TCW MetWest Unconstrained Bond Fund

Fund Profile

Fund profile

Tickers

MWCRX, MWCIX, MWCPX

Fund manager

Metropolitan West Funds

Total assets

$2.94 bn

Liabilities

$281.26 mm

Net assets

$2.66 bn

Number of holdings

839.00

Top 200 of 839 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Ginnie Mae	32.66 mm	32.60 mm principal	1.23	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	32.53 mm	39.32 mm principal	1.22	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	32.22 mm	32.73 mm principal	1.21	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	26.23 mm	26.68 mm principal	0.99	ABS-mortgage backed security	Long	USA
Ginnie Mae	26.23 mm	26.58 mm principal	0.99	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	25.59 mm	26.64 mm principal	0.96	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	23.82 mm	25.58 mm principal	0.90	ABS-mortgage backed security	Long	USA
Ginnie Mae	22.46 mm	23.23 mm principal	0.84	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	22.08 mm	24.60 mm principal	0.83	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	21.71 mm	22.59 mm principal	0.82	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	21.71 mm	21.45 mm principal	0.82	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	21.30 mm	24.66 mm principal	0.80	ABS-mortgage backed security	Long	USA
Ginnie Mae	20.42 mm	20.23 mm principal	0.77	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	20.06 mm	20.08 mm principal	0.75	ABS-mortgage backed security	Long	USA
Wells Fargo & Co	19.73 mm	18.96 mm principal	0.74	Debt	Long	USA
JPMorgan Chase & Co	18.91 mm	19.06 mm principal	0.71	Debt	Long	USA
Freddie Mac Pool	17.20 mm	17.90 mm principal	0.65	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	16.90 mm	17.17 mm principal	0.63	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	16.62 mm	19.23 mm principal	0.62	ABS-mortgage backed security	Long	USA
PRET 2022-RN2 LLC	16.42 mm	16.83 mm principal	0.62	ABS-other	Long	USA
GS The Goldman Sachs Group, Inc.	16.20 mm	16.89 mm principal	0.61	Debt	Long	USA
Long Beach Mortgage Loan Trust 2006-9	15.48 mm	47.29 mm principal	0.58	ABS-other	Long	USA
Progress Residential 2021-SFR3	15.04 mm	15.75 mm principal	0.56	ABS-other	Long	USA
Morgan Stanley ABS Capital I Inc Trust 2007-NC3	14.69 mm	19.07 mm principal	0.55	ABS-other	Long	USA
CIM Trust 2021-R3	14.43 mm	18.29 mm principal	0.54	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	14.23 mm	17.20 mm principal	0.53	ABS-mortgage backed security	Long	USA
Fidelity Government Portfolio	14.07 mm	14.07 mm shares	0.53	Short-term investment vehicle	Long	USA
Freddie Mac Pool	13.72 mm	15.25 mm principal	0.52	ABS-mortgage backed security	Long	USA
Specialty Underwriting & Residential Finance Trust Series 2007-BC2	13.48 mm	18.46 mm principal	0.51	ABS-other	Long	USA
ACE Securities Corp Home Equity Loan Trust Series 2006-NC3	13.47 mm	51.08 mm principal	0.51	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	13.46 mm	15.00 mm principal	0.51	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	13.29 mm	13.45 mm principal	0.50	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	13.14 mm	15.88 mm principal	0.49	ABS-mortgage backed security	Long	USA
Carrington Mortgage Loan Trust Series 2006-NC4	13.02 mm	14.36 mm principal	0.49	ABS-other	Long	USA
Fannie Mae Pool	12.83 mm	12.83 mm principal	0.48	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	12.79 mm	14.83 mm principal	0.48	ABS-mortgage backed security	Long	USA
PRET 2022-RN1 LLC	12.78 mm	12.88 mm principal	0.48	ABS-other	Long	USA
Fannie Mae Pool	12.75 mm	15.41 mm principal	0.48	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	12.58 mm	15.23 mm principal	0.47	ABS-mortgage backed security	Long	USA
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5	12.56 mm	21.13 mm principal	0.47	ABS-other	Long	USA
RALI Series 2007-QA3 Trust	12.13 mm	12.87 mm principal	0.46	ABS-mortgage backed security	Long	USA
PRPM 2021-9 LLC	12.07 mm	12.06 mm principal	0.45	ABS-other	Long	USA
ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1	11.78 mm	27.08 mm principal	0.44	ABS-mortgage backed security	Long	USA
Soundview Home Loan Trust 2007-OPT1	11.53 mm	17.07 mm principal	0.43	ABS-mortgage backed security	Long	USA
Argent Securities Trust 2006-W3	11.32 mm	37.37 mm principal	0.43	ABS-other	Long	USA
ABFC 2007-WMC1 Trust	11.03 mm	15.23 mm principal	0.41	ABS-other	Long	USA
CIM Trust 2023-R1	11.00 mm	11.33 mm principal	0.41	ABS-mortgage backed security	Long	USA
CSMC 2021-BPNY	10.89 mm	12.25 mm principal	0.41	ABS-mortgage backed security	Long	USA
MASTR Adjustable Rate Mortgages Trust 2006-OA2	10.76 mm	15.02 mm principal	0.40	ABS-mortgage backed security	Long	USA
Bank of America Corp	10.68 mm	11.11 mm principal	0.40	Debt	Long	USA
ILPT Commercial Mortgage Trust 2022-LPFX	10.43 mm	11.77 mm principal	0.39	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR1 Trust	10.38 mm	10.50 mm principal	0.39	ABS-other	Long	USA
Freddie Mac Pool	10.35 mm	10.53 mm principal	0.39	ABS-mortgage backed security	Long	USA
CIM Trust 2023-NR1	10.30 mm	10.15 mm principal	0.39	ABS-other	Long	USA
Fannie Mae Pool	10.13 mm	11.73 mm principal	0.38	ABS-mortgage backed security	Long	USA
HSI Asset Securitization Corp Trust 2006-HE2	10.12 mm	25.41 mm principal	0.38	ABS-mortgage backed security	Long	USA
CSMCM Trust	10.07 mm	11.52 mm principal	0.38	ABS-mortgage backed security	Long	USA
Blackrock Rainier CLO VI Ltd	10.00 mm	10.00 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
IndyMac INDX Mortgage Loan Trust 2007-FLX4	9.96 mm	10.65 mm principal	0.37	ABS-mortgage backed security	Long	USA
Westlake Automobile Receivables Trust 2023-3	9.94 mm	9.64 mm principal	0.37	ABS-other	Long	USA
JPMorgan Chase & Co	9.83 mm	10.25 mm principal	0.37	Debt	Long	USA
General Electric Co	9.80 mm	10.37 mm principal	0.37	Debt	Long	USA
SFAVE Commercial Mortgage Securities Trust 2015-5AVE	9.73 mm	13.33 mm principal	0.37	ABS-mortgage backed security	Long	USA
GSAMP Trust 2007-FM2	9.62 mm	16.33 mm principal	0.36	ABS-other	Long	USA
CAMB Commercial Mortgage Trust 2019-LIFE	9.61 mm	9.70 mm principal	0.36	ABS-mortgage backed security	Long	USA
AerCap Ireland Capital DAC / AerCap Global Aviation Trust	9.54 mm	10.10 mm principal	0.36	Debt	Long	Ireland
AMSR 2022-SFR3 Trust	9.51 mm	10.00 mm principal	0.36	ABS-other	Long	USA
CIM Trust 2023-R3	9.41 mm	11.51 mm principal	0.35	ABS-mortgage backed security	Long	USA
Flexential Issuer 2021-1	9.37 mm	9.76 mm principal	0.35	ABS-other	Long	USA
Clover CLO 2018-1 LLC	9.34 mm	9.30 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
First Franklin Mortgage Loan Trust 2006-FF9	9.31 mm	10.22 mm principal	0.35	ABS-other	Long	USA
CSMC 2022-RPL1 Trust	9.28 mm	10.47 mm principal	0.35	ABS-mortgage backed security	Long	USA
Option One Mortgage Loan Trust 2007-5	9.24 mm	17.20 mm principal	0.35	ABS-mortgage backed security	Long	USA
IndyMac INDX Mortgage Loan Trust 2006-AR4	9.24 mm	9.30 mm principal	0.35	ABS-mortgage backed security	Long	USA
Lehman XS Trust 2006-17	9.13 mm	10.62 mm principal	0.34	ABS-other	Long	USA
PGA Trust 2024-RSR2	8.86 mm	8.87 mm principal	0.33	ABS-mortgage backed security	Long	USA
CIM Trust 2021-NR4	8.82 mm	8.86 mm principal	0.33	ABS-other	Long	USA
Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE2 Trust	8.80 mm	27.50 mm principal	0.33	ABS-other	Long	USA
Freddie Mac Pool	8.75 mm	9.74 mm principal	0.33	ABS-mortgage backed security	Long	USA
FRTKL 2021-SFR1	8.73 mm	9.44 mm principal	0.33	ABS-other	Long	USA
Saxon Asset Securities Trust 2007-2	8.58 mm	11.93 mm principal	0.32	ABS-other	Long	USA
CIFC Funding 2014 Ltd	8.51 mm	8.53 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GBX Leasing 2022-1 LLC	8.38 mm	9.05 mm principal	0.31	ABS-other	Long	USA
CAMB Commercial Mortgage Trust 2019-LIFE	8.35 mm	8.50 mm principal	0.31	ABS-mortgage backed security	Long	USA
CIM Trust 2020-R1	8.07 mm	8.97 mm principal	0.30	ABS-mortgage backed security	Long	USA
Magnetite XXI Ltd	8.01 mm	8.00 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XXXIX Ltd	8.01 mm	8.00 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TIAA CLO IV Ltd	7.99 mm	8.00 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX Commercial Mortgage Trust 2021-XL2	7.87 mm	7.98 mm principal	0.30	ABS-mortgage backed security	Long	USA
CIM Trust 2021-R4	7.82 mm	8.66 mm principal	0.29	ABS-mortgage backed security	Long	USA
Sabey Data Center Issuer LLC	7.81 mm	7.91 mm principal	0.29	ABS-other	Long	USA
CIM Trust 2021-R4	7.79 mm	10.24 mm principal	0.29	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR2 Trust	7.78 mm	7.96 mm principal	0.29	ABS-other	Long	USA
Warnermedia Holdings Inc	7.74 mm	10.03 mm principal	0.29	Debt	Long	USA
SFAVE Commercial Mortgage Securities Trust 2015-5AVE	7.73 mm	10.00 mm principal	0.29	ABS-mortgage backed security	Long	USA
1345 Avenue of the Americas & Park Avenue Plaza Trust	7.71 mm	7.80 mm principal	0.29	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust 2017-4	7.71 mm	8.65 mm principal	0.29	ABS-mortgage backed security	Long	USA
BAMLL Commercial Mortgage Securities Trust 2018-PARK	7.67 mm	7.99 mm principal	0.29	ABS-mortgage backed security	Long	USA
Carvana Auto Receivables Trust 2022-P2	7.65 mm	54.85 k principal	0.29	ABS-other	Long	USA
SKYAF 2020-1 A	7.57 mm	8.18 mm principal	0.28	ABS-mortgage backed security	Long	USA
Bank of America Corp	7.57 mm	8.19 mm principal	0.28	Debt	Long	USA
Banc of America Funding Corp	7.51 mm	7.80 mm principal	0.28	ABS-mortgage backed security	Long	USA
SLM Student Loan Trust 2008-5	7.49 mm	7.32 mm principal	0.28	ABS-other	Long	USA
Hilton USA Trust 2016-HHV	7.49 mm	7.84 mm principal	0.28	ABS-mortgage backed security	Long	USA
First Franklin Mortgage Loan Trust 2006-FF13	7.46 mm	11.23 mm principal	0.28	ABS-other	Long	USA
Morgan Stanley Home Equity Loan Trust 2006-3	7.42 mm	10.80 mm principal	0.28	ABS-mortgage backed security	Long	USA
Alliant Energy Finance LLC	7.40 mm	8.13 mm principal	0.28	Debt	Long	USA
Rad CLO 7 Ltd	7.29 mm	7.28 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HarborView Mortgage Loan Trust 2007-6	7.20 mm	8.61 mm principal	0.27	ABS-mortgage backed security	Long	USA
Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE5	7.11 mm	7.30 mm principal	0.27	ABS-mortgage backed security	Long	USA
GreenPoint Mortgage Funding Trust Series 2007-AR1	7.07 mm	7.67 mm principal	0.27	ABS-mortgage backed security	Long	USA
Option One Mortgage Loan Trust 2007-4	6.99 mm	12.05 mm principal	0.26	ABS-mortgage backed security	Long	USA
Grace Trust 2020-GRCE	6.94 mm	8.00 mm principal	0.26	ABS-mortgage backed security	Long	USA
IFF International Flavors & Fragrances Inc.	6.87 mm	7.84 mm principal	0.26	Debt	Long	USA
CIM Trust 2021-R5	6.80 mm	7.91 mm principal	0.26	ABS-mortgage backed security	Long	USA
PRPM 2021-8 LLC	6.80 mm	6.83 mm principal	0.26	ABS-other	Long	USA
CSMC 2021-RPL7 Trust	6.68 mm	6.70 mm principal	0.25	ABS-mortgage backed security	Long	USA
OHA Credit Funding 8 Ltd	6.65 mm	6.65 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fannie Mae Pool	6.57 mm	7.32 mm principal	0.25	ABS-mortgage backed security	Long	USA
Westlake Automobile Receivables Trust 2024-1	6.57 mm	6.39 mm principal	0.25	ABS-other	Long	USA
BX Trust 2019-OC11	6.57 mm	7.06 mm principal	0.25	ABS-mortgage backed security	Long	USA
American Home Mortgage Investment Trust 2006-1	6.55 mm	7.37 mm principal	0.25	ABS-mortgage backed security	Long	USA
Bank of America Corp	6.53 mm	7.57 mm principal	0.25	Debt	Long	USA
HarborView Mortgage Loan Trust 2006-7	6.47 mm	7.70 mm principal	0.24	ABS-mortgage backed security	Long	USA
GLP Capital LP / GLP Financing II Inc	6.41 mm	6.24 mm principal	0.24	Debt	Long	USA
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1	6.35 mm	15.84 mm principal	0.24	ABS-other	Long	USA
Exeter Automobile Receivables Trust 2023-3	6.34 mm	6.12 mm principal	0.24	ABS-other	Long	USA
Structured Asset Investment Loan Trust 2004-6	6.31 mm	6.17 mm principal	0.24	ABS-other	Long	USA
Fannie Mae Pool	6.31 mm	7.30 mm principal	0.24	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	6.29 mm	6.54 mm principal	0.24	ABS-mortgage backed security	Long	USA
AGNC AGNC Investment Corp.	6.09 mm	582.00 k shares	0.23	Common equity	Long	USA
SES GLOBAL Americas Holdings Inc	6.04 mm	7.49 mm principal	0.23	Debt	Long	USA
Elmwood CLO 30 Ltd	6.01 mm	6.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Towd Point Mortgage Trust 2019-1	6.00 mm	7.09 mm principal	0.23	ABS-mortgage backed security	Long	USA
MF1 2020-FL4 Ltd	5.99 mm	6.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
CIM Trust 2020-R7	5.99 mm	6.67 mm principal	0.22	ABS-mortgage backed security	Long	USA
Hudson Yards 2019-55HY Mortgage Trust	5.97 mm	6.56 mm principal	0.22	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR3 Trust	5.96 mm	6.00 mm principal	0.22	ABS-other	Long	USA
OTEX Open Text Corporation	5.85 mm	5.55 mm principal	0.22	Debt	Long	Canada
Cascade MH Asset Trust 2022-MH1	5.84 mm	6.22 mm principal	0.22	ABS-other	Long	USA
DataBank Issuer	5.77 mm	6.05 mm principal	0.22	ABS-other	Long	USA
RALI Series 2007-QH6 Trust	5.74 mm	6.28 mm principal	0.22	ABS-mortgage backed security	Long	USA
Life 2021-BMR Mortgage Trust	5.52 mm	5.72 mm principal	0.21	ABS-mortgage backed security	Long	USA
Securitized Asset Backed Receivables LLC Trust 2007-BR4	5.51 mm	8.95 mm principal	0.21	ABS-other	Long	USA
BlueMountain Fuji US Clo I Ltd	5.49 mm	5.50 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Warnermedia Holdings Inc	5.49 mm	6.71 mm principal	0.21	Debt	Long	USA
Connecticut Avenue Securities Trust 2019-R06	5.42 mm	5.20 mm principal	0.20	ABS-mortgage backed security	Long	USA
SLM Student Loan Trust 2008-6	5.41 mm	5.43 mm principal	0.20	ABS-other	Long	USA
Mastr Asset Backed Securities Trust 2006-WMC1	5.40 mm	15.53 mm principal	0.20	ABS-mortgage backed security	Long	USA
NRTH 2024-PARK Mortgage Trust	5.35 mm	5.34 mm principal	0.20	ABS-mortgage backed security	Long	USA
IndyMac INDX Mortgage Loan Trust 2005-AR14	5.34 mm	7.41 mm principal	0.20	ABS-mortgage backed security	Long	USA
UBER Uber Technologies, Inc.	5.28 mm	5.30 mm principal	0.20	Debt	Long	USA
BX Trust 2024-PAT	5.26 mm	5.24 mm principal	0.20	ABS-mortgage backed security	Long	USA
GoldenTree Loan Management US CLO 20 Ltd	5.26 mm	5.24 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Jersey
MKT 2020-525M Mortgage Trust	5.25 mm	7.50 mm principal	0.20	ABS-mortgage backed security	Long	USA
Hudson Yards 2019-55HY Mortgage Trust	5.21 mm	6.89 mm principal	0.20	ABS-mortgage backed security	Long	USA
Hertz Vehicle Financing III LP	5.20 mm	5.57 mm principal	0.20	ABS-other	Long	USA
GS Mortgage Securities Corp Trust 2023-FUN	5.18 mm	5.16 mm principal	0.19	ABS-mortgage backed security	Long	USA
Textainer Marine Containers VII Ltd	5.17 mm	5.53 mm principal	0.19	ABS-other	Long	Bermuda
TCI-Flatiron Clo 2017-1 Ltd	5.09 mm	5.09 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VOLT XCIV LLC	5.09 mm	5.08 mm principal	0.19	ABS-other	Long	USA
COMM 2013-CCRE8 Mortgage Trust	5.07 mm	5.22 mm principal	0.19	ABS-mortgage backed security	Long	USA
Merrill Lynch Alternative Note Asset Trust Series 2007-OAR2	5.06 mm	6.16 mm principal	0.19	ABS-mortgage backed security	Long	USA
CIM Trust 2020-R3	5.04 mm	5.25 mm principal	0.19	ABS-mortgage backed security	Long	USA
SLM Student Loan Trust 2004-10	5.03 mm	5.35 mm principal	0.19	ABS-other	Long	USA
CSAIL 2019-C16 Commercial Mortgage Trust	5.02 mm	88.91 mm principal	0.19	ABS-mortgage backed security	Long	USA
BAMLL Commercial Mortgage Securities Trust 2020-BHP3	4.99 mm	5.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
Carvana Auto Receivables Trust 2022-N1	4.94 mm	71.00 k principal	0.19	ABS-other	Long	USA
Avolon Holdings Funding Ltd	4.93 mm	5.28 mm principal	0.19	Debt	Long	Cayman Islands
Corevest American Finance 2020-1 Trust	4.92 mm	5.20 mm principal	0.18	ABS-other	Long	USA
HPS Loan Management 2024-20 Ltd	4.87 mm	4.85 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Structured Asset Mortgage Investments II Trust 2006-AR7	4.86 mm	5.52 mm principal	0.18	ABS-mortgage backed security	Long	USA
Park Avenue Institutional Advisers CLO Ltd 2021-1	4.85 mm	4.85 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
EagleView Technology Corp	4.81 mm	5.03 mm principal	0.18	Loan	Long	USA
245 Park Avenue Trust 2017-245P	4.78 mm	5.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
Morgan Stanley ABS Capital I Inc Trust 2006-HE4	4.77 mm	9.15 mm principal	0.18	ABS-mortgage backed security	Long	USA
HSI Asset Securitization Corp Trust 2006-WMC1	4.76 mm	10.78 mm principal	0.18	ABS-other	Long	USA
SMRT 2022-MINI	4.73 mm	5.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
Owl Rock CLO XV LLC	4.70 mm	4.65 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
Freddie Mac STACR REMIC Trust 2021-HQA2	4.68 mm	4.59 mm principal	0.18	ABS-mortgage backed security	Long	USA
CIM Trust 2019-R3	4.67 mm	5.05 mm principal	0.18	ABS-mortgage backed security	Long	USA
Global Switch Finance BV	4.63 mm	4.51 mm principal	0.17	Debt	Long	Netherlands
BX Commercial Mortgage Trust 2020-VIVA	4.52 mm	5.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
Wells Fargo & Co	4.50 mm	4.55 mm principal	0.17	Debt	Long	USA
JP Morgan Mortgage Acquisition Trust 2006-WMC4	4.49 mm	8.38 mm principal	0.17	ABS-mortgage backed security	Long	USA
Wells Fargo Home Equity Asset-Backed Securities 2006-3 Trust	4.47 mm	4.69 mm principal	0.17	ABS-other	Long	USA
Hertz Vehicle Financing LLC	4.47 mm	4.53 mm principal	0.17	ABS-other	Long	USA
Intelsat SA/Luxembourg	4.47 mm	141.37 k shares	0.17	Common equity	Long	USA
PHH Alternative Mortgage Trust Series 2007-2	4.46 mm	5.01 mm principal	0.17	ABS-mortgage backed security	Long	USA
MF1 2020-FL4 Ltd	4.45 mm	4.48 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
Morgan Stanley ABS Capital I Inc Trust 2006-HE4	4.45 mm	8.58 mm principal	0.17	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	4.41 mm	4.57 mm principal	0.17	ABS-mortgage backed security	Long	USA
Long Beach Mortgage Loan Trust 2006-2	4.39 mm	5.47 mm principal	0.17	ABS-other	Long	USA
Bank of America Corp	4.37 mm	4.40 mm principal	0.16	Debt	Long	USA
DUK Duke Energy Corporation	4.35 mm	3.85 mm principal	0.16	Debt	Long	USA
Citigroup Mortgage Loan Trust 2006-HE3	4.33 mm	6.32 mm principal	0.16	ABS-mortgage backed security	Long	USA
Duke Energy Corp	4.32 mm	3.84 mm principal	0.16	Debt	Long	USA
WESTFIELD GALLERIA AT ROSEVILLE	4.32 mm	4.30 mm principal	0.16	Debt	Long	USA
Mastr Asset Backed Securities Trust 2007-WMC1	4.29 mm	15.72 mm principal	0.16	ABS-mortgage backed security	Long	USA
HSI Asset Securitization Corp Trust 2006-WMC1	4.27 mm	9.74 mm principal	0.16	ABS-other	Long	USA