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MetWest Funds Holdings 3-31-11.xlsx - Metropolitan West Asset

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MetWest Funds Holdings 3-31-11.xlsx - Metropolitan West Asset Powered By Docstoc
					METROPOLITAN WEST ALPHATRAK 500 FUND
 Total Net Assets:               $      9,780,011
 Univested Cash                  $       (172,346)
 Portfolio%:                           -1.76%
 Effective Date:                       3/31/11

                                                                                                                Mkt      Sec
 Security                              Cusip         Curr Face    Ticker   Coupon     Mat          Mkt Val
                                                                                                               Val%     Type
ACCREDITED MORTGAGE LOAN TRUST       004375EH0           18,294    ACCR    0.46%    12/25/35   $      17,869   0.18%     MBS
ACE SECURITIES CORP.                 004421DT7           17,188     ACE    5.50%     9/25/33   $       3,989   0.04%     MBS
AVIATION CAPITAL GROUP TRUST         004448AB2           56,221    ACAP    1.05%     9/20/33   $      46,101   0.47%     ABS
AERCO LIMITED                        00764PAV2            2,232   AERCO    0.78%     7/15/25   $       2,093   0.02%     ABS
AMERICAN HOME MORTGAGE INVESTM       02660CAA8          101,868     AHM    0.48%     3/25/47   $      52,777   0.54%     MBS
ANHEUSER-BUSCH                       03523TBC1           70,000    ABIBB   0.85%     1/27/14   $      70,602   0.72%    CORP
AQUILA INC                           03840PAC6           80,000     GXP    11.88%    7/1/12    $      89,265   0.91%   CORP
BANC OF AMERICA MORTGAGE SECUR        05948LAF4           8,374   BOAMS    2.98%     2/25/33   $       7,568   0.08%     MBS
BAYVIEW COMMERCIAL ASSET TRUST       07324SAX0           60,755    BAYC    0.62%     1/25/35   $      54,452   0.56%     ABS
BEAR STEARNS COMMERCIAL MORTGA       07383FMN5           55,000   BSCMS    4.72%    11/11/35   $      56,767   0.58%     MBS
BMW VEHICLE LEASE TRUST              09657CAC4           35,398   BMWLT    2.91%     3/15/12   $      35,552   0.36%     ABS
CS FIRST BOSTON MORTGAGE SECUR        126342FY5           9,077    CSFB    7.50%     6/25/20   $       9,362   0.10%     MBS
COUNTRYWIDE ASSET-BACKED CERTI        126671Y83           5,852     CWL    0.49%     4/25/34   $       4,861   0.05%     MBS
COUNTRYWIDE ALTERNATIVE LOAN T       12667GMG5          156,237   CWALT    0.53%     6/25/35   $      54,312   0.56%     MBS
COUNTRYWIDE ALTERNATIVE LOAN T       12667GP31           88,320   CWALT    1.41%     8/25/35   $      48,594   0.50%     MBS
CALIFORNIA ST                         13063A7F5          50,000     CAS    4.85%     10/1/14   $      52,115   0.53%    MUNI
CAPITAL AUTO RECEIVABLES ASSET       13975AAA9           42,149   CARAT    1.11%     1/15/13   $      42,237   0.43%     ABS
CASTLE TRUST                         14852MAF8           80,533   CSTLE    1.01%     5/15/27   $      73,888   0.76%     ABS
CHASE CAP II                         161480AA6          325,000     JPM    0.80%      2/1/27   $     274,653   2.81%   CORP
CITIGROUP INC                        172967ET4          305,000      C     2.01%     5/15/18   $     305,648   3.13%   CORP
COMMERCIAL MORTGAGE ASSET TRUS       201730AD0           55,000    CMAT    6.98%     1/17/32   $      57,607   0.59%     MBS
CONSECO FINANCE HOME LOAN TRUS       20846QEF1           26,640   CNFHI    8.13%     8/15/31   $      26,196   0.27%     MBS
CONTL AIRLINES                       210805BU0          132,891     UAL    6.90%     1/2/18    $     141,197   1.44%   CORP
CONTL AIRLINES                       210805DN4            7,267     UAL    0.76%     8/15/11   $       7,085   0.07%   CORP
INDYMAC MANUFACTURED HOUSING C       22540ABD9          177,525   INDMH    6.75%     2/25/28   $     163,149   1.67%     MBS
CS FIRST BOSTON MORTGAGE SECUR       22541NAP4           60,000    CSFB    5.60%     7/15/35   $      62,322   0.64%     MBS
CREDIT SUIS GUER                     225448AB5          230,000      CS    1.00%     5/29/49   $     183,138   1.87%   CORP
DSLA MORTGAGE LOAN TRUST             23332UAC8           55,492    DSLA    0.66%     9/19/44   $      42,077   0.43%     MBS
DSLA MORTGAGE LOAN TRUST             23332UBG8           15,222    DSLA    0.62%     7/19/44   $      12,112   0.12%     MBS
DWS MONEY MARKET                      23337T201          37,000   ICAXX    0.15%      1/1/50   $      37,000   0.38%     MM
DREYFUS INST CASH ADVANTAGE           26200V104         444,000   DADXX    0.16%     1/1/50    $     444,000   4.54%     MM
DUKE REALTY LP                       26441YAH0           50,000     DRE    5.40%     8/15/14   $      53,797   0.55%   CORP
FHLMC-GNMA                           312913ES1           18,994     FHG    8.00%    11/25/22   $      21,049   0.22%     MBS
FHLB-CALL04/11                       313371GM2           90,000    FHLB    0.37%    11/16/11   $      90,000   0.92%     MM
FED HOME LN BANK                     313371JM9          110,000    FHLB    0.50%     5/16/12   $     110,238   1.13%   USGOV
FED HOME LN BANK                     313373AU6           95,000    FHLB    0.65%    10/18/12   $      94,875   0.97%   USGOV
FREDDIE MAC                          31349TDM0           54,789      FH    2.57%      9/1/34   $      57,607   0.59%     MBS
FNMA DN 07/01/11                     313588HP3           55,000    FNDN    0.29%     7/1/11    $      54,986   0.56%     MM
FANNIE MAE                           31358KDY1            2,781     FNR    7.00%    11/25/21   $       3,125   0.03%     MBS
FANNIE MAE                           31359RUR1          241,094     FNR    7.50%    11/25/23   $      53,804   0.55%     MBS
FANNIE MAE                           31390HUH6           78,458      FN    1.92%      5/1/32   $      79,215   0.81%     MBS
FANNIE MAE                           31392HFB4          102,095     FNR    0.80%     1/25/33   $     102,508   1.05%     MBS
FANNIE MAE                           31393BRQ0          145,583     FNR    5.50%     5/25/32   $      15,138   0.15%     MBS
FANNIEMAE WHOLE LOAN                 31393BX75          153,623     FNW    0.60%     9/25/42   $     153,569   1.57%     MBS
FANNIE MAE                           31393D4W8          189,451     FNR    0.65%     9/25/31   $     189,679   1.94%     MBS
FANNIE MAE                           31393DMV0        1,000,000     FNR    5.00%    10/25/31   $      87,908   0.90%     MBS
FANNIE MAE                            31393EJF7         175,064     FNR    0.65%     9/25/31   $     175,274   1.79%     MBS
FANNIE MAE                            31393YJZ9         100,000     FNR    4.50%     1/25/30   $     106,749   1.09%     MBS
FANNIE MAE                           31397LYG8           97,688     FNR    0.75%     6/25/38   $      98,580   1.01%     MBS
FREDDIE MAC                          31397YSE2          121,315     FHR    4.00%     4/15/37   $     126,316   1.29%     MBS
FANNIE MAE                           31405XW25           18,558      FN    2.24%     12/1/34   $      19,246   0.20%     MBS
FIDELITY PRIME MONEY MARKET-I         316175405         428,000    FIDXX   0.16%     1/1/50    $     428,000   4.38%     MM
GE CAPITAL MTG SERVICES INC          36158GBB3            1,369   GECMS    6.47%     6/25/28   $       1,355   0.01%     MBS
GE CAPITAL COMMERCIAL MORTGAGE       36158YBA6              734   GECMC    6.53%     5/15/33   $         734   0.01%     MBS
GE CAPITAL COMMERCIAL MORTGAGE       36158YEQ8           62,481   GECMC    6.27%    12/10/35   $      64,473   0.66%     MBS
GE CAPITAL COMMERCIAL MORTGAGE       36158YFT1          125,000   GECMC    5.35%     8/11/36   $     129,865   1.33%     MBS
GE CAPITAL COMMERCIAL MORTGAGE       36158YHA0           60,000   GECMC    5.00%    12/10/37   $      62,231   0.64%     MBS
GMAC COMMERCIAL MORTGAGE SECUR       361849VM1           52,379   GMACC    5.71%    10/15/38   $      54,180   0.55%     MBS
GEN ELEC CAP CRP                     36962GW75          325,000      GE    0.69%     5/5/26    $     282,034   2.88%   CORP
GREEN TREE HOME IMPROVEMENT LO       393505HB1           16,141    GTHIL   7.60%     7/15/20   $      15,975   0.16%     MBS
GREEN TREE HOME IMPROVEMENT LO       393505KQ4           45,484    GTHIL   7.10%     1/15/21   $      44,799   0.46%     MBS
GREEN TREE FINANCIAL CORPORATI       393505UT7           62,003      GT    6.88%     2/15/29   $      64,467   0.66%     MBS
GREEN TREE RECREATIONALEQUIPM        393533AW4           16,810    GTCT    7.24%    12/15/22   $      11,874   0.12%     ABS
GREENWICH CAPITAL COMMERCIAL F        396789BF5          55,000   GCCFC    4.95%     1/11/35   $      57,137   0.58%     MBS
GREENWICH CAPITAL COMMERCIAL F       396789DV8           55,000   GCCFC    4.11%     7/5/35    $      57,022   0.58%     MBS




                                                                                      Metropolitan West AlphaTrak 500 Fund / 1
                                                                                                                                                  Mkt        Sec
 Security                                                        Cusip          Curr Face       Ticker     Coupon       Mat          Mkt Val
                                                                                                                                                 Val%       Type
HCP INC                                                       40414LAB5              50,000      HCP        2.70%      2/1/14    $      50,184 0.51%        CORP
HOUSEHOLD HOME EQUITY LOAN TRU                                40430WAA3              56,297    HFCHC        0.41%      1/20/36   $      51,766 0.53%         MBS
HOUSEHOLD HOME EQUITY LOAN TRU                                40431FAK7             100,000    HFCHC        0.63%      3/20/36   $      69,756 0.71%         MBS
HARBORVIEW MORTGAGE LOAN TRUST                                41161PHC0              80,619     HVMLT        0.65%    11/19/34   $      58,498 0.60%         MBS
HARBORVIEW MORTGAGE LOAN TRUST                                41161PUK7             153,234     HVMLT       0.56%      8/19/45   $     106,895 1.09%         MBS
HCP INC                                                       421915EB1              85,000      HCP        6.45%      6/25/12   $      89,828 0.92%        CORP
HEALTHCARE RLTY                                                421946AF1             40,000       HR         5.13%     4/1/14    $      42,339 0.43%        CORP
ILLINOIS ST                                                    4521518S5             40,000       ILS        2.77%     1/1/12    $      40,246 0.41%        MUNI
ILLINOIS ST                                                    4521518U0             25,000       ILS        4.07%     1/1/14    $      25,032 0.26%        MUNI
INDYMAC INDX MORTGAGE LOAN TRU                                45660LCN7              90,116      INDX       0.59%      2/25/35   $      55,645 0.57%         MBS
INDYMAC INDX MORTGAGE LOAN TRU                                45660LWE5             108,786      INDX       1.03%     10/25/36   $      73,928 0.76%         MBS
INDYMAC INDX MORTGAGE LOAN TRU                                45660N5H4             208,777      INDX       0.64%     12/25/34   $     131,446 1.34%         MBS
INDYMAC INDX MORTGAGE LOAN TRU                                45660NS30              26,478      INDX       1.11%      8/25/34   $      18,733 0.19%         MBS
INDYMAC INDX MORTGAGE LOAN TRU                                45661EAA2             113,479      INDX       0.47%      4/25/46   $      66,865 0.68%         MBS
JP MORGAN CHASE COMMERCIAL MOR                                46625MLS6              55,000    JPMCC         5.38%     7/12/37   $      56,952 0.58%         MBS
JP MORGAN CHASE COMMERCIAL MOR                                46625MPM5              60,000    JPMCC         5.05%    12/12/34   $      62,583 0.64%         MBS
LEHMAN XS TRUST                                               525221HA8              72,000       LXS        0.51%     2/25/46   $      43,675 0.45%         MBS
LLOYDS TSB BANK                                               539473AK4              70,000    LLOYDS       2.65%      1/24/14   $      71,816 0.73%        CORP
MBNA CAPITAL                                                  55263BAA9             100,000       BAC       8.28%      12/1/26   $     103,250 1.06%        CORP
MBNA CAPITAL                                                  55263KAA9             175,000       BAC       1.10%      2/1/27    $     135,272 1.38%        CORP
MERRILL LYNCH FIRST FRANKLIN M                                59024VAH2             100,000    FFMER        0.50%      6/25/37   $      49,436 0.51%         MBS
MERRILL LYNCH FIRST FRANKLIN M                                59025CAE0              30,000    FFMER        0.50%      7/25/37   $      14,538 0.15%         MBS
METLIFE INC                                                   59156RAW8              50,000      MET         2.38%     2/6/14    $      50,102 0.51%        CORP
NCUA GUARANTEED NOTES                                         62889DAB3             130,000      NGN        0.79%      3/9/21    $     130,000 1.33%         ABS
NCUA 2011-R3 1A                                               62889EAA3             100,000      NGN        0.67%      3/11/20   $     100,000 1.02%         MBS
NCUA NGN 2011-R4 1A                                           62889FAA0              95,000      NGN        0.72%      3/6/20    $      95,000 0.97%         MBS
NATIONSTAR HOME EQUITY LOAN TR                                63860LAE0             205,000     NSTR        0.57%      4/25/37   $      96,584 0.99%         MBS
NATIONWIDE HLTH                                                638620AF1             75,000      NHP        6.50%      7/15/11   $      75,970 0.78%        CORP
NOMURA ASSET SECURITIES CORPOR                                 655356JL8             55,000     NASC        6.76%      3/15/30   $      60,027 0.61%         MBS
OPTION ONE MORTGAGE LOAN TRUST                                68389FDG6              93,780    OOMLT        0.85%      4/25/33   $      80,883 0.83%         MBS
OPTION ONE MORTGAGE LOAN TRUST                                68400XBS8              63,901    OOMLT        0.89%      8/25/33   $      53,368 0.55%         MBS
ORIGEN MANUFACTURED HOUSING                                   68620BAA0              37,343     ORGN        0.41%     11/15/18   $      36,568 0.37%         MBS
PARK PLACE SECURITIES INC                                     70069FCV7              53,823      PPSI       0.95%     12/25/34   $      52,076 0.53%         MBS
POST APT HOMES                                                737415AH2              55,000       PPS       5.45%      6/1/12    $      56,420 0.58%        CORP
PRUDENTIAL HLDGS                                              74438GAA9             100,000      PRU        1.18%     12/18/17   $      93,622 0.96%        CORP
RESIDENTIAL ASSET SECURITIES C                                753910AB4              38,567     RASC        0.50%      1/25/36   $      36,646 0.37%         MBS
RESIDENTIAL ASSET MORTGAGE PRO                                 760985E49             76,051     RAMP        7.13%      3/25/16   $      78,429 0.80%         MBS
RESIDENTIAL ASSET MORTGAGE PRO                                 760985E72             33,277     RAMP        8.00%      4/25/31   $      35,112 0.36%         MBS
RESIDENTIAL ASSET MORTGAGE PRO                                760985SD4              44,569     RAMP        1.03%      2/25/33   $      24,145 0.25%         MBS
RESIDENTIAL ASSET MORTGAGE PRO                                760985W31              14,931     RAMP        8.50%     11/25/31   $      15,284 0.16%         MBS
RESIDENTIAL ASSET SECURITIES C                                76110WRE8              29 146
                                                                                     29,146     RASC        0.85%
                                                                                                             0 85%     5/25/33   $      24 914 0.25%
                                                                                                                                        24,914 0 25%         MBS
RESMAE MORTGAGE LOAN TRUST                                    76116RAB7             207,596     RSMLT        0.52%     2/25/36   $      11,952 0.12%         MBS
SACO I TRUST                                                  785778EC1               3,541     SACO        0.45%      4/25/35   $       1,479 0.02%         MBS
CREDIT-BASED ASSET SERVICING A                                79549ARU5              78,888     CBASS       3.95%      1/25/33   $      69,340 0.71%         MBS
SAXON ASSET SECURITIES TRUST                                  805564PN5             215,830      SAST       1.04%      3/25/35   $     176,841 1.81%         MBS
STRUCTURED ASSET SECURITIES CO                                86359A5M1              56,161     SASC        2.60%     11/25/33   $      56,545 0.58%         MBS
STRUCTURED ASSET SECURITIES CO                                86359AVQ3              69,874     SASC        2.62%      4/25/33   $      68,319 0.70%         MBS
STRUCTURED ASSET MORTGAGE INVE                                86360JAA9             128,891      SAMI        0.46%     5/25/46   $      73,302 0.75%         MBS
STRUCTURED ASSET SECURITIES CO                                86362VAB8              61,602     SASC        0.33%      1/25/37   $      56,899 0.58%         MBS
TERWIN MORTGAGE TRUST                                          881561JL9         11,243,637     TMTS         0.34%     8/25/34   $     102,097 1.04%         MBS
US T-BILL 05/05/11                                            912795VE8             770,000        B         0.15%     5/5/11    $     769,931 7.87%         MM
UNIV HEALTH SVCS                                              913903AM2              75,000      UHS        6.75%     11/15/11   $      77,111 0.79%        CORP
WATERFORD 3 FNDG                                              928958AA5              35,583       ETR        8.09%     1/2/17    $      35,673 0.36%        CORP
WAMU MORTGAGE PASS-THROUGH CER                                929227QB5              14,049     WAMU         1.71%     6/25/42   $      11,765 0.12%         MBS
WEA FIN/WT FIN                                                92933DAA8              50,000    WDCAU        7.50%      6/2/14    $      57,185 0.58%        CORP
WACHOVIA BANK COMMERCIAL MORTG                                929766CS0              60,000    WBCMT         4.98%    11/15/34   $      62,378 0.64%         MBS
WASHINGTON MUTUAL MSC MORTGAGE                                 939336N58             86,699    WAMMS         7.00%     4/25/33   $      89,306 0.91%         MBS
WELLS FARGO HOME EQUITY TRUST                                 9497ENAR4              53,630    WFHET        0.59%     11/25/35   $      52,478 0.54%         MBS
WOODBRNE CAP I                                                 978802205            150,000      AGO        2.76%      4/8/49    $      60,000 0.61%         EQT
WOODBRNE CAP II                                                978803203            150,000      AGO        2.76%      4/8/49    $      60,000 0.61%         EQT
CDS-P DRI 7 1/8 02/01/16 (CITI                                CDSP00153             150,000        C        -2.40%     3/20/15   $      (8,188) -0.08%      SWP
CDS-P DRI 6 08/15/35 (DB)                                     CDSP00166              25,000       DB        -2.25%     3/20/14   $      (1,078) -0.01%      SWP
CDS-P DHI 5.375 6/15/12 (C)                                   CDSP00186              45,000        C        -1.00%     9/20/16   $       2,672 0.03%        SWP
CDS-P DHI 5.375 6/15/12 (GS)                                  CDSP00192              40,000       GS        -1.00%     9/20/16   $       2,375 0.02%        SWP
CDS-P DHI 5.375 6/15/12 (DB)                                  CDSP00193              40,000       DB        -1.00%     9/20/16   $       2,375 0.02%        SWP
1M TRS S&P500/US0001M +9BPS                                   STRFB0021               1,530       CS         0.00%     4/5/11    $       1,370 0.01%        SWP
S&P 500 6/11                                                     SPM1                    19     SPM1         0.00%               $         -     0.00%        1




 The portfolio holdings shown here are unaudited. While we have gathered this information from sources believed to be reliable, MetWest cannot guarantee
 the accuracy of the information provided.

 Securities listed are not recommendations. No security presented within is either offered for sale or purchase. MetWest reserves the right to change its
 investment perspective and outlook without notice as market conditions dictate.




                                                                                                                         Metropolitan West AlphaTrak 500 Fund / 2

				
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