# EDGAR Filing Document

**Accession Number:** 0001886172
**File Stem:** 0002071691-26-002176
**Filing Date:** 2026-2
**Character Count:** 79951
**Document Hash:** 852caf87ad8d379afc38cfd07919edac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-002176.hdr.sgml**: 20260220

**ACCESSION NUMBER**: 0002071691-26-002176

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260220

**DATE AS OF CHANGE**: 20260220

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine ETF Trust
- **CENTRAL INDEX KEY:** 0001886172

**ORGANIZATION NAME:**
- **EIN:** 876641637
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23746
- **FILM NUMBER:** 26658322

**BUSINESS ADDRESS:**
- **STREET 1:** 2002 NORTH TAMPA STREET
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602
- **BUSINESS PHONE:** (213) 633-8200

**MAIL ADDRESS:**
- **STREET 1:** 2002 NORTH TAMPA STREET
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602

## Series and Classes Contracts Data

### DoubleLine Mortgage ETF (Series ID: S000080055)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000241668 | DoubleLine Mortgage ETF | DMBS            |

## 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 ETF Trust

- **b. Investment Company Act file number:** 811-23746

- **c. CIK number of Registrant:** 0001886172

- **d. LEI of Registrant:** 549300TPCA72X7FKG626

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

  - **Street Address 1:** 2002 North Tampa Street Suite 200

  - **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 Mortgage ETF

- **b. EDGAR series identifier (if any):** S000080055

- **c. LEI of Series:** 549300HCBHESHBLJEF25

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $1034883715.21

**Total Liabilities:** $368073082.30

**Net Assets:** $666810632.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 23.00000000 | **1-Year:** 15261.00000000 | **5-Year:** 154496.00000000 | **10-Year:** 177009.00000000 | **30-Year:** 834.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241668 | 0.63%                | 0.82%                | 0.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1067707.35              | $-361620.28                                |
| Month 2  | $-226417.86              | $1604401.86                                |
| Month 3  | $-547550.92              | $-1325117.99                               |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** Fund's Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                               | CUSIP: 01F020612<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -36740000 | PA      | $-29707588.15 | -4.46%            | 2056-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                               | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $6064423.28   | 0.91%             | 2056-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                               | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7459000 | PA      | $6306934.18   | 0.95%             | 2056-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                               | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  53679000 | PA      | $47449300.83  | 7.12%             | 2056-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                               | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11200000 | PA      | $10320187.47  | 1.55%             | 2056-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust, Series 2025-11, Class M1                         | CUSIP: 03466FAF4<br>LEI: 254900U7QMG1IM2AZ079 | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1302716.87   | 0.20%             | 2070-10-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust, Series 2025-8, Class M1                          | CUSIP: 03466UAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013593.20   | 0.15%             | 2070-07-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                   | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class M1                   | CUSIP: 06745VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3048213.60   | 0.46%             | 2065-05-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                | BRAVO Residential Funding Trust, Series 2025-NQM6, Class B1A               | CUSIP: 10570MAG5<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1010930.50   | 0.15%             | 2065-06-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                | BRAVO Residential Funding Trust, Series 2025-NQM7, Class M1                | CUSIP: 10570TAE5<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1464793.34   | 0.22%             | 2065-07-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M1            | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352812 | PA      | $354537.29    | 0.05%             | 2043-09-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M2            | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2014450.20   | 0.30%             | 2044-01-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2            | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1510009.50   | 0.23%             | 2044-02-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M2            | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3013327.20   | 0.45%             | 2044-07-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                           | Cross Mortgage Trust, Series 2025-H4, Class M1                             | CUSIP: 22790AAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1861000 | PA      | $1892768.01   | 0.28%             | 2070-06-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust           | Deephaven Residential Mortgage Trust, Series 2022-2, Class A1              | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655942 | PA      | $642628.16    | 0.10%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| EFMT                                           | EFMT, Series 2025-NQM3, Class M1B                                          | CUSIP: 26846YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1148000 | PA      | $1158962.14   | 0.17%             | 2070-08-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| EFMT                                           | EFMT, Series 2025-NQM2, Class M1B                                          | CUSIP: 281917AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3663177.12   | 0.55%             | 2070-06-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC STRIPS, Series 389, Class C19                                        | CUSIP: 31325YQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6374258 | PA      | $1141725.78   | 0.17%             | 2052-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DQ2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2504720 | PA      | $2052649.92   | 0.31%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DQGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2102661 | PA      | $2118252.06   | 0.32%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DQJ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10675619 | PA      | $9899651.07   | 1.48%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DQPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1841853 | PA      | $1707976.25   | 0.26%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DQWP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3732170 | PA      | $3737208.95   | 0.56%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DSEX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4245555 | PA      | $4267340.82   | 0.64%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DSND0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2361298 | PA      | $2460531.94   | 0.37%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DTD64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6383534 | PA      | $6565939.44   | 0.98%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8484525 | PA      | $7659718.77   | 1.15%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DTG20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2352438 | PA      | $2458265.70   | 0.37%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2054523 | PA      | $1840098.47   | 0.28%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DUT72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6301491 | PA      | $6495107.37   | 0.97%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4853381 | PA      | $4390078.44   | 0.66%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5545242 | PA      | $5017156.42   | 0.75%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10110560 | PA      | $8762296.51   | 1.31%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4110430 | PA      | $4230390.52   | 0.63%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DVMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6122920 | PA      | $6319670.27   | 0.95%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2598251 | PA      | $2603268.33   | 0.39%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3940213 | PA      | $3946198.94   | 0.59%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2550773 | PA      | $2588922.54   | 0.39%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14038819 | PA      | $14015988.87  | 2.10%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3132E0XZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4300269 | PA      | $3540883.95   | 0.53%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3133A1MD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5218302 | PA      | $4673403.80   | 0.70%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3133ATDX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5606520 | PA      | $4618455.74   | 0.69%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3133AUTR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15850846 | PA      | $12977121.01  | 1.95%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3133B6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9147430 | PA      | $8182974.33   | 1.23%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3133C1LG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7840839 | PA      | $6949818.59   | 1.04%             | 2053-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3133KJE24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4792805 | PA      | $4097834.68   | 0.61%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2017-99, Class PY                                      | CUSIP: 3136AY4T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1137991 | PA      | $1077336.18   | 0.16%             | 2047-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-3, Class NI                                       | CUSIP: 3136BDQ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3231030 | PA      | $491230.01    | 0.07%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-42, Class IA                                      | CUSIP: 3136BGAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3218857 | PA      | $468889.63    | 0.07%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-56, Class WI                                      | CUSIP: 3136BGL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11753599 | PA      | $1388257.55   | 0.21%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-43                                                | CUSIP: 3136BH7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7205510 | PA      | $1124478.13   | 0.17%             | 2051-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-88, Class KI                                      | CUSIP: 3136BKSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5008476 | PA      | $816075.56    | 0.12%             | 2046-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-94                                                | CUSIP: 3136BKX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5323507 | PA      | $898819.86    | 0.13%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2023-51, Class BI                                      | CUSIP: 3136BQPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4578988 | PA      | $877318.58    | 0.13%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2024-9, Class BI                                       | CUSIP: 3136BRGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5113897 | PA      | $857207.72    | 0.13%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2024-82, Class FH                                      | CUSIP: 3136BTFZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2716117 | PA      | $2724443.94   | 0.41%             | 2054-11-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 4631, Class GF                                        | CUSIP: 3137BSZD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1764029 | PA      | $1742552.86   | 0.26%             | 2046-11-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5057, Class TI                                        | CUSIP: 3137F7LN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5493891 | PA      | $885566.93    | 0.13%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5072, Class MI                                        | CUSIP: 3137F9A27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13854624 | PA      | $2659620.88   | 0.40%             | 2051-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5083, Class IH                                        | CUSIP: 3137FFQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5797988 | PA      | $930564.33    | 0.14%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5008, Class DI                                        | CUSIP: 3137FVY30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1127559 | PA      | $159202.71    | 0.02%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5020, Class IH                                        | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6519344 | PA      | $1043786.79   | 0.16%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5092, Class FK                                        | CUSIP: 3137FYC87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3133976 | PA      | $2683133.12   | 0.40%             | 2051-03-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5162, Class CI                                        | CUSIP: 3137H45A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9442666 | PA      | $1447709.96   | 0.22%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5188, Class IA                                        | CUSIP: 3137H5JL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5217417 | PA      | $837443.42    | 0.13%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5377                                                  | CUSIP: 3137HBDW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8211901 | PA      | $1009317.37   | 0.15%             | 2051-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5392, Class CI                                        | CUSIP: 3137HBWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13847575 | PA      | $2674080.28   | 0.40%             | 2051-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5531                                                  | CUSIP: 3137HKS88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11280421 | PA      | $1258806.99   | 0.19%             | 2041-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140KVAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7419831 | PA      | $6337762.36   | 0.95%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140L1VM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14969123 | PA      | $12116853.27  | 1.82%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140MGL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7676541 | PA      | $6900651.62   | 1.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6458553 | PA      | $5577730.90   | 0.84%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140QEY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5028019 | PA      | $4352544.50   | 0.65%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140QNNM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10340563 | PA      | $8370235.34   | 1.26%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140QTUF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2386894 | PA      | $2428238.54   | 0.36%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140QVWQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2832669 | PA      | $2855676.57   | 0.43%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140W13P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16328107 | PA      | $14179076.22  | 2.13%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140W1BU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9148694 | PA      | $9429790.48   | 1.41%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140W1NB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10211754 | PA      | $9172913.15   | 1.38%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140W2FC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12878859 | PA      | $13274559.39  | 1.99%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140W2GD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21329643 | PA      | $18198375.07  | 2.73%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140W3A25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14526311 | PA      | $14781122.42  | 2.22%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140W3YT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20816024 | PA      | $17011942.59  | 2.55%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140XAWB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23765049 | PA      | $20117187.68  | 3.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140XBG46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15982593 | PA      | $13781067.44  | 2.07%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140XBLK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5085265 | PA      | $4583022.05   | 0.69%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5404197 | PA      | $4868553.97   | 0.73%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3637454 | PA      | $2953255.93   | 0.44%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140XMKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2519206 | PA      | $2058831.88   | 0.31%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140XN3Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3529969 | PA      | $3638416.89   | 0.55%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5488751 | PA      | $5495676.12   | 0.82%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140XPVM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5453452 | PA      | $4494487.59   | 0.67%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140XQTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4633225 | PA      | $3963611.00   | 0.59%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140XQTS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7506937 | PA      | $7737593.91   | 1.16%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 3140XRA47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8449831 | PA      | $8695923.22   | 1.30%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3306491 | PA      | $3242873.66   | 0.49%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408832 | PA      | $409916.98    | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                              | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2277912 | PA      | $2318770.39   | 0.35%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 20 Year                                                              | CUSIP: 31418FDH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7859295 | PA      | $8008596.19   | 1.20%             | 2044-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA STRIPS, Series 427, Class C16                                         | CUSIP: 31423XMS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9871449 | PA      | $1016143.19   | 0.15%             | 2040-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA STRIPS, Series 427, Class C84                                         | CUSIP: 31423XQN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7641745 | PA      | $1050477.48   | 0.16%             | 2040-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA STRIPS, Series 437, Class C8                                          | CUSIP: 31424UPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6492599 | PA      | $988401.38    | 0.15%             | 2052-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 31427M3U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9182933 | PA      | $9360835.80   | 1.40%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 31427NTS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4002460 | PA      | $4079849.75   | 0.61%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 31427NZB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14325010 | PA      | $11744920.26  | 1.76%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 31427PJG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6419113 | PA      | $6616354.30   | 0.99%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC STRIPS, Series 399, Class C28                                        | CUSIP: 3142G4VW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11814777 | PA      | $1100607.01   | 0.17%             | 2052-04-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3142GT2Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9010482 | PA      | $9400564.57   | 1.41%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                              | CUSIP: 3142GVLX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6355293 | PA      | $6549095.35   | 0.98%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC STACR REMICS Trust, Series 2023-HQA2, Class M1A                      | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |    371350 | PA      | $371986.39    | 0.06%             | 2043-06-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMICS Trust, Series 2022-DNA3, Class M1B                      | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1025405.20   | 0.15%             | 2042-04-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC STACR REMICS Trust, Series 2024-DNA1, Class M2                       | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6065013.60   | 0.91%             | 2044-02-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC STACR REMICS Trust, Series 2024-HQA1, Class M2                       | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2015230.40   | 0.30%             | 2044-03-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA                                                                       | CUSIP: 3622ADNN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14074857 | PA      | $12687114.75  | 1.90%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA                                                                       | CUSIP: 3622ADSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14309129 | PA      | $12296409.11  | 1.84%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA                                                                       | CUSIP: 3622ADTR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9344440 | PA      | $8435086.93   | 1.26%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust            | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class M1            | CUSIP: 36272EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8523000 | PA      | $8629217.89   | 1.29%             | 2065-06-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust            | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class M1            | CUSIP: 36274TAD1<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2109784.53   | 0.32%             | 2065-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2019-31, Class GF                                             | CUSIP: 38381RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1196924 | PA      | $1182233.03   | 0.18%             | 2049-03-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-17, Class IG                                             | CUSIP: 38382CL33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2444149 | PA      | $414539.37    | 0.06%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-51, Class ID                                             | CUSIP: 38382EKB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5181278 | PA      | $949977.92    | 0.14%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-126, Class KI                                            | CUSIP: 38382HWW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6840148 | PA      | $980246.58    | 0.15%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-116, Class HI                                            | CUSIP: 38382HZW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19967966 | PA      | $3387329.77   | 0.51%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-151, Class MI                                            | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15267414 | PA      | $2204408.43   | 0.33%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-160, Class VI                                            | CUSIP: 38382KS87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6029084 | PA      | $897394.84    | 0.13%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-153, Class CI                                            | CUSIP: 38382KSF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3210164 | PA      | $460802.28    | 0.07%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-146, Class DI                                            | CUSIP: 38382KWB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8976679 | PA      | $1278033.12   | 0.19%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-167, Class WI                                            | CUSIP: 38382LCF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8843972 | PA      | $1267326.11   | 0.19%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-173, Class MI                                            | CUSIP: 38382LNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6904038 | PA      | $991432.95    | 0.15%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-183, Class JI                                            | CUSIP: 38382LSK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3584944 | PA      | $519543.28    | 0.08%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-185, Class MI                                            | CUSIP: 38382LV57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9499913 | PA      | $1384648.47   | 0.21%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-188, Class BI                                            | CUSIP: 38382LX97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8983193 | PA      | $1407865.79   | 0.21%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-46, Class EI                                             | CUSIP: 38382P4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22208956 | PA      | $2775473.28   | 0.42%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-77, Class IW                                             | CUSIP: 38382Q4K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10554876 | PA      | $1427580.69   | 0.21%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-57, Class JI                                             | CUSIP: 38382QBS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5348715 | PA      | $911813.17    | 0.14%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-115, Class MI                                            | CUSIP: 38382T4P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5742730 | PA      | $618011.96    | 0.09%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-78, Class TI                                             | CUSIP: 38382TAK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7488614 | PA      | $1177082.83   | 0.18%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-136, Class IE                                            | CUSIP: 38382W3Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25966162 | PA      | $2546859.88   | 0.38%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-142                                                      | CUSIP: 38382XRU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1870192 | PA      | $325644.34    | 0.05%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-140, Class IH                                            | CUSIP: 38382XYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7876303 | PA      | $1099542.87   | 0.16%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-206, Class AI                                            | CUSIP: 38383DWN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3439068 | PA      | $631245.33    | 0.09%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2022-207                                                      | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6019309 | PA      | $1011761.01   | 0.15%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2022-61, Class HI                                             | CUSIP: 38383PQW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3207501 | PA      | $548750.88    | 0.08%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2022-83                                                       | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7060802 | PA      | $1012108.78   | 0.15%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2023-24, Class IH                                             | CUSIP: 38383WBW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4468705 | PA      | $911971.94    | 0.14%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2023-79, Class JI                                             | CUSIP: 38384AZ30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5406225 | PA      | $749179.52    | 0.11%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2024-24, Class BI                                             | CUSIP: 38384JX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5275648 | PA      | $897211.53    | 0.13%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2024-61, Class IA                                             | CUSIP: 38384MFV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7952354 | PA      | $1168110.91   | 0.18%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2024-79, Class CI                                             | CUSIP: 38384PKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7598653 | PA      | $1279774.20   | 0.19%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2025-196, Class QF                                            | CUSIP: 38385JFF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6012418 | PA      | $6016831.41   | 0.90%             | 2055-11-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                     | J.P. Morgan Mortgage Trust, Series 2025-NQM2, Class M1A                    | CUSIP: 46590SAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3533000 | PA      | $3590857.82   | 0.54%             | 2065-09-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                     | J.P. Morgan Mortgage Trust, Series 2025-NQM3, Class M1B                    | CUSIP: 46659QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1314425.45   | 0.20%             | 2065-11-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                     | J.P. Morgan Mortgage Trust, Series 2025-VIS2, Class M1                     | CUSIP: 46659RAF4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012049.20   | 0.15%             | 2055-12-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund     | JPMorgan U.S. Government Money Market Fund - Class IM                      | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |  10048814 | NS      | $10048814.46  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Trust                                      | MFA Trust, Series 2025-NQM5, Class M1                                      | CUSIP: 59319DAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635000 | PA      | $1648326.89   | 0.25%             | 2070-11-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                 | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  10048814 | NS      | $10048814.46  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM3, Class M1 | CUSIP: 61778LAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3588000 | PA      | $3657086.22   | 0.55%             | 2070-05-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM9, Class M1 | CUSIP: 61779VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $4106660.86   | 0.62%             | 2070-09-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1            | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |   3455514 | PA      | $3493976.04   | 0.52%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2023-NQM3, Class A1                                      | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592175 | PA      | $592499.08    | 0.09%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2024-NQM4, Class A1                                      | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    564711 | PA      | $569955.25    | 0.09%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2024-NQM6, Class A1                                      | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |   1227234 | PA      | $1244531.82   | 0.19%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2025-NQM13, Class M1                                     | CUSIP: 67121UAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2588424.42   | 0.39%             | 2065-05-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2023-NQM5, Class A1A                                     | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1099105 | PA      | $1105517.58   | 0.17%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2025-NQM8, Class M1                                      | CUSIP: 67449AAD7<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $5280413.84   | 0.79%             | 2065-03-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2023-NQM10, Class A1                                     | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |    839673 | PA      | $848194.25    | 0.13%             | 2063-10-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                     | PRPM Trust, Series 2025-NQM5, Class M1                                     | CUSIP: 69383FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4014558.80   | 0.60%             | 2070-10-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                     | PRPM Trust, Series 2025-NQM2, Class M1A                                    | CUSIP: 693983AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4111000 | PA      | $4191985.06   | 0.63%             | 2070-04-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2025-12, Class M1                       | CUSIP: 92490FAN0<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2027866.00   | 0.30%             | 2070-12-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2025-3, Class M1                        | CUSIP: 924928AD6<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1481531.70   | 0.22%             | 2070-05-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2023-5, Class A1                        | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |    896566 | PA      | $900407.70    | 0.14%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2025-11, Class M1                       | CUSIP: 924935AK5<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |   6800000 | PA      | $6786970.52   | 1.02%             | 2070-11-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2023-7, Class A1                        | CUSIP: 92539YAA0<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |    551421 | PA      | $558819.25    | 0.08%             | 2068-10-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2023-INV3, Class A1                     | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |    658787 | PA      | $668516.30    | 0.10%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2023-8, Class A1                        | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    994627 | PA      | $1004737.27   | 0.15%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2025-4, Class M1                        | CUSIP: 92540UAF4<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |   1089000 | PA      | $1108646.21   | 0.17%             | 2070-05-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury 5 Year Notes                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2320 | NC      | $-67077.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | U.S. Treasury 2 Year Notes                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1040 | NC      | $-244287.62   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | U.S. Treasury Long Bonds                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       328 | NC      | $-78751.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | U.S. Treasury 10 Year Ultra Bonds                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       100 | NC      | $-31651.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | U.S. Treasury Ultra Bonds                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -450 | NC      | $613065.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** DoubleLine ETF Trust

**Signature:** Henry V. Chase

**Name of Signer:** Henry V. Chase

**Title:** Treasurer and Principal Financial and Accounting Officer