TCW Family of Investment Companies > TCW FUNDS INC
TCW Total Return Bond Fund
$2.87B
Avg Monthly Net Assets
$2.28B
Total Assets
$455.36M
Total Liabilities
$1.83B
Net Assets
TCW Total Return Bond Fund is a Mutual Fund in TCW FUNDS INC
from TCW Family of Investment Companies,
based in California,
United States of America.
The fund has three share classes
and monthly net assets of $2.87B.
On September 20th, 2024 it reported 412 holdings, the largest
being UMBS, TBA (5.1%), TCW Central Cash Fund (3.8%) and UMBS, TBA (3.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| I Class | C000017410 | TGLMX | |
| N Class | C000017411 | TGMNX | |
| Plan Class | C000218394 | TGLSX |
Holdings
From latest NPORT-P, filed September 20th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1345 Avenue of the Americas & Park Avenue Plaza Trust (1345 Ave of the Americas & Park Ave Plaza Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.53 |
| ABFC 2007-WMC1 Trust (Asset Backed Funding Certificates) | Long | ABS-other | US | $7M | – | 0.39 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Alternative Loan Trust 2005-84 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Alternative Loan Trust 2007-19 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.30 |
| AMSR 2020-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $8M | – | 0.41 |
| AMSR 2020-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $6M | – | 0.34 |
| AMSR 2020-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $3M | – | 0.14 |
| Apidos CLO XXXVII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.37 |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.64 |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W3 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $7M | – | 0.36 |
| Argent Securities Trust 2006-W4 (Argent Securities Inc.) | Long | ABS-other | US | $4M | – | 0.22 |
| BAMLL Commercial Mortgage Securities Trust 2015-200P (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| Banc of America Funding 2004-B Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| Banc of America Funding 2006-3 Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $858K | – | 0.05 |
| Banc of America Funding 2006-3 Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| Banc of America Funding 2006-D Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Banc of America Funding 2006-D Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| BBCMS Mortgage Trust 2024-5C25 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| BBCMS Mortgage Trust 2024-5C27 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| BBCMS Mortgage Trust 2024-C24 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.34 |
| BBCMS Mortgage Trust 2024-C26 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.35 |
| Bear Stearns ALT-A Trust 2005-2 | Long | ABS-mortgage backed security | US | $905.77 | – | 0.00 |
| Bear Stearns ALT-A Trust 2005-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Bear Stearns ALT-A Trust 2006-4 | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| Bear Stearns ARM Trust 2004-12 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Bear Stearns ARM Trust 2005-10 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Bear Stearns ARM Trust 2006-2 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $511K | – | 0.03 |
| Bear Stearns ARM Trust 2007-1 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2005-AC6 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Bear Stearns Asset Backed Securities I Trust 2005-AC6 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $634K | – | 0.03 |
| Bear Stearns Mortgage Funding Trust 2006-AR1 | Long | ABS-mortgage backed security | US | $7M | – | 0.41 |
| Bear Stearns Mortgage Funding Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| Benchmark 2019-B13 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| Benchmark 2019-B14 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $459K | – | 0.03 |
| Benchmark 2019-B14 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $373K | – | 0.02 |
| BMO 2024-5C3 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| BMO 2024-C8 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| BPR Trust 2021-WILL | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| BX Commercial Mortgage Trust 2020-VIV4 (BX Trust) | Long | ABS-mortgage backed security | US | $14M | – | 0.74 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $7M | – | 0.40 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $984K | – | 0.05 |
| C-BASS 2006-CB9 TRUST (Credit-Based Asset Servicing and Securitization) | Long | ABS-other | US | $5M | – | 0.28 |
| C-BASS Mortgage Loan Trust 2007-CB2 (Credit-Based Asset Servicing and Securitization) | Long | ABS-other | US | $4M | – | 0.23 |
| C-BASS Mortgage Loan Trust 2007-CB2 (Credit-Based Asset Servicing and Securitization) | Long | ABS-other | US | $1M | – | 0.07 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $6M | – | 0.35 |
| CAMB Commercial Mortgage Trust 2021-CX2 | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Carvana Auto Receivables Trust 2021-N3 | Long | ABS-other | US | $2M | – | 0.10 |
| Carvana Auto Receivables Trust 2023-P1 | Long | ABS-other | US | $436K | – | 0.02 |
| Chase Mortgage Finance Trust Series 2006-A1 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| Chase Mortgage Finance Trust Series 2007-A1 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $877K | – | 0.05 |
| ChaseFlex Trust Series 2005-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| CHL Mortgage Pass-Through Trust 2005-HYB5 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-HY5 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-HYB1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| CIFC Funding 2022-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| CIM Trust 2019-R3 | Long | ABS-mortgage backed security | US | $8M | – | 0.43 |
| CIM Trust 2020-R1 | Long | ABS-mortgage backed security | US | $15M | – | 0.83 |
| CIM Trust 2020-R3 | Long | ABS-mortgage backed security | US | $11M | – | 0.60 |
| CIM Trust 2020-R6 | Long | ABS-mortgage backed security | US | $9M | – | 0.48 |
| CIM Trust 2020-R7 | Long | ABS-mortgage backed security | US | $14M | – | 0.75 |
| CIM Trust 2021-NR2 | Long | ABS-other | US | $9M | – | 0.51 |
| CIM Trust 2021-NR3 | Long | ABS-other | US | $4M | – | 0.23 |
| CIM Trust 2021-R3 | Long | ABS-mortgage backed security | US | $10M | – | 0.57 |
| CIM Trust 2023-NR1 | Long | ABS-other | US | $11M | – | 0.61 |
| CIM TRUST 2023-NR2 | Long | ABS-other | US | $7M | – | 0.41 |
| CIM Trust 2023-R1 | Long | ABS-mortgage backed security | US | $12M | – | 0.64 |
| CIM Trust 2023-R1 | Long | ABS-mortgage backed security | US | $7M | – | 0.37 |
| Citigroup Commercial Mortgage Trust 2020-555 | Long | ABS-mortgage backed security | US | $8M | – | 0.44 |
| Citigroup Mortgage Loan Trust 2006-AR5 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Citigroup Mortgage Loan Trust 2007-12 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| CitiMortgage Alternative Loan Trust Series 2007-A5 | Long | ABS-mortgage backed security | US | $7M | – | 0.36 |
| Cologix Data Centers US Issuer LLC (Cologix Data Centers Issuer LLC) | Long | ABS-other | US | $4M | – | 0.20 |
| COMM 2020-CX Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $582K | – | 0.03 |
| Conseco Finance Securitizations Corp (Conseco Finance Securitizations Corp.) | Long | ABS-other | US | $8M | – | 0.41 |
| Corevest American Finance 2020-1 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $3M | – | 0.16 |
| Corevest American Finance 2020-1 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $710K | – | 0.04 |
| Corevest American Finance 2020-4 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $2M | – | 0.09 |
| Corevest American Finance 2020-4 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $1M | – | 0.07 |
| Corevest American Finance 2021-1 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $2M | – | 0.13 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| CSMC 2021-B33 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| CSMC 2021-BPNY (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $17M | – | 0.92 |
| CSMC 2021-NQM5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| CSMC 2021-RPL11 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| CSMC 2021-RPL11 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $604K | – | 0.03 |
| CSMC 2022-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| CSMC 2022-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| CSMC Mortgage-Backed Trust 2006-8 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| CSMC Mortgage-Backed Trust 2006-9 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $0.65 | – | 0.00 |
| CSMCM 2021-RPL11 Trust (CSMCM Trust Certificates) | Long | ABS-mortgage backed security | US | $418K | – | 0.02 |
| CSMCM 2022-RPL1 Trust (CSMCM Trust Certificates) | Long | ABS-mortgage backed security | US | $431K | – | 0.02 |
| DBGS 2018-BIOD Mortgage Trust (DBGS Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.49 |
| DBGS 2018-C1 Mortgage Trust (DBGS Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR6 (Deutsche Alt-A Securities INC Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $12M | – | 0.67 |
| DSLA Mortgage Loan Trust 2005-AR6 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| DSLA Mortgage Loan Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34M | – | 1.89 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33M | – | 1.79 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29M | – | 1.58 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22M | – | 1.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 1.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.93 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.90 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.88 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.87 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.85 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.85 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.83 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.72 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.69 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.69 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.59 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.54 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.49 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.49 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.47 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $980K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $617K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $377K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.56 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $330K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fieldstone Mortgage Investment Trust Series 2007-1 (Fieldstone Mortgage Investment Corp.) | Long | ABS-other | US | $2M | – | 0.09 |
| First Franklin Mortgage Loan Trust Series 2006-FF18 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $8M | – | 0.43 |
| First Franklin Mortgage Loan Trust Series 2007-FF1 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $8M | – | 0.42 |
| First Franklin Mortgage Loan Trust Series 2007-FF1 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $2M | – | 0.09 |
| First Franklin Mortgage Loan Trust Series 2007-FF2 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $16M | – | 0.89 |
| First Franklin Mortgage Loan Trust Series 2007-FF2 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $10M | – | 0.54 |
| FirstKey Homes 2021-SFR3 Trust | Long | ABS-other | US | $5M | – | 0.28 |
| FirstKey Homes 2022-SFR3 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $8M | – | 0.46 |
| Flexential Issuer 2021-1 (Flexential Issuer, LLC) | Long | ABS-other | US | $7M | – | 0.39 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $23M | – | 1.26 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20M | – | 1.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.46 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.33 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $791K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $334K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $972K | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $902K | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $365K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 1.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $18M | – | 1.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.89 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.65 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.64 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.53 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.49 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.48 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.36 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $16M | – | 0.88 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.68 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.35 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $940K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $547K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $317K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $300K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $7M | – | 0.40 |
| GCI Funding I LLC | Long | ABS-other | US | $18M | – | 1.00 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $37M | – | 2.03 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $28M | – | 1.51 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $17M | – | 0.95 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $14M | – | 0.76 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9M | – | 0.52 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $16M | – | 0.87 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13M | – | 0.73 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10M | – | 0.53 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $19M | – | 1.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14M | – | 0.77 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12M | – | 0.68 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.53 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.46 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.44 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $933K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $905K | – | 0.05 |
| Grace Trust 2020-GRCE (Gracechurch Mortgage Finance Plc) | Long | ABS-mortgage backed security | US | $11M | – | 0.61 |
| GS Mortgage-Backed Securities Trust 2022-PJ6 | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| GSAA Trust (GSAA Home Equity Trust) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GSR Mortgage Loan Trust 2004-9 | Long | ABS-mortgage backed security | US | $714K | – | 0.04 |
| GSR Mortgage Loan Trust 2006-OA1 | Long | ABS-mortgage backed security | US | $10M | – | 0.56 |
| GSR Mortgage Loan Trust 2007-AR2 | Long | ABS-mortgage backed security | US | $794K | – | 0.04 |
| HOA Funding LLC - HOA | Long | ABS-other | US | $5M | – | 0.26 |
| Hotwire Funding LLC | Long | ABS-other | US | $2M | – | 0.10 |
| Houston Galleria Mall Trust 2015-HGLR | Long | ABS-mortgage backed security | US | $9M | – | 0.50 |
| HPS Loan Management 10-2016 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.44 |
| HSI Asset Loan Obligation Trust 2007-2 | Long | ABS-mortgage backed security | US | $354K | – | 0.02 |
| Hudson Yards 2019-55HY Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Impac CMB Trust Series 2005-1 | Long | ABS-mortgage backed security | US | $298K | – | 0.02 |
| Impac CMB Trust Series 2005-5 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Impac Secured Assets Trust 2006-3 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| IndyMac INDA Mortgage Loan Trust 2007-AR7 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| IndyMac INDX Mortgage Loan Trust 2004-AR9 | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| IndyMac INDX Mortgage Loan Trust 2005-AR23 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| IndyMac INDX Mortgage Loan Trust 2005-AR25 | Long | ABS-mortgage backed security | US | $914K | – | 0.05 |
| IndyMac INDX Mortgage Loan Trust 2005-AR7 | Long | ABS-mortgage backed security | US | $592K | – | 0.03 |
| IndyMac INDX Mortgage Loan Trust 2006-AR39 | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| IndyMac INDX Mortgage Loan Trust 2006-AR6 | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| IndyMac INDX Mortgage Loan Trust 2007-AR11 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.34 |
| JGWPT XXX LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $4M | – | 0.24 |
| JP Morgan Alternative Loan Trust (J.P. Morgan Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| JP Morgan Alternative Loan Trust (J.P. Morgan Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| JP Morgan Mortgage Acquisition Trust 2006-CH2 (JP Morgan Mortgage Acquisition Corp) | Long | ABS-other | US | $2M | – | 0.12 |
| JP Morgan Mortgage Acquisition Trust 2006-WMC4 (JP Morgan Mortgage Acquisition Corp) | Long | ABS-mortgage backed security | US | $12M | – | 0.67 |
| JP Morgan Mortgage Trust 2005-A6 | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-A2 | Long | ABS-mortgage backed security | US | $257K | – | 0.01 |
| JP Morgan Mortgage Trust 2006-A4 | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| JP Morgan Mortgage Trust 2006-A7 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-S2 | Long | ABS-mortgage backed security | US | $0 | – | – |
| JP Morgan Mortgage Trust 2021-4 | Long | ABS-mortgage backed security | US | $8M | – | 0.46 |
| JP Morgan Mortgage Trust 2022-INV1 | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| JP Morgan Mortgage Trust Series 2024-3 | Long | ABS-mortgage backed security | US | $8M | – | 0.46 |
| Lehman Mortgage Trust 2006-4 | Long | ABS-mortgage backed security | US | $365K | – | 0.02 |
| Lehman XS Trust Series 2006-10N | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| Lehman XS Trust Series 2006-12N | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Lehman XS Trust Series 2007-4N | Long | ABS-mortgage backed security | US | $0 | – | – |
| LHOME Mortgage Trust 2021-RTL3 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Life 2021-BMR Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.41 |
| Madison Park Funding XXXVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.55 |
| MASTR Alternative Loan Trust 2005-4 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| MASTR Alternative Loan Trust 2006-2 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Mastr Asset Backed Securities Trust 2006-AB1 | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| MASTR Asset Securitization Trust 2006-3 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| MASTR Seasoned Securitization Trust 2004-1 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-A1 | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1 | Long | ABS-other | US | $7M | – | 0.39 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1 | Long | ABS-other | US | $2M | – | 0.10 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2 | Long | ABS-other | US | $3M | – | 0.16 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3 | Long | ABS-other | US | $743K | – | 0.04 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-4 | Long | ABS-other | US | $10M | – | 0.53 |
| Merrill Lynch Mortgage Backed Securities Trust Series 2007-2 | Long | ABS-mortgage backed security | US | $384K | – | 0.02 |
| Mid-State Capital Corp 2005-1 Trust (Mid-State Trust) | Long | ABS-other | US | $736K | – | 0.04 |
| MKT 2020-525M Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| MKT 2020-525M Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Morgan Stanley ABS Capital I Inc Trust 2004-NC8 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $349K | – | 0.02 |
| Morgan Stanley Capital I Trust 2019-H7 | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Morgan Stanley Capital I Trust 2020-CNP | Long | ABS-mortgage backed security | US | $15M | – | 0.82 |
| Morgan Stanley Home Equity Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2007-3XS | Long | ABS-mortgage backed security | US | $620K | – | 0.03 |
| Morgan Stanley Mortgage Loan Trust 2007-7AX | Long | ABS-mortgage backed security | US | $704K | – | 0.04 |
| MortgageIT Trust 2005-4 | Long | ABS-mortgage backed security | US | $369K | – | 0.02 |
| New Residential Mortgage Loan Trust 2022-SFR2 | Long | ABS-other | US | $5M | – | 0.29 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $2M | – | 0.14 |
| OHA Credit Funding 3 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.33 |
| OHA Credit Funding 9 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.41 |
| One Bryant Park Trust 2019-OBP | Long | ABS-mortgage backed security | US | $6M | – | 0.33 |
| Ownit Mortgage Loan Trust Series 2006-6 (OWNIT Mortgage Loan Asset-Backed Certificates) | Long | ABS-other | US | $6M | – | 0.31 |
| PRET 2022-RN1 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $7M | – | 0.39 |
| PRKCM 2021-AFC2 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Progress Residential 2020-SFR3 Trust (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.18 |
| Progress Residential 2021-SFR1 (Progress Residential Trust) | Long | ABS-other | US | $5M | – | 0.25 |
| Progress Residential 2021-SFR11 Trust (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.14 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $8M | – | 0.43 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.17 |
| Progress Residential 2021-SFR7 Trust (Progress Residential Trust) | Long | ABS-other | US | $8M | – | 0.43 |
| Progress Residential 2024-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $4M | – | 0.23 |
| PRPM 2021-9 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $6M | – | 0.33 |
| PRPM 2022-1 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $11M | – | 0.61 |
| PRPM 2022-3 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $14M | – | 0.76 |
| PURCHASED GBP / SOLD USD (Citibank NA) | Derivative-foreign exchange | GB | $7K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (Citibank NA) | Derivative-foreign exchange | US | $-78.25 | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Citibank NA) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| RAAC Series 2005-SP1 Trust | Long | ABS-mortgage backed security | US | $560K | – | 0.03 |
| RALI Series 2005-QA13 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $289K | – | 0.02 |
| RALI Series 2005-QA7 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $770K | – | 0.04 |
| RALI Series 2005-QA8 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| RALI Series 2006-QA1 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| RALI Series 2006-QA2 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| RALI Series 2006-QS10 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $282K | – | 0.02 |
| RALI Series 2006-QS5 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| RALI Series 2006-QS6 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $458K | – | 0.03 |
| RALI Series 2006-QS7 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| RALI Series 2007-QS1 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| RALI Series 2007-QS2 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| RALI Series 2007-QS3 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $467K | – | 0.03 |
| RALI Series 2007-QS4 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| RALI Series 2007-QS5 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| RALI Series 2007-QS6 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| RALI Series 2007-QS8 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| Residential Asset Securitization Trust 2007-A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| RFMSI Series 2005-SA5 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| RFMSI Series 2006-S9 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $225K | – | 0.01 |
| RFMSI Series 2007-S2 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| RFMSI Series 2007-SA2 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Roc Mortgage Trust 2021-RTL1 (ROC Securities Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.37 |
| Saxon Asset Securities Trust 2007-2 | Long | ABS-other | US | $7M | – | 0.38 |
| Securitized Asset Backed Receivables LLC Trust 2006-CB1 (Credit-Based Asset Servicing and Securitization) | Long | ABS-other | US | $2M | – | 0.12 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR1 | Long | ABS-other | US | $3M | – | 0.17 |
| Securitized Asset Backed Receivables LLC Trust 2007-NC2 | Long | ABS-other | US | $9M | – | 0.50 |
| Sequoia Mortgage Trust 2003-8 | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $15M | – | 0.85 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $11M | – | 0.63 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Soundview Home Loan Trust 2007-OPT3 (Soundview Home Equity Loan Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| STARM Mortgage Loan Trust 2007-1 (Suntrust Adjustable Rate Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $737K | – | 0.04 |
| STARM Mortgage Loan Trust 2007-2 (Suntrust Adjustable Rate Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| STARM Mortgage Loan Trust 2007-3 (Suntrust Adjustable Rate Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| State Street Institutional US Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $2M | 2M | 0.10 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $656K | – | 0.04 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $302K | – | 0.02 |
| Structured Asset Mortgage Investments II Trust 2007-AR4 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $10M | – | 0.56 |
| TCW Central Cash Fund | Long | Equity-common | US | $69M | 69M | 3.79 |
| Towd Point Mortgage Trust 2018-2 | Long | ABS-mortgage backed security | US | $11M | – | 0.62 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.35 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $94M | – | 5.15 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $55M | – | 3.02 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $44M | – | 2.43 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $32M | – | 1.75 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $31M | – | 1.71 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $31M | – | 1.69 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $27M | – | 1.48 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $17M | – | 0.92 |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-2M | – | -0.11 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $1M | – | 0.06 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $1M | – | 0.08 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $4M | – | 0.21 | |
| Vantage Data Centers Issuer LLC (Vantage Data Centers LLC) | Long | ABS-other | US | $8M | – | 0.46 |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust | Long | ABS-mortgage backed security | US | $295K | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR18 Trust | Long | ABS-mortgage backed security | US | $643K | – | 0.04 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $421K | – | 0.02 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $685K | – | 0.04 |
| Washington Mutual MSC Mortgage Pass-Through Certificates Series 2002-AR1 Trust (Washington Mutual MSC Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE2 Trust (Washington Mutual Asset-Backed CTFS) | Long | ABS-other | US | $4M | – | 0.24 |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2024-SVEN | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Wells Fargo Home Equity Asset-Backed Securities 2006-3 Trust (Wells Fargo Home Equity Trust) | Long | ABS-other | US | $5M | – | 0.28 |
| Wells Fargo Mortgage Backed Securities 2006-AR11 Trust (Wells Fargo Mortgage Backed Securities Trust) | Long | ABS-mortgage backed security | US | $713K | – | 0.04 |
Address
TCW FUNDS INC
515 South Flower Street
LOS ANGELES
California
90071
United States of America
Websites
Directors
Andrew Tarica
Marc I. Stern
Patrick C. Haden
Peter McMillan
Victoria B. Rogers
Samuel P. Bell
Transfer Agents
U.S. Bancorp Fund Services, LLC
Pricing Services
Bloomberg L.P.
Refinitiv US Holdings Inc.
ICE Data Services, Inc.
Custodians
Citibank Europe Public Limited Company
BNP Paribas
AS SEB Pank
State Street Bank and Trust Company (Edinburgh, GB, Branch)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
BNP Paribas (Athens, Attica, GR, Branch)
Bank Hapoalim B.M.
Euroclear Bank
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
State Street Trust Company Canada
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
Citibank, National Association (Singapore, SG, Branch)
Skandinaviska Enskilda Banken A/S
State Street Bank International GmbH
Royal Bank of Canada
UniCredit Bank Austria AG
Skandinaviska Enskilda Banken AB
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
Intesa Sanpaolo S.p.A.
Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch)
UBS Switzerland AG
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
State Street Bank and Trust Company
HSBC Bank (China) Company Limited
Shareholder Servicing Agents
U.S. Bancorp Fund Services, LLC
Admins
State Street Bank and Trust Company
Brokers
RBC Capital Markets, LLC
Morgan Stanley & Co. LLC
Goldman Sachs & Co. LLC
Barclays Capital Inc.
BofA Securities, Inc.
Sanford C. Bernstein & Co., LLC
Jefferies LLC
Citigroup Global Markets Inc.
BNY Mellon Capital Markets, LLC
J.P. Morgan Securities LLC