# EDGAR Filing Document

**Accession Number:** 0001480207
**File Stem:** 0001193125-25-296894
**Filing Date:** 2025-11
**Character Count:** 97813
**Document Hash:** bd8eb626b591bfa23d52f293448d6f15
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-296894.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001193125-25-296894

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Funds Trust
- **CENTRAL INDEX KEY:** 0001480207

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22378
- **FILM NUMBER:** 251520229

**BUSINESS ADDRESS:**
- **STREET 1:** 2002 N. TAMPA ST.,
- **STREET 2:** SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602
- **BUSINESS PHONE:** (813) 791-7333

**MAIL ADDRESS:**
- **STREET 1:** 2002 N. TAMPA ST.,
- **STREET 2:** SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602

## Series and Classes Contracts Data

### Doubleline Selective Credit Fund (Series ID: S000046335)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000144794 | Class I      | DBSCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** DoubleLine Funds Trust

- **b. Investment Company Act file number:** 811-22378

- **c. CIK number of Registrant:** 0001480207

- **d. LEI of Registrant:** 549300MUFFXFRMY0RH66

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 2002 North Tampa Street

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

  - **Telephone number:** 813-791-7333

**Item A.2. Information about the Series.**

- **a. Name of Series:** DoubleLine Selective Credit Fund

- **b. EDGAR series identifier (if any):** S000046335

- **c. LEI of Series:** 549300NSETB01KGP1591

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $679623385.36

**Total Liabilities:** $27194634.99

**Net Assets:** $652428750.37

**Delayed Delivery Securities:** $19186721.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 438.000000000000 | **1-Year:** 21143.000000000000 | **5-Year:** 60612.000000000000 | **10-Year:** 18110.000000000000 | **30-Year:** 2672.000000000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 323.000000000000 | **1-Year:** 22691.000000000000 | **5-Year:** 76449.000000000000 | **10-Year:** 36504.000000000000 | **30-Year:** 1063.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144794 | 0.16%                | 1.08%                | 0.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $18507.51                | $-2345899.96                               |
| Month 2  | $0.00                    | $4127234.91                                |
| Month 3  | $0.00                    | $1208899.60                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                           | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMSR Trust                     | AMSR 2024-SFR1 Trust                                                            | CUSIP: 00179CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3222000 | PA      | $3163395.69   | 0.48%             | 2041-07-17      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2025-SFR2 Trust                                                            | CUSIP: 00180BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9624480.00   | 1.48%             | 2030-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2025-SFR1 Trust                                                            | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2380962.50   | 0.36%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-31CB                                                | CUSIP: 02148HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9839358 | PA      | $5417056.33   | 0.83%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-13                                                  | CUSIP: 02150MAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751783 | PA      | $380512.81    | 0.06%             | 2047-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities | Asset-Backed Pass-Through Certificates Series 2005-R4                           | CUSIP: 03072SC78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9500000 | PA      | $8597645.35   | 1.32%             | 2035-07-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                                    | CUSIP: 04285AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7539000 | PA      | $7062505.04   | 1.08%             | 2048-10-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-2 Trust                                            | CUSIP: 05949QAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    719260 | PA      | $623397.18    | 0.10%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-1 Trust                                            | CUSIP: 05951FAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    737415 | PA      | $692297.59    | 0.11%             | 2037-01-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust       | Bear Stearns ALT-A Trust 2006-3                                                 | CUSIP: 07386HK83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5507297 | PA      | $3897573.37   | 0.60%             | 2036-05-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M | Bear Stearns ARM Trust 2006-2                                                   | CUSIP: 07388DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1756664 | PA      | $1519373.97   | 0.23%             | 2036-07-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2006-AQ1                           | CUSIP: 07389PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3310954 | PA      | $3224309.00   | 0.49%             | 2036-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-4                                          | CUSIP: 12544RAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438473 | PA      | $178956.00    | 0.03%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2007-A5                              | CUSIP: 12566WAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4950268 | PA      | $412579.09    | 0.06%             | 2037-05-25      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-27CB                                                | CUSIP: 12667FWZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1290294 | PA      | $1148379.12   | 0.18%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-28CB                                                | CUSIP: 12667GYF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    752055 | PA      | $472501.09    | 0.07%             | 2035-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-46CB                                                | CUSIP: 12668ABD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901013 | PA      | $616253.08    | 0.09%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-55CW                                                | CUSIP: 12668AMY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3071061 | PA      | $1697333.65   | 0.26%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-65CB                                                | CUSIP: 12668AY58<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1844490 | PA      | $1259331.94   | 0.19%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2006-S3                                     | CUSIP: 16162XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3688926 | PA      | $1545183.59   | 0.24%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-17                                         | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500777 | PA      | $219265.87    | 0.03%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2005-9                                            | CUSIP: 17307GL22<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340946 | PA      | $345787.01    | 0.05%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2006-A2                              | CUSIP: 17309CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3061854 | PA      | $2640775.18   | 0.40%             | 2036-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2020-RP1                                          | CUSIP: 17328MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6647291 | PA      | $5976338.81   | 0.92%             | 2064-08-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2020-RP1                                          | CUSIP: 17328MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738000 | PA      | $553389.82    | 0.08%             | 2064-08-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2020-RP1                                          | CUSIP: 17328MBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1924086 | PA      | $1585018.19   | 0.24%             | 2064-08-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2007-A6                              | CUSIP: 18976GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1513400 | PA      | $1331124.66   | 0.20%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2006-6                                               | CUSIP: 22942JAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    706059 | PA      | $320036.39    | 0.05%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust | Long Beach Mortgage Loan Trust 2006-2                                           | CUSIP: 542514TU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6361825 | PA      | $2260305.50   | 0.35%             | 2046-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-NQM2 Trust                                                             | CUSIP: 55283WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4600000 | PA      | $3619140.16   | 0.55%             | 2064-11-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                     | NLT 2021-INV2 Trust                                                             | CUSIP: 62917JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3468825.00   | 0.53%             | 2056-08-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM7 Trust                                                             | CUSIP: 67121DAA2<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |  10020099 | PA      | $10123480.08  | 1.55%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM6 Trust                                                             | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |   4488099 | PA      | $4542894.15   | 0.70%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Opteum Mortgage Acceptance Cor | Opteum Mortgage Acceptance Corp Trust 2006-2                                    | CUSIP: 68384CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5973495 | PA      | $1955734.97   | 0.30%             | 2036-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| PR Mortgage Loan Trust         | PR Mortgage Loan Trust 2014-1                                                   | CUSIP: 69358KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271540 | PA      | $264814.64    | 0.04%             | 2049-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2025-5 LLC                                                                 | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1378357 | PA      | $1380684.32   | 0.21%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS12 Trust                                                     | CUSIP: 751151AS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370821 | PA      | $193534.56    | 0.03%             | 2036-09-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2006-3                                       | CUSIP: 75971EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9024934 | PA      | $2997579.33   | 0.46%             | 2036-11-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei | Santander Mortgage Asset Receivable Trust 2025-NQM5                             | CUSIP: 80262CAF5<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |   4097650 | PA      | $4130902.43   | 0.63%             | 2065-08-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 863579G51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    889219 | PA      | $826608.32    | 0.13%             | 2035-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2008-1                    | CUSIP: 86358DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615716 | PA      | $474479.89    | 0.07%             | 2037-10-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve | Structured Asset Mortgage Investments II Trust 2006-AR6                         | CUSIP: 86360UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2158626 | PA      | $1873397.40   | 0.29%             | 2046-07-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve | Structured Asset Mortgage Investments II Trust 2006-AR6                         | CUSIP: 86360UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2193550 | PA      | $1761604.46   | 0.27%             | 2046-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve | Structured Asset Mortgage Investments II Trust 2006-AR7                         | CUSIP: 86361HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3647382 | PA      | $3034086.37   | 0.47%             | 2036-08-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co | Structured Asset Securities Corp Mortgage Loan Trust Series 2007-RF1            | CUSIP: 86362CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11325894 | PA      | $9371055.05   | 1.44%             | 2037-03-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co | Structured Asset Securities Corp Mortgage Loan Trust 2007-BC4                   | CUSIP: 86365DAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3670660.80   | 0.56%             | 2037-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCVII LLC                                                                  | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204686 | PA      | $204804.39    | 0.03%             | 2051-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2025-3                                   | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8752629 | PA      | $8839504.08   | 1.35%             | 2055-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2025-1                                   | CUSIP: 922955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9158352 | PA      | $9284871.40   | 1.42%             | 2055-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-5                                               | CUSIP: 92540XAD3<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |   2036000 | PA      | $2050606.06   | 0.31%             | 2070-06-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust                  | CUSIP: 933637AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7511055 | PA      | $6527364.78   | 1.00%             | 2037-01-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-4 Trust  | CUSIP: 93936NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90830 | PA      | $88809.89     | 0.01%             | 2037-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust                           | CUSIP: 94983PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272057 | PA      | $269902.56    | 0.04%             | 2036-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2007-7 Trust                             | CUSIP: 94985JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1642321 | PA      | $1556947.80   | 0.24%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-R2                                              | CUSIP: 92538DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2073000 | PA      | $1676807.62   | 0.26%             | 2064-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2007-1F                                                 | CUSIP: 3622MPBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    703298 | PA      | $405855.55    | 0.06%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2006-9F                                                 | CUSIP: 3622X7AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1516329 | PA      | $205875.56    | 0.03%             | 2036-10-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2006-2F                                                 | CUSIP: 362334DL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272762 | PA      | $116659.53    | 0.02%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lavender Trust                 | Lavender Trust Series 2010-RR11                                                 | CUSIP: 519440CA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873942 | PA      | $316112.58    | 0.05%             | 2036-10-26      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities  | Mastr Asset Backed Securities Trust 2006-WMC3                                   | CUSIP: 55291KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14914810 | PA      | $5403076.51   | 0.83%             | 2036-08-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage | MASTR Adjustable Rate Mortgages Trust 2005-6                                    | CUSIP: 576433C46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4514415 | PA      | $1511744.55   | 0.23%             | 2035-07-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust | Carrington Mortgage Loan Trust Series 2007-RFC1                                 | CUSIP: 144526AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2774369 | PA      | $2727552.82   | 0.42%             | 2036-12-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-S3                                     | CUSIP: 16163HAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313081 | PA      | $130616.38    | 0.02%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R04                                    | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15465446 | PA      | $15493308.97  | 2.37%             | 2044-05-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-HYB1                                       | CUSIP: 22239EAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2805214 | PA      | $2389050.49   | 0.37%             | 2037-03-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,  | Deutsche Mortgage Securities Inc Mortgage Loan Resecurit Trust Ser 2009-RS2     | CUSIP: 25158EAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    448411 | PA      | $444968.01    | 0.07%             | 2036-09-26      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series 2006-AF1                          | CUSIP: 59023RAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    994596 | PA      | $366785.64    | 0.06%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note | Merrill Lynch Alternative Note Asset Trust Series 2007-F1                       | CUSIP: 59023YAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1322314 | PA      | $423545.19    | 0.06%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                     | CUSIP: 61764PBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112149 | PA      | $108711.21    | 0.02%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM2 Trust                                                             | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |   5312073 | PA      | $5363869.48   | 0.82%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR4 Trust                                            | CUSIP: 74290JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9942561.00   | 1.52%             | 2042-08-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2024-7 LLC                                                                 | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1755029 | PA      | $1756910.79   | 0.27%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust 2007-7                                           | CUSIP: 411640AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4240820 | PA      | $3434104.53   | 0.53%             | 2037-10-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2019-2 Trust                                           | CUSIP: 43732TAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7326807 | PA      | $7093444.99   | 1.09%             | 2039-10-19      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS1 Trust                                                      | CUSIP: 74922KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3994973 | PA      | $2968186.35   | 0.45%             | 2037-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS11 Trust                                                     | CUSIP: 74925GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    514951 | PA      | $412960.68    | 0.06%             | 2037-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS3 Trust                                                      | CUSIP: 761118XS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1617510 | PA      | $1462568.51   | 0.22%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2020-3                                      | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    578997 | PA      | $565277.68    | 0.09%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve | Structured Asset Mortgage Investments II Trust 2007-AR3                         | CUSIP: 86363NAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3202503 | PA      | $3009143.94   | 0.46%             | 2047-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2020-1                                   | CUSIP: 92259LAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739032 | PA      | $589995.18    | 0.09%             | 2050-02-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2025-6 LLC                                                                 | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10477131 | PA      | $10610923.73  | 1.63%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2021-RN2 LLC                                                               | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1536915 | PA      | $1536774.31   | 0.24%             | 2051-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR4 Trust                                            | CUSIP: 74290JAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12650000 | PA      | $12625954.88  | 1.94%             | 2042-08-17      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR5 Trust                                            | CUSIP: 74334RAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6685189.00   | 1.02%             | 2042-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-4                                               | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |  10454331 | PA      | $10545196.49  | 1.62%             | 2070-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS1 Trust                                                      | CUSIP: 74922KAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3795610 | PA      | $310102.06    | 0.05%             | 2037-01-25      | Floating      | 1.18%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS5 Trust                                                      | CUSIP: 74923JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277707 | PA      | $229656.25    | 0.04%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS12 Trust                                                     | CUSIP: 751151AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370821 | PA      | $989731.48    | 0.15%             | 2036-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2025-SFR2 Trust                                                            | CUSIP: 00180BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9689130.00   | 1.49%             | 2030-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-46                                                  | CUSIP: 02147JAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2940949 | PA      | $1396831.85   | 0.21%             | 2047-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-41CB                                                | CUSIP: 02149CBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    899341 | PA      | $421583.55    | 0.06%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2021-5                                                 | CUSIP: 03465HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3385690.20   | 0.52%             | 2066-07-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H | Asset Backed Securities Corp Home Equity Loan Trust Series 2003-HE1             | CUSIP: 04541GDM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3651355 | PA      | $3389229.01   | 0.52%             | 2033-01-15      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                 | BCAP LLC 2012-RR4 Trust                                                         | CUSIP: 05540XBR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7645114 | PA      | $3559515.47   | 0.55%             | 2035-11-26      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2014-R8 Trust                                           | CUSIP: 05969MAB5<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |   2655646 | PA      | $2215231.24   | 0.34%             | 2036-06-26      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024-NQM1                                       | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3137446 | PA      | $3165774.05   | 0.49%             | 2063-12-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-13                                         | CUSIP: 12543TAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1964678 | PA      | $179178.85    | 0.03%             | 2036-09-25      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Series 2009-9R                                                             | CUSIP: 12642HEL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2008607 | PA      | $1130737.47   | 0.17%             | 2035-12-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2005-17                                   | CUSIP: 126670QU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8277789 | PA      | $6885021.07   | 1.06%             | 2036-05-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2006-S2                                     | CUSIP: 16163BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1557686 | PA      | $565383.19    | 0.09%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 225470RW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    853795 | PA      | $745498.44    | 0.11%             | 2036-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2019-2                                       | CUSIP: 31573TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4735000 | PA      | $4214014.58   | 0.65%             | 2059-11-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                      | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  11968723 | NS      | $11968723.43  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP Trust                    | GSAMP Trust 2007-NC1                                                            | CUSIP: 3622MGAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7137272 | PA      | $3793097.04   | 0.58%             | 2046-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2006-9F                                                 | CUSIP: 3622X7AM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1516329 | PA      | $468385.55    | 0.07%             | 2036-10-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Tr | GreenPoint Mortgage Funding Trust 2005-AR4                                      | CUSIP: 39538WBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3145099 | PA      | $2512666.48   | 0.39%             | 2045-10-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2019-2 Trust                                           | CUSIP: 43732TAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3657908 | PA      | $3554191.69   | 0.54%             | 2039-10-19      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2019-2 Trust                                           | CUSIP: 43732TAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3892366 | PA      | $3778623.25   | 0.58%             | 2039-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2005-S3                                                | CUSIP: 466247ZN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350140 | PA      | $176329.80    | 0.03%             | 2036-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                   | CUSIP: 46645WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $139650.00    | 0.02%             | 2033-07-05      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Mortgage Loan Trust | Lehman ABS Mortgage Loan Trust 2007-1                                           | CUSIP: 52521MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4825951 | PA      | $3218522.76   | 0.49%             | 2037-06-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2005-10                                      | CUSIP: 61748HSH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3296208 | PA      | $1822622.82   | 0.28%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2019-NQM4                                   | CUSIP: 64828EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2019668.18   | 0.31%             | 2059-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2007-1               | CUSIP: 65538PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627053 | PA      | $579886.88    | 0.09%             | 2047-03-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2025-2 LLC                                                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6522676 | PA      | $6551245.73   | 1.00%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS7 Trust                                                      | CUSIP: 748940AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502446 | PA      | $403274.46    | 0.06%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS18 Trust                                                     | CUSIP: 74922RAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1418284 | PA      | $1341237.39   | 0.21%             | 2036-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RBSGC Mortgage Pass Through Ce | RBSGC Mortgage Loan Trust 2007-A                                                | CUSIP: 74927WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406464 | PA      | $391056.50    | 0.06%             | 2037-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2006-2                                       | CUSIP: 759676AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15336140 | PA      | $5330978.93   | 0.82%             | 2036-08-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2013-9                                                   | CUSIP: 81745DAN1<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |    156947 | PA      | $112208.48    | 0.02%             | 2043-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust                   | CUSIP: 93364FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5938280 | PA      | $5453522.53   | 0.84%             | 2037-07-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust | CUSIP: 93934FGG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    762028 | PA      | $743068.13    | 0.11%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2006-7                                               | CUSIP: 22942KCC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3244594 | PA      | $1572289.54   | 0.24%             | 2036-08-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6                 | CUSIP: 251510KF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805855 | PA      | $683559.38    | 0.10%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2006-1                                | CUSIP: 32051GZ99<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120946 | PA      | $46151.14     | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2007-2F                                                 | CUSIP: 362636AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1531820 | PA      | $760052.84    | 0.12%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM1                                       | CUSIP: 46593QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11031119 | PA      | $11132596.03  | 1.71%             | 2065-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2006-A5                                                | CUSIP: 46629CAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    953706 | PA      | $739661.31    | 0.11%             | 2036-08-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-1                                                    | CUSIP: 52521FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    639976 | PA      | $648071.32    | 0.10%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Mortgage Loan Trust | Lehman ABS Mortgage Loan Trust 2007-1                                           | CUSIP: 52521MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1237350 | PA      | $825361.64    | 0.13%             | 2037-06-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-10                                            | CUSIP: 576434WC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770979 | PA      | $769550.82    | 0.12%             | 2034-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio     | MSILF Government Portfolio                                                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  11968723 | NS      | $11968723.44  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM8 Trust                                                             | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |  10073183 | PA      | $10166731.41  | 1.56%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2025-NQM2 Trust                                                            | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11126051 | PA      | $11236016.79  | 1.72%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-1                                   | CUSIP: 92259TAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1312284 | PA      | $1027418.00   | 0.16%             | 2051-05-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-1                                   | CUSIP: 92259TAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3139605 | PA      | $2413008.30   | 0.37%             | 2051-05-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-6                                               | CUSIP: 92538MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6685000 | PA      | $5159025.08   | 0.79%             | 2066-10-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-9                                               | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   6244600 | PA      | $6291110.24   | 0.96%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT CVI LLC                                                                    | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3609506 | PA      | $3612422.79   | 0.55%             | 2051-12-26      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-14CB                                                | CUSIP: 021468AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1064098 | PA      | $569615.25    | 0.09%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-4CB                                                 | CUSIP: 02148FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2836547 | PA      | $2346265.27   | 0.36%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-OA8                                                 | CUSIP: 02148GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3081176 | PA      | $2699429.97   | 0.41%             | 2047-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-16CB                                                | CUSIP: 02152AAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11597203 | PA      | $2664813.37   | 0.41%             | 2037-08-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-7                                                 | CUSIP: 03466TAC1<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |    870672 | PA      | $877407.95    | 0.13%             | 2070-06-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust       | Bear Stearns ALT-A Trust 2006-4                                                 | CUSIP: 073871BL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1163064 | PA      | $669531.86    | 0.10%             | 2036-07-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-13                                         | CUSIP: 12543TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1964678 | PA      | $642312.65    | 0.10%             | 2036-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-19                                         | CUSIP: 12543XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1189182 | PA      | $550533.43    | 0.08%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2020-AFC1 Trust                                                            | CUSIP: 12597MAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3321105.76   | 0.51%             | 2050-02-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-4                                                   | CUSIP: 12667F7A7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1831838 | PA      | $1281180.45   | 0.20%             | 2035-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-73CB                                                | CUSIP: 12668AT88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130712 | PA      | $129281.65    | 0.02%             | 2036-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-79CB                                                | CUSIP: 12668BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2443166 | PA      | $1167309.72   | 0.18%             | 2036-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-79CB                                                | CUSIP: 12668BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2443166 | PA      | $176982.20    | 0.03%             | 2036-01-25      | Floating      | 0.68%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-8T1                                                 | CUSIP: 12668BMH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    948013 | PA      | $444077.72    | 0.07%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-10                                         | CUSIP: 1266942H0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80664 | PA      | $30859.83     | 0.00%             | 2036-05-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2007-AR8                                          | CUSIP: 17313FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449790 | PA      | $393127.61    | 0.06%             | 2047-08-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J4                                                  | CUSIP: 23242WAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925819 | PA      | $522651.14    | 0.08%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J6                                                  | CUSIP: 23244EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    882962 | PA      | $399989.65    | 0.06%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4                   | CUSIP: 251513AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163056 | PA      | $142812.36    | 0.02%             | 2036-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2020-SFR2 Trust                                                  | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9500000 | PA      | $9454414.25   | 1.45%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |   6250000 | PA      | $6262775.63   | 0.96%             | 2045-02-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust        | Fremont Home Loan Trust 2006-D                                                  | CUSIP: 35729VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9261275 | PA      | $3239168.91   | 0.50%             | 2036-11-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| HSI Asset Loan Obligation      | HSI Asset Loan Obligation Trust 2007-1                                          | CUSIP: 40431TAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1778623 | PA      | $728894.72    | 0.11%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-S1                                                | CUSIP: 46630RAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1874692 | PA      | $651152.44    | 0.10%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AP1             | CUSIP: 65535VSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3018818 | PA      | $858788.75    | 0.13%             | 2036-01-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2025-4 LLC                                                                 | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9706567 | PA      | $9736658.92   | 1.49%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | Pret 2025-NPL7 LLC                                                              | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-MBS          | CORP              | US        |   5868625 | PA      | $5890453.10   | 0.90%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2021-RN3 LLC                                                               | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2669789 | PA      | $2672769.22   | 0.41%             | 2051-09-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2024-NPL9 LLC                                                              | CUSIP: 74143TAA7<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-MBS          | CORP              | US        |   6064680 | PA      | $6078880.61   | 0.93%             | 2054-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2025-3                                                                     | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8385056 | PA      | $8410332.90   | 1.29%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS12 Trust                                                     | CUSIP: 751151AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330517 | PA      | $136725.77    | 0.02%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2005-QS12 Trust                                                     | CUSIP: 761118DQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    948398 | PA      | $834796.66    | 0.13%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2005-QS13 Trust                                                     | CUSIP: 761118GX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    668784 | PA      | $533604.56    | 0.08%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A8                                  | CUSIP: 761119AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    933628 | PA      | $624110.33    | 0.10%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A12                                 | CUSIP: 76113XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4189721 | PA      | $1489139.03   | 0.23%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2019-2                                   | CUSIP: 92257NAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259868 | PA      | $214474.10    | 0.03%             | 2049-07-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2019-2                                   | CUSIP: 92257NAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941950 | PA      | $711300.67    | 0.11%             | 2049-07-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-2                                   | CUSIP: 92259MAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3132563 | PA      | $2386634.31   | 0.37%             | 2051-08-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust                  | CUSIP: 93363TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4981942 | PA      | $4228024.17   | 0.65%             | 2046-09-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Waterfall Commercial Mortgage  | Waterfall Commercial Mortgage Trust 2015-SBC5                                   | CUSIP: 94132LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88435 | PA      | $87431.46     | 0.01%             | 2022-09-14      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei | Securitized Asset Backed Receivables LLC Trust 2006-NC1                         | CUSIP: 81375HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7516327 | PA      | $6951271.29   | 1.07%             | 2036-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2005-17                   | CUSIP: 863579VV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905191 | PA      | $944243.15    | 0.14%             | 2035-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Tricon Residential             | Tricon Residential 2025-SFR2 Trust                                              | CUSIP: 89617FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15597000 | PA      | $15841807.39  | 2.43%             | 2044-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2019-1                                   | CUSIP: 92257CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    636798 | PA      | $562391.67    | 0.09%             | 2049-03-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust 2005-10                                          | CUSIP: 007036TM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2526155 | PA      | $2413299.60   | 0.37%             | 2036-01-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-41CB                                                | CUSIP: 02149CBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2355942 | PA      | $1149620.73   | 0.18%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-2CB                                                 | CUSIP: 02149HAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3981372 | PA      | $1899460.31   | 0.29%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-7                                                 | CUSIP: 03466TAD9<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1521614.25   | 0.23%             | 2070-06-25      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                 | BCAP LLC 2013-RR2 Trust                                                         | CUSIP: 05542GBN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3069979 | PA      | $2422917.68   | 0.37%             | 2037-06-26      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2007-1                                   | CUSIP: 059496BD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3340499 | PA      | $2887526.51   | 0.44%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2006-3 Trust                                           | CUSIP: 05950LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    828108 | PA      | $712264.08    | 0.11%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2006-AC5                           | CUSIP: 073856AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    384335 | PA      | $390504.21    | 0.06%             | 2036-12-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust       | Bear Stearns ALT-A Trust 2005-10                                                | CUSIP: 07386HZG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1432716 | PA      | $1333931.23   | 0.20%             | 2036-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2006-IM1                           | CUSIP: 07387UFD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534531 | PA      | $550240.32    | 0.08%             | 2036-04-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-8                                          | CUSIP: 12545AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312018 | PA      | $119978.36    | 0.02%             | 2038-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2007-A5                              | CUSIP: 12566WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4950268 | PA      | $4118640.23   | 0.63%             | 2037-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2023-R4                                                               | CUSIP: 12569UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8736787 | PA      | $8736860.32   | 1.34%             | 2062-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2020-RPL1 Trust                                                            | CUSIP: 12656EBY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10654902 | PA      | $8739794.29   | 1.34%             | 2069-10-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2006-25                                   | CUSIP: 12667TAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9270175 | PA      | $8216026.48   | 1.26%             | 2047-06-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-80CB                                                | CUSIP: 12668BGF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6281528 | PA      | $2811884.53   | 0.43%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-7CB                                                 | CUSIP: 12668BYM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1497205 | PA      | $606254.64    | 0.09%             | 2036-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-9                                          | CUSIP: 126694W38<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1529867 | PA      | $683381.82    | 0.10%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-15                                         | CUSIP: 17025TBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4919690 | PA      | $2917976.66   | 0.45%             | 2037-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-21                                         | CUSIP: 17025WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4766167 | PA      | $2054746.14   | 0.31%             | 2038-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2023-R2                                                               | CUSIP: 17181KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7845482 | PA      | $7919173.35   | 1.21%             | 2064-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2006-A1                              | CUSIP: 17309AAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    721917 | PA      | $684959.07    | 0.10%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2006-A2                              | CUSIP: 17309CAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3371836 | PA      | $245006.68    | 0.04%             | 2036-05-25      | Floating      | 1.13%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2007-A8                              | CUSIP: 17313MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1447352 | PA      | $1343693.20   | 0.21%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2009-10                                           | CUSIP: 17316AAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3494046 | PA      | $2497033.02   | 0.38%             | 2035-12-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2019-A                                            | CUSIP: 17327JBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7222163 | PA      | $6029227.39   | 0.92%             | 2058-10-25      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2020-RP1                                          | CUSIP: 17328MAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $811039.74    | 0.12%             | 2064-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2020-RP1                                          | CUSIP: 17328MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    874000 | PA      | $677549.36    | 0.10%             | 2064-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2021-JL1                                          | CUSIP: 17329CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1022760 | PA      | $995638.52    | 0.15%             | 2062-02-27      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2007-A6                              | CUSIP: 18976GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1031360 | PA      | $907161.21    | 0.14%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9                    | CUSIP: 225470AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    804603 | PA      | $220466.94    | 0.03%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Series 2008-2R                                                             | CUSIP: 225492AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306321 | PA      | $264475.18    | 0.04%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J4                                                  | CUSIP: 23242WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2549519 | PA      | $1439275.99   | 0.22%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust          | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9615234.00   | 1.47%             | 2026-07-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-FA8                    | CUSIP: 32051GYH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492586 | PA      | $222382.18    | 0.03%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2007-FA4                    | CUSIP: 32052WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1786937 | PA      | $607014.66    | 0.09%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2007-FA3                    | CUSIP: 32053GAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1672613 | PA      | $511257.21    | 0.08%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2020-SFR2 Trust                                                  | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9500000 | PA      | $9457742.10   | 1.45%             | 2037-10-19      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust 2006-BU1                                         | CUSIP: 41161PG56<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3099655 | PA      | $2851049.95   | 0.44%             | 2046-02-19      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Tru | IndyMac IMSC Mortgage Loan Trust 2007-AR1                                       | CUSIP: 456672AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3379866 | PA      | $3093325.44   | 0.47%             | 2037-06-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T | JP Morgan Alternative Loan Trust Series 2008-R2                                 | CUSIP: 466306AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2178488 | PA      | $1160380.33   | 0.18%             | 2036-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan US Government Money M | JPMorgan US Government Money Market Fund                                        | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |  11968723 | NS      | $11968723.44  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2019-RPL3                                           | CUSIP: 52474FBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9722684 | PA      | $8679325.58   | 1.33%             | 2058-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                | Lehman XS Trust 2006-17                                                         | CUSIP: 52523KBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305856 | PA      | $1219368.38   | 0.19%             | 2046-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR4 Trust                                            | CUSIP: 74290JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9900382.00   | 1.52%             | 2042-08-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust  | CUSIP: 93934NAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2226899 | PA      | $1597771.84   | 0.24%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust  | CUSIP: 93936HAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1577906 | PA      | $1308698.05   | 0.20%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** DoubleLine Funds Trust

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Funds Trust

**Title:** Vice President