# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0001752724-23-049013
**Filing Date:** 2023-3
**Character Count:** 106361
**Document Hash:** bbdc56d63cef758ae84f99e4cd75e335
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049013.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049013

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 23690690

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 TRUST
- **DATE OF NAME CHANGE:** 19961125

## Series and Classes Contracts Data

### EQ/PIMCO Global Real Return Portfolio (Series ID: S000036610)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000111953 | Class K      |  |
| C000111954 | Class IB     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EQ Advisors Trust

- **b. Investment Company Act file number:** 811-07953

- **c. CIK number of Registrant:** 0001027263

- **d. LEI of Registrant:** 549300Q691FLN6WHB832

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

  - **Street Address 1:** 1290 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** EQ/PIMCO Global Real Return Portfolio

- **b. EDGAR series identifier (if any):** S000036610

- **c. LEI of Series:** SF3WK3CXIQI375LD6K32

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

- **a. Date of fiscal year-end:** 2022-12-31

- **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:** $157110501.75

**Total Liabilities:** $42222008.48

**Net Assets:** $114888493.27

**Cash Not Reported:** $1789161.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4232.79000000 | **1-Year:** 1561.13000000 | **5-Year:** 8367.27000000 | **10-Year:** 14008.31000000 | **30-Year:** 4762.58000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 430.53000000 | **30-Year:** 125.93000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111953 | 1.11%                | 2.32%                | -1.83%               |
| Class ID C000111954 | 1.00%                | 2.34%                | -1.87%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3772814.88             | $6294942.99                                |
| Month 2  | $-1336935.18             | $7643780.73                                |
| Month 3  | $1247171.96              | $-3420502.84                               |

**Designated Index Information**

- **Index Name:** Bloomberg World Government Inflation-linked Bond Index

- **Index Identifier:** BCLYILUSDH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| New Zealand Government Inflation Linked Bond                     | New Zealand Government Bond                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    495920 | PA      | $312767.63    | 0.27%             | 2025-09-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                          | GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1                                         | CUSIP: 362341FR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18708 | PA      | $17130.52     | 0.01%             | 2035-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Schatz                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -101 | NC      | $98820.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1430000 | PA      | $1696971.44   | 1.48%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                             | Nordea Kredit Realkreditaktieselskab                                                        | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |     99996 | PA      | $10421.47     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1977143.39   | 1.72%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5430000 | PA      | $5337155.62   | 4.65%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Japan                                                            | Japan Government Bond CPI Linked                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  31333800 | PA      | $247295.74    | 0.22%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3181000 | PA      | $3619293.07   | 3.15%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    306585 | PA      | $389422.87    | 0.34%             | 2034-03-22      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Home Equity Mortgage Loan Asset-Backed Trust                     | Home Equity Mortgage Loan Asset-Backed Trust, Series 2007-A, Class 1A                       | CUSIP: 43710BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20739 | PA      | $15217.09     | 0.01%             | 2037-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $641174.52    | 0.56%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2520000 | PA      | $2853584.27   | 2.48%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   1588858 | PA      | $1530225.38   | 1.33%             | 2036-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| RALI Trust                                                       | RALI Trust, Series 2007-QH8, Class A                                                        | CUSIP: 74924EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28324 | PA      | $24532.84     | 0.02%             | 2037-10-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $2126598.52   | 1.85%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   1574454 | PA      | $1838890.07   | 1.60%             | 2036-11-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A2                                    | CUSIP: 54251TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67805 | PA      | $25047.31     | 0.02%             | 2036-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                           | Realkredit Danmark A/S, Series CCS                                                          | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |   4099639 | PA      | $432418.99    | 0.38%             | 2050-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                         | DSLA Mortgage Loan Trust, Series 2005-AR6, Class 2A1A                                       | CUSIP: 23332UFV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42026 | PA      | $34581.21     | 0.03%             | 2045-10-19      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                           | Realkredit Danmark A/S, Series 23S                                                          | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |    474701 | PA      | $52397.95     | 0.05%             | 2053-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    880000 | PA      | $1011942.54   | 0.88%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1582.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $990.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-23538.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Mountain View CLO X Ltd.                                         | Mountain View CLO X Ltd., Series 2015-10A, Class AR                                         | CUSIP: 62432CAQ4<br>LEI: 549300RHYK4B5L898W39 | Long             | ABS-CBDO         | CORP              | KY        |     33529 | PA      | $33479.80     | 0.03%             | 2027-10-13      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1680000 | PA      | $1796654.38   | 1.56%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4030.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $1019543.65   | 0.89%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                          | CIT Mortgage Loan Trust, Series 2007-1, Class 1M1                                           | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $187310.08    | 0.16%             | 2037-10-25      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    552262 | PA      | $686060.63    | 0.60%             | 2040-07-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   3446745 | PA      | $3653172.46   | 3.18%             | 2026-03-01      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Soundview Home Loan Trust                                        | Soundview Home Loan Trust, Series 2007-OPT1, Class 1A1                                      | CUSIP: 83612TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106271 | PA      | $73611.36     | 0.06%             | 2037-06-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                           | Realkredit Danmark A/S                                                                      | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |    581211 | PA      | $60615.63     | 0.05%             | 2053-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $393798.03    | 0.34%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2007-4R, Class 1A1                                                       | CUSIP: 12639QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3276 | PA      | $2791.52      | 0.00%             | 2036-10-26      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                                | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   2353344 | PA      | $1971889.33   | 1.72%             | 2033-05-15      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                            | CWABS Asset-Backed Certificates Trust, Series 2007-1, Class 1A                              | CUSIP: 23245CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71507 | PA      | $62895.34     | 0.05%             | 2037-07-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2015-3R, Class 5A2                                                       | CUSIP: 12649WAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109064 | PA      | $104662.49    | 0.09%             | 2036-09-29      | Floating      | 4.54%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | PA      | $1311182.70   | 1.14%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Alternative Loan Trust                                 | JP Morgan Alternative Loan Trust, Series 2006-A1, Class 1A1                                 | CUSIP: 46627MCS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54373 | PA      | $50574.51     | 0.04%             | 2036-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    530467 | PA      | $577551.87    | 0.50%             | 2041-09-15      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 9128284H0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $4395948.98   | 3.83%             | 2023-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                    | UMBS, 30 Year, Single Family                                                                | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1762031.20   | 1.53%             | 2053-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3691.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                           | Residential Asset Securitization Trust, Series 2006-A10, Class A5                           | CUSIP: 76113LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117496 | PA      | $44883.43     | 0.04%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-4CB, Class 1A35                                         | CUSIP: 02148FBX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31024 | PA      | $26236.35     | 0.02%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series 01E                                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |   3391960 | PA      | $368539.81    | 0.32%             | 2043-10-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    115461 | PA      | $134749.91    | 0.12%             | 2073-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    512589 | PA      | $569809.49    | 0.50%             | 2065-11-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Peru                                                 | Republic of Peru                                                                            | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $96487.15     | 0.08%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2493.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                                | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   3150158 | PA      | $2951992.31   | 2.57%             | 2030-05-15      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    696171 | PA      | $723140.79    | 0.63%             | 2029-03-01      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Sweden                                                | Kingdom of Sweden                                                                           | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   6950000 | PA      | $816476.29    | 0.71%             | 2026-06-01      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Residential Mortgage Securities 32 plc                           | Residential Mortgage Securities 32 plc, Series 32A, Class A                                 | CUSIP: N/A<br>LEI: 54930041T52UP3IPLN03       | Long             | ABS-MBS          | CORP              | GB        |    131534 | PA      | $157985.19    | 0.14%             | 2070-06-20      | Floating      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                            | Japan Government Bond CPI Linked, Series 20                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  13728000 | PA      | $107142.56    | 0.09%             | 2025-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                            | Lehman Mortgage Trust, Series 2005-3, Class 4A1                                             | CUSIP: 52520MEK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6802 | PA      | $6066.53      | 0.01%             | 2036-01-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    505000 | PA      | $513438.78    | 0.45%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    783443 | PA      | $943156.52    | 0.82%             | 2062-03-22      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization LLC              | Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A3                | CUSIP: 1248RHAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298412 | PA      | $197807.73    | 0.17%             | 2037-07-25      | Floating      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust, Series 2005-A2, Class 5A2                                         | CUSIP: 466247NV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1459 | PA      | $1436.79      | 0.00%             | 2035-04-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro EURIBOR                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -6 | NC      | $19022.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Option One Mortgage Loan Trust                                   | Option One Mortgage Loan Trust, Series 2004-3, Class M2                                     | CUSIP: 68389FFU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13053 | PA      | $12460.36     | 0.01%             | 2034-11-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                 | Kingdom of Spain                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   1081372 | PA      | $1144345.18   | 1.00%             | 2027-11-30      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust             | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-FL12, Class A             | CUSIP: 46651QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106046 | PA      | $104263.44    | 0.09%             | 2031-12-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    822000 | PA      | $832875.26    | 0.72%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $906.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   2295437 | PA      | $120358.32    | 0.10%             | 2035-11-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund Ltd.                                      | Atlas Senior Loan Fund Ltd., Series 2017-8A, Class A                                        | CUSIP: 04943AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    285700 | PA      | $281440.78    | 0.24%             | 2030-01-16      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    434054 | PA      | $470018.64    | 0.41%             | 2058-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $666.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                            | Japan Government Bond CPI Linked                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 249569180 | PA      | $1965871.49   | 1.71%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $346.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        12 | NC      | $-14172.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12872.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   1321623 | PA      | $1468436.16   | 1.28%             | 2044-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10044.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-HY11, Class A1                                          | CUSIP: 021466AA5<br>LEI: 549300CA9X1CRUCWUL74 | Long             | ABS-MBS          | CORP              | US        |     77542 | PA      | $69122.24     | 0.06%             | 2036-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1376222.36   | 1.20%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   1363367 | PA      | $1528761.11   | 1.33%             | 2052-03-22      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series 01E                                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.20         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    747919 | PA      | $807739.70    | 0.70%             | 2025-03-01      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    296000 | PA      | $444426.91    | 0.39%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    420000 | PA      | $613601.04    | 0.53%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10955.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust, Series 6, Class A                                                   | CUSIP: 81743XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44957 | PA      | $42401.26     | 0.04%             | 2027-04-19      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Uktv Interactive Ltd.                                            | Uktv Interactive Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    130000 | PA      | $591095.07    | 0.51%             | 2024-07-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                        | Commonwealth of Australia                                                                   | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   2948920 | PA      | $2119507.33   | 1.84%             | 2025-09-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $904.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastr Asset-Backed Securities Trust                              | MASTR Asset-Backed Securities Trust, Series 2006-WMC4, Class A5                             | CUSIP: 57645MAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112930 | PA      | $32333.84     | 0.03%             | 2036-10-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    367388 | PA      | $396081.44    | 0.34%             | 2024-07-25      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    634423 | PA      | $703855.27    | 0.61%             | 2068-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    242079 | PA      | $260442.31    | 0.23%             | 2051-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1099850.30   | 0.96%             | 2025-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    251329 | PA      | $312755.65    | 0.27%             | 2042-11-22      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $818647.72    | 0.71%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $805062.19    | 0.70%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series 01e                                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    300000 | PA      | $42066.85     | 0.04%             | 2053-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Canada Government Bond                                           | Canada Government Bond                                                                      | CUSIP: 135087ZH0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    172977 | PA      | $132953.16    | 0.12%             | 2044-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Real Return Bond                             | Canada Government Bond                                                                      | CUSIP: 135087G99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    295876 | PA      | $182313.52    | 0.16%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $414363.00    | 0.36%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-29CB, Class A4                                          | CUSIP: 12667GUG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36466 | PA      | $22055.25     | 0.02%             | 2035-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   1380840 | PA      | $1414707.65   | 1.23%             | 2031-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO III-2 Ltd.                                              | TICP CLO III-2 Ltd., Series 2018-3R, Class A                                                | CUSIP: 87249FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     80514 | PA      | $80240.08     | 0.07%             | 2028-04-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    495754 | PA      | $543219.30    | 0.47%             | 2046-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series CCE                                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |   5328417 | PA      | $558824.94    | 0.49%             | 2050-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    328825 | PA      | $408544.65    | 0.36%             | 2040-03-22      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                                    | UMBS, 30 Year, Single Family                                                                | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3400000 | PA      | $3197593.92   | 2.78%             | 2053-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    338948 | PA      | $324875.84    | 0.28%             | 2038-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    897000 | PA      | $1277467.46   | 1.11%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    905064 | PA      | $970291.50    | 0.84%             | 2028-03-01      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $78460.79     | 0.07%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2007-1, Class A1                                    | CUSIP: 170255AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44764 | PA      | $22484.62     | 0.02%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $70.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series 01E                                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    132881 | PA      | $12957.43     | 0.01%             | 2053-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   1843160 | PA      | $2093276.61   | 1.82%             | 2041-08-10      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Sweden                                                | Kingdom of Sweden                                                                           | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    500000 | PA      | $57840.89     | 0.05%             | 2027-12-01      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Sweden                                                | Kingdom of Sweden                                                                           | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |   4300000 | PA      | $517625.95    | 0.45%             | 2025-06-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   1019908 | PA      | $1234916.64   | 1.07%             | 2028-08-10      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Peru                                                 | Republic of Peru                                                                            | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $92601.73     | 0.08%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| STWD Ltd.                                                        | STWD Ltd., Series 2019-FL1, Class A                                                         | CUSIP: 78485WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    197558 | PA      | $190214.72    | 0.17%             | 2038-07-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Euro-OAT                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -21 | NC      | $197548.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                            | Japan Government Bond CPI Linked                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 239515100 | PA      | $1893062.45   | 1.65%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    621833 | PA      | $672859.54    | 0.59%             | 2048-08-10      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                             | Jyske Realkredit A/S, Series CCE                                                            | CUSIP: N/A<br>LEI: 529900R9HQNZRT2OXB26       | Long             | DBT              | CORP              | DK        |     12900 | PA      | $1362.44      | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2180000 | PA      | $2537608.80   | 2.21%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $872.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $287847.23    | 0.25%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $2074586.17   | 1.81%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-591906.82   | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                    | Citigroup Mortgage Loan Trust, Series 2007-AR4, Class 1A1A                                  | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45285 | PA      | $39325.70     | 0.03%             | 2037-03-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-410.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-259514.58   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4168067.49   | 3.63%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-BTP                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -57 | NC      | $491908.40    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Government Real Return Bond                             | Canada Government Bond                                                                      | CUSIP: 135087YK4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    276602 | PA      | $227949.47    | 0.20%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                              | Citigroup Mortgage Loan Trust, Inc., Series 2004-NCM2, Class 1CB1                           | CUSIP: 17307GGX0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      5973 | PA      | $5482.93      | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                   | Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE2, Class A2C                  | CUSIP: 81377AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48249 | PA      | $18708.10     | 0.02%             | 2036-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   1285061 | PA      | $1619228.90   | 1.41%             | 2047-11-22      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Soundview Home Loan Trust                                        | Soundview Home Loan Trust, Series 2007-OPT2, Class 2A3                                      | CUSIP: 83613DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53988 | PA      | $48950.83     | 0.04%             | 2037-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     50046 | PA      | $59740.23     | 0.05%             | 2050-03-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series 01EE                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |   5106866 | PA      | $565037.60    | 0.49%             | 2053-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-5, Class 2CB1 | CUSIP: 93934NAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24945 | PA      | $17000.15     | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-138228.39   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                                | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   3491382 | PA      | $3614608.37   | 3.15%             | 2028-05-15      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Inflation Linked Bond                     | New Zealand Government Bond                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    359250 | PA      | $226837.86    | 0.20%             | 2040-09-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Long Gilt                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         2 | NC      | $-15052.55    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1602379.21   | 1.39%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                        | Commonwealth of Australia                                                                   | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    358680 | PA      | $217786.88    | 0.19%             | 2040-08-21      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                            | CWABS Asset-Backed Certificates Trust, Series 2007-6, Class 1A                              | CUSIP: 12669LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14664 | PA      | $12630.24     | 0.01%             | 2037-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -24 | NC      | $-1721.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-422775.74   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Buxl                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -6 | NC      | $163191.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Bund                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        30 | NC      | $-273337.83   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust Resecuritization                          | Alternative Loan Trust Resecuritization, Series 2008-2R, Class 1A1                          | CUSIP: 021482AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43799 | PA      | $35413.97     | 0.03%             | 2037-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                              | Citigroup Mortgage Loan Trust, Inc., Series 2005-HE4, Class M3                              | CUSIP: 17307GP85<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $85186.20     | 0.07%             | 2035-10-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1530000 | PA      | $1567484.13   | 1.36%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series 01EE                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    104242 | PA      | $10867.98     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                                | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   3823395 | PA      | $4041766.91   | 3.52%             | 2025-05-26      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                                      | Federal Republic of Germany                                                                 | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    367214 | PA      | $387574.36    | 0.34%             | 2046-04-15      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Bonds                                                                         | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $107968.91    | 0.09%             | 2050-10-22      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -5 | NC      | $98338.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lehman XS Trust                                                  | Lehman XS Trust, Series 2007-20N, Class A1                                                  | CUSIP: 52525AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122149 | PA      | $118496.78    | 0.10%             | 2037-12-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                            | CWABS, Inc. Asset-backed Certificates, Series 2007-12, Class 1A1                            | CUSIP: 126697AA9<br>LEI: 549300XF11BHS5IOB463 | Long             | ABS-O            | CORP              | US        |     34697 | PA      | $33519.97     | 0.03%             | 2047-08-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    409905 | PA      | $442817.46    | 0.39%             | 2056-11-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810FR4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1290000 | PA      | $2043860.96   | 1.78%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    689258 | PA      | $840094.08    | 0.73%             | 2026-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series 01E                                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |   9112723 | PA      | $1161226.51   | 1.01%             | 2053-10-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   2496433 | PA      | $3062941.30   | 2.67%             | 2024-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                             | Jyske Realkredit A/S, Series CCE                                                            | CUSIP: N/A<br>LEI: 529900R9HQNZRT2OXB26       | Long             | DBT              | CORP              | DK        |    642655 | PA      | $70408.29     | 0.06%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    917185 | PA      | $1172566.41   | 1.02%             | 2027-11-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    631180 | PA      | $940249.07    | 0.82%             | 2055-11-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Ultra Note                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -56 | NC      | $9110.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   1675330 | PA      | $1909841.97   | 1.66%             | 2027-07-25      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                          | GSR Mortgage Loan Trust, Series 2004-12, Class 3A6                                          | CUSIP: 36242DLF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3334 | PA      | $2934.44      | 0.00%             | 2034-12-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                            | CWABS Asset-Backed Certificates Trust, Series 2004-ECC1, Class M2                           | CUSIP: 126673AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10118 | PA      | $10029.40     | 0.01%             | 2034-09-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                             | Nordea Kredit Realkreditaktieselskab                                                        | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |   2683052 | PA      | $259075.49    | 0.23%             | 2053-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Bobl                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -56 | NC      | $229930.14    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                             | Nordea Kredit Realkreditaktieselskab                                                        | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |   3091418 | PA      | $326219.68    | 0.28%             | 2050-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2018-3A, Class A1                               | CUSIP: 64830KAA5<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-MBS          | CORP              | US        |     39011 | PA      | $36654.93     | 0.03%             | 2058-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1130000 | PA      | $1324691.35   | 1.15%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        65 | NC      | $-81563.85    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Homeward Opportunities Fund I Trust                              | Homeward Opportunities Fund I Trust, Series 2020-2, Class A1                                | CUSIP: 43789XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5334 | PA      | $5297.71      | 0.00%             | 2065-05-25      | Variable      | 1.66%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series 01E                                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |   1888331 | PA      | $214406.55    | 0.19%             | 2053-10-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4132.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $312.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                           | Realkredit Danmark A/S, Series 23S                                                          | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |   2976902 | PA      | $377858.51    | 0.33%             | 2053-10-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2016-H17, Class FC                                                             | CUSIP: 38376RXT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154536 | PA      | $152838.73    | 0.13%             | 2066-08-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2020-4, Class A1                                           | CUSIP: 03464LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66547 | PA      | $59452.51     | 0.05%             | 2065-06-25      | Variable      | 1.47%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   1934622 | PA      | $2593352.52   | 2.26%             | 2032-11-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| European Financial Stability Facility                            | European Financial Stability Facility                                                       | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |   3700000 | PA      | $3698647.23   | 3.22%             | 2032-06-21      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    990000 | PA      | $1138229.57   | 0.99%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2180000 | PA      | $2626645.71   | 2.29%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes Ltd.                      | Greystone Commercial Real Estate Notes Ltd., Series 2019-FL2, Class A                       | CUSIP: 39809LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     69697 | PA      | $67505.87     | 0.06%             | 2037-09-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1730000 | PA      | $1802820.10   | 1.57%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                             | Jyske Realkredit A/S, Series CCE                                                            | CUSIP: N/A<br>LEI: 529900R9HQNZRT2OXB26       | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.15         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GSAA Trust                                                       | GSAA Trust, Series 2006-7, Class AF4A                                                       | CUSIP: 362334ND2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20659 | PA      | $11100.90     | 0.01%             | 2046-03-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                 | Kingdom of Spain                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   1302262 | PA      | $1305310.28   | 1.14%             | 2033-11-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-33910.34    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                           | Realkredit Danmark A/S, Series 27S                                                          | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |   6461608 | PA      | $673863.28    | 0.59%             | 2053-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2368000 | PA      | $2528794.04   | 2.20%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                    | UMBS, 30 Year, Single Family                                                                | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1351218.68   | 1.18%             | 2053-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11608.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    666867 | PA      | $810989.37    | 0.71%             | 2031-08-10      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                            | Japan Government Bond CPI Linked                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 137149350 | PA      | $1081378.73   | 0.94%             | 2026-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series 01E                                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.10         | 0.00%             | 2053-10-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                                 | Kingdom of Spain                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   1264037 | PA      | $1342716.16   | 1.17%             | 2030-11-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                   | Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C                  | CUSIP: 81376YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163356 | PA      | $52779.75     | 0.05%             | 2036-07-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Canada Government Bond                                           | Canada Government Bond                                                                      | CUSIP: 135087B94<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    499038 | PA      | $367489.52    | 0.32%             | 2047-12-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                             | Jyske Realkredit A/S, Series CCE                                                            | CUSIP: N/A<br>LEI: 529900R9HQNZRT2OXB26       | Long             | DBT              | CORP              | DK        |      8205 | PA      | $816.33       | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $17150.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1090000 | PA      | $1204644.00   | 1.05%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-185.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                               | New Century Home Equity Loan Trust, Series 2004-4, Class M1                                 | CUSIP: 64352VJJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51857 | PA      | $48822.43     | 0.04%             | 2035-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Canada Government Bond                                           | Canada Government Bond                                                                      | CUSIP: 135087XQ2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    746740 | PA      | $667913.15    | 0.58%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5049.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4939.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                           | Realkredit Danmark A/S                                                                      | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |   1050733 | PA      | $102394.78    | 0.09%             | 2053-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| HSI Asset Securitization Corp. Trust                             | HSI Asset Securitization Corp. Trust, Series 2007-WF1, Class 1A1                            | CUSIP: 40431RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4725 | PA      | $4694.59      | 0.00%             | 2037-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $346508.16    | 0.30%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-1T1, Class 1A1                                          | CUSIP: 23246KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143431 | PA      | $56632.40     | 0.05%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $304012.34    | 0.26%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2212.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Inflation Linked Bond                     | New Zealand Government Bond                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    121010 | PA      | $76703.86     | 0.07%             | 2035-09-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                             | Nordea Kredit Realkreditaktieselskab                                                        | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |    273823 | PA      | $30019.03     | 0.03%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                            | CWABS Asset-Backed Certificates Trust, Series 2007-8, Class 1A1                             | CUSIP: 12669WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    145497 | PA      | $129501.95    | 0.11%             | 2037-11-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1528.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                                               | Kingdom of Denmark                                                                          | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   3546787 | PA      | $505149.61    | 0.44%             | 2023-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series 01EE                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     49036 | PA      | $4872.01      | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $966381.28    | 0.84%             | 2025-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer