TCW STRATEGIC INCOME FUND INC

Fund Profile

Fund profile

Fund manager

TCW Strategic Income Fund, Inc.

Total assets

$282.90 mm

Liabilities

$42.55 mm

Net assets

$240.35 mm

Number of holdings

630.00

Top 200 of 630 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
TCW Central Cash Fund	18.46 mm	18.46 mm shares	7.68	Common equity	Long	USA
U.S. Treasury Notes	13.27 mm	13.27 mm principal	5.52	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	4.91 mm	5.55 mm principal	2.04	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	4.46 mm	4.63 mm principal	1.86	ABS-mortgage backed security	Long	USA
Ginnie Mae	3.92 mm	3.95 mm principal	1.63	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	3.48 mm	4.28 mm principal	1.45	ABS-mortgage backed security	Long	USA
Ginnie Mae	2.93 mm	3.03 mm principal	1.22	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	2.85 mm	2.89 mm principal	1.19	Debt	Long	USA
Ginnie Mae	2.67 mm	2.83 mm principal	1.11	ABS-mortgage backed security	Long	USA
Ginnie Mae	2.51 mm	2.73 mm principal	1.04	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	2.47 mm	2.63 mm principal	1.03	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.35 mm	2.88 mm principal	0.98	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.33 mm	2.54 mm principal	0.97	ABS-mortgage backed security	Long	USA
General Electric Co	2.26 mm	2.40 mm principal	0.94	Debt	Long	USA
Freddie Mac Pool	2.17 mm	2.55 mm principal	0.90	ABS-mortgage backed security	Long	USA
ET Energy Transfer LP	2.03 mm	103.40 k shares	0.84	Common equity	Long	USA
Fannie Mae Pool	1.85 mm	1.96 mm principal	0.77	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	1.81 mm	2.33 mm principal	0.75	ABS-mortgage backed security	Long	USA
FirstKey Homes 2020-SFR1 Trust	1.72 mm	1.74 mm principal	0.71	ABS-other	Long	USA
Mastr Asset Backed Securities Trust 2007-HE1	1.66 mm	2.00 mm principal	0.69	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR9 Trust	1.53 mm	1.71 mm principal	0.64	ABS-other	Long	USA
Vita Scientia 2022-1 DAC	1.46 mm	1.50 mm principal	0.61	ABS-mortgage backed security	Long	Ireland
Freddie Mac Pool	1.43 mm	1.83 mm principal	0.59	ABS-mortgage backed security	Long	USA
State Street Institutional US Government Money Market Fund	1.41 mm	1.41 mm shares	0.59	Short-term investment vehicle	Long	USA
AMSR 2020-SFR2 Trust	1.37 mm	1.38 mm principal	0.57	ABS-other	Long	USA
Credit-Based Asset Servicing and Securitization LLC	1.37 mm	1.71 mm principal	0.57	ABS-other	Long	USA
Progress Residential 2021-SFR8 Trust	1.35 mm	1.45 mm principal	0.56	ABS-other	Long	USA
AGNC AGNC Investment Corp.	1.33 mm	144.64 k shares	0.55	Common equity	Long	USA
Hilton USA Trust 2016-HHV	1.28 mm	1.34 mm principal	0.53	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	1.28 mm	1.35 mm principal	0.53	Debt	Long	USA
Progress Residential 2021-SFR7 Trust	1.27 mm	1.45 mm principal	0.53	ABS-other	Long	USA
Fremont Home Loan Trust 2005-A	1.27 mm	1.43 mm principal	0.53	ABS-other	Long	USA
PRET 2022-RN2 LLC	1.25 mm	1.25 mm principal	0.52	ABS-other	Long	USA
Freddie Mac Pool	1.24 mm	1.45 mm principal	0.51	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	1.23 mm	1.27 mm principal	0.51	Debt	Long	USA
Fannie Mae Pool	1.22 mm	1.50 mm principal	0.51	ABS-mortgage backed security	Long	USA
Ajax Mortgage Loan Trust 2019-F	1.22 mm	1.30 mm principal	0.51	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	1.21 mm	1.43 mm principal	0.50	ABS-mortgage backed security	Long	USA
JP Morgan Resecuritization Trust Series 2015-4	1.20 mm	2.91 mm principal	0.50	ABS-mortgage backed security	Long	USA
JPMorgan Chase & Co	1.20 mm	1.25 mm principal	0.50	Debt	Long	USA
Fannie Mae Pool	1.18 mm	1.29 mm principal	0.49	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	1.18 mm	1.25 mm principal	0.49	ABS-mortgage backed security	Long	USA
Santander Consumer Auto Receivables Trust 2021-B	1.17 mm	5.00 k principal	0.49	ABS-other	Long	USA
Freddie Mac Pool	1.17 mm	1.28 mm principal	0.49	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.17 mm	1.27 mm principal	0.48	ABS-mortgage backed security	Long	USA
Saxon Asset Securities Trust 2007-3	1.14 mm	1.33 mm principal	0.47	ABS-other	Long	USA
FirstKey Homes 2021-SFR3 Trust	1.10 mm	1.17 mm principal	0.46	ABS-other	Long	USA
Fannie Mae Pool	1.09 mm	1.34 mm principal	0.46	ABS-mortgage backed security	Long	USA
Carrington Mortgage Loan Trust Series 2006-NC4	1.08 mm	1.25 mm principal	0.45	ABS-other	Long	USA
FirstKey Homes 2022-SFR1 Trust	1.08 mm	1.10 mm principal	0.45	ABS-other	Long	USA
PRPM 2022-4 LLC	1.06 mm	1.08 mm principal	0.44	ABS-other	Long	USA
PRPM 2022-3 LLC	1.06 mm	1.06 mm principal	0.44	ABS-other	Long	USA
GSAMP Trust 2007-NC1	1.05 mm	2.16 mm principal	0.44	ABS-other	Long	USA
Merrill Lynch Mortgage Investors Trust Series 2006-RM2	1.05 mm	3.77 mm principal	0.44	ABS-other	Long	USA
IndyMac INDX Mortgage Loan Trust 2007-FLX2	1.02 mm	1.18 mm principal	0.42	ABS-mortgage backed security	Long	USA
Textainer Marine Containers VII Ltd	1.01 mm	1.11 mm principal	0.42	ABS-other	Long	Bermuda
PRPM 2022-1 LLC	996.80 k	1.00 mm principal	0.41	ABS-other	Long	USA
Securitized Asset Backed Receivables LLC Trust 2007-NC2	995.22 k	1.49 mm principal	0.41	ABS-other	Long	USA
PRPM 2021-4 LLC	993.56 k	994.99 k principal	0.41	ABS-other	Long	USA
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE	993.03 k	1.00 mm principal	0.41	Debt	Long	USA
CIM TRUST 2023-NR2	991.86 k	997.82 k principal	0.41	ABS-other	Long	USA
Fannie Mae Pool	980.90 k	1.04 mm principal	0.41	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR3 Trust	978.42 k	1.00 mm principal	0.41	ABS-other	Long	USA
Student Loan Consolidation Center Student Loan Trust I	972.55 k	1.05 mm principal	0.40	ABS-other	Long	USA
SMRT 2022-MINI	965.05 k	1.00 mm principal	0.40	ABS-mortgage backed security	Long	USA
FRTKL 2021-SFR1	953.22 k	1.01 mm principal	0.40	ABS-other	Long	USA
TIF Funding II LLC	921.38 k	1.04 mm principal	0.38	ABS-other	Long	USA
Fannie Mae Connecticut Avenue Securities	920.83 k	888.74 k principal	0.38	ABS-mortgage backed security	Long	USA
VASA Trust 2021-VASA	918.22 k	1.00 mm principal	0.38	ABS-mortgage backed security	Long	USA
Wells Fargo & Co	899.82 k	955.00 k principal	0.37	Debt	Long	USA
GCAT 2021-NQM6 Trust	882.91 k	988.70 k principal	0.37	ABS-mortgage backed security	Long	USA
Golub Capital Partners CLO 69M	881.89 k	870.00 k principal	0.37	ABS-collateralized bond/debt obligation	Long	USA
CSMC 2020-FACT	876.67 k	1.02 mm principal	0.36	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2023-4	860.13 k	857.25 k principal	0.36	ABS-mortgage backed security	Long	USA
BCRED CLO 2023-1 LLC	858.19 k	850.00 k principal	0.36	ABS-collateralized bond/debt obligation	Long	USA
Fannie Mae Pool	858.06 k	1.03 mm principal	0.36	ABS-mortgage backed security	Long	USA
MetroNet Infrastructure Issuer LLC	857.37 k	850.00 k principal	0.36	ABS-mortgage backed security	Long	USA
CFMT 2024-NR1 LLC	851.86 k	851.87 k principal	0.35	ABS-mortgage backed security	Long	USA
Taurus 2021-1 UK DAC	824.07 k	665.11 k principal	0.34	ABS-mortgage backed security	Long	Ireland
CIM Trust 2023-NR1	816.78 k	815.13 k principal	0.34	ABS-other	Long	USA
Rockford Tower CLO 2017-2 Ltd	801.20 k	800.00 k principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CAMB Commercial Mortgage Trust 2019-LIFE	800.87 k	800.00 k principal	0.33	ABS-mortgage backed security	Long	USA
PRPM 2024-RPL2 LLC	800.39 k	900.00 k principal	0.33	ABS-mortgage backed security	Long	USA
RCKT Mortgage Trust 2024-CES6	797.26 k	800.00 k principal	0.33	ABS-mortgage backed security	Long	USA
NLY Annaly Capital Management, Inc.	758.37 k	41.44 k shares	0.32	Common equity	Long	USA
HPS Loan Management 2024-19 Ltd	757.37 k	750.00 k principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Carrington Mortgage Loan Trust Series 2007-RFC1	753.61 k	773.58 k principal	0.31	ABS-other	Long	USA
Golub Capital Partners CLO 66B Ltd	753.26 k	750.00 k principal	0.31	ABS-collateralized bond/debt obligation	Long	Jersey
J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE	745.54 k	775.00 k principal	0.31	ABS-mortgage backed security	Long	USA
Securitized Asset Backed Receivables LLC Trust 2006-CB1	741.22 k	902.29 k principal	0.31	ABS-other	Long	USA
PMT Loan Trust 2024-INV1	735.16 k	739.37 k principal	0.31	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust 2018-C47	728.91 k	750.00 k principal	0.30	ABS-mortgage backed security	Long	USA
New Residential Mortgage Loan Trust 2022-NQM2	728.05 k	930.00 k principal	0.30	ABS-mortgage backed security	Long	USA
Frost CMBS 2021-1 DAC	727.68 k	732.05 k principal	0.30	ABS-mortgage backed security	Long	Ireland
Apidos CLO XXXVII	725.95 k	725.00 k principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2023-28 Ltd	716.56 k	700.00 k principal	0.30	ABS-collateralized bond/debt obligation	Long	Jersey
CIM Trust 2021-R5	716.40 k	1.10 mm principal	0.30	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	716.23 k	782.43 k principal	0.30	ABS-mortgage backed security	Long	USA
CIM Trust 2021-NR4	715.27 k	716.73 k principal	0.30	ABS-other	Long	USA
PRET 2024-NPL3 LLC	712.34 k	704.44 k principal	0.30	ABS-other	Long	USA
AMSR 2021-SFR2 Trust	709.46 k	750.00 k principal	0.30	ABS-other	Long	USA
Deutsche Alt-B Securities Inc Mortgage Loan Trust Series 2006-AB2	704.10 k	789.82 k principal	0.29	ABS-mortgage backed security	Long	USA
Cedar Funding II CLO Ltd	700.68 k	700.00 k principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Warnermedia Holdings Inc	686.61 k	921.00 k principal	0.29	Debt	Long	USA
EPD Enterprise Products Partners L.P.	682.77 k	21.77 k shares	0.28	Common equity	Long	USA
Arizona Public Service Co	677.57 k	1.00 mm principal	0.28	Debt	Long	USA
Neuberger Berman Loan Advisers Clo 56 Ltd	673.17 k	700.00 k principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SFAVE Commercial Mortgage Securities Trust 2015-5AVE	672.47 k	805.00 k principal	0.28	ABS-mortgage backed security	Long	USA
T AT&T Inc.	671.83 k	29.51 k shares	0.28	Common equity	Long	USA
Fannie Mae Pool	669.48 k	859.25 k principal	0.28	ABS-mortgage backed security	Long	USA
Goldentree Loan Management US Clo 17 Ltd	663.27 k	650.00 k principal	0.28	ABS-collateralized bond/debt obligation	Long	Jersey
MO Altria Group, Inc.	662.51 k	12.67 k shares	0.28	Common equity	Long	USA
Bank of America Corp	660.24 k	790.00 k principal	0.27	Debt	Long	USA
WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust	657.54 k	1.46 mm principal	0.27	ABS-other	Long	USA
Verus Securitization Trust 2023-7	652.24 k	650.00 k principal	0.27	ABS-mortgage backed security	Long	USA
Allegro CLO XIII Ltd	651.10 k	650.00 k principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COMM 2016-787S Mortgage Trust	650.92 k	693.00 k principal	0.27	ABS-mortgage backed security	Long	USA
SFAVE Commercial Mortgage Securities Trust 2015-5AVE	650.15 k	880.00 k principal	0.27	ABS-mortgage backed security	Long	USA
Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE3	640.65 k	657.13 k principal	0.27	ABS-mortgage backed security	Long	USA
Manhattan West 2020-1MW Mortgage Trust	638.87 k	695.00 k principal	0.27	ABS-mortgage backed security	Long	USA
Southern Co Gas Capital Corp	634.62 k	640.00 k principal	0.26	Debt	Long	USA
Fannie Mae Pool	634.25 k	814.04 k principal	0.26	ABS-mortgage backed security	Long	USA
Bear Mountain Park CLO Ltd	629.37 k	625.00 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Jersey
Madison Park Funding XLV Ltd	626.68 k	625.00 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Goldentree Loan Management US Clo 11 Ltd	625.29 k	625.00 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ET Energy Transfer LP	624.60 k	634.00 k principal	0.26	Debt	Long	USA
Fannie Mae Connecticut Avenue Securities	623.06 k	600.48 k principal	0.26	ABS-mortgage backed security	Long	USA
BX Trust 2023-DELC	621.40 k	615.00 k principal	0.26	ABS-mortgage backed security	Long	USA
ARBOUR CLO VIII DAC	619.77 k	600.00 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Ireland
ABFC 2007-NC1 Trust	616.36 k	663.48 k principal	0.26	ABS-other	Long	USA
IFF International Flavors & Fragrances Inc.	616.06 k	725.00 k principal	0.26	Debt	Long	USA
HPS Loan Management 2023-18 Ltd	615.15 k	600.00 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ROSEVILLE	614.14 k	605.00 k principal	0.26	ABS-mortgage backed security	Long	USA
Westlake Automobile Receivables Trust 2024-1	611.38 k	600.00 k principal	0.25	ABS-other	Long	USA
CRSNT Trust 2021-MOON	611.22 k	620.00 k principal	0.25	ABS-mortgage backed security	Long	USA
VZ Verizon Communications Inc.	608.81 k	15.22 k shares	0.25	Common equity	Long	USA
Golub Capital Partners Clo 42M-R	607.33 k	600.00 k principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
JPMorgan Chase & Co	599.97 k	660.00 k principal	0.25	Debt	Long	USA
RITM Rithm Capital Corp.	599.32 k	55.34 k shares	0.25	Common equity	Long	USA
OTEX Open Text Corporation	599.23 k	580.00 k principal	0.25	Debt	Long	Canada
Palmer Square CLO 2024-3 Ltd	595.87 k	625.00 k principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Eleven Madison Trust 2015-11MD Mortgage Trust	594.96 k	625.00 k principal	0.25	ABS-mortgage backed security	Long	USA
Shamrock Residential 2024-1 DAC	588.96 k	575.00 k principal	0.25	ABS-mortgage backed security	Long	Ireland
CIM Trust 2021-NR2	577.64 k	578.29 k principal	0.24	ABS-other	Long	USA
Extended Stay America Trust 2021-ESH	576.47 k	572.51 k principal	0.24	ABS-mortgage backed security	Long	USA
British American Tobacco PLC	570.44 k	15.71 k shares	0.24	Common equity	Long	UK
Grace Trust 2020-GRCE	566.63 k	700.00 k principal	0.24	ABS-mortgage backed security	Long	USA
CIM Trust 2021-R4	563.93 k	636.37 k principal	0.23	ABS-mortgage backed security	Long	USA
JetBlue 2020-1 Class A Pass Through Trust	554.35 k	590.60 k principal	0.23	Debt	Long	USA
Santander Consumer Auto Receivables Trust 2021-C	552.78 k	5.50 k principal	0.23	ABS-other	Long	USA
VOLT CIII LLC	548.28 k	548.46 k principal	0.23	ABS-other	Long	USA
Freddie Mac Pool	548.20 k	581.79 k principal	0.23	ABS-mortgage backed security	Long	USA
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP	547.39 k	551.18 k principal	0.23	ABS-mortgage backed security	Long	USA
VZ Secured Financing BV	545.34 k	615.00 k principal	0.23	Debt	Long	Netherlands
Fannie Mae Pool	544.72 k	698.29 k principal	0.23	ABS-mortgage backed security	Long	USA
SLM Student Loan Trust 2008-4	539.30 k	515.00 k principal	0.22	ABS-other	Long	USA
SFO Commercial Mortgage Trust 2021-555	537.17 k	550.00 k principal	0.22	ABS-mortgage backed security	Long	USA
BXP Trust 2017-GM	534.74 k	575.00 k principal	0.22	ABS-mortgage backed security	Long	USA
CIM Trust 2021-R3	534.70 k	587.36 k principal	0.22	ABS-mortgage backed security	Long	USA
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB	534.13 k	585.00 k principal	0.22	ABS-mortgage backed security	Long	USA
Frontier Communications Holdings LLC	533.67 k	535.00 k principal	0.22	Debt	Long	USA
NXPT Commercial Mortgage Trust 2024-STOR	524.12 k	528.00 k principal	0.22	ABS-mortgage backed security	Long	USA
Prestige Brands Inc	523.58 k	595.00 k principal	0.22	Debt	Long	USA
Farmers Exchange Capital	518.88 k	500.00 k principal	0.22	Debt	Long	USA
CIM Trust 2019-R1	517.57 k	581.81 k principal	0.22	ABS-mortgage backed security	Long	USA
PRPM 2021-8 LLC	515.90 k	518.05 k principal	0.21	ABS-other	Long	USA
Wingstop Funding LLC	507.29 k	541.75 k principal	0.21	ABS-other	Long	USA
Fannie Mae Interest Strip	506.72 k	3.93 mm principal	0.21	ABS-mortgage backed security	Long	USA
SMRT 2022-MINI	502.99 k	510.00 k principal	0.21	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	498.94 k	529.78 k principal	0.21	ABS-mortgage backed security	Long	USA
VOLT XCIX LLC	498.14 k	497.60 k principal	0.21	ABS-other	Long	USA
Freddie Mac Pool	495.48 k	541.46 k principal	0.21	ABS-mortgage backed security	Long	USA
CIFC Funding 2022-II Ltd	494.64 k	685.00 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SES GLOBAL Americas Holdings Inc	493.78 k	675.00 k principal	0.21	Debt	Long	USA
JP Morgan Mortgage Acquisition Trust 2006-WF1	489.38 k	1.81 mm principal	0.20	ABS-mortgage backed security	Long	USA
UBER Uber Technologies, Inc.	489.00 k	505.00 k principal	0.20	Debt	Long	USA
NFLX Netflix, Inc.	485.61 k	485.00 k principal	0.20	Debt	Long	USA
Morgan Stanley Capital I Trust 2020-CNP	485.39 k	620.00 k principal	0.20	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust 2019-JWDR	484.52 k	500.00 k principal	0.20	ABS-mortgage backed security	Long	USA
BXHPP Trust 2021-FILM	481.17 k	515.00 k principal	0.20	ABS-mortgage backed security	Long	USA
Benchmark 2020-IG3 Mortgage Trust	480.71 k	555.00 k principal	0.20	ABS-mortgage backed security	Long	USA
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl	480.66 k	540.00 k principal	0.20	Debt	Long	Luxembourg
Wells Fargo & Co	478.21 k	545.00 k principal	0.20	Debt	Long	USA
Alliant Energy Finance LLC	475.75 k	535.00 k principal	0.20	Debt	Long	USA
Carvana Auto Receivables Trust 2023-P1	475.30 k	4.40 k principal	0.20	ABS-other	Long	USA
CHNGE Mortgage Trust 2023-1	462.44 k	460.00 k principal	0.19	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2006-A3	454.62 k	505.34 k principal	0.19	ABS-mortgage backed security	Long	USA
ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1	452.72 k	1.13 mm principal	0.19	ABS-mortgage backed security	Long	USA
Freddie Mac Strips	450.52 k	3.45 mm principal	0.19	ABS-mortgage backed security	Long	USA
Bear Stearns ARM Trust 2007-4	443.86 k	493.09 k principal	0.18	ABS-mortgage backed security	Long	USA
Bear Stearns Mortgage Funding Trust 2007-AR3	443.45 k	22.56 mm principal	0.18	ABS-mortgage backed security	Long	USA
Bank of America Corp	443.35 k	460.00 k principal	0.18	Debt	Long	USA
Fannie Mae Interest Strip	437.05 k	3.41 mm principal	0.18	ABS-mortgage backed security	Long	USA
Lehman XS Trust Series 2006-12N	433.58 k	438.57 k principal	0.18	ABS-mortgage backed security	Long	USA
Bayer US Finance II LLC	430.39 k	515.00 k principal	0.18	Debt	Long	USA
C Citigroup Inc.	429.87 k	515.00 k principal	0.18	Debt	Long	USA
CHL Mortgage Pass-Through Trust 2006-HYB2	429.81 k	589.44 k principal	0.18	ABS-mortgage backed security	Long	USA
Structured Receivables Finance 2010-A LLC	429.78 k	421.04 k principal	0.18	ABS-other	Long	USA
IndyMac INDX Mortgage Loan Trust 2007-AR5	428.22 k	542.33 k principal	0.18	ABS-mortgage backed security	Long	USA
HSBC HSBC Holdings plc	424.88 k	430.00 k principal	0.18	Debt	Long	UK