TCW Core Fixed Income Fund

Fund Profile

Fund profile

Tickers

TGCFX, TGFNX, TGCPX

Fund manager

TCW Funds Inc

Total assets

$945.61 mm

Liabilities

$103.78 mm

Net assets

$841.84 mm

Number of holdings

433.00

Top 200 of 433 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Notes	78.10 mm	78.17 mm principal	9.28	Debt	Long	USA
TCW Central Cash Fund	58.59 mm	58.59 mm shares	6.96	Common equity	Long	USA
U.S. Treasury Notes	47.41 mm	48.99 mm principal	5.63	Debt	Long	USA
U.S. Treasury Bonds	46.33 mm	49.34 mm principal	5.50	Debt	Long	USA
U.S. Treasury Bonds	41.63 mm	43.26 mm principal	4.95	Debt	Long	USA
U.S. Treasury Notes	19.22 mm	19.78 mm principal	2.28	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	14.29 mm	15.98 mm principal	1.70	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	12.08 mm	12.09 mm principal	1.44	Debt	Long	USA
Ginnie Mae	11.30 mm	11.58 mm principal	1.34	ABS-mortgage backed security	Long	USA
Ginnie Mae	11.29 mm	13.33 mm principal	1.34	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	9.96 mm	10.25 mm principal	1.18	ABS-mortgage backed security	Long	USA
Ginnie Mae	9.43 mm	10.13 mm principal	1.12	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	8.30 mm	8.31 mm principal	0.99	Debt	Long	USA
Ginnie Mae	7.66 mm	8.03 mm principal	0.91	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	7.60 mm	7.82 mm principal	0.90	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	7.20 mm	9.01 mm principal	0.85	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	6.88 mm	7.24 mm principal	0.82	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	6.88 mm	6.94 mm principal	0.82	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	6.57 mm	6.91 mm principal	0.78	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	6.47 mm	8.14 mm principal	0.77	ABS-mortgage backed security	Long	USA
J.P. Morgan Mortgage Trust 2022-1	6.47 mm	7.96 mm principal	0.77	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	6.08 mm	7.32 mm principal	0.72	ABS-mortgage backed security	Long	USA
Ginnie Mae	5.97 mm	6.00 mm principal	0.71	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.91 mm	7.43 mm principal	0.70	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	5.88 mm	7.40 mm principal	0.70	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.86 mm	6.33 mm principal	0.70	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.81 mm	6.11 mm principal	0.69	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.77 mm	6.90 mm principal	0.69	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.75 mm	6.66 mm principal	0.68	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2021-INV3	5.73 mm	6.52 mm principal	0.68	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.61 mm	6.75 mm principal	0.67	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	5.59 mm	6.73 mm principal	0.66	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	5.56 mm	5.57 mm principal	0.66	Debt	Long	USA
Fannie Mae Pool	5.44 mm	6.81 mm principal	0.65	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.38 mm	6.73 mm principal	0.64	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.37 mm	5.64 mm principal	0.64	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.32 mm	6.69 mm principal	0.63	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.30 mm	6.32 mm principal	0.63	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	5.05 mm	5.10 mm principal	0.60	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2006-AMC1	4.96 mm	5.16 mm principal	0.59	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	4.88 mm	5.32 mm principal	0.58	ABS-mortgage backed security	Long	USA
Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2005-WCW	4.83 mm	5.00 mm principal	0.57	ABS-other	Long	USA
Ginnie Mae II Pool	4.69 mm	4.91 mm principal	0.56	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	4.61 mm	5.35 mm principal	0.55	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.59 mm	4.97 mm principal	0.55	ABS-mortgage backed security	Long	USA
J.P. Morgan Mortgage Trust 2021-INV5	4.51 mm	4.99 mm principal	0.54	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	4.51 mm	4.75 mm principal	0.54	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.40 mm	4.75 mm principal	0.52	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.36 mm	4.71 mm principal	0.52	ABS-mortgage backed security	Long	USA
CIFC Funding 2021-VII Ltd	4.30 mm	4.30 mm principal	0.51	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AGL CLO 7 Ltd	4.24 mm	4.24 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Clover CLO 2018-1 LLC	4.20 mm	4.19 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XLVIII Ltd	4.17 mm	4.16 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac Pool	4.09 mm	4.92 mm principal	0.49	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	4.07 mm	4.26 mm principal	0.48	Debt	Long	USA
Bank of America Corp	4.02 mm	4.20 mm principal	0.48	Debt	Long	USA
Ares LXII CLO Ltd	4.01 mm	4.00 mm principal	0.48	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fannie Mae Pool	3.95 mm	4.27 mm principal	0.47	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	3.78 mm	4.05 mm principal	0.45	ABS-mortgage backed security	Long	USA
BPR Trust 2022-OANA	3.70 mm	3.68 mm principal	0.44	ABS-mortgage backed security	Long	USA
J.P. Morgan Mortgage Trust 2021-14	3.66 mm	4.51 mm principal	0.43	ABS-mortgage backed security	Long	USA
OCP CLO 2020-19 Ltd	3.61 mm	3.60 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SKYLINE CL A TR 2020 1	3.60 mm	3.95 mm principal	0.43	ABS-other	Long	USA
Fremont Home Loan Trust 2005-E	3.57 mm	3.74 mm principal	0.42	ABS-other	Long	USA
Fannie Mae Pool	3.49 mm	4.39 mm principal	0.41	ABS-mortgage backed security	Long	USA
BANK 2022-BNK42	3.45 mm	3.59 mm principal	0.41	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	3.43 mm	3.48 mm principal	0.41	Debt	Long	USA
WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust	3.37 mm	3.58 mm principal	0.40	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	3.27 mm	3.73 mm principal	0.39	ABS-mortgage backed security	Long	USA
Aligned Data Centers Issuer LLC	3.19 mm	3.37 mm principal	0.38	ABS-other	Long	USA
Fannie Mae Pool	3.18 mm	3.69 mm principal	0.38	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.12 mm	3.69 mm principal	0.37	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	3.11 mm	3.93 mm principal	0.37	ABS-mortgage backed security	Long	USA
Bayview MSR Opportunity Master Fund Trust 2021-INV5	3.08 mm	3.51 mm principal	0.37	ABS-mortgage backed security	Long	USA
Nationwide Mutual Insurance Co	3.01 mm	3.00 mm principal	0.36	Debt	Long	USA
AerCap Ireland Capital DAC / AerCap Global Aviation Trust	2.99 mm	3.23 mm principal	0.36	Debt	Long	Ireland
CSMC 2022-ATH2	2.98 mm	3.01 mm principal	0.35	ABS-mortgage backed security	Long	USA
GS Mortgage-Backed Securities Trust 2021-INV1	2.93 mm	3.34 mm principal	0.35	ABS-mortgage backed security	Long	USA
BXHPP Trust 2021-FILM	2.88 mm	3.00 mm principal	0.34	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.88 mm	3.22 mm principal	0.34	ABS-mortgage backed security	Long	USA
General Electric Co	2.86 mm	3.05 mm principal	0.34	Debt	Long	USA
Southern Natural Gas Co LLC	2.61 mm	2.38 mm principal	0.31	Debt	Long	USA
CSAIL 2020-C19 Commercial Mortgage Trust	2.59 mm	3.00 mm principal	0.31	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	2.55 mm	3.08 mm principal	0.30	ABS-mortgage backed security	Long	USA
Warnermedia Holdings Inc	2.51 mm	3.14 mm principal	0.30	Debt	Long	USA
Freddie Mac Pool	2.48 mm	2.61 mm principal	0.29	ABS-mortgage backed security	Long	USA
SBNA Auto Receivables Trust 2024-A	2.45 mm	2.44 mm principal	0.29	ABS-other	Long	USA
Barings CLO Ltd 2018-IV	2.31 mm	2.31 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Wells Fargo Home Equity Asset-Backed Securities 2004-2 Trust	2.31 mm	2.28 mm principal	0.27	ABS-mortgage backed security	Long	USA
Charter Communications Operating LLC / Charter Communications Operating Capital	2.25 mm	2.76 mm principal	0.27	Debt	Long	USA
Dryden 40 Senior Loan Fund	2.24 mm	2.24 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Jersey Central Power & Light Co	2.20 mm	2.58 mm principal	0.26	Debt	Long	USA
Wells Fargo & Co	2.18 mm	2.25 mm principal	0.26	Debt	Long	USA
BX Commercial Mortgage Trust 2020-VIV4	2.14 mm	2.42 mm principal	0.25	ABS-mortgage backed security	Long	USA
Warnermedia Holdings Inc	2.14 mm	2.83 mm principal	0.25	Debt	Long	USA
SFD Smithfield Foods Inc	2.12 mm	2.57 mm principal	0.25	Debt	Long	USA
Navient Private Education Refi Loan Trust 2021-G	2.11 mm	2.38 mm principal	0.25	ABS-other	Long	USA
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE	2.09 mm	3.06 mm principal	0.25	Debt	Long	USA
Wells Fargo Commercial Mortgage Trust 2015-C26	2.08 mm	2.10 mm principal	0.25	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.08 mm	2.37 mm principal	0.25	ABS-mortgage backed security	Long	USA
JPMorgan Chase & Co	2.07 mm	2.08 mm principal	0.25	Debt	Long	USA
Hudson Yards 2019-30HY Mortgage Trust	2.00 mm	2.19 mm principal	0.24	ABS-mortgage backed security	Long	USA
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE	2.00 mm	2.49 mm principal	0.24	Debt	Long	USA
Farmers Exchange Capital II	1.99 mm	2.07 mm principal	0.24	Debt	Long	USA
Bayer US Finance II LLC	1.96 mm	2.02 mm principal	0.23	Debt	Long	USA
Bank of America Corp	1.96 mm	2.15 mm principal	0.23	Debt	Long	USA
Voya CLO 2016-3 Ltd	1.91 mm	1.90 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CSMC 2018-RPL9 Trust	1.86 mm	1.95 mm principal	0.22	ABS-mortgage backed security	Long	USA
BAMLL Commercial Mortgage Securities Trust 2018-PARK	1.82 mm	1.93 mm principal	0.22	ABS-mortgage backed security	Long	USA
COMM 2015-CCRE27 Mortgage Trust	1.82 mm	1.84 mm principal	0.22	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	1.80 mm	2.04 mm principal	0.21	ABS-mortgage backed security	Long	USA
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd	1.80 mm	1.80 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos Clo Xxv	1.79 mm	1.79 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC	1.76 mm	1.75 mm principal	0.21	Debt	Long	USA
Ginnie Mae II Pool	1.76 mm	1.98 mm principal	0.21	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	1.74 mm	1.90 mm principal	0.21	ABS-mortgage backed security	Long	USA
Starwood Mortgage Residential Trust 2021-3	1.73 mm	2.05 mm principal	0.21	ABS-mortgage backed security	Long	USA
GLP Capital LP / GLP Financing II Inc	1.63 mm	1.60 mm principal	0.19	Debt	Long	USA
Fannie Mae Pool	1.60 mm	2.01 mm principal	0.19	ABS-mortgage backed security	Long	USA
Berry Global Inc	1.60 mm	1.72 mm principal	0.19	Debt	Long	USA
Bayer US Finance II LLC	1.59 mm	1.93 mm principal	0.19	Debt	Long	USA
Manhattan West 2020-1MW Mortgage Trust	1.57 mm	1.72 mm principal	0.19	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	1.55 mm	1.70 mm principal	0.18	ABS-mortgage backed security	Long	USA
KeySpan Gas East Corp	1.54 mm	1.55 mm principal	0.18	Debt	Long	USA
Farmers Exchange Capital	1.54 mm	1.50 mm principal	0.18	Debt	Long	USA
Fresenius Medical Care US Finance III Inc	1.54 mm	1.65 mm principal	0.18	Debt	Long	USA
Avolon Holdings Funding Ltd	1.54 mm	1.55 mm principal	0.18	Debt	Long	Cayman Islands
Fannie Mae Pool	1.54 mm	1.64 mm principal	0.18	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	1.53 mm	1.65 mm principal	0.18	ABS-mortgage backed security	Long	USA
Berry Global Inc	1.52 mm	1.58 mm principal	0.18	Debt	Long	USA
AL Air Lease Corporation	1.48 mm	1.50 mm principal	0.18	Debt	Long	USA
SLM Student Loan Trust 2008-4	1.47 mm	1.47 mm principal	0.17	ABS-other	Long	USA
CNC Centene Corporation	1.46 mm	1.68 mm principal	0.17	Debt	Long	USA
GS Mortgage-Backed Securities Trust 2018-RPL1	1.45 mm	1.49 mm principal	0.17	ABS-mortgage backed security	Long	USA
Santander UK Group Holdings PLC	1.45 mm	1.53 mm principal	0.17	Debt	Long	UK
Freddie Mac Gold Pool	1.44 mm	1.64 mm principal	0.17	ABS-mortgage backed security	Long	USA
SFAVE Commercial Mortgage Securities Trust 2015-5AVE	1.44 mm	1.71 mm principal	0.17	ABS-mortgage backed security	Long	USA
American Assets Trust LP	1.43 mm	1.66 mm principal	0.17	Debt	Long	USA
United Airlines 2023-1 Class A Pass Through Trust	1.43 mm	1.39 mm principal	0.17	Debt	Long	USA
Willis North America Inc	1.42 mm	1.45 mm principal	0.17	Debt	Long	USA
Bank of America Corp	1.41 mm	1.49 mm principal	0.17	Debt	Long	USA
U.S. Treasury Notes	1.40 mm	1.45 mm principal	0.17	Debt	Long	USA
Fannie Mae Pool	1.40 mm	1.59 mm principal	0.17	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	1.40 mm	1.58 mm principal	0.17	ABS-mortgage backed security	Long	USA
Structured Asset Investment Loan Trust 2004-6	1.39 mm	1.37 mm principal	0.17	ABS-other	Long	USA
Freddie Mac Gold Pool	1.39 mm	1.58 mm principal	0.17	ABS-mortgage backed security	Long	USA
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl	1.38 mm	1.28 mm principal	0.16	Debt	Long	Luxembourg
Ajax Mortgage Loan Trust 2019-F	1.37 mm	1.44 mm principal	0.16	ABS-mortgage backed security	Long	USA
BX Trust 2019-OC11	1.35 mm	1.49 mm principal	0.16	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	1.34 mm	1.36 mm principal	0.16	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.32 mm	1.37 mm principal	0.16	ABS-mortgage backed security	Long	USA
One Bryant Park Trust 2019-OBP	1.31 mm	1.50 mm principal	0.16	ABS-mortgage backed security	Long	USA
LXP Industrial Trust	1.30 mm	1.59 mm principal	0.15	Debt	Long	USA
AL Air Lease Corporation	1.29 mm	1.30 mm principal	0.15	Debt	Long	USA
JPMorgan Chase & Co	1.29 mm	1.54 mm principal	0.15	Debt	Long	USA
Hudson Pacific Properties LP	1.28 mm	1.75 mm principal	0.15	Debt	Long	USA
Citigroup Inc	1.27 mm	1.40 mm principal	0.15	Debt	Long	USA
Ginnie Mae II Pool	1.26 mm	1.30 mm principal	0.15	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	1.24 mm	1.32 mm principal	0.15	ABS-mortgage backed security	Long	USA
Dryden XXVI Senior Loan Fund	1.22 mm	1.21 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Morgan Stanley	1.21 mm	1.25 mm principal	0.14	Debt	Long	USA
Fannie Mae Pool	1.18 mm	1.28 mm principal	0.14	ABS-mortgage backed security	Long	USA
BAT Capital Corp	1.15 mm	1.29 mm principal	0.14	Debt	Long	USA
Freddie Mac Gold Pool	1.14 mm	1.25 mm principal	0.14	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	1.14 mm	1.21 mm principal	0.14	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	1.14 mm	1.15 mm principal	0.14	Debt	Long	USA
SLM Student Loan Trust 2003-7	1.12 mm	1.13 mm principal	0.13	ABS-other	Long	USA
Spectrum Management Holding Company, LLC	1.10 mm	1.48 mm principal	0.13	Debt	Long	USA
Fannie Mae Pool	1.09 mm	1.13 mm principal	0.13	ABS-mortgage backed security	Long	USA
Bacardi Ltd	1.09 mm	1.10 mm principal	0.13	Debt	Long	Bermuda
Morgan Stanley	1.08 mm	1.15 mm principal	0.13	Debt	Long	USA
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB	1.05 mm	1.16 mm principal	0.13	ABS-mortgage backed security	Long	USA
Hudson Yards 2019-55HY Mortgage Trust	1.05 mm	1.18 mm principal	0.12	ABS-mortgage backed security	Long	USA
Appalachian Power Co	1.05 mm	1.02 mm principal	0.12	Debt	Long	USA
Freddie Mac Gold Pool	1.05 mm	1.15 mm principal	0.12	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.03 mm	1.03 mm principal	0.12	ABS-mortgage backed security	Long	USA
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl	1.03 mm	1.00 mm principal	0.12	Debt	Long	Luxembourg
Wells Fargo & Co	1.02 mm	1.05 mm principal	0.12	Debt	Long	USA
IFF International Flavors & Fragrances Inc.	1.01 mm	1.19 mm principal	0.12	Debt	Long	USA
Duke Energy Progress LLC	1.01 mm	1.33 mm principal	0.12	Debt	Long	USA
Realty Income Corp	995.69 k	830.00 k principal	0.12	Debt	Long	USA
JPMorgan Chase & Co	968.03 k	1.07 mm principal	0.11	Debt	Long	USA
BA The Boeing Company	968.01 k	1.02 mm principal	0.11	Debt	Long	USA
JGWPT XXXII LLC	967.66 k	1.08 mm principal	0.11	ABS-other	Long	USA
Fannie Mae REMICS	951.57 k	995.40 k principal	0.11	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	949.32 k	1.04 mm principal	0.11	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	945.71 k	1.00 mm principal	0.11	Debt	Long	USA
Freddie Mac Gold Pool	944.06 k	983.56 k principal	0.11	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	928.31 k	1.05 mm principal	0.11	ABS-mortgage backed security	Long	USA
Rockies Express Pipeline LLC	921.61 k	980.00 k principal	0.11	Debt	Long	USA
JPMorgan Chase & Co	914.00 k	935.00 k principal	0.11	Debt	Long	USA
ITC ITC Holdings Corp	901.58 k	1.00 mm principal	0.11	Debt	Long	USA
UBER Uber Technologies, Inc.	901.40 k	930.00 k principal	0.11	Debt	Long	USA
Duke Energy Corp	901.20 k	825.00 k principal	0.11	Debt	Long	USA
Fannie Mae Pool	899.09 k	947.03 k principal	0.11	ABS-mortgage backed security	Long	USA
JGWPT XXX LLC	883.40 k	940.78 k principal	0.10	ABS-other	Long	USA
Charter Communications Operating LLC / Charter Communications Operating Capital	878.78 k	1.03 mm principal	0.10	Debt	Long	USA
Ginnie Mae II Pool	874.38 k	927.50 k principal	0.10	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	871.87 k	989.55 k principal	0.10	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	864.40 k	875.00 k principal	0.10	Debt	Long	USA