# EDGAR Filing Document

**Accession Number:** 0001886172
**File Stem:** 0002071691-26-002183
**Filing Date:** 2026-2
**Character Count:** 107770
**Document Hash:** 4804d91203bec1d79d334feee2f3fca7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-002183.hdr.sgml**: 20260220

**ACCESSION NUMBER**: 0002071691-26-002183

**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:** 26658331

**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 Commercial Real Estate Debt ETF (Series ID: S000080054)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000241667 | DoubleLine Commercial Real Estate Debt ETF | DCRE            |

## 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 Commercial Real Estate ETF

- **b. EDGAR series identifier (if any):** S000080054

- **c. LEI of Series:** 549300GVECK72DWOE818

**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:** $334438303.43

**Total Liabilities:** $110747.74

**Net Assets:** $334327555.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1078.00000000 | **1-Year:** 29570.00000000 | **5-Year:** 39880.00000000 | **10-Year:** 708.00000000 | **30-Year:** 0.00000000

**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 C000241667 | 0.37%                | 0.56%                | 0.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3851.72                 | $-100115.56                                |
| Month 2  | $-16994.48               | $659381.91                                 |
| Month 3  | $223810.80               | $-693932.23                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AREIT LLC                                              | AREIT LLC, Series 2022-CRE7, Class A                                              | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    413339 | PA      | $414282.80    | 0.12%             | 2039-06-17      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ACRES LLC                                              | ACRES LLC, Series 2025-FL3, Class A                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4014652.00   | 1.20%             | 2040-08-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AG Trust                                               | AG Trust, Series 2024-NLP, Class B                                                | CUSIP: 00792MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1744000 | PA      | $1756602.84   | 0.53%             | 2041-08-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.         | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A          | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2581866 | PA      | $2585116.97   | 0.77%             | 2036-11-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.         | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class A          | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    807888 | PA      | $808923.98    | 0.24%             | 2037-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd.       | Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class A       | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $3113609.00   | 0.93%             | 2041-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd.       | Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class AS      | CUSIP: 03881UAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2021016.00   | 0.60%             | 2041-01-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust            | Arbor Multifamily Mortgage Securities Trust, Series 2021-MF2, Class ASB           | CUSIP: 03881VAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1454000 | PA      | $1382351.68   | 0.41%             | 2054-06-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ARDN Mortgage Trust                                    | ARDN Mortgage Trust, Series 2025-ARCP, Class A                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1860000 | PA      | $1866049.65   | 0.56%             | 2035-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| AREIT LLC                                              | AREIT LLC, Series 2025-CRE11, Class A                                             | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3007488.00   | 0.90%             | 2043-07-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| AREIT Trust                                            | AREIT Trust, Series 2022-CRE6, Class A                                            | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1704668 | PA      | $1707458.34   | 0.51%             | 2037-01-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2021-C11, Class ASB                                  | CUSIP: 05493MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2177000 | PA      | $2064852.93   | 0.62%             | 2054-09-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2025-BNK49, Class A1                                                 | CUSIP: 05494FBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2404357 | PA      | $2430998.91   | 0.73%             | 2058-03-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2025-5C37, Class AS                                  | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2553992.50   | 0.76%             | 2058-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2025-5C37, Class XA                                  | CUSIP: 05494NAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14248204 | PA      | $948981.68    | 0.28%             | 2058-09-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2025-5YR19, Class XA                                                | CUSIP: 05494RBR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19959000 | PA      | $999646.52    | 0.30%             | 2058-12-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust             | BAMLL Commercial Mortgage Securities Trust, Series 2015-HAUL, Class B             | CUSIP: 05526WAJ2<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1975685.80   | 0.59%             | 2043-07-07      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                            | BBCMS Trust, Series 2018-CBM, Class A                                             | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $537828.45    | 0.16%             | 2037-07-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2024-5C25, Class A1                                  | CUSIP: 05554VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    707636 | PA      | $719677.35    | 0.22%             | 2057-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2024-5C29, Class AS                                  | CUSIP: 05555PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2240000 | PA      | $2305055.87   | 0.69%             | 2057-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2025-5C36, Class XA                                  | CUSIP: 05556CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21360417 | PA      | $929658.76    | 0.28%             | 2058-08-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                             | BFLD Trust, Series 2025-FPM, Class A                                              | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2025048.40   | 0.61%             | 2040-10-10      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2025-5C38, Class XA                                  | CUSIP: 05556RAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31690000 | PA      | $1959186.72   | 0.59%             | 2058-11-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                                | BDS LLC, Series 2025-FL16, Class C                                                | CUSIP: 05556XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2005408.00   | 0.60%             | 2043-07-19      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| BRSP Ltd.                                              | BRSP Ltd., Series 2021-FL1, Class A                                               | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1058469 | PA      | $1057262.39   | 0.32%             | 2038-08-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                              | BPR Trust, Series 2021-TY, Class B                                                | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $339671.12    | 0.10%             | 2038-09-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2023-C7, Class A1                                      | CUSIP: 05593FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1119398 | PA      | $1137630.03   | 0.34%             | 2056-12-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2024-C9, Class A1                                      | CUSIP: 05593MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1179028 | PA      | $1199688.33   | 0.36%             | 2057-07-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2024-5C6, Class A3                                     | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2058216.20   | 0.62%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2024-5C5, Class A1                                     | CUSIP: 05593RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372760 | PA      | $373294.60    | 0.11%             | 2057-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2023-C5, Class A2                                      | CUSIP: 055988AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $514953.85    | 0.15%             | 2056-06-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2022-C3, Class A1                                      | CUSIP: 05602QAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53301 | PA      | $53449.99     | 0.02%             | 2054-09-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2021-VIEW, Class C                                               | CUSIP: 05606GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $859710.35    | 0.26%             | 2036-06-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2019-IMC, Class A                            | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409752 | PA      | $407868.94    | 0.12%             | 2034-04-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2021-LBA, Class DJV                                              | CUSIP: 05609BAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $319943.62    | 0.10%             | 2036-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2021-21M, Class A                            | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267766 | PA      | $267653.21    | 0.08%             | 2036-10-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2021-XL2, Class A                            | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060841 | PA      | $1060781.32   | 0.32%             | 2038-10-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2021-XL2, Class D                            | CUSIP: 05609KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1134000 | PA      | $1133737.93   | 0.34%             | 2038-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2022-C1, Class A1                                      | CUSIP: 05609MBY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150069 | PA      | $148884.85    | 0.04%             | 2055-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BX Mortgage Trust                                      | BX Mortgage Trust, Series 2021-PAC, Class A                                       | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1495957.05   | 0.45%             | 2036-10-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2021-ACNT, Class C                           | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468097 | PA      | $467705.72    | 0.14%             | 2038-11-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2021-BXMF, Class B                                               | CUSIP: 05609RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1790564 | PA      | $1788342.09   | 0.53%             | 2026-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2023-C4, Class A1                                      | CUSIP: 05610CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342797 | PA      | $344241.65    | 0.10%             | 2056-02-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2023-5C2, Class A1                                     | CUSIP: 05610QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336862 | PA      | $345004.92    | 0.10%             | 2056-11-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                      | BSPRT Issuer Ltd., Series 2023-FL10, Class A                                      | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1289495 | PA      | $1293343.06   | 0.39%             | 2035-09-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2025-C11, Class A1                                     | CUSIP: 05613XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1779157 | PA      | $1810747.93   | 0.54%             | 2058-02-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2025-5C10, Class A1                                    | CUSIP: 05615BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377316 | PA      | $380572.36    | 0.11%             | 2058-05-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2025-5C10, Class XA                                    | CUSIP: 05615BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17431283 | PA      | $875777.29    | 0.26%             | 2058-05-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2025-C12, Class A1                                     | CUSIP: 05615DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    934270 | PA      | $946584.41    | 0.28%             | 2058-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BSPDF Issuer LLC                                       | BSPDF Issuer LLC, Series 2025-FL2, Class A                                        | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003289.00   | 0.30%             | 2042-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust                          | BPR Commercial Mortgage Trust, Series 2025-STAR, Class A                          | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2014192.80   | 0.60%             | 2042-11-05      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2025-ARIA, Class C                                               | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1791362 | PA      | $1806838.11   | 0.54%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2018-BN14, Class A2                                                  | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335859 | PA      | $334664.25    | 0.10%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2023-5YR2, Class A1                                                 | CUSIP: 06211CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273234 | PA      | $278628.51    | 0.08%             | 2056-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2023-5YR2, Class A3                                                 | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3155032.80   | 0.94%             | 2056-07-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2025-5YR17, Class XA                                                | CUSIP: 06211GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19609777 | PA      | $964553.93    | 0.29%             | 2058-11-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2024-5YR7, Class A1                                                 | CUSIP: 06211UBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659944 | PA      | $672687.26    | 0.20%             | 2057-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2025-BNK50, Class A1                                                 | CUSIP: 064908AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2741283 | PA      | $2769580.39   | 0.83%             | 2068-05-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2022-BNK39, Class A1                                                 | CUSIP: 06539VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415221 | PA      | $409724.42    | 0.12%             | 2055-02-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2021-BN36, Class A2                                                  | CUSIP: 06540DAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $636320.36    | 0.19%             | 2064-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2021-BN38, Class ASB                                                 | CUSIP: 06540EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $377663.24    | 0.11%             | 2064-12-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2024-BNK47, Class A1                                                 | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1505776 | PA      | $1537488.68   | 0.46%             | 2057-06-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2021-BN37, Class A1                                                  | CUSIP: 06540LAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140157 | PA      | $138628.87    | 0.04%             | 2064-11-15      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2019-BN19, Class A2                                                  | CUSIP: 06540WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    969599 | PA      | $926548.81    | 0.28%             | 2061-08-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2023-BNK46, Class A1                                                 | CUSIP: 06541DBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1261618 | PA      | $1282002.55   | 0.38%             | 2056-08-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2024-BNK48, Class A1                                                 | CUSIP: 06541GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113212 | PA      | $1114399.34   | 0.33%             | 2057-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2017-BNK5, Class A4                                                  | CUSIP: 06541WAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551233 | PA      | $544931.23    | 0.16%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2021-BN32, Class ASB                                                 | CUSIP: 06542BBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1002408.96   | 0.30%             | 2054-04-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2024-5YR8, Class A1                                                 | CUSIP: 065923AS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1457912 | PA      | $1482187.89   | 0.44%             | 2057-08-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2024-5YR5, Class A3                                                 | CUSIP: 065931AZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2586800 | PA      | $2683141.62   | 0.80%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                            | BANK5 Trust, Series 2024-5YR6, Class A1                                           | CUSIP: 066043AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1506590 | PA      | $1542699.58   | 0.46%             | 2057-05-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                            | BANK5 Trust, Series 2024-5YR6, Class A3                                           | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1248000 | PA      | $1315800.60   | 0.39%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2024-5YR10, Class A3                                                | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1546803.00   | 0.46%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2025-5YR18, Class XA                                                | CUSIP: 06604CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43620000 | PA      | $1968553.15   | 0.59%             | 2058-12-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2025-5YR14, Class A1                                                | CUSIP: 06604MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    878331 | PA      | $886692.84    | 0.27%             | 2058-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2023-5YR1, Class A3                                                 | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3112308.60   | 0.93%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2024-5YR9, Class A3                                                 | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1041432.80   | 0.31%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2017-C1, Class ASB                                   | CUSIP: 07332VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44512 | PA      | $44267.71     | 0.01%             | 2050-02-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BDS Ltd.                                               | BDS Ltd., Series 2021-FL10, Class A                                               | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    113230 | PA      | $113525.30    | 0.03%             | 2036-12-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2024-C24, Class A1                                   | CUSIP: 07336VAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1281785 | PA      | $1295430.76   | 0.39%             | 2057-02-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2024-C28, Class A1                                   | CUSIP: 07336WAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1639395 | PA      | $1658816.75   | 0.50%             | 2057-09-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2025-5C34, Class A1                                  | CUSIP: 07337BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1168973 | PA      | $1182322.01   | 0.35%             | 2058-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2025-5C34, Class XA                                  | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19625203 | PA      | $895715.88    | 0.27%             | 2058-05-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2019-B15, Class A2                               | CUSIP: 08160KAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    668274 | PA      | $638942.14    | 0.19%             | 2072-12-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2019-B13, Class ASB                              | CUSIP: 08162DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482902 | PA      | $473031.72    | 0.14%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2019-B13, Class A3                               | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1379000 | PA      | $1306931.25   | 0.39%             | 2057-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2018-B7, Class A3                                | CUSIP: 08162TBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499383.40    | 0.15%             | 2053-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2019-B14, Class XA                               | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11242381 | PA      | $220554.15    | 0.07%             | 2062-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2020-B22, Class ASB                              | CUSIP: 08163BBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $283860.21    | 0.08%             | 2054-01-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2021-B25, Class A3                               | CUSIP: 08163DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1147069.00   | 0.34%             | 2054-04-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2023-V2, Class A1                                | CUSIP: 08163TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146724 | PA      | $147475.91    | 0.04%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2023-V2, Class A2                                | CUSIP: 08163TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $789720.35    | 0.24%             | 2055-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2024-V10, Class A1                               | CUSIP: 08163UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179918 | PA      | $180519.50    | 0.05%             | 2057-09-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2023-V3, Class AS                                | CUSIP: 08163VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2640354.25   | 0.79%             | 2056-07-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2024-V5, Class A1                                | CUSIP: 08163XAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235729 | PA      | $239176.54    | 0.07%             | 2057-01-10      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2024-V5, Class A3                                | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3123594.30   | 0.93%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2024-V7, Class A1                                | CUSIP: 08163YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1629069 | PA      | $1664429.51   | 0.50%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2025-V13, Class A1                               | CUSIP: 08164AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $305389.44    | 0.09%             | 2058-02-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2025-V14, Class A1                               | CUSIP: 08164BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1770037 | PA      | $1795937.70   | 0.54%             | 2057-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2025-V15, Class A1                               | CUSIP: 08164CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920890 | PA      | $931609.17    | 0.28%             | 2058-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2025-V19, Class XA                               | CUSIP: 08164DAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20633000 | PA      | $996782.29    | 0.30%             | 2058-01-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2025-V18, Class AS                               | CUSIP: 08164EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2061964.80   | 0.62%             | 2058-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2025-V16, Class AS                               | CUSIP: 08164RAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1040330.00   | 0.31%             | 2058-08-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2024-V8, Class A1                                | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    721000 | PA      | $733917.58    | 0.22%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2024-V8, Class A3                                | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1585003.35   | 0.47%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2024-V12, Class A1                               | CUSIP: 081915AR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168808 | PA      | $171169.30    | 0.05%             | 2057-12-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2023-B38, Class A2                               | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2551711.00   | 0.76%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2024-V9, Class A3                                | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2079547.20   | 0.62%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2024-V11, Class A3                               | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3155207.40   | 0.94%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BMARK                                                  | BMARK, Series 2023-V4, Class A1                                                   | CUSIP: 081926AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491984 | PA      | $502558.26    | 0.15%             | 2056-11-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2025-V17, Class XA                               | CUSIP: 081934AS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15350000 | PA      | $946350.53    | 0.28%             | 2058-09-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2025-V17, Class AM                               | CUSIP: 081934AU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3069917.40   | 0.92%             | 2058-09-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2024-5C3, Class A1                                     | CUSIP: 09660QAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82423 | PA      | $83230.10     | 0.02%             | 2057-02-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2024-5C4, Class A1                                     | CUSIP: 09660SAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1459996 | PA      | $1496398.68   | 0.45%             | 2057-05-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2024-5C7, Class A1                                     | CUSIP: 09660WAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1036110 | PA      | $1048187.58   | 0.31%             | 2057-11-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2025-5C12, Class XA                                    | CUSIP: 09663VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15842845 | PA      | $957348.28    | 0.29%             | 2058-10-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2025-5C13, Class XA                                    | CUSIP: 09664JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39091000 | PA      | $1998718.92   | 0.60%             | 2058-12-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO Mortgage Trust, Series 2025-5C9, Class A1                                     | CUSIP: 096933AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    988690 | PA      | $1000997.74   | 0.30%             | 2058-04-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2021-LGCY, Class B                                               | CUSIP: 12434DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997262.70    | 0.30%             | 2036-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2021-RISE, Class B                                               | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267994 | PA      | $1267619.59   | 0.38%             | 2036-11-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd.                                              | BXMT Ltd., Series 2020-FL2, Class A                                               | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     89875 | PA      | $89764.01     | 0.03%             | 2038-02-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CEDR Commercial Mortgage Trust                         | CEDR Commercial Mortgage Trust, Series 2022-SNAI, Class A                         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $986821.60    | 0.30%             | 2039-02-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                  | Cantor Commercial Real Estate Lending, Series 2019-CF1, Class A2                  | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1256004 | PA      | $1241034.20   | 0.37%             | 2052-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                  | Cantor Commercial Real Estate Lending, Series 2019-CF3, Class A4                  | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $188648.98    | 0.06%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2016-DC2, Class B                               | CUSIP: 12594CBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1995308.60   | 0.60%             | 2049-02-10      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2016-COR1, Class A4                             | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2473837.75   | 0.74%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                             | CSMC Trust, Series 2016-NXSR, Class A4                                            | CUSIP: 12594PAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1591368.48   | 0.48%             | 2049-12-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL Commercial Mortgage Trust, Series 2017-CX9, Class A4                        | CUSIP: 12595FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1962263 | PA      | $1931959.15   | 0.58%             | 2050-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A1                        | CUSIP: 12597NAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19051 | PA      | $17450.78     | 0.01%             | 2053-03-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class ASB                       | CUSIP: 12597NAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1846718 | PA      | $1785877.28   | 0.53%             | 2053-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust, Series 2016-C1, Class A3                     | CUSIP: 17290YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155243 | PA      | $154796.92    | 0.05%             | 2049-05-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust, Series 2019-GC43, Class AAB                  | CUSIP: 17328HBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1145892 | PA      | $1119802.06   | 0.33%             | 2052-11-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                   | DBJPM Mortgage Trust, Series 2020-C9, Class A2                                    | CUSIP: 233063AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24788 | PA      | $24744.61     | 0.01%             | 2053-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                   | DBJPM Mortgage Trust, Series 2020-C9, Class A3                                    | CUSIP: 233063AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2815174.20   | 0.84%             | 2053-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                   | DBJPM Mortgage Trust, Series 2016-C3, Class A5                                    | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1385000 | PA      | $1374604.88   | 0.41%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                          | DTP Commercial Mortgage Trust, Series 2023-STE2, Class B                          | CUSIP: 23346GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2035388.60   | 0.61%             | 2041-01-15      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                           | Del Amo Fashion Center Trust, Series 2017-AMO, Class A                            | CUSIP: 24500EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1459628.85   | 0.44%             | 2035-06-05      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                          | ELP Commercial Mortgage Trust, Series 2025-ELP, Class C                           | CUSIP: 290154AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2002105.40   | 0.60%             | 2042-11-13      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class A4                     | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1751000 | PA      | $1737564.58   | 0.52%             | 2049-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQUS Mortgage Trust                                    | EQUS Mortgage Trust, Series 2021-EQAZ, Class B                                    | CUSIP: 29478JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510696 | PA      | $1511116.78   | 0.45%             | 2038-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FS Rialto                                              | FS Rialto, Series 2021-FL2, Class A                                               | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    743475 | PA      | $744230.64    | 0.22%             | 2038-05-16      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FS Rialto                                              | FS Rialto, Series 2021-FL3, Class A                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    837320 | PA      | $838766.41    | 0.25%             | 2036-11-16      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC                                                                             | CUSIP: 3132XFUM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2531433.78   | 0.76%             | 2029-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multifamily Structured Pass-Through Certificates, Series K088, Class A2    | CUSIP: 3137FKZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4100000 | PA      | $4080534.43   | 1.22%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Multifamily Structured Pass-Through Certificates, Series K518, Class A2     | CUSIP: 3137HC2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4158463.20   | 1.24%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                              | CUSIP: 3140HUFK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3366425.27   | 1.01%             | 2029-07-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                              | CUSIP: 3140NUV89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4097745.16   | 1.23%             | 2029-04-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                              | CUSIP: 3140NVEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4500000 | PA      | $4631887.26   | 1.39%             | 2029-06-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                              | CUSIP: 3140NW7H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2546600.15   | 0.76%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                              | CUSIP: 3140NYGM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2481933 | PA      | $2521265.21   | 0.75%             | 2030-05-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                              | CUSIP: 3140NYLS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6343262 | PA      | $6445770.51   | 1.93%             | 2030-05-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                              | CUSIP: 3140NYWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2548704.08   | 0.76%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                              | CUSIP: 3140NYWN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2552840.75   | 0.76%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                              | CUSIP: 3140NYWP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2045588.32   | 0.61%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                              | CUSIP: 3140Q0CB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2539475.83   | 0.76%             | 2030-08-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust, Series 2013-GC13, Class AS                          | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    129314 | PA      | $127753.89    | 0.04%             | 2046-07-10      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust, Series 2013-GC13, Class B                           | CUSIP: 36198EAS4<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2919837.60   | 0.87%             | 2046-07-10      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust, Series 2018-GS10, Class A2                          | CUSIP: 36250SAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $971095.72    | 0.29%             | 2051-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust, Series 2015-GC34, Class A4                          | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |     20392 | PA      | $20194.19     | 0.01%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust, Series 2019-GC38, Class A3                          | CUSIP: 36252SAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $296574.87    | 0.09%             | 2052-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust, Series 2020-GC45, Class AAB                         | CUSIP: 36258YBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2427625 | PA      | $2371513.48   | 0.71%             | 2053-02-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust, Series 2019-GC39, Class A3                          | CUSIP: 36260JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221646 | PA      | $213340.72    | 0.06%             | 2052-05-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust, Series 2019-GSA1, Class AAB                         | CUSIP: 36261PAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153776 | PA      | $150676.30    | 0.05%             | 2052-11-10      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                              | GPMT Ltd., Series 2021-FL4, Class A                                               | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3604624 | PA      | $3614032.47   | 1.08%             | 2036-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                              | GPMT Ltd., Series 2021-FL4, Class AS                                              | CUSIP: 36262TAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1320000 | PA      | $1322185.92   | 0.40%             | 2036-12-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                              | GPMT Ltd., Series 2021-FL4, Class B                                               | CUSIP: 36262TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995592.00    | 0.30%             | 2036-12-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                              | GPMT Ltd., Series 2021-FL3, Class A                                               | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    124883 | PA      | $125110.37    | 0.04%             | 2035-07-16      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                              | GPMT Ltd., Series 2021-FL3, Class AS                                              | CUSIP: 36264BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005175.00   | 0.90%             | 2035-07-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes Ltd.                               | Greystone CRE Notes Ltd., Series 2021-FL3, Class A                                | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    341150 | PA      | $341876.72    | 0.10%             | 2039-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes Ltd.                               | Greystone CRE Notes Ltd., Series 2021-FL3, Class B                                | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $549875.15    | 0.16%             | 2039-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                       | Hilton USA Trust, Series 2016-HHV, Class A                                        | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $298013.73    | 0.09%             | 2038-11-05      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                             | INCREF LLC, Series 2025-FL1, Class A                                              | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2508222.50   | 0.75%             | 2042-10-19      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class A4 | CUSIP: 46590RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470088 | PA      | $465928.61    | 0.14%             | 2049-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust             | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class A3              | CUSIP: 46591AAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500381 | PA      | $497107.74    | 0.15%             | 2051-06-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust             | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class A3            | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1934697.80   | 0.58%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27, Class A4             | CUSIP: 46644ABF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157428 | PA      | $153990.59    | 0.05%             | 2048-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust             | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class A4             | CUSIP: 46647TAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137082 | PA      | $136733.62    | 0.04%             | 2050-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust             | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class A5             | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1630707.92   | 0.49%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2019-UES, Class A  | CUSIP: 46651CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1331457 | PA      | $1322422.21   | 0.40%             | 2032-05-05      | Fixed         | 3.81%                 | 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        |   9175965 | NS      | $9175964.98   | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF Ltd.                                              | KREF Ltd., Series 2022-FL3, Class AS                                              | CUSIP: 48275EAC0<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250648.00    | 0.07%             | 2039-02-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                              | KREF Ltd., Series 2022-FL3, Class B                                               | CUSIP: 48275EAE6<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250235.25    | 0.07%             | 2039-02-17      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                              | KREF Ltd., Series 2021-FL2, Class A                                               | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   1264057 | PA      | $1266686.11   | 0.38%             | 2039-02-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                              | KREF Ltd., Series 2021-FL2, Class C                                               | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99223.00     | 0.03%             | 2039-02-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| LCCM                                                   | LCCM Trust, Series 2017-LC26, Class A3                                            | CUSIP: 50190DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    514483 | PA      | $507588.79    | 0.15%             | 2050-07-12      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| LMNT CRE LLC                                           | LMNT CRE LLC, Series 2025-FL3, Class C                                            | CUSIP: 50208TAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3007479.00   | 0.90%             | 2043-07-21      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                   | LoanCore Issuer Ltd., Series 2021-CRE5, Class AS                                  | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1137049 | PA      | $1138337.97   | 0.34%             | 2036-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                   | LoanCore Issuer Ltd., Series 2021-CRE6, Class A                                   | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    218666 | PA      | $219041.94    | 0.07%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                   | LoanCore Issuer Ltd., Series 2021-CRE6, Class C                                   | CUSIP: 53948HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1604033.60   | 0.48%             | 2038-11-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL7, Class A             | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    331742 | PA      | $332054.19    | 0.10%             | 2036-10-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL7, Class B             | CUSIP: 55284AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001115.00   | 0.30%             | 2036-10-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| MSBAM Commercial Mortgage Securities Trust             | MSBAM Commercial Mortgage Securities Trust, Series 2012-CKSV, Class A2            | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2842811 | PA      | $2739020.88   | 0.82%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                         | MSWF Commercial Mortgage Trust, Series 2023-2, Class A1                           | CUSIP: 55361AAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645654 | PA      | $651873.26    | 0.19%             | 2056-12-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                         | MSWF Commercial Mortgage Trust, Series 2023-2, Class A2                           | CUSIP: 55361AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2320801.34   | 0.69%             | 2056-12-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                         | MSWF Commercial Mortgage Trust, Series 2023-1, Class A1                           | CUSIP: 55376CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1402202 | PA      | $1418139.04   | 0.42%             | 2056-05-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2024-NSTB, Class A                         | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932201 | PA      | $921261.32    | 0.28%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I                               | Morgan Stanley Capital I, Series 2017-HR2, Class A3                               | CUSIP: 61691NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1608856 | PA      | $1584129.00   | 0.47%             | 2050-12-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                             | MSILF Government Portfolio                                                        | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   9175965 | NS      | $9175964.98   | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class B       | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   1322074 | PA      | $1288315.49   | 0.39%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2016-UBS9, Class A4                        | CUSIP: 61766CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53219 | PA      | $53104.37     | 0.02%             | 2049-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C33, Class A3     | CUSIP: 61767CAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211606 | PA      | $209943.51    | 0.06%             | 2050-05-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2019-L2, Class XA                          | CUSIP: 61768HAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7777810 | PA      | $201747.06    | 0.06%             | 2052-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class A1     | CUSIP: 61778GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355356 | PA      | $359091.46    | 0.11%             | 2058-03-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class A3     | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3077521.50   | 0.92%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class XA     | CUSIP: 61779RBV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27505000 | PA      | $1461148.12   | 0.44%             | 2058-11-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                               | PFP Ltd., Series 2024-11, Class A                                                 | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    106257 | PA      | $106765.91    | 0.03%             | 2039-09-17      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                   | Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A                    | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    602073 | PA      | $602837.36    | 0.18%             | 2036-11-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| STWD Ltd.                                              | STWD Ltd., Series 2022-FL3, Class A                                               | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    456848 | PA      | $457417.20    | 0.14%             | 2038-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| STWD Ltd.                                              | STWD Ltd., Series 2021-FL2, Class AS                                              | CUSIP: 78486BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007650.00   | 0.90%             | 2038-04-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust                                            | SCOTT Trust, Series 2023-SFS, Class AS                                            | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2036614.20   | 0.61%             | 2040-03-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STDIO Commercial Mortgage Trust                        | STDIO Commercial Mortgage Trust, Series 2025-RLGH, Class A                        | CUSIP: 85781AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    986000 | PA      | $989687.44    | 0.30%             | 2038-09-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                       | TRTX Issuer Ltd., Series 2022-FL5, Class A                                        | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1729391 | PA      | $1731543.65   | 0.52%             | 2039-02-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                       | TRTX Issuer Ltd., Series 2022-FL5, Class AS                                       | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2101142.40   | 0.63%             | 2039-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                      | 1211 Avenue of the Americas Trust, Series 2015-1211, Class A1A2                   | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1549400.00   | 0.46%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                         | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class A                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1495504.05   | 0.45%             | 2034-09-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust, Series 2018-C8, Class A3                           | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600366 | PA      | $1585774.46   | 0.47%             | 2051-02-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust, Series 2017-C7, Class A3                           | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502127 | PA      | $496862.90    | 0.15%             | 2050-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust, Series 2018-C15, Class ASB                         | CUSIP: 90278LAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    568748 | PA      | $568800.23    | 0.17%             | 2051-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust, Series 2018-C13, Class A3                          | CUSIP: 90353KAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368542 | PA      | $366984.56    | 0.11%             | 2051-10-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class B                         | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $914759.80    | 0.27%             | 2057-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust, Series 2013-C14, Class AS                        | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |     66806 | PA      | $65674.57     | 0.02%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2024-C63, Class A1                  | CUSIP: 94990FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1929803 | PA      | $1953224.58   | 0.58%             | 2057-08-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2025-VTT, Class C                   | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005039.90   | 0.30%             | 2038-03-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2025-5C4, Class XA                  | CUSIP: 949931AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20649765 | PA      | $890719.36    | 0.27%             | 2058-05-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class A4                  | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1243707.25   | 0.37%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class A2                 | CUSIP: 95000GAX2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    666422 | PA      | $662855.50    | 0.20%             | 2049-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class A4                  | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    389798 | PA      | $388859.83    | 0.12%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2017-C38, Class A4                  | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96436 | PA      | $95285.03     | 0.03%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class A4                  | CUSIP: 95001XBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2448048 | PA      | $2403794.23   | 0.72%             | 2052-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2019-C53, Class A3                  | CUSIP: 95002BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $475995.60    | 0.14%             | 2052-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2020-C57, Class ASB                 | CUSIP: 95002XBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2320089 | PA      | $2228677.09   | 0.67%             | 2053-08-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE, Class A                  | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399344 | PA      | $399580.30    | 0.12%             | 2040-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class A1                  | CUSIP: 95003VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1016264 | PA      | $1029134.87   | 0.31%             | 2057-07-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class A3                  | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1571505.00   | 0.47%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2025-C64, Class A1                  | CUSIP: 95004BAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    789604 | PA      | $798722.99    | 0.24%             | 2058-02-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2025-5C6, Class XA                  | CUSIP: 95004TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17126633 | PA      | $952624.43    | 0.28%             | 2058-10-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2025-5C6, Class AS                  | CUSIP: 95004TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2063163.20   | 0.62%             | 2058-10-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2025-5C7, Class XA                  | CUSIP: 95004XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16142000 | PA      | $992884.73    | 0.30%             | 2058-12-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2025-5C7, Class B                   | CUSIP: 95004XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2578639.25   | 0.77%             | 2058-12-15      | Variable      | 5.86%                 | No            |                  2 | 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