TCW Securitized Bond Fund

Fund Profile

Fund profile

Tickers

TGLMX, TGMNX, TGLSX

Fund manager

TCW Funds Inc

Total assets

$2.36 bn

Liabilities

$465.16 mm

Net assets

$1.89 bn

Number of holdings

434.00

Top 200 of 434 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Uniform Mortgage-Backed Security, TBA	57.47 mm	64.25 mm principal	3.03	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	50.50 mm	63.70 mm principal	2.67	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	44.70 mm	48.35 mm principal	2.36	ABS-mortgage backed security	Long	USA
Ginnie Mae	38.53 mm	39.45 mm principal	2.03	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	37.61 mm	45.43 mm principal	1.99	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	33.26 mm	41.84 mm principal	1.76	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	31.99 mm	40.11 mm principal	1.69	ABS-mortgage backed security	Long	USA
Ginnie Mae	29.41 mm	34.70 mm principal	1.55	ABS-mortgage backed security	Long	USA
Ginnie Mae	29.14 mm	30.53 mm principal	1.54	ABS-mortgage backed security	Long	USA
TCW Central Cash Fund	28.65 mm	28.65 mm shares	1.51	Common equity	Long	USA
Fannie Mae Pool	27.87 mm	32.27 mm principal	1.47	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	26.08 mm	26.10 mm principal	1.38	Debt	Long	USA
Ginnie Mae	25.47 mm	27.35 mm principal	1.34	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	25.13 mm	26.41 mm principal	1.33	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	24.85 mm	25.58 mm principal	1.31	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	22.39 mm	23.58 mm principal	1.18	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	21.98 mm	23.31 mm principal	1.16	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	21.16 mm	25.27 mm principal	1.12	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	18.77 mm	22.63 mm principal	0.99	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	18.74 mm	20.42 mm principal	0.99	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	18.62 mm	20.93 mm principal	0.98	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	18.52 mm	23.31 mm principal	0.98	ABS-mortgage backed security	Long	USA
GCI Funding I LLC	17.75 mm	19.65 mm principal	0.94	ABS-other	Long	USA
Freddie Mac Pool	17.70 mm	18.58 mm principal	0.93	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	17.37 mm	20.18 mm principal	0.92	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	17.35 mm	17.36 mm principal	0.92	Debt	Long	USA
Fannie Mae Pool	16.44 mm	17.28 mm principal	0.87	ABS-mortgage backed security	Long	USA
CSMC 2021-BPNY	16.20 mm	18.15 mm principal	0.86	ABS-mortgage backed security	Long	USA
First Franklin Mortgage Loan Trust Series 2007-FF2	15.93 mm	30.76 mm principal	0.84	ABS-other	Long	USA
Fannie Mae Pool	15.88 mm	19.15 mm principal	0.84	ABS-mortgage backed security	Long	USA
SFAVE Commercial Mortgage Securities Trust 2015-5AVE	15.74 mm	18.05 mm principal	0.83	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	15.70 mm	16.67 mm principal	0.83	ABS-mortgage backed security	Long	USA
Ginnie Mae	15.61 mm	15.70 mm principal	0.82	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	15.58 mm	19.58 mm principal	0.82	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	15.41 mm	17.87 mm principal	0.81	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	15.40 mm	18.12 mm principal	0.81	ABS-mortgage backed security	Long	USA
Morgan Stanley Capital I Trust 2020-CNP	15.11 mm	18.00 mm principal	0.80	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	15.03 mm	15.16 mm principal	0.79	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	14.97 mm	17.36 mm principal	0.79	ABS-mortgage backed security	Long	USA
CIM Trust 2020-R1	14.75 mm	16.75 mm principal	0.78	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	14.72 mm	16.45 mm principal	0.78	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2020-VIV4	13.55 mm	15.29 mm principal	0.72	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	13.48 mm	15.50 mm principal	0.71	ABS-mortgage backed security	Long	USA
PRPM 2022-3 LLC	13.44 mm	13.48 mm principal	0.71	ABS-other	Long	USA
CIM Trust 2020-R7	13.15 mm	14.91 mm principal	0.69	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	12.80 mm	15.07 mm principal	0.68	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	12.74 mm	15.19 mm principal	0.67	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	12.69 mm	16.60 mm principal	0.67	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	12.32 mm	14.39 mm principal	0.65	ABS-mortgage backed security	Long	USA
DOLP Trust 2021-NYC	12.22 mm	14.18 mm principal	0.65	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	12.17 mm	14.68 mm principal	0.64	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	12.12 mm	14.06 mm principal	0.64	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Acquisition Trust 2006-WMC4	11.98 mm	23.93 mm principal	0.63	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	11.86 mm	12.81 mm principal	0.63	ABS-mortgage backed security	Long	USA
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd	11.77 mm	11.80 mm principal	0.62	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac Pool	11.43 mm	13.72 mm principal	0.60	ABS-mortgage backed security	Long	USA
CIM Trust 2023-R1	11.40 mm	13.40 mm principal	0.60	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	11.33 mm	12.43 mm principal	0.60	ABS-mortgage backed security	Long	USA
SLG Office Trust 2021-OVA	11.25 mm	16.46 mm principal	0.59	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust 2018-2	11.25 mm	13.05 mm principal	0.59	ABS-mortgage backed security	Long	USA
Grace Trust 2020-GRCE	11.23 mm	13.36 mm principal	0.59	ABS-mortgage backed security	Long	USA
PRPM 2022-1 LLC	10.88 mm	10.95 mm principal	0.57	ABS-other	Long	USA
CIM Trust 2020-R3	10.52 mm	11.11 mm principal	0.56	ABS-mortgage backed security	Long	USA
CIM Trust 2023-NR1	10.40 mm	10.41 mm principal	0.55	ABS-other	Long	USA
Fannie Mae Pool	10.37 mm	12.48 mm principal	0.55	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	10.14 mm	11.74 mm principal	0.54	ABS-mortgage backed security	Long	USA
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-4	10.06 mm	10.30 mm principal	0.53	ABS-other	Long	USA
Freddie Mac Pool	10.05 mm	10.86 mm principal	0.53	ABS-mortgage backed security	Long	USA
Madison Park Funding XXXVIII Ltd	10.01 mm	10.00 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIM Trust 2021-R3	9.83 mm	10.83 mm principal	0.52	ABS-mortgage backed security	Long	USA
Structured Asset Mortgage Investments II Trust 2007-AR4	9.81 mm	11.25 mm principal	0.52	ABS-mortgage backed security	Long	USA
First Franklin Mortgage Loan Trust Series 2007-FF2	9.74 mm	20.37 mm principal	0.51	ABS-other	Long	USA
1345 Avenue of the Americas & Park Avenue Plaza Trust	9.72 mm	9.83 mm principal	0.51	ABS-mortgage backed security	Long	USA
GSR Mortgage Loan Trust 2006-OA1	9.62 mm	42.65 mm principal	0.51	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	9.61 mm	11.73 mm principal	0.51	ABS-mortgage backed security	Long	USA
State Street Institutional US Government Money Market Fund	9.60 mm	9.60 mm shares	0.51	Short-term investment vehicle	Long	USA
Fannie Mae Pool	9.52 mm	10.12 mm principal	0.50	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	9.47 mm	9.97 mm principal	0.50	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	9.33 mm	9.43 mm principal	0.49	ABS-mortgage backed security	Long	USA
Ginnie Mae	9.30 mm	11.40 mm principal	0.49	ABS-mortgage backed security	Long	USA
Houston Galleria Mall Trust 2015-HGLR	9.28 mm	9.50 mm principal	0.49	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	9.28 mm	9.70 mm principal	0.49	ABS-mortgage backed security	Long	USA
Securitized Asset Backed Receivables LLC Trust 2007-NC2	9.24 mm	10.84 mm principal	0.49	ABS-other	Long	USA
Freddie Mac Strips	9.05 mm	69.21 mm principal	0.48	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	9.01 mm	10.46 mm principal	0.48	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	8.87 mm	9.58 mm principal	0.47	ABS-mortgage backed security	Long	USA
Morgan Stanley Residential Mortgage Loan Trust 2024-INV3	8.80 mm	8.73 mm principal	0.46	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	8.72 mm	10.98 mm principal	0.46	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust Series 2024-3	8.66 mm	10.80 mm principal	0.46	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	8.60 mm	10.83 mm principal	0.45	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	8.60 mm	9.05 mm principal	0.45	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	8.56 mm	10.27 mm principal	0.45	ABS-mortgage backed security	Long	USA
Vantage Data Centers Issuer LLC	8.53 mm	8.80 mm principal	0.45	ABS-other	Long	USA
FirstKey Homes 2022-SFR3 Trust	8.52 mm	8.95 mm principal	0.45	ABS-other	Long	USA
JP Morgan Mortgage Trust 2021-4	8.51 mm	10.54 mm principal	0.45	ABS-mortgage backed security	Long	USA
CIM Trust 2020-R6	8.45 mm	9.63 mm principal	0.45	ABS-mortgage backed security	Long	USA
CIM Trust 2021-NR2	8.42 mm	8.45 mm principal	0.44	ABS-other	Long	USA
Government National Mortgage Association	8.40 mm	9.73 mm principal	0.44	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	8.21 mm	9.80 mm principal	0.43	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR2 Trust	8.18 mm	8.37 mm principal	0.43	ABS-other	Long	USA
Government National Mortgage Association	8.08 mm	10.45 mm principal	0.43	ABS-mortgage backed security	Long	USA
Citigroup Commercial Mortgage Trust 2020-555	8.07 mm	9.40 mm principal	0.43	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR7 Trust	8.06 mm	8.97 mm principal	0.43	ABS-other	Long	USA
HPS Loan Management 10-2016 Ltd	8.01 mm	8.00 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac Gold Pool	7.97 mm	7.92 mm principal	0.42	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	7.85 mm	7.95 mm principal	0.41	Debt	Long	USA
Fannie Mae REMICS	7.83 mm	61.77 mm principal	0.41	ABS-mortgage backed security	Long	USA
First Franklin Mortgage Loan Trust Series 2006-FF18	7.77 mm	8.60 mm principal	0.41	ABS-other	Long	USA
AMSR 2020-SFR2 Trust	7.63 mm	7.71 mm principal	0.40	ABS-other	Long	USA
CIM Trust 2019-R3	7.57 mm	8.29 mm principal	0.40	ABS-mortgage backed security	Long	USA
First Franklin Mortgage Loan Trust Series 2007-FF1	7.55 mm	14.55 mm principal	0.40	ABS-other	Long	USA
DBGS 2018-BIOD Mortgage Trust	7.38 mm	7.50 mm principal	0.39	ABS-mortgage backed security	Long	USA
CIM TRUST 2023-NR2	7.28 mm	7.33 mm principal	0.38	ABS-other	Long	USA
BX Trust 2019-OC11	7.27 mm	8.00 mm principal	0.38	ABS-mortgage backed security	Long	USA
Bear Stearns Mortgage Funding Trust 2006-AR1	7.23 mm	7.89 mm principal	0.38	ABS-mortgage backed security	Long	USA
ABFC 2007-WMC1 Trust	7.16 mm	8.79 mm principal	0.38	ABS-other	Long	USA
Flexential Issuer 2021-1	7.14 mm	7.58 mm principal	0.38	ABS-other	Long	USA
Conseco Finance Securitizations Corp	7.08 mm	45.28 mm principal	0.37	ABS-other	Long	USA
Freddie Mac Strips	7.04 mm	7.83 mm principal	0.37	ABS-mortgage backed security	Long	USA
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1	7.03 mm	17.79 mm principal	0.37	ABS-other	Long	USA
PRET 2022-RN1 LLC	7.02 mm	7.07 mm principal	0.37	ABS-other	Long	USA
Fannie Mae Pool	7.02 mm	8.83 mm principal	0.37	ABS-mortgage backed security	Long	USA
Saxon Asset Securities Trust 2007-2	6.91 mm	9.70 mm principal	0.36	ABS-other	Long	USA
Apidos CLO XXXVII	6.80 mm	6.80 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W3	6.59 mm	7.60 mm principal	0.35	ABS-mortgage backed security	Long	USA
CIM Trust 2023-R1	6.57 mm	6.91 mm principal	0.35	ABS-mortgage backed security	Long	USA
CAMB Commercial Mortgage Trust 2019-LIFE	6.42 mm	6.43 mm principal	0.34	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	6.36 mm	6.98 mm principal	0.34	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	6.32 mm	6.98 mm principal	0.33	ABS-mortgage backed security	Long	USA
BBCMS Mortgage Trust 2024-C26	6.32 mm	6.00 mm principal	0.33	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR3 Trust	6.31 mm	6.40 mm principal	0.33	ABS-other	Long	USA
CitiMortgage Alternative Loan Trust Series 2007-A5	6.28 mm	6.88 mm principal	0.33	ABS-mortgage backed security	Long	USA
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB	6.23 mm	6.87 mm principal	0.33	ABS-mortgage backed security	Long	USA
BBCMS Mortgage Trust 2024-C24	6.16 mm	6.00 mm principal	0.33	ABS-mortgage backed security	Long	USA
Life 2021-BMR Mortgage Trust	6.13 mm	6.35 mm principal	0.32	ABS-mortgage backed security	Long	USA
Ownit Mortgage Loan Trust Series 2006-6	6.03 mm	13.58 mm principal	0.32	ABS-other	Long	USA
OHA Credit Funding 3 LTD	6.01 mm	6.00 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
One Bryant Park Trust 2019-OBP	6.00 mm	6.87 mm principal	0.32	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	5.76 mm	6.30 mm principal	0.30	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.74 mm	6.03 mm principal	0.30	ABS-mortgage backed security	Long	USA
BBCMS Mortgage Trust 2024-5C25	5.69 mm	5.63 mm principal	0.30	ABS-mortgage backed security	Long	USA
PRPM 2021-9 LLC	5.57 mm	5.62 mm principal	0.29	ABS-other	Long	USA
Freddie Mac Pool	5.54 mm	6.97 mm principal	0.29	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	5.50 mm	6.50 mm principal	0.29	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	5.46 mm	5.75 mm principal	0.29	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2022-INV1	5.41 mm	6.67 mm principal	0.29	ABS-mortgage backed security	Long	USA
IndyMac INDX Mortgage Loan Trust 2006-AR6	5.41 mm	6.38 mm principal	0.29	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-19	5.37 mm	11.17 mm principal	0.28	ABS-mortgage backed security	Long	USA
Citigroup Commercial Mortgage Trust 2018-C5	5.37 mm	5.60 mm principal	0.28	ABS-mortgage backed security	Long	USA
New Residential Mortgage Loan Trust 2022-SFR2	5.28 mm	5.75 mm principal	0.28	ABS-other	Long	USA
Fannie Mae Pool	5.28 mm	6.12 mm principal	0.28	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	5.27 mm	5.93 mm principal	0.28	ABS-mortgage backed security	Long	USA
Wells Fargo Home Equity Asset-Backed Securities 2006-3 Trust	5.21 mm	5.52 mm principal	0.28	ABS-other	Long	USA
Freddie Mac REMICS	5.17 mm	5.63 mm principal	0.27	ABS-mortgage backed security	Long	USA
FirstKey Homes 2021-SFR3 Trust	5.14 mm	5.50 mm principal	0.27	ABS-other	Long	USA
MKT 2020-525M Mortgage Trust	5.08 mm	7.50 mm principal	0.27	ABS-mortgage backed security	Long	USA
C-BASS 2006-CB9 TRUST	5.04 mm	11.17 mm principal	0.27	ABS-other	Long	USA
Freddie Mac Pool	4.97 mm	5.77 mm principal	0.26	ABS-mortgage backed security	Long	USA
Lehman XS Trust Series 2006-10N	4.96 mm	5.60 mm principal	0.26	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.93 mm	6.21 mm principal	0.26	ABS-mortgage backed security	Long	USA
BBCMS Mortgage Trust 2024-5C27	4.92 mm	4.72 mm principal	0.26	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.92 mm	5.34 mm principal	0.26	ABS-mortgage backed security	Long	USA
Roc Mortgage Trust 2021-RTL1	4.90 mm	4.91 mm principal	0.26	ABS-mortgage backed security	Long	USA
COMM 2020-CX Mortgage Trust	4.88 mm	6.00 mm principal	0.26	ABS-mortgage backed security	Long	USA
DBGS 2018-C1 Mortgage Trust	4.86 mm	5.14 mm principal	0.26	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.86 mm	5.00 mm principal	0.26	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.81 mm	5.26 mm principal	0.25	ABS-mortgage backed security	Long	USA
Benchmark 2024-V10 Mortgage Trust	4.76 mm	4.69 mm principal	0.25	ABS-mortgage backed security	Long	USA
Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE2 Trust	4.74 mm	15.13 mm principal	0.25	ABS-other	Long	USA
BBCMS Mortgage Trust 2024-5C27	4.72 mm	4.57 mm principal	0.25	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust 2024-SVEN	4.69 mm	4.63 mm principal	0.25	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR1	4.69 mm	4.89 mm principal	0.25	ABS-other	Long	USA
BMO 2024-5C3 Mortgage Trust	4.68 mm	4.54 mm principal	0.25	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	4.65 mm	5.43 mm principal	0.25	ABS-mortgage backed security	Long	USA
PRKCM 2021-AFC2 Trust	4.51 mm	5.26 mm principal	0.24	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.50 mm	4.66 mm principal	0.24	ABS-mortgage backed security	Long	USA
BPR Trust 2021-WILL	4.46 mm	4.48 mm principal	0.24	ABS-mortgage backed security	Long	USA
CSMC 2021-B33	4.42 mm	5.14 mm principal	0.23	ABS-mortgage backed security	Long	USA
Benchmark 2019-B13 Mortgage Trust	4.41 mm	5.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	4.41 mm	5.96 mm principal	0.23	ABS-mortgage backed security	Long	USA
BAMLL Commercial Mortgage Securities Trust 2015-200P	4.35 mm	4.50 mm principal	0.23	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	4.34 mm	5.01 mm principal	0.23	ABS-mortgage backed security	Long	USA
JGWPT XXX LLC	4.31 mm	4.59 mm principal	0.23	ABS-other	Long	USA
GS Mortgage-Backed Securities Trust 2022-PJ6	4.29 mm	5.29 mm principal	0.23	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.27 mm	4.42 mm principal	0.23	ABS-mortgage backed security	Long	USA
C-BASS Mortgage Loan Trust 2007-CB2	4.24 mm	7.13 mm principal	0.22	ABS-other	Long	USA
Freddie Mac Pool	4.24 mm	5.33 mm principal	0.22	ABS-mortgage backed security	Long	USA
ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1	4.22 mm	10.41 mm principal	0.22	ABS-mortgage backed security	Long	USA
US 10YR ULTRA FUT DEC24	4.16 mm	-981.00 contracts	0.22	Interest rate derivative	N/A	USA
BMO 2024-C8 Mortgage Trust	4.15 mm	4.01 mm principal	0.22	ABS-mortgage backed security	Long	USA
Progress Residential 2024-SFR5 Trust	4.14 mm	4.62 mm principal	0.22	ABS-other	Long	USA
Fannie Mae Pool	4.05 mm	4.19 mm principal	0.21	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	3.96 mm	4.46 mm principal	0.21	ABS-mortgage backed security	Long	USA
CIM Trust 2021-NR3	3.95 mm	3.95 mm principal	0.21	ABS-other	Long	USA
Argent Securities Trust 2006-W4	3.94 mm	16.37 mm principal	0.21	ABS-other	Long	USA
CAMB Commercial Mortgage Trust 2021-CX2	3.88 mm	5.00 mm principal	0.20	ABS-mortgage backed security	Long	USA
SLG Office Trust 2021-OVA	3.84 mm	4.80 mm principal	0.20	ABS-mortgage backed security	Long	USA
Cologix Data Centers US Issuer LLC	3.76 mm	4.00 mm principal	0.20	ABS-other	Long	USA
Government National Mortgage Association	3.71 mm	4.08 mm principal	0.20	ABS-mortgage backed security	Long	USA
IndyMac INDX Mortgage Loan Trust 2006-AR39	3.64 mm	4.02 mm principal	0.19	ABS-mortgage backed security	Long	USA