# EDGAR Filing Document

**Accession Number:** 0001886172
**File Stem:** 0001752724-23-025830
**Filing Date:** 2023-2
**Character Count:** 152073
**Document Hash:** 15bb36e5aca97e5aa05946853ba077a4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-025830.hdr.sgml**: 20230215

**ACCESSION NUMBER**: 0001752724-23-025830

**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:** 23634911

**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 Opportunistic Bond ETF (Series ID: S000074770)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000232947 | DoubleLine Opportunistic Bond ETF |  |

## 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(Unpublished)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 |
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| 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 |

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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 |
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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 |
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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 |
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| 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 |
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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 |
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| 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 |
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| 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 |

<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

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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 Opportunistic Bond ETF

- **b. EDGAR series identifier (if any):** S000074770

- **c. LEI of Series:** 549300XH2GLHBOP4OL65

**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:** $53689610.64

**Total Liabilities:** $23225.02

**Net Assets:** $53666385.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 1314.00000000 | **5-Year:** 3512.00000000 | **10-Year:** 6801.00000000 | **30-Year:** 1904.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 569.00000000 | **5-Year:** 1911.00000000 | **10-Year:** 386.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232947 | -1.43%               | 3.14%                | -0.66%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-249726.57              | $-569559.55                                |
| Month 2  | $-174422.79              | $1466425.35                                |
| Month 3  | $-11233.43               | $-519464.35                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States of America                               | U.S. Treasury Bonds                                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4121093.75   | 7.68%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                                                           | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77170.18     | 0.14%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                             | Garda World Security Corp.                                                                    | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $26541.00     | 0.05%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                    | Owens & Minor, Inc.                                                                           | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55945.50     | 0.10%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                    | Viking Cruises Ltd.                                                                           | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $81674.45     | 0.15%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                                  | EWC Master Issuer LLC, Series 2022-1A, Class A2                                               | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497500 | PA      | $456395.56    | 0.85%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                        | LSTAR Commercial Mortgage Trust, Series 2015-3, Class D                                       | CUSIP: 54910JAU8<br>LEI: 549300MAI3U5Y4VL8H37 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $215558.93    | 0.40%             | 2048-04-20      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS, 30 Year                                                                                 | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1947562 | PA      | $1711218.38   | 3.19%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                            | RFMSI Trust, Series 2006-S4, Class A7                                                         | CUSIP: 762010AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1481039 | PA      | $1211572.86   | 2.26%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                            | Raytheon Technologies Corp.                                                                   | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    125000 | PA      | $85341.78     | 0.16%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                             | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79062.77     | 0.15%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                     | Royalty Pharma plc                                                                            | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $87195.15     | 0.16%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    180000 | PA      | $154281.01    | 0.29%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                                           | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45350.00     | 0.08%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                                            | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93046.81     | 0.17%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP              | Invitation Homes Operating Partnership LP                                                     | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    125000 | PA      | $91510.35     | 0.17%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                | Anheuser-Busch Cos. LLC                                                                       | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $68558.68     | 0.13%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                             | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79893.81     | 0.15%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                         | Parkland Corp.                                                                                | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $41447.25     | 0.08%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VOLT CI LLC                                            | VOLT CI LLC, Series 2021-NP10, Class A1                                                       | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508436 | PA      | $453530.95    | 0.85%             | 2051-05-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                          | Citigroup Mortgage Loan Trust, Series 2007-AR8, Class 2A1A                                    | CUSIP: 17313FAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564634 | PA      | $487804.55    | 0.91%             | 2037-07-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                               | PRET LLC, Series 2022-NPL2, Class A1                                                          | CUSIP: 693971AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445430 | PA      | $430106.96    | 0.80%             | 2052-04-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                    | Triton Container International Ltd.                                                           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     90000 | PA      | $69614.55     | 0.13%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44418.54     | 0.08%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                        | Lions Gate Capital Holdings LLC                                                               | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     35000 | PA      | $20338.39     | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                           | Exelon Corp.                                                                                  | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32175.24     | 0.06%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2022-1D, Class C                                         | CUSIP: 43283BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341818 | PA      | $324571.73    | 0.60%             | 2034-06-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc.                                                                                | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66682.50     | 0.12%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                        | Boyne USA, Inc.                                                                               | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44315.97     | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                           | NetApp, Inc.                                                                                  | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73549.87     | 0.14%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                               | Penn Entertainment, Inc.                                                                      | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $81748.80     | 0.15%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                            | Sysco Corp.                                                                                   | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77806.45     | 0.14%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                  | Quanta Services, Inc.                                                                         | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76180.83     | 0.14%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                        | SEB Funding LLC, Series 2021-1A, Class A2                                                     | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498750 | PA      | $423563.59    | 0.79%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS, 30 Year                                                                                 | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606819 | PA      | $569976.37    | 1.06%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                         | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14839.39     | 0.03%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5409726.54   | 10.08%            | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                                         | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38516.20     | 0.07%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                  | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $89114.30     | 0.17%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIAL Issuer Ltd.                                       | RIAL Issuer Ltd., Series 2022-FL8, Class A                                                    | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    350000 | PA      | $341775.00    | 0.64%             | 2037-01-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                      | Dollar Tree, Inc.                                                                             | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175891.47    | 0.33%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                       | McDonald's Corp.                                                                              | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78167.84     | 0.15%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                          | Pioneer Natural Resources Co.                                                                 | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39268.32     | 0.07%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WASH Multifamily Acquisition, Inc.                     | WASH Multifamily Acquisition, Inc.                                                            | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61337.58     | 0.11%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                                                               | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46247.50     | 0.09%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $152751.89    | 0.28%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                            | Diamond Resorts Owner Trust, Series 2021-1A, Class A                                          | CUSIP: 25273CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208397 | PA      | $192254.76    | 0.36%             | 2033-11-21      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS, 30 Year                                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2890953 | PA      | $2629203.16   | 4.90%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                          | Calpine Corp.                                                                                 | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44716.39     | 0.08%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                     | Chord Energy Corp.                                                                            | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39012.80     | 0.07%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                  | Gulfport Energy Corp.                                                                         | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39051.00     | 0.07%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2021-C12, Class A5                                               | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $248918.55    | 0.46%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                      | Affirm Asset Securitization Trust, Series 2022-A, Class A                                     | CUSIP: 00834WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $713176.88    | 1.33%             | 2027-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                            | SREIT Trust, Series 2021-MFP, Class A                                                         | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $260085.47    | 0.48%             | 2038-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                       | Kinder Morgan Energy Partners LP                                                              | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79664.23     | 0.15%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                                  | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30531.28     | 0.06%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                   | Macquarie Group Ltd.                                                                          | CUSIP: 55608JBF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    110000 | PA      | $109647.75    | 0.20%             | 2026-08-09      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                                         | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21854.39     | 0.04%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Ltd.                                 | Titan Acquisition Ltd.                                                                        | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45108.40     | 0.08%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                            | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73136.12     | 0.14%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                           | Pacific Gas and Electric Co.                                                                  | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $81707.50     | 0.15%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class XA                                    | CUSIP: 92939FBA6<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   9507495 | PA      | $123144.87    | 0.23%             | 2047-08-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                       | SK Invictus Intermediate II SARL                                                              | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     50000 | PA      | $41065.00     | 0.08%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                                 | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77710.24     | 0.14%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                             | Prudential Financial, Inc.                                                                    | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     95000 | PA      | $76112.94     | 0.14%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                  | United Airlines, Inc.                                                                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43622.54     | 0.08%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                                           | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1254687.50   | 2.34%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                          | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $176592.23    | 0.33%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                        | Advanced Drainage Systems, Inc.                                                               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82705.85     | 0.15%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                             | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84628.70     | 0.16%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                      | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14136.02     | 0.03%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Washington Mutural WMABS Trust                         | Washington Mutual WMABS Trust, Series 2006-HE2, Class A3                                      | CUSIP: 93934JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    918625 | PA      | $706951.84    | 1.32%             | 2036-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                          | Owens Corning                                                                                 | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77911.85     | 0.15%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2022-C17, Class A5                                               | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $190447.02    | 0.35%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                              | Duke Energy Carolinas LLC                                                                     | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22556.41     | 0.04%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust           | Wells Fargo Mortgage Backed Securities Trust, Series 2006-AR14, Class 2A1                     | CUSIP: 94984MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413496 | PA      | $357531.77    | 0.67%             | 2036-10-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                                             | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67484.76     | 0.13%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                          | Lendbuzz Securitization Trust, Series 2022-1A, Class A                                        | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372667 | PA      | $356836.18    | 0.66%             | 2027-05-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class A              | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    497683 | PA      | $461428.16    | 0.86%             | 2037-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                                         | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20244.25     | 0.04%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                             | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18811.92     | 0.04%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                                         | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85502.99     | 0.16%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40637.25     | 0.08%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40109.20     | 0.07%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                           | Del Amo Fashion Center Trust, Series 2017-AMO, Class C                                        | CUSIP: 24500EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $193003.03    | 0.36%             | 2035-06-05      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                    | Aethon United BR LP                                                                           | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39724.04     | 0.07%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                           | Brooklyn Union Gas Co. (The)                                                                  | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     95000 | PA      | $73010.20     | 0.14%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                           | Performance Food Group, Inc.                                                                  | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94529.00     | 0.18%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47845.50     | 0.09%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                            | WRKCo, Inc.                                                                                   | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72600.16     | 0.14%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                                         | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38865.92     | 0.07%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                     | AmWINS Group, Inc.                                                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29730.64     | 0.06%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                                           | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    205000 | PA      | $153552.94    | 0.29%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                                | Scripps Escrow II, Inc.                                                                       | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $36178.65     | 0.07%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                   | Glencore Funding LLC                                                                          | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44112.52     | 0.08%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                     | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25133.40     | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                           | Hess Midstream Operations LP                                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $82458.55     | 0.15%             | 2030-10-15      | 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        |   1845868 | NS      | $1845868.31   | 3.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                               | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28232.40     | 0.05%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS, 30 Year                                                                                 | CUSIP: 3140XGT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2176830 | PA      | $1998685.38   | 3.72%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                            | Qorvo, Inc.                                                                                   | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27667.50     | 0.05%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                           | Sabine Pass Liquefaction LLC                                                                  | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73653.99     | 0.14%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2019-2A, Class A                             | CUSIP: 82652MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    387562 | PA      | $373654.28    | 0.70%             | 2036-05-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                            | Discover Financial Services                                                                   | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122518.33    | 0.23%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                          | Staples, Inc.                                                                                 | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21568.50     | 0.04%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                        | Air Lease Corp.                                                                               | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65232.88     | 0.12%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                            | Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1                                        | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489002 | PA      | $444418.39    | 0.83%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ModivCare Escrow Issuer, Inc.                          | ModivCare Escrow Issuer, Inc.                                                                 | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $59122.00     | 0.11%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                    | Expedia Group, Inc.                                                                           | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85047.75     | 0.16%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2022-B35, Class C                                            | CUSIP: 08163RBV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $196057.83    | 0.37%             | 2055-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                    | CNX Resources Corp.                                                                           | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55297.75     | 0.10%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                 | TotalEnergies Capital International SA                                                        | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $70125.58     | 0.13%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                          | Griffon Corp.                                                                                 | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64158.50     | 0.12%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                         | Weatherford International Ltd.                                                                | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $38483.73     | 0.07%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DBJPM 16-C1 Mortgage Trust                             | DBJPM 16-C1 Mortgage Trust, Series 2016-C1, Class C                                           | CUSIP: 23312LAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $206819.78    | 0.39%             | 2049-05-10      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                           | Santander Holdings USA, Inc.                                                                  | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73041.31     | 0.14%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2021-C12, Class AS                                               | CUSIP: 05552XBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $144901.82    | 0.27%             | 2054-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                  | Parker-Hannifin Corp.                                                                         | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43735.39     | 0.08%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Coty, Inc.                                             | Coty, Inc.                                                                                    | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61728.03     | 0.12%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co.                                   | Callon Petroleum Co.                                                                          | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27489.00     | 0.05%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                                            | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83102.04     | 0.15%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                 | Smithfield Foods, Inc.                                                                        | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161403.08    | 0.30%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                             | Willis North America, Inc.                                                                    | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94432.38     | 0.18%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                                     | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91500.12     | 0.17%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                              | Michaels Cos., Inc. (The)                                                                     | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24172.07     | 0.05%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                           | Suburban Propane Partners LP                                                                  | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $29794.01     | 0.06%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                         | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    185000 | PA      | $136355.55    | 0.25%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                                             | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24074.29     | 0.04%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                         | Park Intermediate Holdings LLC                                                                | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42390.00     | 0.08%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                         | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19536.73     | 0.04%             | 2025-04-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| SRS Distribution, Inc.                                 | SRS Distribution, Inc.                                                                        | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24294.60     | 0.05%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                              | CSX Corp.                                                                                     | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78974.50     | 0.15%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust, Series 2021-A, Class B                                      | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $655230.68    | 1.22%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes         | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M1B                                          | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $486929.65    | 0.91%             | 2042-02-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust, Series 2022-GC48, Class A5                               | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96579.13     | 0.18%             | 2054-05-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7953.31      | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                 | Cengage Learning, Inc.                                                                        | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47761.75     | 0.09%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                        | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14438.10     | 0.03%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M2                               | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $475551.00    | 0.89%             | 2041-12-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46713.50     | 0.09%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust, Series 2020-3, Class A1                                            | CUSIP: 89178UAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324671 | PA      | $305107.85    | 0.57%             | 2063-02-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                    | Expedia Group, Inc.                                                                           | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74097.78     | 0.14%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                  | AssuredPartners, Inc.                                                                         | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53582.06     | 0.10%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                                | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     85000 | PA      | $60840.45     | 0.11%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                             | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76666.00     | 0.14%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38101.13     | 0.07%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                   | Glencore Funding LLC                                                                          | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32642.15     | 0.06%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                     | Nationstar Mortgage Holdings, Inc.                                                            | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $38940.00     | 0.07%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | UMBS, 30 Year                                                                                 | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    965288 | PA      | $878147.34    | 1.64%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                                                          | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55846.20     | 0.10%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Realogy Group LLC                                      | Realogy Group LLC                                                                             | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $22730.70     | 0.04%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                  | Westpac Banking Corp.                                                                         | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $93220.61     | 0.17%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                        | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38182.20     | 0.07%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                               | PRET LLC, Series 2022-NPL3, Class A1                                                          | CUSIP: 74143NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455003 | PA      | $440029.79    | 0.82%             | 2052-06-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                | Western Union Co. (The)                                                                       | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    175000 | PA      | $132901.00    | 0.25%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust, Series 2018-C10, Class C                                       | CUSIP: 90276FBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324000 | PA      | $275126.25    | 0.51%             | 2051-05-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                            | Midwest Gaming Borrower LLC                                                                   | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42608.21     | 0.08%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Arconic Corp.                                          | Arconic Corp.                                                                                 | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61099.03     | 0.11%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                                | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    225000 | PA      | $160572.67    | 0.30%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                              | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76420.47     | 0.14%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Metis Merger Sub LLC                                   | Metis Merger Sub LLC                                                                          | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $33631.31     | 0.06%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co.                                  | Monongahela Power Co.                                                                         | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $101664.81    | 0.19%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                             | Garda World Security Corp.                                                                    | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $28484.69     | 0.05%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $171466.63    | 0.32%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                             | Pike Corp.                                                                                    | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48172.85     | 0.09%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                                  | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95803.46     | 0.18%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| VOLT C LLC                                             | VOLT C LLC, Series 2021-NPL9, Class A1                                                        | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423872 | PA      | $380606.01    | 0.71%             | 2051-05-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                            | Dick's Sporting Goods, Inc.                                                                   | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78293.96     | 0.15%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DBJPM 16-C1 Mortgage Trust                             | DBJPM 16-C1 Mortgage Trust, Series 2016-C1, Class B                                           | CUSIP: 23312LAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $258111.51    | 0.48%             | 2049-05-10      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co. of America, Inc.                    | Roller Bearing Co. of America, Inc.                                                           | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43297.50     | 0.08%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                                          | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93854.57     | 0.17%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust, Series 2014-C21, Class B                          | CUSIP: 46642EBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $303881.66    | 0.57%             | 2047-08-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                                                     | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38300.00     | 0.07%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Academy Ltd.                                           | Academy Ltd.                                                                                  | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67116.41     | 0.13%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust, Series 2021-8, Class A1                                           | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569430 | PA      | $482229.54    | 0.90%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class C                  | CUSIP: 61766RBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $201715.20    | 0.38%             | 2049-11-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2022-C16, Class A5                                               | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96428.32     | 0.18%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2021-VINO, Class A                                       | CUSIP: 05608KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $241012.23    | 0.45%             | 2038-05-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                    | CNX Resources Corp.                                                                           | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19197.40     | 0.04%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                        | Welltower, Inc.                                                                               | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81405.66     | 0.15%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                         | DTE Energy Co.                                                                                | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34428.37     | 0.06%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $18282.61     | 0.03%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                                           | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1381552.74   | 2.57%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                        | AdaptHealth LLC                                                                               | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $80996.05     | 0.15%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM Mortgage Trust, Series 2016-DC2, Class C                                                 | CUSIP: 12594CBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $183629.04    | 0.34%             | 2049-02-10      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                 | NXP BV                                                                                        | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $175977.82    | 0.33%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                  | Entergy Louisiana LLC                                                                         | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22573.65     | 0.04%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                           | Upstart Securitization Trust, Series 2021-4, Class B                                          | CUSIP: 91682NAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $449608.60    | 0.84%             | 2031-09-20      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                                  | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160757.94    | 0.30%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                  | Athene Global Funding                                                                         | CUSIP: 04685A3B5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156125.64    | 0.29%             | 2024-08-19      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                             | Fertitta Entertainment LLC                                                                    | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $28296.63     | 0.05%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                                                         | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36601.40     | 0.07%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142746.19    | 0.27%             | 2027-09-10      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                             | Packaging Corp. of America                                                                    | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85787.83     | 0.16%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Bonds                                                                           | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $2982437.50   | 5.56%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK, Series 2021-BN38, Class A5                                                              | CUSIP: 06540EAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $245344.65    | 0.46%             | 2064-12-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                                   | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $143592.56    | 0.27%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67745.00     | 0.13%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                              | Bank of Nova Scotia (The)                                                                     | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $178192.20    | 0.33%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10497.80     | 0.02%             | 2032-11-09      | Fixed         | 6.25%                 | 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        |   1845868 | NS      | $1845868.31   | 3.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    215000 | PA      | $146078.55    | 0.27%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                             | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34242.03     | 0.06%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                               | AthenaHealth Group, Inc.                                                                      | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36940.36     | 0.07%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                              | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88213.27     | 0.16%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                          | Ferrellgas LP                                                                                 | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $40990.37     | 0.08%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                             | BCPE Empire Holdings, Inc.                                                                    | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53881.80     | 0.10%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79605.50     | 0.15%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53703.38     | 0.10%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                     | Southern Co. (The), Series 21-A                                                               | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85044.90     | 0.16%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $68682.06     | 0.13%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                            | Penske Truck Leasing Co. LP                                                                   | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93974.95     | 0.18%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                   | LoanCore Issuer Ltd., Series 2021-CRE5, Class A                                               | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240984.75    | 0.45%             | 2036-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                               | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    160000 | PA      | $129533.27    | 0.24%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                                           | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $49033.14     | 0.09%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.     | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30391.15     | 0.06%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                              | Essential Utilities, Inc.                                                                     | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88303.40     | 0.16%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                           | Marriott International, Inc., Series R                                                        | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93738.83     | 0.17%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust   | WaMu Mortgage-Backed Pass-Through Certificates Trust, Series 2006-AR16, Class 2A1             | CUSIP: 92925GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459517 | PA      | $395265.71    | 0.74%             | 2036-12-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                  | Cantor Commercial Real Estate Lending, Series 2019-CF1, Class C                               | CUSIP: 12529MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $403108.55    | 0.75%             | 2052-05-15      | Variable      | 4.35%                 | No            |                  2 | 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