DoubleLine Selective Credit Fund

Fund Profile

Fund profile

Tickers

DBSCX

Fund manager

DoubleLine Global Bond Fund - Class N

Total assets

$541.32 mm

Liabilities

$3.78 mm

Net assets

$537.54 mm

Number of holdings

219.00

Top 200 of 219 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Connecticut Avenue Securities Trust 2024-R05	17.97 mm	17.96 mm principal	3.34	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2024-R04	16.67 mm	16.66 mm principal	3.10	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2024-HQA1	13.10 mm	13.08 mm principal	2.44	ABS-mortgage backed security	Long	USA
CIM Trust 2023-R4	10.14 mm	10.13 mm principal	1.89	ABS-mortgage backed security	Long	USA
PMT Issuer Trust - FMSR	10.05 mm	10.00 mm principal	1.87	ABS-other	Long	USA
Structured Asset Securities Corp Mortgage Loan Trust Series 2007-RF1	9.76 mm	12.09 mm principal	1.82	ABS-mortgage backed security	Long	USA
FMC GMSR Issuer Trust	9.37 mm	10.00 mm principal	1.74	ABS-other	Long	USA
Legacy Mortgage Asset Trust 2019-RPL3	9.22 mm	10.62 mm principal	1.71	ABS-mortgage backed security	Long	USA
FirstKey Homes 2020-SFR2 Trust	9.21 mm	9.50 mm principal	1.71	ABS-other	Long	USA
FirstKey Homes 2020-SFR2 Trust	9.16 mm	9.50 mm principal	1.70	ABS-other	Long	USA
CSMC 2020-RPL1 Trust	9.11 mm	11.25 mm principal	1.69	ABS-mortgage backed security	Long	USA
CIM Trust 2023-R2	9.08 mm	8.97 mm principal	1.69	ABS-mortgage backed security	Long	USA
Asset-Backed Pass-Through Certificates Series 2005-R4	8.32 mm	9.50 mm principal	1.55	ABS-mortgage backed security	Long	USA
CWABS Asset-Backed Certificates Trust 2006-25	8.05 mm	9.16 mm principal	1.50	ABS-mortgage backed security	Long	USA
Securitized Asset Backed Receivables LLC Trust 2006-NC1	7.67 mm	8.27 mm principal	1.43	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR4 Trust	7.52 mm	7.75 mm principal	1.40	ABS-other	Long	USA
WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust	7.40 mm	8.52 mm principal	1.38	ABS-mortgage backed security	Long	USA
CWABS Asset-Backed Certificates Trust 2005-17	7.02 mm	8.47 mm principal	1.31	ABS-mortgage backed security	Long	USA
Arroyo Mortgage Trust 2019-3	6.99 mm	7.54 mm principal	1.30	ABS-mortgage backed security	Long	USA
Home Partners of America 2019-2 Trust	6.97 mm	7.33 mm principal	1.30	ABS-other	Long	USA
Citigroup Mortgage Loan Trust 2020-RP1	6.64 mm	7.50 mm principal	1.24	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2019-A	6.62 mm	7.95 mm principal	1.23	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-31CB	6.05 mm	10.28 mm principal	1.13	ABS-mortgage backed security	Long	USA
MSILF Government Portfolio	6.04 mm	6.04 mm shares	1.12	Short-term investment vehicle	Long	USA
First American Government Obligations Fund	6.04 mm	6.04 mm shares	1.12	Short-term investment vehicle	Long	USA
JPMorgan US Government Money Market Fund	6.04 mm	6.04 mm shares	1.12	Short-term investment vehicle	Long	USA
PRPM 2021-6 LLC	5.99 mm	6.07 mm principal	1.12	ABS-mortgage backed security	Long	USA
Mastr Asset Backed Securities Trust 2006-WMC3	5.93 mm	15.34 mm principal	1.10	ABS-mortgage backed security	Long	USA
Renaissance Home Equity Loan Trust 2006-2	5.83 mm	15.34 mm principal	1.08	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR4 Trust	5.81 mm	6.00 mm principal	1.08	ABS-other	Long	USA
WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust	5.71 mm	6.28 mm principal	1.06	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2021-6	5.62 mm	6.69 mm principal	1.05	ABS-mortgage backed security	Long	USA
WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust	4.45 mm	5.47 mm principal	0.83	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2007-A5	4.39 mm	5.44 mm principal	0.82	ABS-mortgage backed security	Long	USA
Bear Stearns ALT-A Trust 2006-3	4.36 mm	5.98 mm principal	0.81	ABS-mortgage backed security	Long	USA
BCAP LLC 2012-RR4 Trust	4.21 mm	8.13 mm principal	0.78	ABS-mortgage backed security	Long	USA
Ellington Financial Mortgage Trust 2019-2	4.13 mm	4.74 mm principal	0.77	ABS-mortgage backed security	Long	USA
GSAMP Trust 2007-NC1	3.93 mm	7.48 mm principal	0.73	ABS-mortgage backed security	Long	USA
Bear Stearns Asset Backed Securities I Trust 2006-AQ1	3.86 mm	4.04 mm principal	0.72	ABS-mortgage backed security	Long	USA
Home Partners of America 2019-2 Trust	3.69 mm	3.89 mm principal	0.69	ABS-other	Long	USA
HarborView Mortgage Loan Trust 2007-7	3.67 mm	4.67 mm principal	0.68	ABS-mortgage backed security	Long	USA
Asset Backed Securities Corp Home Equity Loan Trust Series 2003-HE1	3.62 mm	3.98 mm principal	0.67	ABS-mortgage backed security	Long	USA
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC4	3.56 mm	4.50 mm principal	0.66	ABS-mortgage backed security	Long	USA
Legacy Mortgage Asset Trust 2020-SL1	3.54 mm	3.57 mm principal	0.66	ABS-mortgage backed security	Long	USA
Carrington Mortgage Loan Trust Series 2007-RFC1	3.52 mm	3.59 mm principal	0.65	ABS-mortgage backed security	Long	USA
Angel Oak Mortgage Trust 2021-5	3.51 mm	4.50 mm principal	0.65	ABS-mortgage backed security	Long	USA
MFA 2021-NQM2 Trust	3.51 mm	4.60 mm principal	0.65	ABS-mortgage backed security	Long	USA
Home Partners of America 2019-2 Trust	3.47 mm	3.66 mm principal	0.64	ABS-other	Long	USA
Lehman ABS Mortgage Loan Trust 2007-1	3.42 mm	5.08 mm principal	0.64	ABS-mortgage backed security	Long	USA
NLT 2021-INV2 Trust	3.40 mm	4.50 mm principal	0.63	ABS-mortgage backed security	Long	USA
Fremont Home Loan Trust 2006-D	3.39 mm	9.59 mm principal	0.63	ABS-mortgage backed security	Long	USA
HarborView Mortgage Loan Trust 2006-BU1	3.30 mm	3.62 mm principal	0.61	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2007-15	3.24 mm	5.27 mm principal	0.60	ABS-mortgage backed security	Long	USA
Structured Asset Mortgage Investments II Trust 2006-AR7	3.24 mm	3.93 mm principal	0.60	ABS-mortgage backed security	Long	USA
IndyMac IMSC Mortgage Loan Trust 2007-AR1	3.24 mm	3.50 mm principal	0.60	ABS-mortgage backed security	Long	USA
CSMC 2020-AFC1 Trust	3.22 mm	3.80 mm principal	0.60	ABS-mortgage backed security	Long	USA
RALI Series 2007-QS1 Trust	3.19 mm	4.40 mm principal	0.59	ABS-mortgage backed security	Long	USA
Structured Asset Mortgage Investments II Trust 2007-AR3	3.17 mm	3.46 mm principal	0.59	ABS-mortgage backed security	Long	USA
AMSR 2024-SFR1 Trust	3.13 mm	3.22 mm principal	0.58	ABS-other	Long	USA
PRET 2021-RN3 LLC	3.13 mm	3.14 mm principal	0.58	ABS-mortgage backed security	Long	USA
Renaissance Home Equity Loan Trust 2006-3	3.13 mm	9.02 mm principal	0.58	ABS-mortgage backed security	Long	USA
Adjustable Rate Mortgage Trust 2005-10	3.09 mm	3.26 mm principal	0.57	ABS-mortgage backed security	Long	USA
Banc of America Alternative Loan Trust 2007-1	3.04 mm	3.55 mm principal	0.57	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-80CB	3.01 mm	6.28 mm principal	0.56	ABS-mortgage backed security	Long	USA
PRPM 2021-6 LLC	2.97 mm	2.98 mm principal	0.55	ABS-mortgage backed security	Long	USA
FirstKey Homes 2020-SFR1 Trust	2.94 mm	3.00 mm principal	0.55	ABS-other	Long	USA
Alternative Loan Trust 2007-OA8	2.93 mm	3.45 mm principal	0.55	ABS-mortgage backed security	Long	USA
VCAT 2021-NPL6 LLC	2.80 mm	2.83 mm principal	0.52	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2006-A2	2.79 mm	3.34 mm principal	0.52	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-4CB	2.68 mm	3.18 mm principal	0.50	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2009-10	2.67 mm	3.60 mm principal	0.50	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-16CB	2.62 mm	11.58 mm principal	0.49	ABS-mortgage backed security	Long	USA
BCAP LLC 2013-RR2 Trust	2.58 mm	3.26 mm principal	0.48	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2021-2	2.58 mm	3.54 mm principal	0.48	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2021-1	2.54 mm	3.32 mm principal	0.47	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2007-21	2.43 mm	5.05 mm principal	0.45	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2007-HYB1	2.42 mm	2.95 mm principal	0.45	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2020-4	2.41 mm	2.49 mm principal	0.45	ABS-mortgage backed security	Long	USA
Long Beach Mortgage Loan Trust 2006-2	2.37 mm	6.53 mm principal	0.44	ABS-mortgage backed security	Long	USA
Banc of America Funding 2014-R8 Trust	2.37 mm	2.89 mm principal	0.44	ABS-mortgage backed security	Long	USA
GreenPoint Mortgage Funding Trust 2005-AR4	2.33 mm	3.16 mm principal	0.43	ABS-mortgage backed security	Long	USA
PRPM 2021-7 LLC	2.22 mm	2.23 mm principal	0.41	ABS-mortgage backed security	Long	USA
Opteum Mortgage Acceptance Corp Trust 2006-2	2.19 mm	6.27 mm principal	0.41	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-2CB	2.12 mm	4.14 mm principal	0.40	ABS-mortgage backed security	Long	USA
Structured Asset Mortgage Investments II Trust 2006-AR6	2.05 mm	2.40 mm principal	0.38	ABS-mortgage backed security	Long	USA
Morgan Stanley Mortgage Loan Trust 2005-10	2.05 mm	3.47 mm principal	0.38	ABS-mortgage backed security	Long	USA
PMT Credit Risk Transfer Trust 2019-3R	2.05 mm	2.04 mm principal	0.38	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2020-1	2.01 mm	2.20 mm principal	0.37	ABS-mortgage backed security	Long	USA
New Residential Mortgage Loan Trust 2019-NQM4	1.97 mm	2.30 mm principal	0.37	ABS-mortgage backed security	Long	USA
PRET 2021-RN2 LLC	1.97 mm	1.99 mm principal	0.37	ABS-mortgage backed security	Long	USA
Structured Asset Mortgage Investments II Trust 2006-AR6	1.93 mm	2.44 mm principal	0.36	ABS-mortgage backed security	Long	USA
VOLT XCVII LLC	1.90 mm	1.90 mm principal	0.35	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-55CW	1.90 mm	3.19 mm principal	0.35	ABS-mortgage backed security	Long	USA
CSMC Mortgage-Backed Trust 2006-7	1.77 mm	3.35 mm principal	0.33	ABS-mortgage backed security	Long	USA
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust	1.75 mm	2.41 mm principal	0.33	ABS-mortgage backed security	Long	USA
Wells Fargo Mortgage Backed Securities 2007-7 Trust	1.75 mm	1.91 mm principal	0.33	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR2 Trust	1.72 mm	1.75 mm principal	0.32	ABS-other	Long	USA
RALI Series 2006-QS3 Trust	1.65 mm	1.83 mm principal	0.31	ABS-mortgage backed security	Long	USA
Bear Stearns ARM Trust 2006-2	1.64 mm	1.90 mm principal	0.30	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2021-R2	1.63 mm	2.07 mm principal	0.30	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2020-RP1	1.60 mm	1.94 mm principal	0.30	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-J4	1.57 mm	2.62 mm principal	0.29	ABS-mortgage backed security	Long	USA
Residential Asset Securitization Trust 2006-A12	1.57 mm	4.15 mm principal	0.29	ABS-mortgage backed security	Long	USA
MASTR Adjustable Rate Mortgages Trust 2005-6	1.53 mm	4.51 mm principal	0.29	ABS-mortgage backed security	Long	USA
Chase Mortgage Finance Trust Series 2006-S3	1.50 mm	3.69 mm principal	0.28	ABS-mortgage backed security	Long	USA
RALI Series 2006-QS18 Trust	1.48 mm	1.59 mm principal	0.28	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-46	1.48 mm	2.94 mm principal	0.27	ABS-mortgage backed security	Long	USA
Bear Stearns ALT-A Trust 2005-10	1.47 mm	1.60 mm principal	0.27	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2007-A6	1.45 mm	1.67 mm principal	0.27	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2007-A8	1.43 mm	1.56 mm principal	0.27	ABS-mortgage backed security	Long	USA
VCAT 2021-NPL5 LLC	1.42 mm	1.44 mm principal	0.27	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2021-JL1	1.39 mm	1.45 mm principal	0.26	ABS-mortgage backed security	Long	USA
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust	1.39 mm	1.69 mm principal	0.26	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-65CB	1.38 mm	1.97 mm principal	0.26	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-4	1.32 mm	1.86 mm principal	0.25	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2004-27CB	1.30 mm	1.45 mm principal	0.24	ABS-mortgage backed security	Long	USA
CSMC Series 2009-9R	1.28 mm	2.13 mm principal	0.24	ABS-mortgage backed security	Long	USA
Structured Adjustable Rate Mortgage Loan Trust Series 2005-17	1.26 mm	2.24 mm principal	0.23	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-41CB	1.25 mm	2.40 mm principal	0.23	ABS-mortgage backed security	Long	USA
JP Morgan Alternative Loan Trust Series 2008-R2	1.24 mm	2.19 mm principal	0.23	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-79CB	1.22 mm	2.49 mm principal	0.23	ABS-mortgage backed security	Long	USA
Lehman XS Trust 2006-17	1.19 mm	1.37 mm principal	0.22	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2021-1	1.10 mm	1.38 mm principal	0.21	ABS-mortgage backed security	Long	USA
RALI Series 2006-QS12 Trust	1.05 mm	1.53 mm principal	0.19	ABS-mortgage backed security	Long	USA
Barings Clo Ltd 2015-II	991.21 k	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
CitiMortgage Alternative Loan Trust Series 2007-A6	990.40 k	1.14 mm principal	0.18	ABS-mortgage backed security	Long	USA
Octagon Investment Partners XIV Ltd	968.79 k	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
Structured Adjustable Rate Mortgage Loan Trust	934.56 k	1.01 mm principal	0.17	ABS-mortgage backed security	Long	USA
HSI Asset Loan Obligation Trust 2007-1	929.06 k	2.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
RALI Series 2005-QS12 Trust	925.97 k	1.06 mm principal	0.17	ABS-mortgage backed security	Long	USA
Starwood Mortgage Residential Trust 2020-3	898.93 k	928.77 k principal	0.17	ABS-mortgage backed security	Long	USA
Banc of America Mortgage 2006-3 Trust	883.84 k	1.02 mm principal	0.16	ABS-mortgage backed security	Long	USA
Lehman ABS Mortgage Loan Trust 2007-1	876.95 k	1.30 mm principal	0.16	ABS-mortgage backed security	Long	USA
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AP1	871.48 k	3.05 mm principal	0.16	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2019-2	871.20 k	1.18 mm principal	0.16	ABS-mortgage backed security	Long	USA
GSR Mortgage Loan Trust 2007-2F	858.21 k	1.60 mm principal	0.16	ABS-mortgage backed security	Long	USA
Bear Stearns ALT-A Trust 2006-4	849.65 k	1.37 mm principal	0.16	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2006-A5	822.54 k	1.05 mm principal	0.15	ABS-mortgage backed security	Long	USA
Credit Suisse First Boston Mortgage Securities Corp	816.46 k	929.38 k principal	0.15	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2020-RP1	800.24 k	1.04 mm principal	0.15	ABS-mortgage backed security	Long	USA
MASTR Alternative Loan Trust 2004-10	793.19 k	808.93 k principal	0.15	ABS-mortgage backed security	Long	USA
Banc of America Funding 2007-1 Trust	768.08 k	827.90 k principal	0.14	ABS-mortgage backed security	Long	USA
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust	757.84 k	815.60 k principal	0.14	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2006-A1	752.44 k	785.42 k principal	0.14	ABS-mortgage backed security	Long	USA
Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6	744.45 k	875.08 k principal	0.14	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2006-9	737.86 k	1.54 mm principal	0.14	ABS-mortgage backed security	Long	USA
First Horizon Alternative Mortgage Securities Trust 2007-FA4	726.86 k	1.85 mm principal	0.14	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2007-S1	712.87 k	1.89 mm principal	0.13	ABS-mortgage backed security	Long	USA
Lehman Mortgage Trust 2007-1	710.55 k	707.42 k principal	0.13	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-46CB	703.41 k	983.01 k principal	0.13	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2020-1	688.48 k	889.99 k principal	0.13	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2020-RP1	662.35 k	874.00 k principal	0.12	ABS-mortgage backed security	Long	USA
Banc of America Funding 2006-2 Trust	654.07 k	769.00 k principal	0.12	ABS-mortgage backed security	Long	USA
RALI Series 2005-QS13 Trust	653.64 k	817.01 k principal	0.12	ABS-mortgage backed security	Long	USA
Chase Mortgage Finance Trust Series 2006-S2	648.33 k	1.59 mm principal	0.12	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-7CB	644.79 k	1.50 mm principal	0.12	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2006-13	632.10 k	1.96 mm principal	0.12	ABS-mortgage backed security	Long	USA
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2007-1	623.42 k	694.70 k principal	0.12	ABS-mortgage backed security	Long	USA
Bear Stearns Asset Backed Securities I Trust 2006-AC5	619.58 k	617.97 k principal	0.12	ABS-mortgage backed security	Long	USA
First Horizon Alternative Mortgage Securities Trust 2007-FA3	616.88 k	1.76 mm principal	0.11	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-14CB	613.33 k	1.09 mm principal	0.11	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2019-1	609.48 k	755.51 k principal	0.11	ABS-mortgage backed security	Long	USA
Bear Stearns Asset Backed Securities I Trust 2006-IM1	606.47 k	610.30 k principal	0.11	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2006-19	584.93 k	1.20 mm principal	0.11	ABS-mortgage backed security	Long	USA
Residential Asset Securitization Trust 2006-A8	573.45 k	933.63 k principal	0.11	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-J4	571.22 k	950.44 k principal	0.11	ABS-mortgage backed security	Long	USA
Structured Adjustable Rate Mortgage Loan Trust Series 2008-1	566.30 k	717.27 k principal	0.11	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2020-RP1	546.17 k	738.00 k principal	0.10	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-28CB	503.21 k	769.90 k principal	0.09	ABS-mortgage backed security	Long	USA
GSR Mortgage Loan Trust 2006-9F	494.86 k	1.58 mm principal	0.09	ABS-mortgage backed security	Long	USA
Deutsche Mortgage Securities Inc Mortgage Loan Resecurit Trust Ser 2009-RS2	493.64 k	495.83 k principal	0.09	ABS-mortgage backed security	Long	USA
Merrill Lynch Alternative Note Asset Trust Series 2007-F1	476.93 k	1.32 mm principal	0.09	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-41CB	457.29 k	914.31 k principal	0.09	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-8T1	455.70 k	948.02 k principal	0.08	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2007-A5	452.68 k	5.44 mm principal	0.08	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2007-AR8	451.72 k	510.50 k principal	0.08	ABS-mortgage backed security	Long	USA
RALI Series 2006-QS7 Trust	450.99 k	572.31 k principal	0.08	ABS-mortgage backed security	Long	USA
RALI Series 2007-QS11 Trust	443.80 k	555.63 k principal	0.08	ABS-mortgage backed security	Long	USA
GSR Mortgage Loan Trust 2007-1F	440.87 k	740.94 k principal	0.08	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-J6	436.16 k	900.15 k principal	0.08	ABS-mortgage backed security	Long	USA
RBSGC Mortgage Loan Trust 2007-A	420.40 k	442.26 k principal	0.08	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2005-9	416.50 k	414.64 k principal	0.08	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-13	404.32 k	755.61 k principal	0.08	ABS-mortgage backed security	Long	USA
Merrill Lynch Mortgage Investors Trust Series 2006-AF1	398.29 k	1.00 mm principal	0.07	ABS-mortgage backed security	Long	USA
Wells Fargo Alternative Loan 2007-PA3 Trust	380.42 k	441.52 k principal	0.07	ABS-mortgage backed security	Long	USA
Lavender Trust Series 2010-RR11	376.60 k	894.75 k principal	0.07	ABS-mortgage backed security	Long	USA
CSMC Mortgage-Backed Trust 2006-6	350.45 k	706.20 k principal	0.07	ABS-mortgage backed security	Long	USA
Wells Fargo Mortgage Backed Securities 2006-AR4 Trust	339.39 k	347.15 k principal	0.06	ABS-mortgage backed security	Long	USA
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19	334.00 k	350.00 k principal	0.06	ABS-mortgage backed security	Long	USA
RALI Series 2007-QS1 Trust	304.93 k	4.18 mm principal	0.06	ABS-mortgage backed security	Long	USA
PR Mortgage Loan Trust 2014-1	295.86 k	307.33 k principal	0.06	ABS-mortgage backed security	Long	USA
20 Times Square Trust 2018-20TS	295.31 k	381.00 k principal	0.05	ABS-mortgage backed security	Long	USA
CSMC Series 2008-2R	275.63 k	316.43 k principal	0.05	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2019-2	267.32 k	322.32 k principal	0.05	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2006-A2	264.97 k	3.68 mm principal	0.05	ABS-mortgage backed security	Long	USA
RALI Series 2007-QS5 Trust	254.69 k	311.65 k principal	0.05	ABS-mortgage backed security	Long	USA
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT	254.09 k	350.00 k principal	0.05	ABS-mortgage backed security	Long	USA
First Horizon Alternative Mortgage Securities Trust 2005-FA8	247.76 k	507.66 k principal	0.05	ABS-mortgage backed security	Long	USA
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9	243.70 k	801.01 k principal	0.05	ABS-mortgage backed security	Long	USA
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18	243.24 k	250.00 k principal	0.05	ABS-mortgage backed security	Long	USA