LNG Inc","isin":"US92332YAA91","value_usd":20346.4,"pct_val":0.050439593437,"balance":20000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31398NTE49","value_usd":19530.41,"pct_val":0.048416719422,"balance":19557.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31385XAZ06","value_usd":19438.72,"pct_val":0.048189416001,"balance":18827.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"XEROX CORPORATION","title":"Xerox Corp","isin":"US984121CS05","value_usd":19258,"pct_val":0.047741403413,"balance":20000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOYAGER PARENT LLC","title":"Voyager Parent LLC","isin":"US92921EAA01","value_usd":19047.78,"pct_val":0.045695923697,"balance":18000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ZAYO GROUP HOLDINGS INC","title":"Zayo Group Holdings Inc","isin":"US98919VAC90","value_usd":18358.37,"pct_val":0.045511182271,"balance":19299,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38378BT582","value_usd":17971.63,"pct_val":0.044552437315,"balance":1279256.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FERRELLGAS LP/FERRELLGAS","title":"Ferrellgas LP / Ferrellgas Finance Corp","isin":"US315292AU60","value_usd":17535.5,"pct_val":0.043471252443,"balance":17000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31398NEX84","value_usd":17405.32,"pct_val":0.04314853067,"balance":17423.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31392CH492","value_usd":17207.72,"pct_val":0.042658671842,"balance":17084.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"1261229 BC LTD","title":"1261229 BC Ltd","isin":"US68288AAA51","value_usd":15630.9,"pct_val":0.038749667806,"balance":15000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE GLOBAL LNG INC","title":"Venture Global LNG Inc","isin":"US92332YAD31","value_usd":15505.8,"pct_val":0.03843953957,"balance":15000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SNAP INC","title":"Snap Inc","isin":"US83304AAL08","value_usd":15401.55,"pct_val":0.034979075406,"balance":15000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MOLINA HEALTHCARE INC","title":"Molina Healthcare Inc","isin":"US60855RAM25","value_usd":15274.8,"pct_val":0.034691208418,"balance":15000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38373M4R81","value_usd":14960.89,"pct_val":0.037088684438,"balance":14990.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Banc of California Multifamily Housing","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FMUJ93","value_usd":12803.93,"pct_val":0.031741488597,"balance":12689.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38377WLC63","value_usd":12461.81,"pct_val":0.030893358524,"balance":712162.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR Seasoned Securitization Trust","title":"MASTR Seasoned Securitization Trust 2004-1","isin":"US55265WBD48","value_usd":12106.85,"pct_val":0.030013397544,"balance":12307.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Credit Suisse First Boston Mortgage Securities","title":"Credit Suisse First Boston Mortgage Securities Corp","isin":"US22541NST71","value_usd":12070.08,"pct_val":0.029922243146,"balance":12127.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU Mortgage Pass-Through Certificates","title":"WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust","isin":"US9292274D55","value_usd":11766.84,"pct_val":0.029170498252,"balance":11947.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALTICE FINANCING SA","title":"Altice Financing SA","isin":"US02154CAJ27","value_usd":11569.8,"pct_val":0.028682027687,"balance":15000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE GLOBAL PLAQUE","title":"Venture Global Plaquemines LNG LLC","isin":"US922966AD85","value_usd":11269.06,"pct_val":0.0279364804,"balance":11000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Adjustable Rate Mortgage Trust","title":"Adjustable Rate Mortgage Trust 2005-1","isin":"US007036FN19","value_usd":11108.26,"pct_val":0.027537850341,"balance":11145.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Residential Asset Mortgage Products, INC.","title":"RAMP Series 2004-SL1 Trust","isin":"US760985W318","value_usd":10927.1,"pct_val":0.027088746974,"balance":33861.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIRGIN MEDIA SECURED FIN","title":"Virgin Media Secured Finance PLC","isin":"US92769XAP06","value_usd":10843.36,"pct_val":0.026881151942,"balance":11000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31394BWQ30","value_usd":10674.99,"pct_val":0.026463755531,"balance":10048.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ameriquest Mortgage Securities Inc.","title":"Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R3","isin":"US03072SA214","value_usd":10464.93,"pct_val":0.023767320535,"balance":10476.56,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VMED O2 UK FINANCING I","title":"Vmed O2 UK Financing I PLC","isin":"US92858RAD26","value_usd":10407.1,"pct_val":0.023635980512,"balance":10000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31398MDK99","value_usd":10256.16,"pct_val":0.025425458097,"balance":119626.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OPAL BIDCO SAS","title":"OPAL BIDCO","isin":"US68348BAA17","value_usd":10202.3,"pct_val":0.023170851051,"balance":10000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GETTY IMAGES INC","title":"Getty Images Inc","isin":"US374276AR47","value_usd":10096.4,"pct_val":0.025029406242,"balance":10000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Countrywide Alternative Loan Trust","title":"Alternative Loan Trust 2004-J6","isin":"US12667FRG27","value_usd":9885.98,"pct_val":0.024507766087,"balance":9627.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARDAGH PKG FIN/HLDGS USA","title":"Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc","isin":"US03969AAN00","value_usd":9676.2,"pct_val":0.023213355933,"balance":10000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"XX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAPA JOHN'S INTERNATIONA","title":"Papa John's International Inc","isin":"US698813AA06","value_usd":9554.4,"pct_val":0.023685765124,"balance":10000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31394AWL69","value_usd":9328.59,"pct_val":0.023125972503,"balance":9325.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARDAGH GROUP SA","title":"Ardagh Group SA","isin":"US03969UAA43","value_usd":9176.5,"pct_val":0.022748934906,"balance":10000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE GLOBAL PLAQUE","title":"Venture Global Plaquemines LNG LLC","isin":"US922966AE68","value_usd":9168.21,"pct_val":0.022728383642,"balance":9000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured Pass Through Certs.","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137BS6G33","value_usd":7770.6,"pct_val":0.017648120049,"balance":6642105.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR Adjustable Rate Mortgages Trust","title":"MASTR Adjustable Rate Mortgages Trust 2004-12","isin":"US576433UC81","value_usd":6993.75,"pct_val":0.017337804555,"balance":7125.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31404AD688","value_usd":6655.37,"pct_val":0.016498946102,"balance":6268.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Aames Mortgage Trust","title":"Aames Mortgage Trust 2002-1","isin":"US00253CHQ33","value_usd":6392.29,"pct_val":0.015846759561,"balance":6462.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSI Asset Securitization Corporation Trust","title":"HSI Asset Securitization Corp Trust 2006-OPT2","isin":"US40430HEB06","value_usd":6163.95,"pct_val":0.015280694961,"balance":6167.97,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810UM89","value_usd":6022.03,"pct_val":0.01444694465,"balance":6000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERIGAS PART/FIN CORP","title":"AmeriGas Partners LP / AmeriGas Finance Corp","isin":"US030981AM61","value_usd":5180.95,"pct_val":0.012843796033,"balance":5000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSOLIDATED COMMUNICATI","title":"Consolidated Communications Inc","isin":"US20903XAH61","value_usd":5060.6,"pct_val":0.011493330801,"balance":5000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GRAND CANYON UNIVERSITY","title":"Grand Canyon University","isin":"US38528UAE64","value_usd":4986.05,"pct_val":0.01236063062,"balance":5000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPECTRUM BRANDS INC","title":"Spectrum Brands Inc","isin":"US84762LAX38","value_usd":4907.88,"pct_val":0.012166843856,"balance":6000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORTREA HOLDINGS INC","title":"Fortrea Holdings Inc","isin":"US34965KAA51","value_usd":4535,"pct_val":0.010299619646,"balance":5000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VZ SECURED FINANCING BV","title":"VZ Secured Financing BV","isin":"US91845AAA34","value_usd":4447.15,"pct_val":0.010100100002,"balance":5000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31393USG93","value_usd":4415.92,"pct_val":0.010947254032,"balance":4184.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERIGAS PART/FIN CORP","title":"AmeriGas Partners LP / AmeriGas Finance Corp","isin":"US030981AP92","value_usd":4263.8,"pct_val":0.010570142064,"balance":4000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Soundview Home Equity Loan Trust","title":"Soundview Home Loan Trust 2005-OPT1","isin":"US83611MDH88","value_usd":4212.87,"pct_val":0.010443884421,"balance":4217.04,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31390SY620","value_usd":3993.1,"pct_val":0.009899065218,"balance":3764.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE GLOBAL LNG INC","title":"Venture Global LNG Inc","isin":"US92332YAF88","value_usd":3964.05,"pct_val":0.009827049029,"balance":5000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRANSOCEAN INTERNTNL LTD","title":"Transocean International Ltd","isin":"US893830BX61","value_usd":3919.35,"pct_val":0.009716235822,"balance":3750,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALTICE FINANCING SA","title":"Altice Financing SA","isin":"US02154CAH60","value_usd":3761.5,"pct_val":0.009023897639,"balance":5000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31396WJ802","value_usd":3701.37,"pct_val":0.009175854104,"balance":35364.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31385WUX54","value_usd":3339.46,"pct_val":0.008278663778,"balance":3305.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36225CVG85","value_usd":3148.58,"pct_val":0.007805464116,"balance":3112.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DISH NETWORK CORP","title":"DISH Network Corp","isin":"US25470MAG42","value_usd":3123.84,"pct_val":0.007744132601,"balance":3000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SCRIPPS ESCROW II INC","title":"Scripps Escrow II Inc","isin":"US81105DAA37","value_usd":2760.48,"pct_val":0.006843347663,"balance":3000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALTICE FRANCE SA","title":"Altice France SA","isin":"US02090DAD03","value_usd":2688.66,"pct_val":0.006665302819,"balance":2799,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36225CTC00","value_usd":2468.34,"pct_val":0.006119120142,"balance":2440.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ECHOSTAR CORP","title":"EchoStar Corp","isin":"US278768AC00","value_usd":2432.43,"pct_val":0.00603009772,"balance":2200,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Banc of America Funding Corporation","title":"Banc of America Funding 2003-2 Trust","isin":"US05946XCR26","value_usd":2249.76,"pct_val":0.005577250999,"balance":2208.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31390SZQ73","value_usd":2185.26,"pct_val":0.005417352748,"balance":2064.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALTICE FRANCE SA","title":"Altice France SA","isin":"US02090DAA63","value_usd":2149.39,"pct_val":0.005328429488,"balance":2088,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE GLOBAL PLAQUE","title":"Venture Global Plaquemines LNG LLC","isin":"US922966AF34","value_usd":1023.88,"pct_val":0.002538242191,"balance":1000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US313920B410","value_usd":258.14,"pct_val":0.00063994007,"balance":243.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36202KUH66","value_usd":137.04,"pct_val":0.000311237017,"balance":137.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citibank NA","title":"PURCHASED USD / SOLD EUR","isin":null,"value_usd":59.87,"pct_val":0.000148420283,"balance":1,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38378BAF67","value_usd":19.75,"pct_val":0.00004738056,"balance":1974543.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ZAYO GROUP HOLDINGS INC","title":"Zayo Group Holdings Inc","isin":"US98919VAA35","value_usd":0,"pct_val":0,"balance":0,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=1028621&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/tcw-metwest-ultra-short-bond-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/tcw-metwest-ultra-short-bond-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: TCW METWEST ULTRA SHORT BOND FUND | LEI: 549300J7IQ5ZDUARGG56 | 302 positions totaling $82,982,437 across EC, ABS-O, ABS-MBS, STIV, DFE, DBT, ABS-CBDO | Filing: Wed Feb 25 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-02-26"}
