# EDGAR Filing Document

**Accession Number:** 0001886172
**File Stem:** 0001752724-25-197834
**Filing Date:** 2025-8
**Character Count:** 66383
**Document Hash:** e046964f0ba7b6e393f02a20c07be330
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-197834.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-197834

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23746
- **FILM NUMBER:** 251242414

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $509301220.62

**Total Liabilities:** $76531716.97

**Net Assets:** $432769503.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 21.00000000 | **1-Year:** 7043.00000000 | **5-Year:** 113087.00000000 | **10-Year:** 131822.00000000 | **30-Year:** 906.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241668 | 0.54%                | -0.98%               | 1.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-199301.72              | $427909.52                                 |
| Month 2  | $-368875.85              | $-4705768.64                               |
| Month 3  | $-551832.85              | $5798906.09                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                           | Title                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XQTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4924145 | PA      | $4123270.79   | 0.95%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                                                  | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18219000 | PA      | $18217678.58  | 4.21%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DTWN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6216736 | PA      | $6274255.54   | 1.45%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust           | Deephaven Residential Mortgage Trust, Series 2022-2, Class A1                                 | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    726888 | PA      | $704224.83    | 0.16%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                               | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |   4120419 | PA      | $4145674.24   | 0.96%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-140, Class IH                                                               | CUSIP: 38382XYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8223397 | PA      | $1200490.07   | 0.28%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC STACR REMICS Trust, Series 2024-HQA1, Class M2                                          | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2021934.40   | 0.47%             | 2044-03-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2023-24, Class IH                                                                | CUSIP: 38383WBW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4694648 | PA      | $879166.22    | 0.20%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-51, Class ID                                                                | CUSIP: 38382EKB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5443793 | PA      | $960044.96    | 0.22%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5377                                                                     | CUSIP: 3137HBDW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8654612 | PA      | $1133060.96   | 0.26%             | 2051-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DQ4P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6318852 | PA      | $6473446.50   | 1.50%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DQGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2201865 | PA      | $2174868.87   | 0.50%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2023-51, Class BI                                                         | CUSIP: 3136BQPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4820302 | PA      | $942514.07    | 0.22%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                           | Cross Mortgage Trust, Series 2025-H4, Class M1                                                | CUSIP: 22790AAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1861000 | PA      | $1886322.63   | 0.44%             | 2070-06-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-153, Class CI                                                               | CUSIP: 38382KSF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3292302 | PA      | $451592.21    | 0.10%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XQTS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7596395 | PA      | $7693217.12   | 1.78%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury 2 Year Notes                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       260 | NC      | $242323.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2025-18, Class FH                                                         | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9420108 | PA      | $9449779.97   | 2.18%             | 2054-08-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2023-NQM3, Class A1                                                         | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660302 | PA      | $661480.98    | 0.15%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140QWCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7264294 | PA      | $7326060.01   | 1.69%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132E0XZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4469673 | PA      | $3587622.01   | 0.83%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140X9TA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9141799 | PA      | $7589978.93   | 1.75%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                                                  | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  38000000 | PA      | $32887215.52  | 7.60%             | 2055-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA STRIPS, Series 437, Class C8                                                             | CUSIP: 31424UPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6748479 | PA      | $1065643.74   | 0.25%             | 2052-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5683861 | PA      | $5006396.83   | 1.16%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2                               | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1514931.45   | 0.35%             | 2044-02-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5188, Class IA                                                           | CUSIP: 3137H5JL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5560440 | PA      | $832612.44    | 0.19%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2023-8, Class A1                                           | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |   1227800 | PA      | $1239546.55   | 0.29%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XPVM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5721257 | PA      | $4601654.73   | 1.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC STRIPS, Series 389, Class C19                                                           | CUSIP: 31325YQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6579148 | PA      | $1039074.40   | 0.24%             | 2052-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 20 Year                                                                                 | CUSIP: 31418FDH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9255374 | PA      | $9419309.51   | 2.18%             | 2044-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-88, Class KI                                                         | CUSIP: 3136BKSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5337305 | PA      | $890819.20    | 0.21%             | 2046-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DTD64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6646854 | PA      | $6727767.87   | 1.55%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2022-207                                                                         | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6320069 | PA      | $982502.68    | 0.23%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2022-83                                                                          | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7418770 | PA      | $1092060.00   | 0.25%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DVMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6554779 | PA      | $6635410.74   | 1.53%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-3, Class NI                                                          | CUSIP: 3136BDQ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3370374 | PA      | $502503.23    | 0.12%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DTG20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2593750 | PA      | $2672586.82   | 0.62%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-183, Class JI                                                               | CUSIP: 38382LSK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3704655 | PA      | $544337.13    | 0.13%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-151, Class MI                                                               | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16076033 | PA      | $2374343.28   | 0.55%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-115, Class MI                                                               | CUSIP: 38382T4P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6135054 | PA      | $673303.18    | 0.16%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury Long Bonds                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       118 | NC      | $509110.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust            | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class M1                               | CUSIP: 36272EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8523000 | PA      | $8622062.83   | 1.99%             | 2065-06-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5008, Class DI                                                           | CUSIP: 3137FVY30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1201510 | PA      | $161127.49    | 0.04%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DSEX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4460797 | PA      | $4406103.81   | 1.02%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140QT4E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1497167 | PA      | $1548716.51   | 0.36%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M1                               | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542944 | PA      | $547490.74    | 0.13%             | 2043-09-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 4631, Class GF                                                           | CUSIP: 3137BSZD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1877397 | PA      | $1839267.38   | 0.42%             | 2046-11-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2728266 | PA      | $2688175.38   | 0.62%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4415882 | PA      | $4473794.95   | 1.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5104095 | PA      | $4505353.42   | 1.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-17, Class IG                                                                | CUSIP: 38382CL33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2594126 | PA      | $426155.78    | 0.10%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2024-NQM4, Class A1                                                         | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    721484 | PA      | $726963.96    | 0.17%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2019-31, Class GF                                                                | CUSIP: 38381RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1251448 | PA      | $1233048.33   | 0.28%             | 2049-03-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                                                  | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30552000 | PA      | $25336258.19  | 5.85%             | 2055-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2024-NQM6, Class A1                                                         | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |   1439101 | PA      | $1458493.37   | 0.34%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-77, Class IW                                                                | CUSIP: 38382Q4K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7619042 | PA      | $902077.06    | 0.21%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 31427M3U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9832601 | PA      | $9864407.21   | 2.28%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5830106 | PA      | $5141255.78   | 1.19%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2024-79, Class CI                                                                | CUSIP: 38384PKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8038690 | PA      | $1217295.60   | 0.28%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2478259 | PA      | $2483270.60   | 0.57%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4467945 | PA      | $3550623.36   | 0.82%             | 2051-12-01      | Fixed         | 2.00%                 | 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        |  11780479 | NS      | $11780478.56  | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132E0ES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2582546 | PA      | $2647042.89   | 0.61%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-57, Class JI                                                                | CUSIP: 38382QBS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5627558 | PA      | $972547.81    | 0.22%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XMKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2639160 | PA      | $2094005.30   | 0.48%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140QEY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10558953 | PA      | $8918837.28   | 2.06%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DQPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1923724 | PA      | $1736249.28   | 0.40%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-173, Class MI                                                               | CUSIP: 38382LNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7295135 | PA      | $1083316.57   | 0.25%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2024-61, Class IA                                                                | CUSIP: 38384MFV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8308912 | PA      | $1160018.03   | 0.27%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury 5 Year Notes                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -45 | NC      | $-25844.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DUT72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6485234 | PA      | $6564184.18   | 1.52%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                | BRAVO Residential Funding Trust, Series 2025-NQM6, Class B1A                                  | CUSIP: 10570MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007988.00   | 0.23%             | 2065-06-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-188, Class BI                                                               | CUSIP: 38382LX97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9261335 | PA      | $1330554.64   | 0.31%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA STRIPS, Series 427, Class C84                                                            | CUSIP: 31423XQN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8231266 | PA      | $1153971.66   | 0.27%             | 2040-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2017-99, Class PY                                                         | CUSIP: 3136AY4T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1198900 | PA      | $1128422.01   | 0.26%             | 2047-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140W1BU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9601991 | PA      | $9718906.46   | 2.25%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XHLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4422435 | PA      | $4015981.32   | 0.93%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M2                               | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3015246.60   | 0.70%             | 2044-07-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| EFMT                                           | EFMT, Series 2025-NQM2, Class M1B                                                             | CUSIP: 281917AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3645194.40   | 0.84%             | 2070-06-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10597798 | PA      | $8956683.19   | 2.07%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2023-NQM10, Class A1                                                        | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |   1015673 | PA      | $1024655.41   | 0.24%             | 2063-10-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XNFS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5139933 | PA      | $4326037.83   | 1.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5092, Class FK                                                           | CUSIP: 3137FYC87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3133978 | PA      | $2536096.72   | 0.59%             | 2051-03-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3142GT2Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9703987 | PA      | $9976248.43   | 2.31%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DSKF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4094517 | PA      | $4330566.29   | 1.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2016-116, Class DF                                                               | CUSIP: 38380AKF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    894540 | PA      | $874299.83    | 0.20%             | 2046-09-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140W0Q57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7688366 | PA      | $7736811.64   | 1.79%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6800995 | PA      | $5738301.31   | 1.33%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-185, Class MI                                                               | CUSIP: 38382LV57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9974632 | PA      | $1518043.26   | 0.35%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2023-INV3, Class A1                                        | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |    779840 | PA      | $791631.34    | 0.18%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DSND0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2565464 | PA      | $2634398.85   | 0.61%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XBLK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5320543 | PA      | $4674091.11   | 1.08%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3133B6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9575936 | PA      | $8372154.57   | 1.93%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2023-NQM5, Class A1A                                                        | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1279428 | PA      | $1289860.34   | 0.30%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140M2FB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11000741 | PA      | $9275082.72   | 2.14%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC STACR REMICS Trust, Series 2023-HQA2, Class M1A                                         | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |    801471 | PA      | $806070.38    | 0.19%             | 2043-06-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-42, Class IA                                                         | CUSIP: 3136BGAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3370595 | PA      | $512709.62    | 0.12%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3760887 | PA      | $2985835.15   | 0.69%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-160, Class VI                                                               | CUSIP: 38382KS87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6298855 | PA      | $900655.65    | 0.21%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2023-7, Class A1                                           | CUSIP: 92539YAA0<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |    656168 | PA      | $665959.55    | 0.15%             | 2068-10-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XRA47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8963757 | PA      | $9068637.12   | 2.10%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M2                               | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2024138.00   | 0.47%             | 2044-01-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-146, Class DI                                                               | CUSIP: 38382KWB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9355124 | PA      | $1372651.19   | 0.32%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 31427NTS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4121431 | PA      | $4135578.96   | 0.96%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2022-204                                                                         | CUSIP: 38383LNL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6718264 | PA      | $1097596.99   | 0.25%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2024-9, Class BI                                                          | CUSIP: 3136BRGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5392578 | PA      | $915657.60    | 0.21%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140QTUF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2600389 | PA      | $2609895.33   | 0.60%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5020, Class IH                                                           | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6847454 | PA      | $1145670.10   | 0.26%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-142                                                                         | CUSIP: 38382XRU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1956408 | PA      | $309764.85    | 0.07%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2025-NQM8, Class M1                                                         | CUSIP: 67449AAD7<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $5259494.76   | 1.22%             | 2065-03-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2021-94                                                                   | CUSIP: 3136BKX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5559876 | PA      | $948480.38    | 0.22%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-126, Class KI                                                               | CUSIP: 38382HWW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7152641 | PA      | $977291.03    | 0.23%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury Ultra Bonds                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        15 | NC      | $86894.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DUJP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6683529 | PA      | $6742166.52   | 1.56%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury 10 Year Ultra Bonds                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       228 | NC      | $430719.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                     | J.P. Morgan Mortgage Trust, Series 2025-NQM2, Class M1A                                       | CUSIP: 46590SAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3533000 | PA      | $3577915.38   | 0.83%             | 2065-09-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DQWP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3887559 | PA      | $3823316.86   | 0.88%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | FNMA REMICS, Series 2024-82, Class FH                                                         | CUSIP: 3136BTFZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3475062 | PA      | $3459121.71   | 0.80%             | 2054-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XPK24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6103687 | PA      | $5782452.20   | 1.34%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM3, Class M1                    | CUSIP: 61778LAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3588000 | PA      | $3617435.95   | 0.84%             | 2070-05-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2023-5, Class A1                                           | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |   1060169 | PA      | $1067160.74   | 0.25%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3133KJE24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5066918 | PA      | $4254325.43   | 0.98%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2020-167, Class WI                                                               | CUSIP: 38382LCF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9470189 | PA      | $1426792.95   | 0.33%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8924066 | PA      | $7856659.49   | 1.82%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5683331 | PA      | $5779313.92   | 1.34%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds   | Morgan Stanley Institutional Liquidity Funds Government Portfolio - Institutional Share Class | CUSIP: N/A<br>LEI: 5493000A332Y142SOW84       | Long             | STIV             | RF                | US        |  11780479 | NS      | $11780478.56  | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                          | FHLMC STACR REMICS Trust, Series 2024-DNA1, Class M2                                          | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6094326.60   | 1.41%             | 2044-02-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XPS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6695246 | PA      | $6920534.07   | 1.60%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2025-4, Class M1                                           | CUSIP: 92540UAF4<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |   1089000 | PA      | $1098317.27   | 0.25%             | 2070-05-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5083, Class IH                                                           | CUSIP: 3137FFQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6003180 | PA      | $893219.68    | 0.21%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 3140XN3Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3664241 | PA      | $3710939.54   | 0.86%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-206, Class AI                                                               | CUSIP: 38383DWN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3621008 | PA      | $638028.90    | 0.15%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC REMICS, Series 5531                                                                     | CUSIP: 3137HKS88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12107326 | PA      | $1383366.16   | 0.32%             | 2041-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 31418CWT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3368283 | PA      | $3190004.89   | 0.74%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 31427NUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4918820 | PA      | $4135610.06   | 0.96%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432389 | PA      | $424920.09    | 0.10%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMICS Trust, Series 2022-DNA3, Class M1B                                         | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1030756.20   | 0.24%             | 2042-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS, 30 Year                                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3476346 | PA      | $3333423.75   | 0.77%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS, 30 Year                                                                                 | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2155916 | PA      | $1884492.75   | 0.44%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2024-24, Class BI                                                                | CUSIP: 38384JX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5543822 | PA      | $881054.67    | 0.20%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2021-78, Class TI                                                                | CUSIP: 38382TAK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7910455 | PA      | $1349623.22   | 0.31%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                     | PRPM Trust, Series 2025-NQM2, Class M1A                                                       | CUSIP: 693983AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4111000 | PA      | $4153811.54   | 0.96%             | 2070-04-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** DoubleLine ETF Trust

**Signature:** Henry V. Chase

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

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