DoubleLine Selective Credit Fund

Fund Profile

Fund profile

Tickers

DBSCX

Fund manager

DoubleLine Flexible Income Fund Class N

Total assets

$524.74 mm

Liabilities

$3.94 mm

Net assets

$520.80 mm

Number of holdings

217.00

Top 200 of 217 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Connecticut Avenue Securities Trust 2024-R04	16.42 mm	16.40 mm principal	3.15	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2024-R05	13.89 mm	13.88 mm principal	2.67	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2024-HQA1	11.51 mm	11.49 mm principal	2.21	ABS-mortgage backed security	Long	USA
PMT Issuer Trust - FMSR	10.05 mm	10.00 mm principal	1.93	ABS-other	Long	USA
Structured Asset Securities Corp Mortgage Loan Trust Series 2007-RF1	9.78 mm	11.90 mm principal	1.88	ABS-mortgage backed security	Long	USA
CIM Trust 2023-R4	9.67 mm	9.76 mm principal	1.86	ABS-mortgage backed security	Long	USA
FirstKey Homes 2020-SFR2 Trust	9.27 mm	9.50 mm principal	1.78	ABS-other	Long	USA
FMC GMSR Issuer Trust	9.24 mm	10.00 mm principal	1.77	ABS-other	Long	USA
FirstKey Homes 2020-SFR2 Trust	9.23 mm	9.50 mm principal	1.77	ABS-other	Long	USA
Legacy Mortgage Asset Trust 2019-RPL3	8.68 mm	10.44 mm principal	1.67	ABS-mortgage backed security	Long	USA
CIM Trust 2023-R2	8.66 mm	8.69 mm principal	1.66	ABS-mortgage backed security	Long	USA
CSMC 2020-RPL1 Trust	8.61 mm	11.11 mm principal	1.65	ABS-mortgage backed security	Long	USA
Asset-Backed Pass-Through Certificates Series 2005-R4	8.20 mm	9.50 mm principal	1.58	ABS-mortgage backed security	Long	USA
CWABS Asset-Backed Certificates Trust 2006-25	7.89 mm	9.22 mm principal	1.51	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR4 Trust	7.55 mm	7.75 mm principal	1.45	ABS-other	Long	USA
Securitized Asset Backed Receivables LLC Trust 2006-NC1	7.41 mm	8.12 mm principal	1.42	ABS-mortgage backed security	Long	USA
WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust	7.15 mm	8.34 mm principal	1.37	ABS-mortgage backed security	Long	USA
PRET 2024-NPL9 LLC	7.05 mm	7.00 mm principal	1.35	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2024-9	7.03 mm	7.00 mm principal	1.35	ABS-mortgage backed security	Long	USA
Home Partners of America 2019-2 Trust	6.87 mm	7.33 mm principal	1.32	ABS-other	Long	USA
CWABS Asset-Backed Certificates Trust 2005-17	6.63 mm	8.36 mm principal	1.27	ABS-mortgage backed security	Long	USA
Arroyo Mortgage Trust 2019-3	6.56 mm	7.54 mm principal	1.26	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2020-RP1	6.39 mm	7.32 mm principal	1.23	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2019-A	6.35 mm	7.64 mm principal	1.22	ABS-mortgage backed security	Long	USA
PRPM 2021-6 LLC	6.08 mm	6.17 mm principal	1.17	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR4 Trust	5.83 mm	6.00 mm principal	1.12	ABS-other	Long	USA
Alternative Loan Trust 2006-31CB	5.79 mm	10.21 mm principal	1.11	ABS-mortgage backed security	Long	USA
JPMorgan US Government Money Market Fund	5.66 mm	5.66 mm shares	1.09	Short-term investment vehicle	Long	USA
MSILF Government Portfolio	5.66 mm	5.66 mm shares	1.09	Short-term investment vehicle	Long	USA
First American Government Obligations Fund	5.66 mm	5.66 mm shares	1.09	Short-term investment vehicle	Long	USA
Mastr Asset Backed Securities Trust 2006-WMC3	5.65 mm	15.30 mm principal	1.08	ABS-mortgage backed security	Long	USA
WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust	5.60 mm	6.23 mm principal	1.07	ABS-mortgage backed security	Long	USA
Renaissance Home Equity Loan Trust 2006-2	5.57 mm	15.34 mm principal	1.07	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2021-6	5.26 mm	6.69 mm principal	1.01	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2007-A5	4.39 mm	5.32 mm principal	0.84	ABS-mortgage backed security	Long	USA
WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust	4.31 mm	5.37 mm principal	0.83	ABS-mortgage backed security	Long	USA
Bear Stearns ALT-A Trust 2006-3	4.22 mm	5.88 mm principal	0.81	ABS-mortgage backed security	Long	USA
BCAP LLC 2012-RR4 Trust	4.03 mm	8.02 mm principal	0.77	ABS-mortgage backed security	Long	USA
Ellington Financial Mortgage Trust 2019-2	3.92 mm	4.74 mm principal	0.75	ABS-mortgage backed security	Long	USA
GSAMP Trust 2007-NC1	3.79 mm	7.38 mm principal	0.73	ABS-mortgage backed security	Long	USA
Home Partners of America 2019-2 Trust	3.64 mm	3.89 mm principal	0.70	ABS-other	Long	USA
Bear Stearns Asset Backed Securities I Trust 2006-AQ1	3.60 mm	3.78 mm principal	0.69	ABS-mortgage backed security	Long	USA
HarborView Mortgage Loan Trust 2007-7	3.57 mm	4.58 mm principal	0.69	ABS-mortgage backed security	Long	USA
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC4	3.49 mm	4.50 mm principal	0.67	ABS-mortgage backed security	Long	USA
Asset Backed Securities Corp Home Equity Loan Trust Series 2003-HE1	3.48 mm	3.91 mm principal	0.67	ABS-mortgage backed security	Long	USA
Home Partners of America 2019-2 Trust	3.42 mm	3.66 mm principal	0.66	ABS-other	Long	USA
Fremont Home Loan Trust 2006-D	3.36 mm	9.54 mm principal	0.65	ABS-mortgage backed security	Long	USA
MFA 2021-NQM2 Trust	3.33 mm	4.60 mm principal	0.64	ABS-mortgage backed security	Long	USA
Carrington Mortgage Loan Trust Series 2007-RFC1	3.32 mm	3.40 mm principal	0.64	ABS-mortgage backed security	Long	USA
Lehman ABS Mortgage Loan Trust 2007-1	3.30 mm	5.01 mm principal	0.63	ABS-mortgage backed security	Long	USA
Angel Oak Mortgage Trust 2021-5	3.30 mm	4.50 mm principal	0.63	ABS-mortgage backed security	Long	USA
IndyMac IMSC Mortgage Loan Trust 2007-AR1	3.25 mm	3.50 mm principal	0.62	ABS-mortgage backed security	Long	USA
RALI Series 2007-QS1 Trust	3.19 mm	4.32 mm principal	0.61	ABS-mortgage backed security	Long	USA
NLT 2021-INV2 Trust	3.18 mm	4.50 mm principal	0.61	ABS-mortgage backed security	Long	USA
HarborView Mortgage Loan Trust 2006-BU1	3.15 mm	3.47 mm principal	0.60	ABS-mortgage backed security	Long	USA
Structured Asset Mortgage Investments II Trust 2006-AR7	3.13 mm	3.85 mm principal	0.60	ABS-mortgage backed security	Long	USA
Renaissance Home Equity Loan Trust 2006-3	3.11 mm	9.02 mm principal	0.60	ABS-mortgage backed security	Long	USA
Structured Asset Mortgage Investments II Trust 2007-AR3	3.08 mm	3.39 mm principal	0.59	ABS-mortgage backed security	Long	USA
CSMC 2020-AFC1 Trust	3.07 mm	3.80 mm principal	0.59	ABS-mortgage backed security	Long	USA
AMSR 2024-SFR1 Trust	3.04 mm	3.22 mm principal	0.58	ABS-other	Long	USA
PRET 2021-RN3 LLC	3.01 mm	3.02 mm principal	0.58	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2007-15	2.99 mm	5.00 mm principal	0.57	ABS-mortgage backed security	Long	USA
FirstKey Homes 2020-SFR1 Trust	2.95 mm	3.00 mm principal	0.57	ABS-other	Long	USA
Alternative Loan Trust 2005-80CB	2.94 mm	6.28 mm principal	0.56	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-OA8	2.91 mm	3.44 mm principal	0.56	ABS-mortgage backed security	Long	USA
Banc of America Alternative Loan Trust 2007-1	2.91 mm	3.50 mm principal	0.56	ABS-mortgage backed security	Long	USA
PRPM 2021-6 LLC	2.84 mm	2.84 mm principal	0.54	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2006-A2	2.74 mm	3.23 mm principal	0.53	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2021-2	2.64 mm	3.54 mm principal	0.51	ABS-mortgage backed security	Long	USA
Adjustable Rate Mortgage Trust 2005-10	2.58 mm	2.76 mm principal	0.49	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2009-10	2.56 mm	3.58 mm principal	0.49	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-4CB	2.54 mm	3.11 mm principal	0.49	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-16CB	2.52 mm	11.58 mm principal	0.48	ABS-mortgage backed security	Long	USA
BCAP LLC 2013-RR2 Trust	2.48 mm	3.21 mm principal	0.48	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2021-1	2.40 mm	3.21 mm principal	0.46	ABS-mortgage backed security	Long	USA
GreenPoint Mortgage Funding Trust 2005-AR4	2.38 mm	3.15 mm principal	0.46	ABS-mortgage backed security	Long	USA
Legacy Mortgage Asset Trust 2020-SL1	2.38 mm	2.39 mm principal	0.46	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2007-HYB1	2.37 mm	2.91 mm principal	0.45	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2007-21	2.34 mm	5.05 mm principal	0.45	ABS-mortgage backed security	Long	USA
Long Beach Mortgage Loan Trust 2006-2	2.30 mm	6.49 mm principal	0.44	ABS-mortgage backed security	Long	USA
Banc of America Funding 2014-R8 Trust	2.22 mm	2.82 mm principal	0.43	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2020-4	2.20 mm	2.26 mm principal	0.42	ABS-mortgage backed security	Long	USA
Opteum Mortgage Acceptance Corp Trust 2006-2	2.05 mm	6.13 mm principal	0.39	ABS-mortgage backed security	Long	USA
PRPM 2024-7 LLC	2.03 mm	2.02 mm principal	0.39	ABS-mortgage backed security	Long	USA
Structured Asset Mortgage Investments II Trust 2006-AR6	2.03 mm	2.38 mm principal	0.39	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-2CB	2.00 mm	4.06 mm principal	0.38	ABS-mortgage backed security	Long	USA
Morgan Stanley Mortgage Loan Trust 2005-10	1.99 mm	3.45 mm principal	0.38	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2020-1	1.99 mm	2.20 mm principal	0.38	ABS-mortgage backed security	Long	USA
PRET 2021-RN2 LLC	1.94 mm	1.95 mm principal	0.37	ABS-mortgage backed security	Long	USA
Structured Asset Mortgage Investments II Trust 2006-AR6	1.91 mm	2.43 mm principal	0.37	ABS-mortgage backed security	Long	USA
New Residential Mortgage Loan Trust 2019-NQM4	1.88 mm	2.30 mm principal	0.36	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-55CW	1.80 mm	3.14 mm principal	0.35	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR2 Trust	1.72 mm	1.75 mm principal	0.33	ABS-other	Long	USA
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust	1.67 mm	2.36 mm principal	0.32	ABS-mortgage backed security	Long	USA
Wells Fargo Mortgage Backed Securities 2007-7 Trust	1.66 mm	1.83 mm principal	0.32	ABS-mortgage backed security	Long	USA
CSMC Mortgage-Backed Trust 2006-7	1.63 mm	3.25 mm principal	0.31	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2020-RP1	1.60 mm	1.94 mm principal	0.31	ABS-mortgage backed security	Long	USA
Bear Stearns ARM Trust 2006-2	1.60 mm	1.88 mm principal	0.31	ABS-mortgage backed security	Long	USA
RALI Series 2006-QS3 Trust	1.56 mm	1.78 mm principal	0.30	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2021-R2	1.53 mm	2.07 mm principal	0.29	ABS-mortgage backed security	Long	USA
Residential Asset Securitization Trust 2006-A12	1.53 mm	4.15 mm principal	0.29	ABS-mortgage backed security	Long	USA
VOLT XCVII LLC	1.52 mm	1.52 mm principal	0.29	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-J4	1.51 mm	2.59 mm principal	0.29	ABS-mortgage backed security	Long	USA
MASTR Adjustable Rate Mortgages Trust 2005-6	1.50 mm	4.51 mm principal	0.29	ABS-mortgage backed security	Long	USA
Chase Mortgage Finance Trust Series 2006-S3	1.45 mm	3.69 mm principal	0.28	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-46	1.43 mm	2.94 mm principal	0.27	ABS-mortgage backed security	Long	USA
Bear Stearns ALT-A Trust 2005-10	1.42 mm	1.56 mm principal	0.27	ABS-mortgage backed security	Long	USA
RALI Series 2006-QS18 Trust	1.40 mm	1.54 mm principal	0.27	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2007-A6	1.39 mm	1.64 mm principal	0.27	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2007-A8	1.36 mm	1.53 mm principal	0.26	ABS-mortgage backed security	Long	USA
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust	1.33 mm	1.67 mm principal	0.26	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-65CB	1.30 mm	1.92 mm principal	0.25	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-4	1.28 mm	1.85 mm principal	0.25	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2021-JL1	1.28 mm	1.33 mm principal	0.25	ABS-mortgage backed security	Long	USA
Structured Adjustable Rate Mortgage Loan Trust Series 2005-17	1.24 mm	2.24 mm principal	0.24	ABS-mortgage backed security	Long	USA
CSMC Series 2009-9R	1.24 mm	2.13 mm principal	0.24	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2004-27CB	1.24 mm	1.41 mm principal	0.24	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-79CB	1.22 mm	2.48 mm principal	0.23	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-41CB	1.20 mm	2.39 mm principal	0.23	ABS-mortgage backed security	Long	USA
JP Morgan Alternative Loan Trust Series 2008-R2	1.18 mm	2.18 mm principal	0.23	ABS-mortgage backed security	Long	USA
Lehman XS Trust 2006-17	1.17 mm	1.35 mm principal	0.22	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2021-1	1.05 mm	1.33 mm principal	0.20	ABS-mortgage backed security	Long	USA
RALI Series 2006-QS12 Trust	1.04 mm	1.49 mm principal	0.20	ABS-mortgage backed security	Long	USA
Barings Clo Ltd 2015-II	1.01 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
Octagon Investment Partners XIV Ltd	1.01 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
CitiMortgage Alternative Loan Trust Series 2007-A6	947.38 k	1.12 mm principal	0.18	ABS-mortgage backed security	Long	USA
Structured Adjustable Rate Mortgage Loan Trust	917.43 k	996.56 k principal	0.18	ABS-mortgage backed security	Long	USA
RALI Series 2005-QS12 Trust	885.65 k	1.04 mm principal	0.17	ABS-mortgage backed security	Long	USA
HSI Asset Loan Obligation Trust 2007-1	874.03 k	1.97 mm principal	0.17	ABS-mortgage backed security	Long	USA
Banc of America Mortgage 2006-3 Trust	849.97 k	1.01 mm principal	0.16	ABS-mortgage backed security	Long	USA
Lehman ABS Mortgage Loan Trust 2007-1	846.73 k	1.28 mm principal	0.16	ABS-mortgage backed security	Long	USA
Starwood Mortgage Residential Trust 2020-3	840.89 k	868.05 k principal	0.16	ABS-mortgage backed security	Long	USA
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AP1	838.19 k	3.04 mm principal	0.16	ABS-mortgage backed security	Long	USA
Bear Stearns ALT-A Trust 2006-4	830.34 k	1.37 mm principal	0.16	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2006-A5	800.17 k	1.03 mm principal	0.15	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2019-2	793.12 k	1.08 mm principal	0.15	ABS-mortgage backed security	Long	USA
GSR Mortgage Loan Trust 2007-2F	774.01 k	1.54 mm principal	0.15	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2020-RP1	772.56 k	1.04 mm principal	0.15	ABS-mortgage backed security	Long	USA
Credit Suisse First Boston Mortgage Securities Corp	766.54 k	893.29 k principal	0.15	ABS-mortgage backed security	Long	USA
MASTR Alternative Loan Trust 2004-10	763.05 k	798.12 k principal	0.15	ABS-mortgage backed security	Long	USA
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust	723.97 k	797.98 k principal	0.14	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2006-A1	719.88 k	770.99 k principal	0.14	ABS-mortgage backed security	Long	USA
Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6	715.04 k	862.79 k principal	0.14	ABS-mortgage backed security	Long	USA
Banc of America Funding 2007-1 Trust	711.73 k	788.75 k principal	0.14	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2006-9	695.87 k	1.53 mm principal	0.13	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2007-S1	689.17 k	1.89 mm principal	0.13	ABS-mortgage backed security	Long	USA
First Horizon Alternative Mortgage Securities Trust 2007-FA4	688.04 k	1.84 mm principal	0.13	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-46CB	674.63 k	968.47 k principal	0.13	ABS-mortgage backed security	Long	USA
Lehman Mortgage Trust 2007-1	673.29 k	688.37 k principal	0.13	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2020-1	646.52 k	849.42 k principal	0.12	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2020-RP1	643.12 k	874.00 k principal	0.12	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2006-13	638.69 k	1.96 mm principal	0.12	ABS-mortgage backed security	Long	USA
Banc of America Funding 2006-2 Trust	627.80 k	760.69 k principal	0.12	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-7CB	623.50 k	1.50 mm principal	0.12	ABS-mortgage backed security	Long	USA
Chase Mortgage Finance Trust Series 2006-S2	614.77 k	1.59 mm principal	0.12	ABS-mortgage backed security	Long	USA
RALI Series 2005-QS13 Trust	607.95 k	776.25 k principal	0.12	ABS-mortgage backed security	Long	USA
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2007-1	597.16 k	679.21 k principal	0.11	ABS-mortgage backed security	Long	USA
Bear Stearns Asset Backed Securities I Trust 2006-IM1	587.73 k	599.10 k principal	0.11	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-14CB	585.31 k	1.08 mm principal	0.11	ABS-mortgage backed security	Long	USA
First Horizon Alternative Mortgage Securities Trust 2007-FA3	575.68 k	1.74 mm principal	0.11	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2019-1	561.48 k	715.02 k principal	0.11	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2006-19	557.09 k	1.19 mm principal	0.11	ABS-mortgage backed security	Long	USA
Residential Asset Securitization Trust 2006-A8	556.47 k	933.63 k principal	0.11	ABS-mortgage backed security	Long	USA
Bear Stearns Asset Backed Securities I Trust 2006-AC5	553.75 k	552.10 k principal	0.11	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-J4	546.85 k	940.78 k principal	0.11	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2020-RP1	526.91 k	738.00 k principal	0.10	ABS-mortgage backed security	Long	USA
Structured Adjustable Rate Mortgage Loan Trust Series 2008-1	507.60 k	667.64 k principal	0.10	ABS-mortgage backed security	Long	USA
Deutsche Mortgage Securities Inc Mortgage Loan Resecurit Trust Ser 2009-RS2	487.01 k	489.85 k principal	0.09	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-28CB	486.92 k	763.51 k principal	0.09	ABS-mortgage backed security	Long	USA
GSR Mortgage Loan Trust 2006-9F	478.25 k	1.55 mm principal	0.09	ABS-mortgage backed security	Long	USA
Merrill Lynch Alternative Note Asset Trust Series 2007-F1	456.35 k	1.32 mm principal	0.09	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2007-AR8	442.32 k	506.63 k principal	0.08	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-41CB	440.57 k	911.80 k principal	0.08	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-8T1	426.93 k	948.01 k principal	0.08	ABS-mortgage backed security	Long	USA
GSR Mortgage Loan Trust 2007-1F	423.92 k	733.84 k principal	0.08	ABS-mortgage backed security	Long	USA
RALI Series 2006-QS7 Trust	422.70 k	547.79 k principal	0.08	ABS-mortgage backed security	Long	USA
RALI Series 2007-QS11 Trust	417.74 k	538.56 k principal	0.08	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-J6	407.33 k	882.96 k principal	0.08	ABS-mortgage backed security	Long	USA
RBSGC Mortgage Loan Trust 2007-A	399.87 k	430.82 k principal	0.08	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2005-9	392.76 k	396.21 k principal	0.08	ABS-mortgage backed security	Long	USA
Merrill Lynch Mortgage Investors Trust Series 2006-AF1	392.59 k	1.00 mm principal	0.08	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-13	381.04 k	753.01 k principal	0.07	ABS-mortgage backed security	Long	USA
Wells Fargo Alternative Loan 2007-PA3 Trust	362.71 k	431.70 k principal	0.07	ABS-mortgage backed security	Long	USA
Lavender Trust Series 2010-RR11	341.22 k	891.10 k principal	0.07	ABS-mortgage backed security	Long	USA
CSMC Mortgage-Backed Trust 2006-6	340.05 k	706.23 k principal	0.07	ABS-mortgage backed security	Long	USA
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19	334.92 k	350.00 k principal	0.06	ABS-mortgage backed security	Long	USA
Wells Fargo Mortgage Backed Securities 2006-AR4 Trust	309.60 k	320.03 k principal	0.06	ABS-mortgage backed security	Long	USA
20 Times Square Trust 2018-20TS	297.30 k	381.00 k principal	0.06	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2007-A5	289.40 k	5.32 mm principal	0.06	ABS-mortgage backed security	Long	USA
PR Mortgage Loan Trust 2014-1	282.94 k	299.53 k principal	0.05	ABS-mortgage backed security	Long	USA
CSMC Series 2008-2R	270.04 k	321.33 k principal	0.05	ABS-mortgage backed security	Long	USA
RALI Series 2007-QS5 Trust	244.27 k	306.86 k principal	0.05	ABS-mortgage backed security	Long	USA
First Horizon Alternative Mortgage Securities Trust 2005-FA8	237.54 k	505.57 k principal	0.05	ABS-mortgage backed security	Long	USA
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9	237.50 k	801.01 k principal	0.05	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust 2019-2	229.96 k	280.48 k principal	0.04	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2006-17	221.03 k	501.69 k principal	0.04	ABS-mortgage backed security	Long	USA
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT	219.82 k	350.00 k principal	0.04	ABS-mortgage backed security	Long	USA
CHL Mortgage Pass-Through Trust 2007-4	190.35 k	439.51 k principal	0.04	ABS-mortgage backed security	Long	USA
RALI Series 2007-QS1 Trust	189.72 k	4.11 mm principal	0.04	ABS-mortgage backed security	Long	USA
Waterfall Commercial Mortgage Trust 2015-SBC5	183.04 k	186.66 k principal	0.04	ABS-mortgage backed security	Long	USA