TCW Flexible Income ETF

Fund Profile

Fund profile

Fund manager

Engine No. 1 Transform 500 ETF

Total assets

$495.86 mm

Liabilities

$75.91 mm

Net assets

$419.95 mm

Number of holdings

921.00

Top 200 of 921 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
State Street Institutional US Government Money Market Fund	49.78 mm	49.78 mm shares	11.85	Short-term investment vehicle	Long	USA
Federal Home Loan Bank Discount Notes	9.78 mm	10.00 mm principal	2.33	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	6.24 mm	6.43 mm principal	1.49	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	5.19 mm	5.23 mm principal	1.24	Debt	Long	USA
Ginnie Mae	5.05 mm	5.18 mm principal	1.20	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	4.79 mm	6.03 mm principal	1.14	ABS-mortgage backed security	Long	USA
Ginnie Mae	4.25 mm	4.45 mm principal	1.01	ABS-mortgage backed security	Long	USA
Ginnie Mae	4.21 mm	4.53 mm principal	1.00	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	4.13 mm	4.35 mm principal	0.98	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	3.94 mm	4.40 mm principal	0.94	ABS-mortgage backed security	Long	USA
Ginnie Mae	3.48 mm	3.50 mm principal	0.83	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	3.37 mm	3.54 mm principal	0.80	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	3.31 mm	4.00 mm principal	0.79	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	3.27 mm	4.13 mm principal	0.78	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.24 mm	3.76 mm principal	0.77	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.94 mm	3.17 mm principal	0.70	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	2.90 mm	2.93 mm principal	0.69	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.83 mm	3.06 mm principal	0.67	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.80 mm	2.95 mm principal	0.67	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	2.79 mm	2.91 mm principal	0.66	Debt	Long	USA
U.S. Treasury Notes	2.75 mm	2.75 mm principal	0.65	Debt	Long	USA
Freddie Mac Pool	2.51 mm	2.64 mm principal	0.60	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	2.39 mm	2.78 mm principal	0.57	ABS-mortgage backed security	Long	USA
Slam Ltd	2.13 mm	2.17 mm principal	0.51	ABS-other	Long	USA
Rockford Tower CLO 2019-2 Ltd	2.00 mm	2.00 mm principal	0.48	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fannie Mae Pool	1.98 mm	2.30 mm principal	0.47	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	1.94 mm	2.10 mm principal	0.46	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	1.93 mm	1.94 mm principal	0.46	Debt	Long	USA
Fannie Mae Pool	1.92 mm	2.31 mm principal	0.46	ABS-mortgage backed security	Long	USA
Taurus 2021-1 UK DAC	1.89 mm	1.46 mm principal	0.45	ABS-mortgage backed security	Long	Ireland
Freddie Mac Pool	1.86 mm	2.16 mm principal	0.44	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	1.85 mm	1.95 mm principal	0.44	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	1.85 mm	1.87 mm principal	0.44	ABS-mortgage backed security	Long	USA
Morgan Stanley Residential Mortgage Loan Trust 2024-INV3	1.75 mm	1.74 mm principal	0.42	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	1.74 mm	1.82 mm principal	0.41	ABS-mortgage backed security	Long	USA
PRPM 2021-4 LLC	1.70 mm	1.71 mm principal	0.40	ABS-other	Long	USA
Alternative Loan Trust 2006-19CB	1.69 mm	3.81 mm principal	0.40	ABS-mortgage backed security	Long	USA
FirstKey Homes 2020-SFR1 Trust	1.66 mm	1.69 mm principal	0.40	ABS-other	Long	USA
Fannie Mae Pool	1.66 mm	1.80 mm principal	0.40	ABS-mortgage backed security	Long	USA
FRTKL 2021-SFR1	1.66 mm	1.78 mm principal	0.40	ABS-other	Long	USA
Freddie Mac Pool	1.65 mm	1.79 mm principal	0.39	ABS-mortgage backed security	Long	USA
CyrusOne Data Centers Issuer I LLC	1.65 mm	1.70 mm principal	0.39	ABS-other	Long	USA
Fannie Mae Pool	1.64 mm	2.06 mm principal	0.39	ABS-mortgage backed security	Long	USA
Arbour CLO VI DAC	1.64 mm	1.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Ireland
CSMC 2020-RPL6 Trust	1.62 mm	1.62 mm principal	0.38	ABS-mortgage backed security	Long	USA
Ziply Fiber Issuer LLC	1.60 mm	1.57 mm principal	0.38	ABS-other	Long	USA
FirstKey Homes 2022-SFR1 Trust	1.57 mm	1.60 mm principal	0.37	ABS-other	Long	USA
Palmer Square European Loan Funding 2024-3 DAC	1.52 mm	1.40 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Ireland
Fannie Mae Pool	1.52 mm	1.83 mm principal	0.36	ABS-mortgage backed security	Long	USA
PRET 2024-NPL4 LLC	1.49 mm	1.49 mm principal	0.35	ABS-other	Long	USA
Fannie Mae Pool	1.49 mm	1.80 mm principal	0.35	ABS-mortgage backed security	Long	USA
PRPM 2024-RCF4 LLC	1.48 mm	1.60 mm principal	0.35	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	1.46 mm	1.70 mm principal	0.35	ABS-mortgage backed security	Long	USA
US 10YR ULTRA FUT DEC24	1.45 mm	-316.00 contracts	0.34	Interest rate derivative	N/A	USA
Progress Residential 2021-SFR4	1.44 mm	1.53 mm principal	0.34	ABS-other	Long	USA
CFMT 2024-R1 LLC	1.38 mm	1.50 mm principal	0.33	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR8 Trust	1.38 mm	1.49 mm principal	0.33	ABS-other	Long	USA
Progress Residential 2021-SFR9 Trust	1.38 mm	1.53 mm principal	0.33	ABS-other	Long	USA
PRPM 2024-5 LLC	1.35 mm	1.36 mm principal	0.32	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR1	1.34 mm	1.40 mm principal	0.32	ABS-other	Long	USA
Warnermedia Holdings Inc	1.33 mm	1.52 mm principal	0.32	Debt	Long	USA
Benchmark 2024-V10 Mortgage Trust	1.31 mm	1.34 mm principal	0.31	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust Inc	1.31 mm	1.46 mm principal	0.31	ABS-other	Long	USA
Dryden 45 Senior Loan Fund	1.31 mm	1.30 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OBX 2022-NQM7 Trust	1.30 mm	1.30 mm principal	0.31	ABS-mortgage backed security	Long	USA
CIM Trust 2023-NR1	1.30 mm	1.30 mm principal	0.31	ABS-other	Long	USA
Wells Fargo Mortgage Backed Securities 2007-7 Trust	1.29 mm	1.44 mm principal	0.31	ABS-mortgage backed security	Long	USA
GCAT 2021-NQM6 Trust	1.29 mm	1.45 mm principal	0.31	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2005-A1	1.27 mm	1.39 mm principal	0.30	ABS-mortgage backed security	Long	USA
CONE Trust 2024-DFW1	1.27 mm	1.27 mm principal	0.30	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust Series 2024-CES1	1.26 mm	1.26 mm principal	0.30	ABS-mortgage backed security	Long	USA
VZ Secured Financing BV	1.26 mm	1.40 mm principal	0.30	Debt	Long	Netherlands
DOLP Trust 2021-NYC	1.26 mm	1.46 mm principal	0.30	ABS-mortgage backed security	Long	USA
1211 Avenue of the Americas Trust 2015-1211	1.25 mm	1.27 mm principal	0.30	ABS-mortgage backed security	Long	USA
Citigroup Commercial Mortgage Trust 2020-555	1.24 mm	1.45 mm principal	0.30	ABS-mortgage backed security	Long	USA
BX Trust 2022-LBA6	1.23 mm	1.24 mm principal	0.29	ABS-mortgage backed security	Long	USA
HarborView Mortgage Loan Trust 2006-4	1.22 mm	2.39 mm principal	0.29	ABS-mortgage backed security	Long	USA
Golub Capital Partners CLO 69M	1.22 mm	1.20 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
Banc of America Alternative Loan Trust 2006-5	1.21 mm	1.53 mm principal	0.29	ABS-mortgage backed security	Long	USA
PRKCM 2023-AFC1 Trust	1.21 mm	1.20 mm principal	0.29	ABS-mortgage backed security	Long	USA
BCRED CLO 2023-1 LLC	1.21 mm	1.20 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
Neuberger Berman CLO XVI-S Ltd	1.20 mm	1.20 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fannie Mae Pool	1.20 mm	1.45 mm principal	0.29	ABS-mortgage backed security	Long	USA
STWD Trust 2021-FLWR	1.19 mm	1.20 mm principal	0.28	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR3	1.18 mm	1.21 mm principal	0.28	ABS-other	Long	USA
Alternative Loan Trust 2007-15CB	1.18 mm	1.87 mm principal	0.28	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR10 Trust	1.18 mm	1.27 mm principal	0.28	ABS-other	Long	USA
Progress Residential Trust	1.17 mm	1.25 mm principal	0.28	ABS-other	Long	USA
Alternative Loan Trust 2005-10CB	1.15 mm	1.40 mm principal	0.27	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2023-1	1.14 mm	1.15 mm principal	0.27	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR11 Trust	1.14 mm	1.25 mm principal	0.27	ABS-other	Long	USA
GLS Auto Receivables Issuer Trust 2023-2	1.13 mm	1.11 mm principal	0.27	ABS-other	Long	USA
Verus Securitization Trust 2023-INV1	1.12 mm	1.12 mm principal	0.27	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.12 mm	1.17 mm principal	0.27	ABS-mortgage backed security	Long	USA
Capital Street Master Trust	1.10 mm	1.10 mm principal	0.26	ABS-other	Long	USA
SBA Senior Finance II LLC 2024 Term Loan B	1.10 mm	1.10 mm principal	0.26	Loan	Long	USA
Bank of America Corp	1.10 mm	1.10 mm principal	0.26	Debt	Long	USA
Eleven Madison Trust 2015-11MD Mortgage Trust	1.08 mm	1.11 mm principal	0.26	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust 2018-C47	1.07 mm	1.10 mm principal	0.25	ABS-mortgage backed security	Long	USA
WB Commercial Mortgage Trust 2024-HQ	1.06 mm	1.05 mm principal	0.25	ABS-mortgage backed security	Long	USA
Warnermedia Holdings Inc	1.06 mm	1.40 mm principal	0.25	Debt	Long	USA
Cascade MH Asset Trust 2022-MH1	1.06 mm	1.14 mm principal	0.25	ABS-other	Long	USA
SREIT Trust 2021-MFP2	1.05 mm	1.06 mm principal	0.25	ABS-mortgage backed security	Long	USA
CAMB Commercial Mortgage Trust 2019-LIFE	1.05 mm	1.05 mm principal	0.25	ABS-mortgage backed security	Long	USA
1211 Avenue of the Americas Trust 2015-1211	1.05 mm	1.08 mm principal	0.25	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	1.04 mm	1.05 mm principal	0.25	Debt	Long	USA
HSBC HSBC Holdings plc	1.04 mm	1.06 mm principal	0.25	Debt	Long	UK
CAMB Commercial Mortgage Trust 2019-LIFE	1.04 mm	1.04 mm principal	0.25	ABS-mortgage backed security	Long	USA
GSAA Trust	1.03 mm	2.78 mm principal	0.24	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2022-DNA1	1.02 mm	1.00 mm principal	0.24	ABS-mortgage backed security	Long	USA
BCAP LLC Trust 2007-AA2	1.02 mm	2.38 mm principal	0.24	ABS-mortgage backed security	Long	USA
HPS Loan Management 2024-19 Ltd	1.01 mm	1.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Allegro CLO XVI Ltd	1.01 mm	1.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
U.S. Treasury Notes	999.75 k	1.01 mm principal	0.24	Debt	Long	USA
SFO Commercial Mortgage Trust 2021-555	999.32 k	1.04 mm principal	0.24	ABS-mortgage backed security	Long	USA
1375209 BC Ltd	993.49 k	995.00 k principal	0.24	Debt	Long	Canada
Cross 2024-H6 Mortgage Trust	987.42 k	996.01 k principal	0.24	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust 2024-CES1	982.98 k	986.50 k principal	0.23	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2020-VIV2	976.11 k	1.10 mm principal	0.23	ABS-mortgage backed security	Long	USA
Adtalem Global Education Inc	973.02 k	992.00 k principal	0.23	Debt	Long	USA
Merrill Lynch Mortgage Investors Trust Series 2006-RM2	970.06 k	3.43 mm principal	0.23	ABS-other	Long	USA
Madison Park Funding XLVIII Ltd	966.14 k	963.54 k principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
City Football Group Limited 2024 Term Loan	955.69 k	965.34 k principal	0.23	Loan	Long	UK
VOLT XCVI LLC	949.15 k	964.21 k principal	0.23	ABS-other	Long	USA
Bank of America Corp	946.72 k	1.09 mm principal	0.23	Debt	Long	USA
SMRT 2022-MINI	945.77 k	1.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
Zayo Group Holdings Inc USD Term Loan	942.12 k	1.00 mm principal	0.22	Loan	Long	USA
Fannie Mae Connecticut Avenue Securities	940.24 k	908.78 k principal	0.22	ABS-mortgage backed security	Long	USA
Fannie Mae Connecticut Avenue Securities	935.04 k	899.96 k principal	0.22	ABS-mortgage backed security	Long	USA
PRPM 2022-1 LLC	930.03 k	935.84 k principal	0.22	ABS-other	Long	USA
BXP Trust 2017-GM	922.90 k	1.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
OCP CLO 2023-28 Ltd	918.23 k	900.00 k principal	0.22	ABS-collateralized bond/debt obligation	Long	Jersey
Visio 2023-1 Trust	916.28 k	900.00 k principal	0.22	ABS-mortgage backed security	Long	USA
BX Trust 2024-BIO	915.31 k	927.00 k principal	0.22	ABS-mortgage backed security	Long	USA
RCKT Mortgage Trust 2024-CES6	912.33 k	900.00 k principal	0.22	ABS-mortgage backed security	Long	USA
BX 2021-MFM1	905.28 k	910.00 k principal	0.22	ABS-mortgage backed security	Long	USA
US ULTRA BOND CBT DEC24	893.91 k	-114.00 contracts	0.21	Interest rate derivative	N/A	USA
Taco Bell Funding LLC	886.77 k	953.03 k principal	0.21	ABS-other	Long	USA
FirstKey Homes 2021-SFR3 Trust	882.72 k	944.00 k principal	0.21	ABS-other	Long	USA
Hertz Vehicle Financing III LP	881.17 k	950.00 k principal	0.21	ABS-other	Long	USA
COMM 2016-787S Mortgage Trust	878.22 k	950.00 k principal	0.21	ABS-mortgage backed security	Long	USA
JANE STREET GROUP LLC 2024 1st LIEN TERM LOAN B	877.19 k	877.12 k principal	0.21	Loan	Long	USA
Rockford Tower CLO 2023-1 Ltd	872.57 k	850.00 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Citigroup Commercial Mortgage Trust 2013-375P	872.36 k	915.00 k principal	0.21	ABS-mortgage backed security	Long	USA
HPS Loan Management 2023-18 Ltd	869.68 k	850.00 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Goldentree Loan Management US Clo 17 Ltd	867.72 k	850.00 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Jersey
ENR Energizer Holdings, Inc.	865.79 k	925.00 k principal	0.21	Debt	Long	USA
RCKT Mortgage Trust 2024-CES5	865.74 k	860.00 k principal	0.21	ABS-mortgage backed security	Long	USA
Lehman Mortgage Trust 2007-5	857.53 k	8.17 mm principal	0.20	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust 2024-5C1	853.11 k	847.00 k principal	0.20	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	850.79 k	986.89 k principal	0.20	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2004-30CB	850.66 k	883.47 k principal	0.20	ABS-mortgage backed security	Long	USA
Ziply Fiber Issuer LLC	849.74 k	825.00 k principal	0.20	ABS-other	Long	USA
PRPM 2022-3 LLC	848.87 k	851.34 k principal	0.20	ABS-other	Long	USA
Tricon Residential 2021-SFR1 Trust	844.89 k	900.00 k principal	0.20	ABS-other	Long	USA
Sierra Timeshare 2024-2 Receivables Funding LLC	843.32 k	850.91 k principal	0.20	ABS-other	Long	USA
Fannie Mae Connecticut Avenue Securities	837.68 k	790.73 k principal	0.20	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2022-2	837.07 k	891.87 k principal	0.20	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2021-VINO	832.52 k	840.00 k principal	0.20	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Acquisition Trust 2006-CW2	826.93 k	1.39 mm principal	0.20	ABS-mortgage backed security	Long	USA
CSMC Series 2014-8R	825.61 k	961.78 k principal	0.20	ABS-mortgage backed security	Long	USA
PRPM 2021-9 LLC	814.73 k	821.90 k principal	0.19	ABS-other	Long	USA
Golub Capital Partners Clo 42M-R	812.44 k	800.00 k principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
Navient Student Loan Trust 2018-4	809.96 k	850.00 k principal	0.19	ABS-other	Long	USA
EagleView Technology Corporation 2018 Add On Term Loan B	797.88 k	837.67 k principal	0.19	Loan	Long	USA
Progress Residential 2021-SFR2 Trust	792.19 k	819.00 k principal	0.19	ABS-other	Long	USA
OTEX Open Text Corporation	791.08 k	760.00 k principal	0.19	Debt	Long	Canada
NXPT Commercial Mortgage Trust 2024-STOR	786.67 k	811.00 k principal	0.19	ABS-mortgage backed security	Long	USA
American Home Mortgage Assets Trust 2007-1	784.72 k	2.23 mm principal	0.19	ABS-mortgage backed security	Long	USA
CenterPoint Energy Resources Corp	781.44 k	765.00 k principal	0.19	Debt	Long	USA
NYO Commercial Mortgage Trust 2021-1290	774.41 k	820.00 k principal	0.18	ABS-mortgage backed security	Long	USA
Modivcare Inc 2024 Term Loan B	771.07 k	798.00 k principal	0.18	Loan	Long	USA
JP Morgan Alternative Loan Trust 2006-S1	755.13 k	879.64 k principal	0.18	ABS-mortgage backed security	Long	USA
COMM 2013-CCRE8 Mortgage Trust	747.49 k	770.00 k principal	0.18	ABS-mortgage backed security	Long	USA
Banc of America Funding 2014-R5 Trust	743.68 k	1.04 mm principal	0.18	ABS-mortgage backed security	Long	USA
INVITATION HOMS OPRTNG PSHP LP 2024 TERM LOAN	728.35 k	739.44 k principal	0.17	Loan	Long	USA
ET Energy Transfer LP	721.71 k	733.00 k principal	0.17	Debt	Long	USA
Taco Bell Funding LLC	719.22 k	721.88 k principal	0.17	ABS-other	Long	USA
Ferrellgas LP / Ferrellgas Finance Corp	718.75 k	769.00 k principal	0.17	Debt	Long	USA
TLP Transmontaigne Partners L.P.	713.86 k	725.00 k principal	0.17	Debt	Long	USA
JPMorgan Chase & Co	707.10 k	710.00 k principal	0.17	Debt	Long	USA
NRTH 2024-PARK Mortgage Trust	702.66 k	701.00 k principal	0.17	ABS-mortgage backed security	Long	USA
Octagon Investment Partners 44 Ltd	700.70 k	700.00 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Wells Fargo Commercial Mortgage Trust 2019-JWDR	699.76 k	728.00 k principal	0.17	ABS-mortgage backed security	Long	USA
SFAVE Commercial Mortgage Securities Trust 2015-5AVE	692.21 k	925.00 k principal	0.16	ABS-mortgage backed security	Long	USA
Bloomin' Brands Inc / OSI Restaurant Partners LLC	690.81 k	743.00 k principal	0.16	Debt	Long	USA
Hudson Yards 2019-30HY Mortgage Trust	682.46 k	800.00 k principal	0.16	ABS-mortgage backed security	Long	USA
Grifols SA	681.96 k	738.00 k principal	0.16	Debt	Long	Spain
UBER Uber Technologies, Inc.	681.21 k	700.00 k principal	0.16	Debt	Long	USA
BXP Trust 2017-GM	680.82 k	750.00 k principal	0.16	ABS-mortgage backed security	Long	USA
Taubman Centers Commercial Mortgage Trust 2022-DPM	678.05 k	675.00 k principal	0.16	ABS-mortgage backed security	Long	USA
Citigroup Commercial Mortgage Trust 2013-375P	677.86 k	700.00 k principal	0.16	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2007-A5	669.78 k	735.28 k principal	0.16	ABS-mortgage backed security	Long	USA
JPMorgan Chase & Co	668.07 k	700.00 k principal	0.16	Debt	Long	USA
CIM Trust 2021-NR4	664.83 k	667.43 k principal	0.16	ABS-other	Long	USA
JPMorgan Chase & Co	659.03 k	760.00 k principal	0.16	Debt	Long	USA
Bank of America Corp	657.09 k	685.00 k principal	0.16	Debt	Long	USA
Fannie Mae Pool	656.18 k	791.29 k principal	0.16	ABS-mortgage backed security	Long	USA
280 Park Avenue 2017-280P Mortgage Trust	651.76 k	700.00 k principal	0.16	ABS-mortgage backed security	Long	USA
RALI Series 2006-QS6 Trust	650.67 k	844.62 k principal	0.15	ABS-mortgage backed security	Long	USA