Form NPORT-P TCW FUNDS INC For: Apr 30

  
    NPORT-P
    false
    
      
      
        
          0000892071
          XXXXXXXX
        
      
      
      
      
        S000031700
        C000098652
        C000098651
      
      
      
    
  
  
    
      TCW FUNDS INC
      811-07170
      0000892071
      54930078E2I2DS4UJ217
      865 SOUTH FIGUEROA STREET
      Suite 1800
      LOS ANGELES
      
      90017
      213-244-0000
      TCW Enhanced Commodity Strategy Fund
      S000031700
      549300KTGHG28612LQ13
      2021-10-31
      2021-04-30
      N
    
    
      1516205.32
      28680.45
      1487524.87
      0.00000000
      540648.72000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        IHS Markit Ltd
        549300HLPTRASHS0E726
        
        44962LAA5
        
          
        
        5000.00000000
        PA
        USD
        5269.68000000
        0.354258278720
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2022-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        
        85208NAA8
        
          
        
        1250.00000000
        PA
        USD
        1254.69000000
        0.084347497329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-09-20
          Fixed
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137B4WC6
        
          
        
        530719.54000000
        PA
        USD
        3168.05000000
        0.212974590468
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-25
          Variable
          0.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137BS6G3
        
          
        
        495245.79000000
        PA
        USD
        13636.01000000
        0.916691228160
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-25
          Variable
          0.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Global Inc
        549300AP2Q7ERHX6RI89
        
        085770AA3
        
          
        
        5000.00000000
        PA
        USD
        5301.50000000
        0.356397402619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America NA
        B4TYDEB6GKMZO031MB27
        
        06050TMJ8
        
          
        
        10000.00000000
        PA
        USD
        10225.10000000
        0.687390187970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-25
          Fixed
          3.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS Commercial Mortgage Trust
        N/A
        
        92930RAF9
        
          
        
        106483.55000000
        PA
        USD
        2139.56000000
        0.143833561586
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-11-15
          Variable
          2.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        
        83162CLT8
        
          
        
        887.12000000
        PA
        USD
        895.61000000
        0.060208068991
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2021-09-01
          Fixed
          6.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137BNNA8
        
          
        
        227621.21000000
        PA
        USD
        1338.87000000
        0.090006562377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-12-25
          Variable
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        
        36962GX74
        
          
        
        10000.00000000
        PA
        USD
        8073.05000000
        0.542716976557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          0.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61760RBB7
        
          
        
        1568.63000000
        PA
        USD
        1569.52000000
        0.105512185487
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-15
          Fixed
          4.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        
        20268JAA1
        
          
        
        5000.00000000
        PA
        USD
        5295.95000000
        0.356024299613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SL GREEN OPERATING PARTN
        2K1OXW4LY7IS2U150Y32
        
        78444FAF3
        
          
        
        5000.00000000
        PA
        USD
        5172.50000000
        0.347725278704
        Long
        DBT
        
        US
        N
        
        2
        
          2022-10-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Miami-Dade FL Aviation Revenue
        N/A
        
        59333P2E7
        
          
        
        5000.00000000
        PA
        USD
        5125.73000000
        0.344581129591
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-10-01
          Fixed
          2.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camden Property Trust
        5493002MYX22OHYJBD89
        
        133131AT9
        
          
        
        5000.00000000
        PA
        USD
        5179.95000000
        0.348226110666
        Long
        DBT
        
        US
        N
        
        2
        
          2022-12-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Bank
        X05BVSK68TQ7YTOSNR22
        
        25466AAD3
        
          
        
        10000.00000000
        PA
        USD
        10802.10000000
        0.726179455406
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-08
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan Trust
        54930082QRSQQM7E0E88
        
        61751JAB7
        
          
        
        2054.80000000
        PA
        USD
        2054.39000000
        0.138107943028
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-02-25
          Variable
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300L7X3DWAOC00Z83
        
        78442GPG5
        
          
        
        6835.31000000
        PA
        USD
        6816.61000000
        0.458251834135
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-25
          Floating
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Seasoned Securitization Trust
        N/A
        
        55265WCK7
        
          
        
        10566.45000000
        PA
        USD
        10995.29000000
        0.739166801291
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-10-25
          Variable
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Educational Services of America Inc
        N/A
        
        28137QAA7
        
          
        
        4041.49000000
        PA
        USD
        4027.13000000
        0.270726902199
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-04-25
          Floating
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12624QAS2
        
          
        
        394728.44000000
        PA
        USD
        7272.91000000
        0.488926951520
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-15
          Variable
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300OORAXMFXOHG132
        
        78444GAC8
        
          
        
        8464.75000000
        PA
        USD
        8451.98000000
        0.568190836365
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2021-10-25
          Floating
          1.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Issuance Trust
        5493008SHVCX2Y068L12
        
        161571FQ2
        
          
        
        10000.00000000
        PA
        USD
        10263.52000000
        0.689973001930
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        
        70014LAC4
        
          
        
        2000.00000000
        PA
        USD
        2099.78000000
        0.141159320583
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Money Management Corporation
        549300ICO4ZE2FVC2Y46
        
        00177JAA3
        
          
        
        5000.00000000
        PA
        USD
        5011.25000000
        0.336885123809
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-17
          Floating
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12624KAC0
        
          
        
        273.27000000
        PA
        USD
        273.37000000
        0.018377507866
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-08-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2S1
        
          
        
        5000.00000000
        PA
        USD
        5151.91000000
        0.346341100165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-02
          Fixed
          2.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        549300RF7M92JUSGM340
        
        31394FSB2
        
          
        
        8429.82000000
        PA
        USD
        8406.54000000
        0.565136097522
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-25
          Floating
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CAMPUS CMNTYS
        RDKVCX5HITZ2GPIR7153
        
        024836AA6
        
          
        
        5000.00000000
        PA
        USD
        5268.10000000
        0.354152062008
        Long
        DBT
        
        US
        N
        
        2
        
          2023-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        
        17320DAJ7
        
          
        
        3654.22000000
        PA
        USD
        3717.10000000
        0.249884897722
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-10
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        
        172967LN9
        
          
        
        22000.00000000
        PA
        USD
        22178.80000000
        1.490986836408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-24
          Floating
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE MUTUAL INSURA
        Z7LVXXWM8HZPKF5T2355
        
        638671AJ6
        
          
        
        70000.00000000
        PA
        USD
        69968.33000000
        4.703674635033
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Variable
          2.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300Z0R4ETZBES8I71
        
        78443XAE8
        
          
        
        15000.00000000
        PA
        USD
        14020.18000000
        0.942517350987
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-25
          Floating
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-State Trust
        5493001662PV30WKJE68
        
        59560UAB7
        
          
        
        12682.16000000
        PA
        USD
        13778.48000000
        0.926268883154
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        54930003J8R1CBTM3M23
        
        09626UAU2
        
          
        
        4885.26000000
        PA
        USD
        4889.12000000
        0.328674840912
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-01-20
          Floating
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        
        857492706
        
          
        
        549892.18000000
        NS
        USD
        549892.18000000
        36.96692345049
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        
        65339KBT6
        
          
        
        5000.00000000
        PA
        USD
        5001.00000000
        0.336196059700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-22
          Floating
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912796D48
        
          
        
        50000.00000000
        PA
        USD
        49998.50000000
        3.361187500683
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-08-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9127964B2
        
          
        
        1000.00000000
        PA
        USD
        999.96000000
        0.067223077756
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-08-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWM2
        
          
        
        5000.00000000
        PA
        USD
        5150.94000000
        0.346275891172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-24
          Fixed
          2.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CYRUSONE LP/CYRUSONE FIN
        N/A
        
        23283PAQ7
        
          
        
        5000.00000000
        PA
        USD
        5300.53000000
        0.356332193625
        Long
        DBT
        
        US
        N
        
        2
        
          2024-11-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAF0
        
          
        
        5000.00000000
        PA
        USD
        5629.09000000
        0.378419891561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300WF5YRKNHB1FX69
        
        36198EAF2
        
          
        
        4052.06000000
        PA
        USD
        4170.36000000
        0.280355648776
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-07-10
          Variable
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aimco
        549300VLRW0CEQ83RF89
        
        00140NAA8
        
          
        
        5000.00000000
        PA
        USD
        5009.75000000
        0.336784285159
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-15
          Floating
          1.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378BQ77
        
          
        
        221976.95000000
        PA
        USD
        5650.89000000
        0.379885413277
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-16
          Variable
          0.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FIN PLC
        2138008L3B3MCG1DFS50
        
        45262BAA1
        
          
        
        5000.00000000
        PA
        USD
        5277.15000000
        0.354760455198
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-07-26
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        5493007HR3ICKG09D287
        
        784439AD3
        
          
        
        8301.18000000
        PA
        USD
        8163.53000000
        0.548799563936
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2022-01-25
          Floating
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US AIRWAYS 2012-1A PTT
        N/A
        
        90345WAA2
        
          
        
        5838.62000000
        PA
        USD
        6101.36000000
        0.410168604441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        
        91911KAK8
        
          
        
        5000.00000000
        PA
        USD
        5132.98000000
        0.345068516400
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-03-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CL1
        
          
        
        5000.00000000
        PA
        USD
        4962.15000000
        0.333584338660
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-09-22
          Fixed
          2.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regents of the University of California Medical Center Pooled Revenue
        N/A
        
        913366KC3
        
          
        
        5000.00000000
        PA
        USD
        5064.55000000
        0.340468257179
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2060-05-15
          Fixed
          3.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        
        64033BAA0
        
          
        
        2897.30000000
        PA
        USD
        2888.56000000
        0.194185660909
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-10-27
          Floating
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9127964B2
        
          
        
        234000.00000000
        PA
        USD
        233990.16000000
        15.73016792653
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-08-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BP8
        
          
        
        4000.00000000
        PA
        USD
        4109.00000000
        0.276230675726
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Floating
          1.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        466247SQ7
        
          
        
        827.17000000
        PA
        USD
        842.09000000
        0.056610145953
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Variable
          2.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MortgageIT Trust
        N/A
        
        61915RAU0
        
          
        
        23716.93000000
        PA
        USD
        23832.86000000
        1.602182288219
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Floating
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137AXHQ9
        
          
        
        296031.83000000
        PA
        USD
        2734.45000000
        0.183825497989
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-09-25
          Variable
          0.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centex Home Equity
        N/A
        
        152314MC1
        
          
        
        13628.41000000
        PA
        USD
        13685.78000000
        0.920037054573
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Variable
          5.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        
        361841AF6
        
          
        
        5000.00000000
        PA
        USD
        5493.75000000
        0.369321556284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance II LLC
        529900XWNEXYNJ3X6T40
        
        07274NAL7
        
          
        
        5000.00000000
        PA
        USD
        5661.60000000
        0.380605401239
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        
        80281LAJ4
        
          
        
        5000.00000000
        PA
        USD
        5497.66000000
        0.369584409032
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-11-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        
        72650RBL5
        
          
        
        2000.00000000
        PA
        USD
        2215.54000000
        0.148941375346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        
        345397WF6
        
          
        
        10000.00000000
        PA
        USD
        10346.90000000
        0.695578286365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-20
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137B1BT8
        
          
        
        139207.81000000
        PA
        USD
        1682.42000000
        0.113101974557
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-11-25
          Variable
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE GROUP LTD
        ACMHD8HWFMFUIQQ8Y590
        
        55608JAR9
        
          
        
        5000.00000000
        PA
        USD
        4935.55000000
        0.331796133263
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2027-01-12
          Fixed
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        
        63861VAC1
        
          
        
        5000.00000000
        PA
        USD
        5389.76000000
        0.362330748796
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-08-01
          Fixed
          4.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        
        15135BAW1
        
          
        
        3000.00000000
        PA
        USD
        2981.25000000
        0.200416817232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan Trust
        N/A
        
        61748HBF7
        
          
        
        218.60000000
        PA
        USD
        219.01000000
        0.014723115183
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-25
          Floating
          1.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376GN97
        
          
        
        279023.54000000
        PA
        USD
        9.78000000
        0.000657467999
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36191YAA6
        
          
        
        553023.59000000
        PA
        USD
        49.55000000
        0.003331036744
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-08-10
          Variable
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61765DAS7
        
          
        
        8474.30000000
        PA
        USD
        8927.08000000
        0.600129798165
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-15
          Fixed
          3.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        
        126650CX6
        
          
        
        2000.00000000
        PA
        USD
        2277.30000000
        0.153093238703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        20048EAA9
        
          
        
        100000.00000000
        PA
        USD
        648.52000000
        0.043597254276
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-01-10
          Variable
          0.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        
        48128BAC5
        
          
        
        25000.00000000
        PA
        USD
        25168.00000000
        1.691938098487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Floating
          1.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        N/A
        
        78448CAG4
        
          
        
        8841.47000000
        PA
        USD
        8843.29000000
        0.594496951166
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-06-25
          Floating
          0.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2K8
        
          
        
        5000.00000000
        PA
        USD
        5181.01000000
        0.348297369979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-11
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        
        12669GJY8
        
          
        
        12313.62000000
        PA
        USD
        11936.91000000
        0.802467927813
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Floating
          0.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        5493004WA7G168XIR344
        
        78448AAA1
        
          
        
        7728.34000000
        PA
        USD
        7677.83000000
        0.516148009007
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-06-25
          Floating
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        
        46640UAF9
        
          
        
        126865.63000000
        PA
        USD
        2099.16000000
        0.141117640607
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-01-15
          Variable
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance II LLC
        529900XWNEXYNJ3X6T40
        
        07274NAE3
        
          
        
        3000.00000000
        PA
        USD
        3228.29000000
        0.217024270659
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        
        404119BN8
        
          
        
        5000.00000000
        PA
        USD
        5574.15000000
        0.374726507933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encore Credit Receivables Trust
        N/A
        
        29256PAH7
        
          
        
        25000.00000000
        PA
        USD
        24981.49000000
        1.679399820723
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          1.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        466247UG6
        
          
        
        10339.47000000
        PA
        USD
        9777.70000000
        0.657313379910
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Variable
          3.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LB-UBS Commercial Mortgage Trust
        N/A
        
        50179MAQ4
        
          
        
        490377.29000000
        PA
        USD
        906.56000000
        0.060944191138
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-09-15
          Variable
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEA Finance LLC
        3CYEJKBUJZO3UW777J80
        
        92928QAC2
        
          
        
        5000.00000000
        PA
        USD
        5089.78000000
        0.342164363275
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-05
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38378B5H8
        
          
        
        74211.49000000
        PA
        USD
        1386.17000000
        0.093186341146
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2054-02-16
          Variable
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61767YAU4
        
          
        
        8015.18000000
        PA
        USD
        8214.47000000
        0.552224044496
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300OORAXMFXOHG132
        
        78444GAD6
        
          
        
        10000.00000000
        PA
        USD
        9346.71000000
        0.628339746682
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2083-04-26
          Floating
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYA6
        
          
        
        5000.00000000
        PA
        USD
        4983.00000000
        0.334985995898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-09
          Fixed
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        
        000000000
        
          
        
        1422999.62000000
        OU
        Notional Amount
        USD
        63497.41000000
        4.268662076217
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                CS Custom 24 Total Return
                CSCUS24T
                
                  
                    RBOB Gasoline
                    
                      
                    
                    2.67000000
                    USD
                    666.36000000
                    USD
                  
                  
                    HRW Wheat
                    
                      
                    
                    1.63000000
                    USD
                    2995.97000000
                    USD
                  
                  
                    Coffee 'C' Arabica
                    
                      
                    
                    2.81000000
                    USD
                    3029.28000000
                    USD
                  
                  
                    Copper High Grade
                    
                      
                    
                    5.74000000
                    USD
                    5631.07000000
                    USD
                  
                  
                    WTI Crude Oil
                    
                      
                    
                    8.95000000
                    USD
                    818.91000000
                    USD
                  
                  
                    Heating Oil
                    
                      
                    
                    2.29000000
                    USD
                    426.82000000
                    USD
                  
                  
                    Soybean Meal
                    
                      
                    
                    3.12000000
                    USD
                    2145.00000000
                    USD
                  
                  
                    Cotton
                    
                      
                    
                    1.47000000
                    USD
                    755.56000000
                    USD
                  
                  
                    Zinc High Grade
                    
                      
                    
                    2.90000000
                    USD
                    1034.66000000
                    USD
                  
                  
                    Aluminium Primary
                    
                      
                    
                    4.37000000
                    USD
                    2197.06000000
                    USD
                  
                  
                    Natural Gas
                    
                      
                    
                    7.86000000
                    USD
                    5846.26000000
                    USD
                  
                  
                    T Bill
                    
                      
                    
                    -2.72000000
                    USD
                    12.93000000
                    USD
                  
                  
                    Live Cattle
                    
                      
                    
                    3.49000000
                    USD
                    -800.71000000
                    USD
                  
                  
                    Corn
                    
                      
                    
                    6.70000000
                    USD
                    14718.09000000
                    USD
                  
                  
                    Silver
                    
                      
                    
                    3.64000000
                    USD
                    -558.19000000
                    USD
                  
                  
                    Gasoil
                    
                      
                    
                    2.82000000
                    USD
                    20.03000000
                    USD
                  
                  
                    Sugar #11
                    
                      
                    
                    2.86000000
                    USD
                    1026.42000000
                    USD
                  
                  
                    Soybean Oil
                    
                      
                    
                    4.01000000
                    USD
                    7779.33000000
                    USD
                  
                  
                    Nickel Primary
                    
                      
                    
                    2.33000000
                    USD
                    2572.43000000
                    USD
                  
                  
                    Brent Crude Oil
                    
                      
                    
                    7.30000000
                    USD
                    599.23000000
                    USD
                  
                  
                    Soybeans
                    
                      
                    
                    5.80000000
                    USD
                    6273.36000000
                    USD
                  
                  
                    SRW Wheat
                    
                      
                    
                    2.91000000
                    USD
                    4685.24000000
                    USD
                  
                  
                    Lean Hogs
                    
                      
                    
                    2.40000000
                    USD
                    2877.27000000
                    USD
                  
                  
                    Gold
                    
                      
                    
                    11.92000000
                    USD
                    -1254.44000000
                    USD
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            1422999.62000000
            USD
            63497.41000000
          
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        
        00206RGD8
        
          
        
        10000.00000000
        PA
        USD
        10218.70000000
        0.686959943063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-12
          Floating
          1.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MortgageIT Trust
        N/A
        
        61915RAK2
        
          
        
        5272.61000000
        PA
        USD
        5332.89000000
        0.358507619438
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Floating
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AT5
        
          
        
        5000.00000000
        PA
        USD
        4879.20000000
        0.328007961305
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-02-02
          Fixed
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136A07K7
        
          
        
        278372.54000000
        PA
        USD
        371.93000000
        0.025003279440
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2021-07-25
          Variable
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit-Based Asset Servicing and Securitization
        N/A
        
        79549AYY9
        
          
        
        7361.65000000
        PA
        USD
        7298.74000000
        0.490663393076
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-25
          Floating
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        
        50077LAL0
        
          
        
        3000.00000000
        PA
        USD
        3517.50000000
        0.236466634672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Franklin Mtg Loan Asset Backed Certificates
        N/A
        
        32027NKU4
        
          
        
        6235.29000000
        PA
        USD
        6327.25000000
        0.425354232900
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-08-25
          Floating
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-05-18
      TCW FUNDS INC
      Richard Villa
      Richard Villa
      Treasurer
    
  

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