# EDGAR Filing Document

**Accession Number:** 0001886172
**File Stem:** 0001752724-23-025829
**Filing Date:** 2023-2
**Character Count:** 162281
**Document Hash:** 889a17acb65a4a3fa60137a2ae4eff44
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-025829.hdr.sgml**: 20230215

**ACCESSION NUMBER**: 0001752724-23-025829

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230215

**DATE AS OF CHANGE**: 20230215

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine ETF Trust
- **CENTRAL INDEX KEY:** 0001886172
- **IRS NUMBER:** 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:** 23634909

**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 Shiller CAPE U.S. Equities ETF (Series ID: S000074771)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000232948 | DoubleLine Shiller CAPE U.S. Equities ETF | CAPE            |

## Nport-Ex

# Schedule of Investments DoubleLine Opportunistic Bond ETF

(Unpublished)
December 31, 2017

| PRINCIPAL |  |  |  |  |
| --- | --- | --- | --- | --- |
| ASSO/ETF ID |  |  |  |  |
| SHARES | DESCRIPTION | AMT | MARKET | VALUE $ |
| ASSO/ETF ID |  |  |  |  |
| 750,000 | Index 2022 A-A | 4,30% 00 | 565,70207 | 712,177 |
|  | Essential Reserve (Issue Year) |  |  |  |
| 200,000 | Index 2022 C-B | 1,51% 00 | 110,00209 | 200,000 |
|  | ROC Master Issuer LLC |  |  |  |

| PRINCIPAL |  |  |  |  |
| --- | --- | --- | --- | --- |
| ASSO/ETF ID |  |  |  |  |
| SHARES | DESCRIPTION | AMT | MARKET | VALUE $ |
| 10,000 | Year Acquisition Ltd. | 7,76% 00 | 88,00006 | 26,378 |
| 150,000 | Investment/Interest |  |  |  |
|  | Bank (The) | 4.88% | 88,00017 | 142,000 |
|  |  |  |  | 151,173 |
| Credit List |  |  |  |  |

December 31, 2017

# Schedule of Investments DoubleLine Opportunistic Bond ETF(Cert)

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
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| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

<tr><td>INCOME</td><td>2022-2023</td><td>2022-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td></tr></table><tr><td>INCOME</td><td>2022-2023</td><td>2022-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td></tr></table>

| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| INCOME | 2022-2023 | 2022-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 | 2023-2024 |

<tr><td>INCOME</td><td>2022-2023</td><td>2022-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td></tr></table><tr><td>INCOME</td><td>2022-2023</td><td>2022-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td></tr></table><tr><td>INCOME</td><td>2022-2023</td><td>2022-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td></tr></table><tr><td>INCOME</td><td>2022-2023</td><td>2022-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td><td>2023-2024</td></tr></table>

2 DoubleLine ETF708

Unpublished

December 31, 2012

| INDIVIDUAL |  |  |  |  | FINANCIAL |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NUMBER | DESCRIPTION | AMOUNT | YEAR | EXPIRATION | NUMBER | DESCRIPTION | AMOUNT | YEAR | EXPIRATION |
| NUMBER | DESCRIPTION | AMOUNT | YEAR | EXPIRATION | NUMBER | DESCRIPTION | AMOUNT | YEAR | EXPIRATION |
| 100,000 | Branded Airlines, Inc. | 1.10% | 04/03/2008 | 88,383 | 40,000 | Harbor Logistics LP | 0.00% | 08/03/2005 | 77,219 |
| 40,000 | Exelair Corp. | 1.20% TR | 03/03/2002 | 50,375 | 40,000 | Goodman Airlines Corp. | 0.00% | 09/03/2005 | 38,514 |
| 70,000 | Exelair Group, Inc. | 1.00% | 02/03/2008 | 54,660 | 10,000 | Shock Corp. | 0.00% | 12/03/2002 | 53,498 |
| 100,000 | Exelair Group, Inc. | 1.10% | 02/03/2008 | 49,440 | 10,000 | Shock Corp. | 0.00% | 12/03/2007 | 7,262 |
| 45,000 | Paradigm LP | 1.10% TR | 04/03/2009 | 49,490 | 230,000 | Shock Corp. | 0.00% | 04/03/2000 | 67,795 |
| 20,000 | Farther Development |  |  |  | 40,000 | Ottawa & Mass. Inc. | 0.00% TR | 04/03/2000 | 55,498 |

December 31, 2012 3

# Schedule of Investments DoubleLine Opportunistic Bond ETF

(CAGR)

| INCOME (R$) | DESCRIPTION | DATE | MATURITY | VALUE |
| --- | --- | --- | --- | --- |
| 30,000 | Banknote |  |  |  |
|  | Communications |  |  |  |
|  | Inc. (2 Months 1,000) |  |  |  |
|  | 1,000 + 1,000 | 8.12% | 000/000 | 18,000 |
| 40,000 | Period |  |  |  |
|  | Communications |  |  |  |

| US Government and Agency Obligations | 26.5% |
| --- | --- |
| US Government and Agency Mortgage Market Obligations | 14.0% |
| Asset Control Obligations | 11.0% |
| Net Agency Commercial Mortgage Market Obligations | 9.4% |
| Net Agency Residential Collaborative Mortgage Obligations | 9.7% |
| Short Term Investments | 0.2% |
| Sterling | 5.7% |

8 DoubleLine ETF Book

Group#001

December 31, 2012[{"box_2d": [10, 36, 464, 93], "label": "table", "caption": "

| 04 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 05 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| 06 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| 07 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |

| 08 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 09 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 10 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 11 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 12 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 13 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 14 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 15 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 16 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 17 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 18 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 19 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 20 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 21 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 22 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 23 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 24 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 25 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 26 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 27 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 28 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 29 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 30 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 31 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 32 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 33 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 34 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 35 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 36 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 37 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 38 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 39 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 40 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 41 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 42 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 43 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 44 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 45 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 46 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 47 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 48 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 49 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 50 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 51 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 52 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 53 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 54 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 55 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 56 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 57 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 58 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 59 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 60 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 61 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 62 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 63 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 64 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 65 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 66 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 67 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 68 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 69 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 70 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 71 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 72 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 73 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 74 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 75 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 76 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 77 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 78 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 79 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 80 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 81 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 82 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 83 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 84 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 85 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 86 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 87 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 88 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 89 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 90 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 91 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 92 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 93 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 94 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 95 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 96 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 97 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 98 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 99 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 100 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 101 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 102 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 103 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 104 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 105 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 106 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 107 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 108 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 109 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 110 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 111 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 112 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 113 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 114 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 115 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 116 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 117 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 118 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 119 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 120 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 121 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |

| 122 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 | 1.000,000.000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |

<table><table><tr><td>123</td><td>1.000,000.000</td><td>1.000,000.000</td><td>1.000,000.000</td><td>1.000,000.000</td><td>1.000,000.000</td><td>1.000,000.000</td><td>1.000,000.000</td><td>1.000,000

Schedule of Investments DoubleLine Shiller CAPE® U.S. Equities ETF

(Unpublished)

December 31, 2012

| Number of Shares | Unit | Number of Shares | Balance | Balance | Balance (Amounts) |
| --- | --- | --- | --- | --- | --- |
| 4,366 | Agree per 100 | 489,414 | 4,430 | Investment Expense Co. | 3,200,000 |
| 3,001 | Benefituress, Inc. | 207,001 | 3,173 | Capital Due Forward Corp. | 698,000 |
|  |  | 827,104 | 3,054 | Discount Forward Services | 577,007 |
|  |  |  | 3,070 | Operating Financial | 358,007 |
|  |  |  |  |  | 8,307,114 |
| 63,051 | First Water Co. | 745,929 |  |  |  |

4 DoubleLine ETF倡议

Unpublished

December 31, 2012

| GRAPES | SECURITY DESCRIPTION | VALUE $ | GRAPES | SECURITY DESCRIPTION | VALUE $ |
| --- | --- | --- | --- | --- | --- |
| 26,354 | Medical Properties Trust, Inc. | 264,288 | 2,816 | Non-Air Clean A | 674,880 |
| 5,224 | Mid-America Apartment Construction, Inc. | 483,420 | 4,322 | Arch Capital Group Ltd. (4) | 107,407 |
| 1,842 | National Health Services, Inc. | 381,087 | 2,876 | Arthur J. Darlington & Co. | 560,467 |
| 7,406 | National Retail Properties, Inc. | 362,077 | 740 | Grievant, Inc. | 95,173 |
| 3,752 | National Storage Affiliates Trust | 105,522 | 3,510 | Brown & Brown, Inc. | 228,460 |
| 10,572 | Orange Healthcare Investors, Inc. | 350,007 | 5,802 | Grubb, Ltd. | 1,264,731 |
| 20,123 | Physicians Ready Trust | 146,497 | 2,233 | Grimwood Financial Corp. | 127,263 |
| 3,064 | Endowments Corp. | 207,008 | 704 | Goosee Ho Group Ltd. | 193,024 |

December 31, 2012 7

# Schedule of Investments DoubleLine Shiller CAPE® U.S. Equities ETF

(Unit)

| SHARES | DESCRIPTION/DESCRIPTION | VALUE $ | SHARES | DESCRIPTION/DESCRIPTION | VALUE $ |
| --- | --- | --- | --- | --- | --- |
| 23,000 | Califax Group, Inc. (M) | 1,000,000 | 8,000 | Debtors, Inc. (M) | 852,000 |
|  |  |  | 1,000 | Investments, Inc. (M) | 850,000 |
|  |  |  | 100 | Newspapers, Inc. (M) | 850,000 |
| 10,000 | CBMI Group, Inc. - Open ETF | 1,077,000 | 200 | Sales Technologies, Inc. (M) | 84,000 |
| 1,507 | Howard Hughes Corp. (Top) (M) | 100,000 |  |  | 1,000,000 |
| 3,100 | Artem Lang LaSalle, Inc. (M) | 104,077 |  |  |  |
| 10,501 | Operations Technologies, Inc. (M) | 73,907 | 570 | Advance Risk Facts, Inc. | 143,700 |

8 DoubleLine ETF Brief

Notes to Schedule of Investments

(Completed)

December 31, 2022

# 1. Organization

The following report is prepared by the Department of Finance and the Department of Finance. The report is prepared by the Department of Finance and the Department of Finance. The report is prepared by the Department of Finance and the Department of Finance.

![img-0.jpeg](img-0.jpeg)

December 31, 2022

Notes to Schedule of Investments

[Case]

substance, including, to the extent these securities are actively traded and valuation adjustments are not applied they are categorised
[Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case] [Case]

![img-1.jpeg](img-1.jpeg)

12 | Dated on 6/9/2018

4.00

1.00

1.00

1.00

1.00

1.00

1.00

1.00

1.00

1.00

1.00

1.00

1.00

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| Current | 5,000 | Medical | Household | Res. | Check # | Invoice # | 000,000 | Amount | Amount | Amount |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| General | 5,000 | Medical | Household | Res. | Check # | Invoice # | 000,000 | Amount | Amount | Amount |
| General | 5,000 | Medical | Household | Res. | Check # | Invoice # | 000,000 | Amount | Amount | Amount |
| Local | 5,000 | Medical | Household | Res. | Check # | Invoice # | 000,000 | Amount | Amount | Amount |
| Local | 5,000 | Medical | Household | Res. | Check # | Invoice # | 000,000 | Amount | Amount | Amount |
| Local | 5,000 | Medical | Household | Res. | Check # | Invoice # | 000,000 | Amount | Amount | Amount |

1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30. 31. 32. 33. 34. 35. 36. 37. 38. 39. 40. 41. 42. 43. 44. 45. 46. 47. 48. 49. 50. 51. 52. 53. 54. 55. 56. 57. 58. 59. 60. 61. 62. 63. 64. 65. 66. 67. 68. 69. 70. 71. 72. 73. 74. 75. 76. 77. 78. 79. 80. 81. 82. 83. 84. 85. 86. 87. 88. 89. 90. 91. 92. 93. 94. 95. 96. 97. 98. 99. 100.

In this report, we have been a very good idea of the following: table are categorized as Level 2 of the fair value hierarchy. To the extent the significant impact on the performance of the 2018-2019 period, we have been a very good idea of the following: table are categorized as Level 2 of the fair value hierarchy. To the extent the significant impact on the performance of the 2018-2019 period, we have been a very good idea of the following: table are categorized as Level 2 of the fair value hierarchy. To the extent the significant impact on the performance of the 2018-2019 period, we have been a very good idea of the following:

Investments in registered open-end management. Investment companies will be valued based upon the net asset value ("NAV") of such investments and are categorized as Level 1 of the fair value hierarchy.

Common stocks, exchange-traded funds and financial derivative instruments, such as futures contracts or options contracts, that are traded on a national securities or commodities exchange, are typically valued at the last reported value price, in the case of common stocks and exchange-traded funds, or, in the case of futures contracts or options contracts, the settlement price determined by the

## 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:** 213-633-8200

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

- **a. Name of Series:** DoubleLine Shiller Cape U.S. Equities ETF

- **b. EDGAR series identifier (if any):** S000074771

- **c. LEI of Series:** 5493001PNRR3NTCOCG20

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $206496119.36

**Total Liabilities:** $115865.84

**Net Assets:** $206380253.52

**Cash Not Reported:** $27569.30

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232948 | 7.09%                | 6.21%                | -7.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1606401.48             | $11957383.58                               |
| Month 2  | $1232656.85              | $9987449.60                                |
| Month 3  | $-684787.39              | $-16199114.34                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                              | CBRE Group, Inc., Class A                                                                     | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     14005 | NS      | $1077824.80   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                           | Brown & Brown, Inc.                                                                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      3319 | NS      | $189083.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                   | Host Hotels & Resorts, Inc.                                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     31667 | NS      | $508255.35    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      7882 | NS      | $808614.38    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                            | Agree Realty Corp.                                                                            | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3926 | NS      | $278471.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust             | Corporate Office Properties Trust                                                             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      4980 | NS      | $129181.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                  | Oracle Corp.                                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      9680 | NS      | $791243.20    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                           | Synchrony Financial                                                                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      6359 | NS      | $208956.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                  | Cadence Design Systems, Inc.                                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1723 | NS      | $276782.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp.                                    | Pool Corp.                                                                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       635 | NS      | $191979.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                     | CubeSmart                                                                                     | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9963 | NS      | $401010.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                              | Zions Bancorp NA                                                                              | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2116 | NS      | $104022.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                               | CME Group, Inc.                                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      5077 | NS      | $853748.32    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                         | PayPal Holdings, Inc.                                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      7153 | NS      | $509436.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                    | Microchip Technology, Inc.                                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      3454 | NS      | $242643.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                | Amphenol Corp., Class A                                                                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      3747 | NS      | $285296.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                   | Loews Corp.                                                                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      2785 | NS      | $162449.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                    | Chubb Ltd.                                                                                    | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      5869 | NS      | $1294701.40   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                   | Huntington Bancshares, Inc.                                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     20366 | NS      | $287160.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                            | CoStar Group, Inc.                                                                            | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17990 | NS      | $1390267.20   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                  | NVIDIA Corp.                                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     15653 | NS      | $2287529.42   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                              | Amazon.com, Inc.                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    136622 | NS      | $11476248.00  | 5.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.             | Equity LifeStyle Properties, Inc.                                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      7762 | NS      | $501425.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                   | FleetCor Technologies, Inc.                                                                   | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       462 | NS      | $84860.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                    | Essex Property Trust, Inc.                                                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      2874 | NS      | $609058.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.               | Hilton Worldwide Holdings, Inc.                                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      4382 | NS      | $553709.52    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                     | NVR, Inc.                                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        49 | NS      | $226016.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                     | KLA Corp.                                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       891 | NS      | $335933.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.       | Mid-America Apartment Communities, Inc.                                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      5119 | NS      | $803631.81    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                             | Gen Digital, Inc.                                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      3641 | NS      | $78026.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                   | Intel Corp.                                                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     25951 | NS      | $685884.93    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                  | Intuit, Inc.                                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1768 | NS      | $688140.96    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.         | International Business Machines Corp.                                                         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      5679 | NS      | $800114.31    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                  | Marriott International, Inc., Class A                                                         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      4360 | NS      | $649160.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                               | BlackRock, Inc.                                                                               | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      2119 | NS      | $1501586.97   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                | WP Carey, Inc.                                                                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      9235 | NS      | $721715.25    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                      | SBA Communications Corp.                                                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      4774 | NS      | $1338199.94   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                         | Everest Re Group Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       554 | NS      | $183523.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                   | Apple, Inc.                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     86873 | NS      | $11287408.89  | 5.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                 | Moody's Corp.                                                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2226 | NS      | $620208.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                   | Spirit Realty Capital, Inc.                                                                   | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      6209 | NS      | $247925.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.               | Automatic Data Processing, Inc.                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2607 | NS      | $622708.02    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                  | Fiserv, Inc.                                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3983 | NS      | $402561.81    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.           | Gaming and Leisure Properties, Inc.                                                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     11407 | NS      | $594190.63    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                         | Sun Communities, Inc.                                                                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      5496 | NS      | $785928.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                 | Jack Henry & Associates, Inc.                                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       459 | NS      | $80582.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage, Inc.                            | Life Storage, Inc.                                                                            | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      3770 | NS      | $371345.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                 | Gartner, Inc.                                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       496 | NS      | $166725.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                           | Equity Commonwealth                                                                           | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |      4835 | NS      | $120729.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble, Inc.                                 | Trimble, Inc.                                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1549 | NS      | $78317.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                 | Starwood Property Trust, Inc.                                                                 | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     13689 | NS      | $250919.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                             | Ross Stores, Inc.                                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5640 | NS      | $654634.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors, Inc.               | National Health Investors, Inc.                                                               | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      1922 | NS      | $100366.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                          | American Express Co.                                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      8439 | NS      | $1246862.25   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                          | Allstate Corp. (The)                                                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3737 | NS      | $506737.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                    | Digital Realty Trust, Inc.                                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     12743 | NS      | $1277740.61   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp. (The)                     | Howard Hughes Corp. (The)                                                                     | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      1527 | NS      | $116693.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                         | Camden Property Trust                                                                         | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      4732 | NS      | $529416.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                              | Mastercard, Inc., Class A                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      5331 | NS      | $1853748.63   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                         | American Homes 4 Rent, Class A                                                                | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     13605 | NS      | $410054.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                         | Las Vegas Sands Corp.                                                                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      5317 | NS      | $255588.19    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                    | EastGroup Properties, Inc.                                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1935 | NS      | $286496.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                   | Tesla, Inc.                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     42630 | NS      | $5251163.40   | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                         | Arista Networks, Inc.                                                                         | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1557 | NS      | $188941.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                       | Regions Financial Corp.                                                                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     13187 | NS      | $284311.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust               | Federal Realty Investment Trust                                                               | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3242 | NS      | $327571.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                        | Juniper Networks, Inc.                                                                        | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      2039 | NS      | $65166.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                    | Prudential Financial, Inc.                                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      5201 | NS      | $517291.46    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                     | Aptiv plc                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      4394 | NS      | $409213.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                     | LKQ Corp.                                                                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      4122 | NS      | $220156.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co.                             | Genuine Parts Co.                                                                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      2290 | NS      | $397337.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                    | Simon Property Group, Inc.                                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     14533 | NS      | $1707336.84   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                | Hewlett Packard Enterprise Co.                                                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      8095 | NS      | $129196.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.              | Omega Healthcare Investors, Inc.                                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     10372 | NS      | $289897.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                 | Raymond James Financial, Inc.                                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      2733 | NS      | $292021.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                | Teradyne, Inc.                                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       977 | NS      | $85340.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                | Assurant, Inc.                                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       745 | NS      | $93169.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                              | Globe Life, Inc.                                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1275 | NS      | $153701.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                           | First Republic Bank                                                                           | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      2581 | NS      | $314598.09    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC, Inc.                                     | PTC, Inc.                                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       665 | NS      | $79826.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group, Inc. (The) | Hartford Financial Services Group, Inc. (The)                                                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      4494 | NS      | $340780.02    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                       | Progressive Corp. (The)                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      8247 | NS      | $1069718.37   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                        | Home Depot, Inc. (The)                                                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     16144 | NS      | $5099243.84   | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                      | Jones Lang LaSalle, Inc.                                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2100 | NS      | $334677.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                                | Comerica, Inc.                                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1848 | NS      | $123538.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                            | EPAM Systems, Inc.                                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       361 | NS      | $118314.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                      | Advance Auto Parts, Inc.                                                                      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       978 | NS      | $143795.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                     | UDR, Inc.                                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     13576 | NS      | $525798.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                      | Skyworks Solutions, Inc.                                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      1007 | NS      | $91767.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                        | Lincoln National Corp.                                                                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2179 | NS      | $66938.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                | VeriSign, Inc.                                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       579 | NS      | $118949.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                          | Enphase Energy, Inc.                                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       853 | NS      | $226010.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)      | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      5699 | NS      | $900100.06    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co.                              | Weyerhaeuser Co.                                                                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     32725 | NS      | $1014475.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp.                    | Cincinnati Financial Corp.                                                                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      2219 | NS      | $227203.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                  | CarMax, Inc.                                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2562 | NS      | $156000.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)                    | Travelers Cos., Inc. (The)                                                                    | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3311 | NS      | $620779.39    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                             | First Solar, Inc.                                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       623 | NS      | $93319.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                           | Rithm Capital Corp.                                                                           | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     20981 | NS      | $171414.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                  | Chipotle Mexican Grill, Inc.                                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $624370.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                   | Adobe, Inc.                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2920 | NS      | $982667.60    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                         | Regency Centers Corp.                                                                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      6832 | NS      | $427000.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                          | Dollar General Corp.                                                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3660 | NS      | $901275.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp.                            | Ralph Lauren Corp.                                                                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       666 | NS      | $70376.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                | Autodesk, Inc.                                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1353 | NS      | $252835.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                    | MarketAxess Holdings, Inc.                                                                    | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       531 | NS      | $148090.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                  | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |      3581 | NS      | $177008.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                  | Ventas, Inc.                                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     17748 | NS      | $799547.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                           | Newell Brands, Inc.                                                                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      6128 | NS      | $80154.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                    | MSCI, Inc.                                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1125 | NS      | $523316.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                            | Kimco Realty Corp.                                                                            | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     27459 | NS      | $581581.62    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.               | Annaly Capital Management, Inc.                                                               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     20690 | NS      | $436145.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.               | Blackstone Mortgage Trust, Inc., Class A                                                      | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      7566 | NS      | $160172.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                               | Citigroup, Inc.                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     27354 | NS      | $1237221.42   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                      | Cousins Properties, Inc.                                                                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      6731 | NS      | $170226.99    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                          | LXP Industrial Trust                                                                          | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     12236 | NS      | $122604.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                              | S&P Global, Inc.                                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4698 | NS      | $1573548.12   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                  | Nasdaq, Inc.                                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      4786 | NS      | $293621.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                | AutoZone, Inc.                                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       308 | NS      | $759583.44    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                   | Discover Financial Services                                                                   | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      3854 | NS      | $377036.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                      | Darden Restaurants, Inc.                                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1980 | NS      | $273893.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                  | Invesco Ltd.                                                                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |      6425 | NS      | $115585.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                            | Zillow Group, Inc., Class C                                                                   | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      7179 | NS      | $231235.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                | Broadcom, Inc.                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2543 | NS      | $1421867.59   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                      | Roper Technologies, Inc.                                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       669 | NS      | $289068.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                   | ANSYS, Inc.                                                                                   | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       547 | NS      | $132149.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                           | Kilroy Realty Corp.                                                                           | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      4660 | NS      | $180202.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                               | Whirlpool Corp.                                                                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       885 | NS      | $125192.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                   | Capital One Financial Corp.                                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      5371 | NS      | $499288.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund    | JPMorgan U.S. Government Money Market Fund - Class IM                                         | CUSIP: N/A<br>LEI: 549300NQ5E5B7ZV4T516       | Long             | STIV             | RF                | US        |    285339 | NS      | $285338.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                   | Keysight Technologies, Inc.                                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1124 | NS      | $192282.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                      | VF Corp.                                                                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      5358 | NS      | $147934.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                       | Aon plc, Class A                                                                              | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      2918 | NS      | $875808.52    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                           | SVB Financial Group                                                                           | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       835 | NS      | $192166.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                      | Willis Towers Watson plc                                                                      | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      1526 | NS      | $373229.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                | Carnival Corp.                                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     16257 | NS      | $131031.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                           | Realty Income Corp.                                                                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     27801 | NS      | $1763417.43   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes, Inc.                        | Invitation Homes, Inc.                                                                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25767 | NS      | $763733.88    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                       | Arch Capital Group Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      5222 | NS      | $327837.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                | Fortinet, Inc.                                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      4078 | NS      | $199373.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                      | Motorola Solutions, Inc.                                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1049 | NS      | $270337.79    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding, Inc.                    | Ceridian HCM Holding, Inc.                                                                    | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       963 | NS      | $61776.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                             | Ulta Beauty, Inc.                                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       831 | NS      | $389797.17    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                           | Expedia Group, Inc.                                                                           | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2440 | NS      | $213744.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                      | Arthur J Gallagher & Co.                                                                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      2975 | NS      | $560906.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                    | US Bancorp                                                                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     19106 | NS      | $833212.66    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                             | Wells Fargo & Co.                                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     53739 | NS      | $2218883.31   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                       | KeyCorp                                                                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     13171 | NS      | $229438.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.         | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      6605 | NS      | $962150.35    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp.                             | W R Berkley Corp.                                                                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      2888 | NS      | $209582.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                           | Cisco Systems, Inc.                                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     25777 | NS      | $1228016.28   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                               | Starbucks Corp.                                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     18607 | NS      | $1845814.40   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                 | Corning, Inc.                                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      4793 | NS      | $153088.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                           | Fifth Third Bancorp                                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      9673 | NS      | $317371.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.          | Cognizant Technology Solutions Corp., Class A                                                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      3240 | NS      | $185295.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.           | First Industrial Realty Trust, Inc.                                                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5864 | NS      | $282996.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                          | JPMorgan Chase & Co.                                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     41365 | NS      | $5547046.50   | 2.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                      | Berkshire Hathaway, Inc., Class B                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     25470 | NS      | $7867683.00   | 3.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     18603 | NS      | $1581627.06   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                  | Advanced Micro Devices, Inc.                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     10119 | NS      | $655407.63    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                      | HP, Inc.                                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      5563 | NS      | $149477.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                             | Lowe's Cos., Inc.                                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     10071 | NS      | $2006546.04   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                          | Analog Devices, Inc.                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3235 | NS      | $530637.05    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                       | Applied Materials, Inc.                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5409 | NS      | $526728.42    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                     | Cboe Global Markets, Inc.                                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1499 | NS      | $188079.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                  | Sabra Health Care REIT, Inc.                                                                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     10217 | NS      | $126997.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.               | Rexford Industrial Realty, Inc.                                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      8140 | NS      | $444769.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                       | Physicians Realty Trust                                                                       | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     10118 | NS      | $146407.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                       | Mohawk Industries, Inc.                                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       856 | NS      | $87500.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, Inc.                                      | F5, Inc.                                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       377 | NS      | $54103.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc               | Seagate Technology Holdings plc                                                               | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |      1202 | NS      | $63237.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                  | Target Corp.                                                                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      7457 | NS      | $1111391.28   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                            | Crown Castle, Inc.                                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     17376 | NS      | $2356880.64   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                         | SL Green Realty Corp.                                                                         | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      2860 | NS      | $96439.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.          | Broadridge Financial Solutions, Inc.                                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       742 | NS      | $99524.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                    | Charles Schwab Corp. (The)                                                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     21495 | NS      | $1789673.70   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                  | Lennar Corp., Class A                                                                         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      4138 | NS      | $374489.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                     | Akamai Technologies, Inc.                                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       985 | NS      | $83035.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd.                             | Wynn Resorts Ltd.                                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      1681 | NS      | $138632.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                       | Micron Technology, Inc.                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      6822 | NS      | $340963.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                   | Teledyne Technologies, Inc.                                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       295 | NS      | $117973.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group, Inc.                      | T Rowe Price Group, Inc.                                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      3157 | NS      | $344302.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                      | Zebra Technologies Corp., Class A                                                             | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       326 | NS      | $83589.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                   | Marsh & McLennan Cos., Inc.                                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      6997 | NS      | $1157863.56   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                          | TJX Cos., Inc. (The)                                                                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     18865 | NS      | $1501654.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                               | Welltower, Inc.                                                                               | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     20982 | NS      | $1375370.10   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                   | Apartment Income REIT Corp.                                                                   | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6653 | NS      | $228264.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                              | ServiceNow, Inc.                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1264 | NS      | $490773.28    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                    | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1503 | NS      | $467989.11    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                   | AvalonBay Communities, Inc.                                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      6215 | NS      | $1003846.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                         | VICI Properties, Inc.                                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     42696 | NS      | $1383350.40   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust, Inc.                  | Americold Realty Trust, Inc.                                                                  | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     11961 | NS      | $338615.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                        | Truist Financial Corp.                                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     18734 | NS      | $806124.02    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                          | Domino's Pizza, Inc.                                                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       575 | NS      | $199180.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                         | Global Payments, Inc.                                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1702 | NS      | $169042.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                 | MetLife, Inc.                                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      9308 | NS      | $673619.96    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)               | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      4776 | NS      | $1639982.88   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.              | National Retail Properties, Inc.                                                              | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      7930 | NS      | $362876.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                     | MGM Resorts International                                                                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      5194 | NS      | $174154.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies, Inc.                  | SolarEdge Technologies, Inc.                                                                  | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       351 | NS      | $99427.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                      | Franklin Resources, Inc.                                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      4017 | NS      | $105968.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.               | Principal Financial Group, Inc.                                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      3221 | NS      | $270306.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                 | Paychex, Inc.                                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      2016 | NS      | $232968.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                               | Microsoft Corp.                                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     46872 | NS      | $11240843.04  | 5.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                            | DXC Technology Co.                                                                            | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      1450 | NS      | $38425.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                   | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      3467 | NS      | $144227.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                         | Bank of America Corp.                                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     98410 | NS      | $3259339.20   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                | Public Storage                                                                                | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      7005 | NS      | $1962730.95   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                | Prologis, Inc.                                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     40750 | NS      | $4593747.50   | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.                | FactSet Research Systems, Inc.                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       537 | NS      | $215449.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                    | NIKE, Inc., Class B                                                                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     20435 | NS      | $2391099.35   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)           | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     10379 | NS      | $472452.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                          | TE Connectivity Ltd.                                                                          | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |      2001 | NS      | $229714.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                     | CDW Corp.                                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       855 | NS      | $152685.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                | Rayonier, Inc.                                                                                | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      6515 | NS      | $214734.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                | Tapestry, Inc.                                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      3919 | NS      | $149235.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                       | Boston Properties, Inc.                                                                       | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      6348 | NS      | $428997.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp.                         | AGNC Investment Corp.                                                                         | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |     25326 | NS      | $262124.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                  | Hasbro, Inc.                                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      2110 | NS      | $128731.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.                 | Healthcare Realty Trust, Inc.                                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     16814 | NS      | $324005.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                            | Equity Residential                                                                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     15088 | NS      | $890192.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                            | State Street Corp.                                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      5170 | NS      | $401036.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                          | Northern Trust Corp.                                                                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      2945 | NS      | $260603.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                          | Vornado Realty Trust                                                                          | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7133 | NS      | $148437.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                        | ON Semiconductor Corp.                                                                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      2729 | NS      | $170207.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                    | Etsy, Inc.                                                                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      2032 | NS      | $243392.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                             | Dollar Tree, Inc.                                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      3422 | NS      | $484007.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                          | Douglas Emmett, Inc.                                                                          | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7780 | NS      | $121990.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                          | JBG SMITH Properties                                                                          | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4372 | NS      | $82980.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                         | NXP Semiconductors NV                                                                         | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      1630 | NS      | $257588.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                         | Western Digital Corp.                                                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1993 | NS      | $62879.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                        | Booking Holdings, Inc.                                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       631 | NS      | $1271641.68   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                  | NetApp, Inc.                                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1367 | NS      | $82102.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                   | Qorvo, Inc.                                                                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       634 | NS      | $57465.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co.                            | Tractor Supply Co.                                                                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1792 | NS      | $403146.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                            | Zillow Group, Inc., Class A                                                                   | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      2570 | NS      | $80209.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                      | Tyler Technologies, Inc.                                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       262 | NS      | $84471.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.            | American International Group, Inc.                                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     10484 | NS      | $663008.16    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                            | General Motors Co.                                                                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     23070 | NS      | $776074.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies, Inc.                   | Opendoor Technologies, Inc.                                                                   | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |     22351 | NS      | $25927.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                | Synopsys, Inc.                                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       961 | NS      | $306837.69    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                     | O'Reilly Automotive, Inc.                                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1014 | NS      | $855846.42    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.                | Medical Properties Trust, Inc.                                                                | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     26332 | NS      | $293338.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                    | Visa, Inc., Class A                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10263 | NS      | $2132240.88   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                         | STAG Industrial, Inc.                                                                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      7966 | NS      | $257381.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                    | Highwoods Properties, Inc.                                                                    | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      4670 | NS      | $130666.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                              | McDonald's Corp.                                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      8761 | NS      | $2308786.33   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                         | Paycom Software, Inc.                                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       304 | NS      | $94334.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                   | Aflac, Inc.                                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      7985 | NS      | $574440.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                   | Healthpeak Properties, Inc.                                                                   | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     23876 | NS      | $598571.32    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                             | Yum! Brands, Inc.                                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4572 | NS      | $585581.76    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                 | Accenture plc, Class A                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      3968 | NS      | $1058821.12   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                       | Bath & Body Works, Inc.                                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3715 | NS      | $156550.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                              | PulteGroup, Inc.                                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3707 | NS      | $168779.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                              | BorgWarner, Inc.                                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      3801 | NS      | $152990.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds  | Morgan Stanley Institutional Liquidity Funds Government Portfolio - Institutional Share Class | CUSIP: N/A<br>LEI: 5493000A332Y142SOW84       | Long             | STIV             | RF                | US        |    285339 | NS      | $285338.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                | Signature Bank                                                                                | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       884 | NS      | $101854.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                           | STORE Capital Corp.                                                                           | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     11712 | NS      | $375486.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                | QUALCOMM, Inc.                                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      7054 | NS      | $775516.76    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.           | Norwegian Cruise Line Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      6862 | NS      | $83990.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                            | Lam Research Corp.                                                                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       856 | NS      | $359776.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                          | American Tower Corp.                                                                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     20512 | NS      | $4345672.32   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                | M&T Bank Corp.                                                                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2434 | NS      | $353076.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                | Ford Motor Co.                                                                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     63871 | NS      | $742819.73    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                | Citizens Financial Group, Inc.                                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      6951 | NS      | $273660.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                  | Brixmor Property Group, Inc.                                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     13321 | NS      | $301987.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                       | Texas Instruments, Inc.                                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      5705 | NS      | $942580.10    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                           | Iron Mountain, Inc.                                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     12908 | NS      | $643463.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                              | Salesforce, Inc.                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      6268 | NS      | $831074.12    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.  | Fidelity National Information Services, Inc.                                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      3726 | NS      | $252809.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                     | Extra Space Storage, Inc.                                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5949 | NS      | $875573.82    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                   | Garmin Ltd.                                                                                   | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      2488 | NS      | $229617.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                               | DR Horton, Inc.                                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      5082 | NS      | $453009.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                         | Lamar Advertising Co., Class A                                                                | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      3875 | NS      | $365800.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust             | National Storage Affiliates Trust                                                             | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3752 | NS      | $135522.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                | Monolithic Power Systems, Inc.                                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       281 | NS      | $99364.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                          | PotlatchDeltic Corp.                                                                          | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      3584 | NS      | $157660.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                 | Equinix, Inc.                                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      4071 | NS      | $2666627.13   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                    | eBay, Inc.                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      8780 | NS      | $364106.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                            | Best Buy Co., Inc.                                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      3260 | NS      | $261484.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** DoubleLine ETF Trust

**Signature:** Henry V. Chase

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

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