# EDGAR Filing Document

**Accession Number:** 0001886172
**File Stem:** 0002071691-25-006235
**Filing Date:** 2025-11
**Character Count:** 77309
**Document Hash:** f106f504338d71ad08f93fe4ecc412d1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-006235.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0002071691-25-006235

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23746
- **FILM NUMBER:** 251511181

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

- **a. Name of Series:** DoubleLine Mortgage ETF

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

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

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

- **a. Date of fiscal year-end:** 2025-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $703336581.09

**Total Liabilities:** $169732222.23

**Net Assets:** $533604358.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 29.00000000 | **1-Year:** 9959.00000000 | **5-Year:** 137164.00000000 | **10-Year:** 103232.00000000 | **30-Year:** 844.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241668 | -0.22%               | 1.79%                | 0.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $398673.28               | $-2665201.20                               |
| Month 2  | $956751.32               | $5289369.63                                |
| Month 3  | $1241433.72              | $1707202.48                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                           | Title                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XQTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4829362 | PA      | $4108215.79   | 0.77%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust           | Deephaven Residential Mortgage Trust, Series 2022-2, Class A1                                 | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    706627 | PA      | $691229.31    | 0.13%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                               | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |   3846526 | PA      | $3887049.26   | 0.73%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-140, Class IH                                                               | CUSIP: 38382XYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8029028 | PA      | $1154850.47   | 0.22%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140W3A25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14614768 | PA      | $14782251.91  | 2.77%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC STACR REMICS Trust, Series 2024-HQA1, Class M2                                          | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2022951.60   | 0.38%             | 2044-03-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2023-24, Class IH                                                                | CUSIP: 38383WBW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4587280 | PA      | $875875.47    | 0.16%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-51, Class ID                                                                | CUSIP: 38382EKB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5312670 | PA      | $950170.58    | 0.18%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5377                                                                     | CUSIP: 3137HBDW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8397864 | PA      | $1088474.04   | 0.20%             | 2051-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DQ4P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5862553 | PA      | $6058922.15   | 1.14%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DQGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2139476 | PA      | $2143343.52   | 0.40%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2025-3, Class M1                                           | CUSIP: 924928AD6<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1476185.12   | 0.28%             | 2070-05-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2023-51, Class BI                                                         | CUSIP: 3136BQPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4688965 | PA      | $917600.51    | 0.17%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                           | Cross Mortgage Trust, Series 2025-H4, Class M1                                                | CUSIP: 22790AAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1861000 | PA      | $1889019.22   | 0.35%             | 2070-06-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-153, Class CI                                                               | CUSIP: 38382KSF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3251474 | PA      | $467020.28    | 0.09%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XQTS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7549947 | PA      | $7727596.86   | 1.45%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA STRIPS, Series 427, Class C16                                                            | CUSIP: 31423XMS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10190167 | PA      | $1171051.37   | 0.22%             | 2040-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2025-18, Class FH                                                         | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9072258 | PA      | $9145496.41   | 1.71%             | 2054-08-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2023-NQM3, Class A1                                                         | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    617804 | PA      | $619514.96    | 0.12%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                                                  | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11269000 | PA      | $9899970.55   | 1.86%             | 2055-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust            | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class M1                               | CUSIP: 36274TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2102359.98   | 0.39%             | 2065-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140QWCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7134933 | PA      | $7268378.94   | 1.36%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5162, Class CI                                                           | CUSIP: 3137H45A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9564080 | PA      | $1632708.97   | 0.31%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132E0XZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4383405 | PA      | $3584708.80   | 0.67%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                                                  | CUSIP: 01F0206A2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -39000000 | PA      | $-31443091.29 | -5.89%            | 2055-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury Long Bonds                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       468 | NC      | $309361.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                           | FNMA STRIPS, Series 437, Class C8                                                             | CUSIP: 31424UPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6612580 | PA      | $1073739.21   | 0.20%             | 2052-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5548120 | PA      | $4958972.46   | 0.93%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2                               | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1514464.35   | 0.28%             | 2044-02-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14326751 | PA      | $14223338.52  | 2.67%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5188, Class IA                                                           | CUSIP: 3137H5JL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5408128 | PA      | $871020.60    | 0.16%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2023-8, Class A1                                           | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |   1124041 | PA      | $1137101.07   | 0.21%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XPVM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5573295 | PA      | $4568020.46   | 0.86%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC STRIPS, Series 389, Class C19                                                           | CUSIP: 31325YQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6491253 | PA      | $1107188.05   | 0.21%             | 2052-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 20 Year                                                                                 | CUSIP: 31418FDH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8901278 | PA      | $9143821.95   | 1.71%             | 2044-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-88, Class KI                                                         | CUSIP: 3136BKSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5183530 | PA      | $855403.25    | 0.16%             | 2046-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DTD64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6545588 | PA      | $6692520.27   | 1.25%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2022-207                                                                         | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6149865 | PA      | $1021291.52   | 0.19%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2022-83                                                                          | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7238820 | PA      | $1028990.25   | 0.19%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DVMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6333204 | PA      | $6483394.57   | 1.22%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2023-79, Class JI                                                                | CUSIP: 38384AZ30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5524991 | PA      | $768245.08    | 0.14%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-3, Class NI                                                          | CUSIP: 3136BDQ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3303996 | PA      | $505227.94    | 0.09%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DTG20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2480700 | PA      | $2575903.31   | 0.48%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-183, Class JI                                                               | CUSIP: 38382LSK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3628568 | PA      | $529925.50    | 0.10%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-151, Class MI                                                               | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15666488 | PA      | $2279557.02   | 0.43%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5057, Class TI                                                           | CUSIP: 3137F7LN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5615794 | PA      | $901555.64    | 0.17%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-115, Class MI                                                               | CUSIP: 38382T4P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5922111 | PA      | $646342.77    | 0.12%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust            | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class M1                               | CUSIP: 36272EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8523000 | PA      | $8609326.91   | 1.61%             | 2065-06-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5008, Class DI                                                           | CUSIP: 3137FVY30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1162465 | PA      | $167605.99    | 0.03%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DSEX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4355506 | PA      | $4362762.31   | 0.82%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                                                  | CUSIP: 01F0306B9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -7100000 | PA      | $-6237724.45  | -1.17%            | 2055-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140W3BW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13279349 | PA      | $11341639.65  | 2.13%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M1                               | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447465 | PA      | $449643.29    | 0.08%             | 2043-09-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 4631, Class GF                                                           | CUSIP: 3137BSZD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1811032 | PA      | $1775025.44   | 0.33%             | 2046-11-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2658233 | PA      | $2650410.61   | 0.50%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4249396 | PA      | $4353847.15   | 0.82%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4976680 | PA      | $4472868.63   | 0.84%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-17, Class IG                                                                | CUSIP: 38382CL33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2529292 | PA      | $422024.01    | 0.08%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2024-NQM4, Class A1                                                         | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    639841 | PA      | $647000.44    | 0.12%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2019-31, Class GF                                                                | CUSIP: 38381RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1223546 | PA      | $1203247.54   | 0.23%             | 2049-03-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5570, Class FA                                                           | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3907931 | PA      | $3939756.41   | 0.74%             | 2055-05-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2024-NQM6, Class A1                                                         | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |   1320534 | PA      | $1342252.94   | 0.25%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-77, Class IW                                                                | CUSIP: 38382Q4K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10856408 | PA      | $1469160.82   | 0.28%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 31427M3U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9647605 | PA      | $9775603.66   | 1.83%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5675153 | PA      | $5093333.42   | 0.95%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust, Series 2025-8, Class M1                                             | CUSIP: 03466UAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014372.20   | 0.19%             | 2070-07-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DQ2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2547730 | PA      | $2075169.83   | 0.39%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2024-79, Class CI                                                                | CUSIP: 38384PKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7822698 | PA      | $1315471.97   | 0.25%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 31427PJG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6605784 | PA      | $6761218.27   | 1.27%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                                                  | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15322000 | PA      | $12911115.48  | 2.42%             | 2055-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2398005 | PA      | $2427864.55   | 0.45%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | 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        |   3708917 | NS      | $3708917.41   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132E0ES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2481418 | PA      | $2562924.95   | 0.48%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-57, Class JI                                                                | CUSIP: 38382QBS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5477166 | PA      | $934043.58    | 0.18%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XMKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2580545 | PA      | $2102717.87   | 0.39%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury 10 Year Ultra Bonds                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       318 | NC      | $-171543.43   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140QEY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5153625 | PA      | $4440251.96   | 0.83%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DQPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1865774 | PA      | $1708684.15   | 0.32%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-173, Class MI                                                               | CUSIP: 38382LNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7092454 | PA      | $1028921.43   | 0.19%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2024-61, Class IA                                                                | CUSIP: 38384MFV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8112879 | PA      | $1202310.88   | 0.23%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DUT72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6403624 | PA      | $6554298.89   | 1.23%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3133B5NY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16077014 | PA      | $13177589.23  | 2.47%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                | BRAVO Residential Funding Trust, Series 2025-NQM6, Class B1A                                  | CUSIP: 10570MAG5<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004198.00   | 0.19%             | 2065-06-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-188, Class BI                                                               | CUSIP: 38382LX97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9126027 | PA      | $1414160.87   | 0.27%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury 2 Year Notes                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -740 | NC      | $176775.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                           | FNMA STRIPS, Series 427, Class C84                                                            | CUSIP: 31423XQN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7926269 | PA      | $1101332.90   | 0.21%             | 2040-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2017-99, Class PY                                                         | CUSIP: 3136AY4T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1163447 | PA      | $1099688.57   | 0.21%             | 2047-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140W1BU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9314280 | PA      | $9533435.36   | 1.79%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XHLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4328539 | PA      | $3988107.41   | 0.75%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M2                               | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3016445.40   | 0.57%             | 2044-07-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| EFMT                                           | EFMT, Series 2025-NQM2, Class M1B                                                             | CUSIP: 281917AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3644398.80   | 0.68%             | 2070-06-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10337573 | PA      | $8904432.41   | 1.67%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2023-NQM10, Class A1                                                        | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |    912461 | PA      | $923741.10    | 0.17%             | 2063-10-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5092, Class FK                                                           | CUSIP: 3137FYC87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3133977 | PA      | $2572748.55   | 0.48%             | 2051-03-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3142GT2Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9414460 | PA      | $9755672.71   | 1.83%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                   | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class M1                                      | CUSIP: 06745VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3029900.10   | 0.57%             | 2065-05-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140W2FC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13145822 | PA      | $13455125.80  | 2.52%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DSKF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4080043 | PA      | $4339975.55   | 0.81%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140W0Q57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7537912 | PA      | $7668696.10   | 1.44%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140QVWQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2859280 | PA      | $2863249.26   | 0.54%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                     | J.P. Morgan Mortgage Trust, Series 2025-NQM3, Class M1B                                       | CUSIP: 46659QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1311028.03   | 0.25%             | 2065-11-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XCGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5625729 | PA      | $4599035.95   | 0.86%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2022-61, Class HI                                                                | CUSIP: 38383PQW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3267490 | PA      | $564656.55    | 0.11%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6634563 | PA      | $5702140.75   | 1.07%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2025-NQM13, Class M1                                                        | CUSIP: 67121UAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2329769.82   | 0.44%             | 2065-05-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140MGL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8021749 | PA      | $7157597.14   | 1.34%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury 5 Year Notes                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1780 | NC      | $-726167.73   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| EFMT                                           | EFMT, Series 2025-NQM3, Class M1B                                                             | CUSIP: 26846YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1148000 | PA      | $1157969.46   | 0.22%             | 2070-08-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-185, Class MI                                                               | CUSIP: 38382LV57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9742856 | PA      | $1423660.28   | 0.27%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3142GVLX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6537000 | PA      | $6689299.55   | 1.25%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2023-INV3, Class A1                                        | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |    721344 | PA      | $733231.03    | 0.14%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DSND0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2472626 | PA      | $2558802.99   | 0.48%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                | BRAVO Residential Funding Trust, Series 2025-NQM7, Class M1                                   | CUSIP: 10570TAE5<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1212320.88   | 0.23%             | 2065-07-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XBLK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5170369 | PA      | $4625029.51   | 0.87%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140M5CX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8312950 | PA      | $6771524.12   | 1.27%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3133B6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9262861 | PA      | $8227767.87   | 1.54%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2023-NQM5, Class A1A                                                        | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1207227 | PA      | $1216934.18   | 0.23%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC STACR REMICS Trust, Series 2023-HQA2, Class M1A                                         | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |    625877 | PA      | $628768.47    | 0.12%             | 2043-06-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-42, Class IA                                                         | CUSIP: 3136BGAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3292130 | PA      | $507860.11    | 0.10%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3695796 | PA      | $2996461.24   | 0.56%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XCVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16014576 | PA      | $12984659.74  | 2.43%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-43                                                                   | CUSIP: 3136BH7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7323659 | PA      | $1153520.27   | 0.22%             | 2051-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-160, Class VI                                                               | CUSIP: 38382KS87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6158130 | PA      | $909562.59    | 0.17%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                     | J.P. Morgan Mortgage Trust, Series 2025-VIS2, Class M1                                        | CUSIP: 46659RAF4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007075.40   | 0.19%             | 2063-01-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2023-7, Class A1                                           | CUSIP: 92539YAA0<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |    612162 | PA      | $622316.41    | 0.12%             | 2068-10-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-56, Class WI                                                         | CUSIP: 3136BGL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11978123 | PA      | $1515376.31   | 0.28%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XRA47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8742767 | PA      | $8943995.77   | 1.68%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M2                               | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2019354.00   | 0.38%             | 2044-01-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-146, Class DI                                                               | CUSIP: 38382KWB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9139689 | PA      | $1346661.94   | 0.25%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 31427NTS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4077265 | PA      | $4132166.61   | 0.77%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2022-204                                                                         | CUSIP: 38383LNL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6500551 | PA      | $1052528.22   | 0.20%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2024-9, Class BI                                                          | CUSIP: 3136BRGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5267865 | PA      | $889987.33    | 0.17%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140QTUF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2524521 | PA      | $2554865.01   | 0.48%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5020, Class IH                                                           | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6692450 | PA      | $1078120.16   | 0.20%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-142                                                                         | CUSIP: 38382XRU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1906626 | PA      | $336753.43    | 0.06%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2025-NQM8, Class M1                                                         | CUSIP: 67449AAD7<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $5270123.04   | 0.99%             | 2065-03-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5650267 | PA      | $5628395.90   | 1.05%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-94                                                                   | CUSIP: 3136BKX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5430586 | PA      | $923537.98    | 0.17%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-126, Class KI                                                               | CUSIP: 38382HWW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6947989 | PA      | $998467.75    | 0.19%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                     | J.P. Morgan Mortgage Trust, Series 2025-NQM2, Class M1A                                       | CUSIP: 46590SAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3533000 | PA      | $3583943.39   | 0.67%             | 2065-09-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DQWP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3807560 | PA      | $3796496.93   | 0.71%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2024-82, Class FH                                                         | CUSIP: 3136BTFZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3265501 | PA      | $3269621.33   | 0.61%             | 2054-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140X6U41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6222009 | PA      | $5534765.51   | 1.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XPK24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5948337 | PA      | $5721074.96   | 1.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM3, Class M1                    | CUSIP: 61778LAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3588000 | PA      | $3651326.76   | 0.68%             | 2070-05-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2023-5, Class A1                                           | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |    978694 | PA      | $985948.28    | 0.18%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3133KJE24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4946756 | PA      | $4214962.11   | 0.79%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                                                  | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18219000 | PA      | $18371934.29  | 3.44%             | 2055-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-167, Class WI                                                               | CUSIP: 38382LCF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9138700 | PA      | $1390542.79   | 0.26%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8695264 | PA      | $7774333.47   | 1.46%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | 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        |   3708917 | NS      | $3708917.41   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                          | FHLMC STACR REMICS Trust, Series 2024-DNA1, Class M2                                          | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6071622.00   | 1.14%             | 2044-02-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury Ultra Bonds                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -335 | NC      | $183968.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XPS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6550225 | PA      | $6828805.77   | 1.28%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2721518 | PA      | $2747352.02   | 0.51%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2025-4, Class M1                                           | CUSIP: 92540UAF4<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |   1089000 | PA      | $1106738.50   | 0.21%             | 2070-05-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5083, Class IH                                                           | CUSIP: 3137FFQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5933943 | PA      | $961074.51    | 0.18%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XN3Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3614742 | PA      | $3699787.37   | 0.69%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-206, Class AI                                                               | CUSIP: 38383DWN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3527367 | PA      | $653862.69    | 0.12%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5531                                                                     | CUSIP: 3137HKS88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11660172 | PA      | $1319245.81   | 0.25%             | 2041-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140W1NB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10458799 | PA      | $9315133.54   | 1.75%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421677 | PA      | $420261.98    | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMICS Trust, Series 2022-DNA3, Class M1B                                         | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1029340.20   | 0.19%             | 2042-04-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3388084 | PA      | $3303747.98   | 0.62%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2111161 | PA      | $1876877.79   | 0.35%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2024-24, Class BI                                                                | CUSIP: 38384JX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5390911 | PA      | $917891.01    | 0.17%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-78, Class TI                                                                | CUSIP: 38382TAK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7694444 | PA      | $1345889.76   | 0.25%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                     | PRPM Trust, Series 2025-NQM2, Class M1A                                                       | CUSIP: 693983AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4111000 | PA      | $4185594.51   | 0.78%             | 2070-04-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** DoubleLine ETF Trust

**Signature:** Henry V. Chase

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

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