# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0001752724-25-204780
**Filing Date:** 2025-8
**Character Count:** 118674
**Document Hash:** 4d5a6c348bedc6016960ff1e5a035fda
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204780.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204780

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263

**ORGANIZATION NAME:**
- **EIN:** 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:** 251255183

**BUSINESS ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**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:** 1345 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **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:** 2025-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $173191219.90

**Total Liabilities:** $67881724.79

**Net Assets:** $105309495.11

**Cash Not Reported:** $1217733.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8859.95000000 | **1-Year:** 2102.66000000 | **5-Year:** 8050.56000000 | **10-Year:** 11830.85000000 | **30-Year:** 2365.26000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 1.16000000 | **10-Year:** 357.02000000 | **30-Year:** 32.93000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111953 | 0.26%                | -0.65%               | 1.58%                |
| Class ID C000111954 | 0.26%                | -0.66%               | 1.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1007580.67             | $4224284.81                                |
| Month 2  | $35845.60                | $-1105860.58                               |
| Month 3  | $11120357.21             | $-8305224.07                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                              | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1518.45     | -0.00%            |  |  |  | No            |                  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        |      7034 | PA      | $6617.54      | 0.01%             | 2035-07-25      | Variable      | 5.02%                 | 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      | $18211.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1430000 | PA      | $1654451.29   | 1.57%             | 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        |      4996 | PA      | $618.97       | 0.00%             | 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        |   4300000 | PA      | $4429798.49   | 4.21%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                    | UMBS, 30 Year, Single Family                                                                | CUSIP: 01F042681<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1912968.80   | 1.82%             | 2055-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                                        | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2653593.60   | 2.52%             | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4630000 | PA      | $5100489.23   | 4.84%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Buoni Poliennali del Tesoro                                      | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    101616 | PA      | $123612.53    | 0.12%             | 2056-05-15      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3981000 | PA      | $5078901.42   | 4.82%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp.                                        | Queensland Treasury Corp.                                                                   | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    800000 | PA      | $533842.26    | 0.51%             | 2036-07-21      | Fixed         | 5.25%                 | 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        |     17114 | PA      | $12821.81     | 0.01%             | 2037-04-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Buoni Poliennali del Tesoro                                      | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    310443 | PA      | $365476.61    | 0.35%             | 2036-05-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $4111831.96   | 3.90%             | 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        |   1820000 | PA      | $2297245.19   | 2.18%             | 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        |   1685827 | PA      | $1729788.36   | 1.64%             | 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        |     24188 | PA      | $19414.07     | 0.02%             | 2037-10-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Australia 10 Year Bond                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -21 | NC      | $-14053.53    | -0.01%            |  |  |  | No            |                  1 | 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        |   1005426 | PA      | $1174049.95   | 1.11%             | 2036-11-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Dutch Property Finance BV                                        | Dutch Property Finance BV, Series 2022-2, Class A                                           | CUSIP: N/A<br>LEI: 7245001T9UQMXEC83G70       | Long             | ABS-MBS          | CORP              | NL        |    230816 | PA      | $272895.76    | 0.26%             | 2062-04-28      | Floating      | 3.06%                 | 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        |     62155 | PA      | $24870.46     | 0.02%             | 2036-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO V DAC                                           | Invesco Euro CLO V DAC, Series 5A, Class AR                                                 | CUSIP: N/A<br>LEI: 5493004UWK07M4U35L23       | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $589084.55    | 0.56%             | 2034-01-15      | Floating      | 3.30%                 | 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      | $22.66        | 0.00%             |  |  |  | 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        |         2 | PA      | $0.23         | 0.00%             | 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        |     36239 | PA      | $33169.63     | 0.03%             | 2045-10-19      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                             | Nordea Kredit Realkreditaktieselskab                                                        | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |   1996380 | PA      | $310784.36    | 0.30%             | 2056-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $257158.44    | 0.24%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -43 | NC      | $-145516.82   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month Euro EURIBOR                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        40 | NC      | $19133.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Realkredit Danmark A/S                                           | Realkredit Danmark A/S, Series 23S                                                          | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.25         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | 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      | $11861.30     | 0.01%             |  |  |  | No            |                  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      | $1725663.69   | 1.64%             | 2046-02-15      | Fixed         | 1.00%                 | 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      | $1064999.09   | 1.01%             | 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        |    143059 | PA      | $142547.79    | 0.14%             | 2037-10-25      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    146492 | PA      | $178382.43    | 0.17%             | 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        |   1340944 | PA      | $1569819.07   | 1.49%             | 2026-03-01      | 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        |   7500000 | PA      | $10476270.70  | 9.95%             | 2030-03-07      | Fixed         | 4.38%                 | 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        |     91014 | PA      | $62979.51     | 0.06%             | 2037-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                           | Realkredit Danmark A/S                                                                      | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |     26820 | PA      | $3294.82      | 0.00%             | 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        |    300000 | PA      | $333638.80    | 0.32%             | 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        |      2570 | PA      | $2338.54      | 0.00%             | 2036-10-26      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Buoni Poliennali del Tesoro                                      | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    713424 | PA      | $758408.87    | 0.72%             | 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        |     54798 | PA      | $50923.60     | 0.05%             | 2037-07-25      | Floating      | 4.57%                 | 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        |     17179 | PA      | $17001.32     | 0.02%             | 2036-09-29      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    810000 | PA      | $1162080.86   | 1.10%             | 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        |     22876 | PA      | $21445.70     | 0.02%             | 2036-03-25      | Floating      | 4.89%                 | 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      | $-29056.22    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Buoni Poliennali del Tesoro                                      | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    416919 | PA      | $529136.37    | 0.50%             | 2041-09-15      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $532438.32    | 0.51%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Curzon Mortgages plc                                             | Curzon Mortgages plc, Series 1, Class A2                                                    | CUSIP: N/A<br>LEI: 213800ZV6HPCEH4D5B74       | Long             | ABS-MBS          | CORP              | GB        |    496637 | PA      | $683383.23    | 0.65%             | 2049-07-28      | Floating      | 5.45%                 | Yes           |                  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        |    119357 | PA      | $35923.76     | 0.03%             | 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        |     24643 | PA      | $20666.68     | 0.02%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1847212.67   | 1.75%             | 2033-07-15      | Fixed         | 1.38%                 | 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      | $315.58       | 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        |         2 | PA      | $0.29         | 0.00%             | 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        |    130449 | PA      | $93410.66     | 0.09%             | 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        |    579128 | PA      | $383804.68    | 0.36%             | 2065-11-22      | 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      | $-711.98      | -0.00%            |  |  |  | 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        |    596610 | PA      | $770529.36    | 0.73%             | 2037-11-22      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Buoni Poliennali del Tesoro                                      | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   1485528 | PA      | $1703604.82   | 1.62%             | 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        |    632576 | PA      | $856035.07    | 0.81%             | 2032-07-25      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    691278 | PA      | $762365.46    | 0.72%             | 2032-03-01      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    738660 | PA      | $850213.95    | 0.81%             | 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      | $955901.39    | 0.91%             | 2026-06-01      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         8 | NC      | $20363.24     | 0.02%             |  |  |  | No            |                  1 | 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        |      4965 | PA      | $4782.72      | 0.00%             | 2036-01-25      | Variable      | 5.09%                 | 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      | $-1029650.50  | -0.98%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    705000 | PA      | $675438.78    | 0.64%             | 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        |    400000 | PA      | $1315190.87   | 1.25%             | 2035-01-26      | Fixed         | 2.00%                 | 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        |    885139 | PA      | $691266.25    | 0.66%             | 2062-03-22      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                | Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A3                | CUSIP: 1248RHAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248587 | PA      | $169575.19    | 0.16%             | 2037-07-25      | Floating      | 4.65%                 | 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        |       727 | PA      | $730.75       | 0.00%             | 2035-04-25      | Variable      | 7.53%                 | No            |                  2 | 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        |     10249 | PA      | $10585.49     | 0.01%             | 2034-11-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-BTP                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        25 | NC      | $10047.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                                 | Kingdom of Spain                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   1147374 | PA      | $1357034.33   | 1.29%             | 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        |     55130 | PA      | $51264.49     | 0.05%             | 2031-12-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -46 | NC      | $-11444.47    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    822000 | PA      | $792290.61    | 0.75%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Schatz                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -137 | NC      | $25224.03     | 0.02%             |  |  |  | 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      | $2463.14      | 0.00%             |  |  |  | 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        |    113169 | PA      | $83258.25     | 0.08%             | 2058-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Euro-Bobl                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -41 | NC      | $24493.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Bond                                            | Japan Government Bond CPI Linked                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 267450120 | PA      | $1922784.26   | 1.83%             | 2028-03-10      | 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        |    995454 | PA      | $949859.87    | 0.90%             | 2044-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $768154.55    | 0.73%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        22 | NC      | $31687.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-HY11, Class A1                                          | CUSIP: 021466AA5<br>LEI: 549300CA9X1CRUCWUL74 | Long             | ABS-MBS          | CORP              | US        |     57918 | PA      | $54261.86     | 0.05%             | 2036-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                        | Commonwealth of Australia                                                                   | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    957735 | PA      | $624970.10    | 0.59%             | 2035-08-21      | Fixed         | 2.00%                 | 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        |    460274 | PA      | $386083.91    | 0.37%             | 2052-03-22      | Fixed         | 0.25%                 | 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      | $-2318.09     | -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        |         2 | PA      | $0.22         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Alba plc                                                         | Alba plc, Series 2007-1, Class A3                                                           | CUSIP: N/A<br>LEI: 2138008XOOHJFP498784       | Long             | ABS-MBS          | CORP              | GB        |    100008 | PA      | $134666.26    | 0.13%             | 2039-03-17      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                                    | UMBS, 30 Year, Single Family                                                                | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $382687.52    | 0.36%             | 2055-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $468969.01    | 0.45%             | 2040-02-15      | Fixed         | 2.12%                 | 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        |     16060 | PA      | $15674.98     | 0.01%             | 2027-04-19      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Bund                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        47 | NC      | $-56052.83    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -34 | NC      | $-18933.37    | -0.02%            |  |  |  | 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      | $1620.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                        | Commonwealth of Australia                                                                   | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    815500 | PA      | $538306.72    | 0.51%             | 2025-09-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Canterbury Finance NO 4 plc                                      | Canterbury Finance NO 4 plc, Series 4, Class A2                                             | CUSIP: N/A<br>LEI: 635400FWKI4Y5UZHRC84       | Long             | ABS-MBS          | CORP              | GB        |    208220 | PA      | $285995.03    | 0.27%             | 2058-05-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                                | Republic of Italy                                                                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    800000 | PA      | $968029.89    | 0.92%             | 2031-10-15      | Floating      | 3.39%                 | Yes           |                  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        |    105883 | PA      | $33545.66     | 0.03%             | 2036-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                      | Federal Republic of Germany                                                                 | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    129248 | PA      | $152040.19    | 0.14%             | 2030-04-15      | Fixed         | 0.50%                 | 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      | $-12119.50    | -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        |    716775 | PA      | $461646.81    | 0.44%             | 2068-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                                        | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130942 | PA      | $135279.21    | 0.13%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                    | UMBS, 30 Year, Single Family                                                                | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4800000 | PA      | $4705874.88   | 4.47%             | 2055-07-25      | Fixed         | 5.00%                 | 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        |   1041161 | PA      | $1144320.12   | 1.09%             | 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      | $927950.03    | 0.88%             | 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        |   1300000 | PA      | $1424846.73   | 1.35%             | 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        |    207100 | PA      | $33785.22     | 0.03%             | 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        |    183788 | PA      | $132364.79    | 0.13%             | 2044-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bond                                           | Canada Government Bond                                                                      | CUSIP: 135087G99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    314368 | PA      | $175107.37    | 0.17%             | 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        |    360000 | PA      | $242134.99    | 0.23%             | 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        |     28339 | PA      | $15510.47     | 0.01%             | 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        |   1465116 | PA      | $1647296.06   | 1.56%             | 2031-07-25      | Fixed         | 0.10%                 | 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        |    560105 | PA      | $508510.27    | 0.48%             | 2046-03-22      | 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      | $216.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series CCE                                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     12963 | PA      | $1595.46      | 0.00%             | 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        |    928770 | PA      | $1067390.05   | 1.01%             | 2040-03-22      | Fixed         | 0.62%                 | 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      | $42915.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2561835.56   | 2.43%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    797000 | PA      | $1235362.35   | 1.17%             | 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        |    959016 | PA      | $1107260.18   | 1.05%             | 2028-03-01      | Fixed         | 0.10%                 | 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      | $226304.95    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $145123.09    | 0.14%             | 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        |     42882 | PA      | $18973.27     | 0.02%             | 2037-03-25      | 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        |     32472 | PA      | $3793.55      | 0.00%             | 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        |    789882 | PA      | $814583.66    | 0.77%             | 2041-08-10      | 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        |    331539 | PA      | $344095.83    | 0.33%             | 2045-03-22      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Sweden                                                | Kingdom of Sweden                                                                           | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    500000 | PA      | $67810.67     | 0.06%             | 2027-12-01      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1344456.44   | 1.28%             | 2035-01-15      | Fixed         | 2.12%                 | 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        |   1152296 | PA      | $1565059.64   | 1.49%             | 2028-08-10      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria                                            | Bonos de la Tesoreria                                                                       | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $58160.77     | 0.06%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Bond                                            | Japan Government Bond CPI Linked                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 267837600 | PA      | $1933800.31   | 1.84%             | 2029-03-10      | 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        |    396507 | PA      | $61427.98     | 0.06%             | 2056-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro EURIBOR                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -40 | NC      | $-4307.41     | -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      | $-18174.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -96 | NC      | $-100600.80   | -0.10%            |  |  |  | No            |                  1 | 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        |   1806063 | PA      | $1976282.86   | 1.88%             | 2054-11-22      | Fixed         | 1.25%                 | 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        |     11827 | PA      | $1455.42      | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Harbour NO 2 plc                                                 | Harbour NO 2 plc, Series 2, Class A2                                                        | CUSIP: N/A<br>LEI: 635400QGUDXMVLK4NN33       | Long             | ABS-MBS          | CORP              | GB        |    922824 | PA      | $1267836.79   | 1.20%             | 2054-10-28      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2280000 | PA      | $2985256.00   | 2.83%             | 2027-01-15      | Fixed         | 0.38%                 | 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      | $285262.31    | 0.27%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Adagio CLO VIII DAC                                              | Adagio CLO VIII DAC, Series VIII-A, Class A                                                 | CUSIP: N/A<br>LEI: 635400GXSZ7DMJYBSH11       | Long             | ABS-CBDO         | CORP              | IE        |    163341 | PA      | $191830.09    | 0.18%             | 2032-04-15      | Floating      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Mid-Curve 1-Year EURIBOR                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        28 | NC      | $1236.84      | 0.00%             |  |  |  | No            |                  1 | 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        |     38396 | PA      | $32524.25     | 0.03%             | 2037-03-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                       | Treasury Corp. of Victoria                                                                  | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |   1300000 | PA      | $716203.60    | 0.68%             | 2033-09-15      | Fixed         | 2.25%                 | Yes           |                  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      | $4705279.24   | 4.47%             | 2030-01-15      | 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      | $6583.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bond                                           | Canada Government Bond                                                                      | CUSIP: 135087YK4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    293888 | PA      | $230044.11    | 0.22%             | 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        |      4039 | PA      | $3992.42      | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | 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        |   1064706 | PA      | $1100954.11   | 1.05%             | 2047-11-22      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                                      | Federal Republic of Germany                                                                 | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    490672 | PA      | $552770.60    | 0.52%             | 2033-04-15      | Fixed         | 0.10%                 | 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        |     41907 | PA      | $38779.13     | 0.04%             | 2037-07-25      | Floating      | 4.61%                 | 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        |    810430 | PA      | $756512.23    | 0.72%             | 2050-03-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                                    | UMBS, 30 Year, Single Family                                                                | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2032656.20   | 1.93%             | 2055-07-25      | Fixed         | 6.00%                 | 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        |     26750 | PA      | $3412.38      | 0.00%             | 2052-10-01      | 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        |     21549 | PA      | $15431.50     | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Buoni Poliennali del Tesoro                                      | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   3704460 | PA      | $4429703.62   | 4.21%             | 2028-05-15      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bond                                      | New Zealand Government Bond                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    393589 | PA      | $221294.09    | 0.21%             | 2040-09-20      | Fixed         | 2.50%                 | 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      | $-81342.41    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Brants Bridge plc                                                | Brants Bridge plc, Series 2023-1, Class A                                                   | CUSIP: N/A<br>LEI: 213800NJ1MKTCTWHO378       | Long             | ABS-MBS          | CORP              | GB        |    167782 | PA      | $230814.86    | 0.22%             | 2066-06-14      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $944301.91    | 0.90%             | 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        |    393860 | PA      | $221084.64    | 0.21%             | 2040-08-21      | Fixed         | 1.25%                 | 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      | $-227199.64   | -0.22%            |  |  |  | No            |                  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        |     11357 | PA      | $10407.03     | 0.01%             | 2037-09-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1544259.43   | 1.47%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                  | Kreditanstalt fuer Wiederaufbau                                                             | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | NUSS              | DE        |   1800000 | PA      | $2098355.89   | 1.99%             | 2034-01-10      | Fixed         | 2.62%                 | 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      | $-6637.59     | -0.01%            |  |  |  | No            |                  2 | 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        |     36133 | PA      | $29864.49     | 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      | $91473.95     | 0.09%             | 2035-10-25      | Floating      | 5.12%                 | 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      | $1523028.43   | 1.45%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $621212.28    | 0.59%             | 2034-01-15      | Fixed         | 1.75%                 | 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        |         2 | PA      | $0.20         | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                                      | Federal Republic of Germany                                                                 | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    519500 | PA      | $500261.32    | 0.48%             | 2046-04-15      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                                        | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD                                     | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |    572400 | PA      | $572400.00    | 0.54%             |  |  |  | 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        |     88997 | PA      | $95843.10     | 0.09%             | 2037-12-25      | Floating      | 6.73%                 | 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      | $6310.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CWABS, Inc. Asset-backed Certificates                            | CWABS, Inc. Asset-backed Certificates, Series 2007-12, Class 1A1                            | CUSIP: 126697AA9<br>LEI: 549300XF11BHS5IOB463 | Long             | ABS-O            | CORP              | US        |     25280 | PA      | $24840.81     | 0.02%             | 2047-08-25      | Floating      | 5.17%                 | 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        |     68328 | PA      | $51494.70     | 0.05%             | 2056-11-22      | 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      | $-59198.41    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $977680.75    | 0.93%             | 2028-10-15      | Fixed         | 2.38%                 | 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        |     85332 | PA      | $12944.47     | 0.01%             | 2056-10-01      | Fixed         | 4.00%                 | 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        |    441645 | PA      | $65236.76     | 0.06%             | 2053-10-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        46 | NC      | $35517.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Udibonos                                                 | Mexican Udibonos                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    467612 | PA      | $23208.32     | 0.02%             | 2034-08-24      | Fixed         | 4.00%                 | 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        |      5077 | PA      | $657.56       | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    417432 | PA      | $438323.71    | 0.42%             | 2043-07-25      | Fixed         | 0.95%                 | 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        |   3108720 | PA      | $4351418.73   | 4.13%             | 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        |    503850 | PA      | $553592.37    | 0.53%             | 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        |        -9 | NC      | $-26168.45    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   1777568 | PA      | $2159400.58   | 2.05%             | 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        |      2664 | PA      | $2506.69      | 0.00%             | 2034-12-25      | Variable      | 5.95%                 | 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        |    864392 | PA      | $1139664.35   | 1.08%             | 2033-11-22      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2477630.25   | 2.35%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                             | Nordea Kredit Realkreditaktieselskab                                                        | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |    105259 | PA      | $11817.11     | 0.01%             | 2053-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                             | Nordea Kredit Realkreditaktieselskab                                                        | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |       385 | PA      | $48.35        | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | 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      | $-508994.79   | -0.48%            |  |  |  | No            |                  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        |     26227 | PA      | $25672.25     | 0.02%             | 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      | $1498347.44   | 1.42%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    317205 | PA      | $328720.02    | 0.31%             | 2039-03-01      | Fixed         | 0.55%                 | 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      | $0.21         | 0.00%             | 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      | $25103.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Mid-Curve 1-Year EURIBOR                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -28 | NC      | $-5359.68     | -0.01%            |  |  |  | No            |                  1 | 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        |     43797 | PA      | $16630.58     | 0.02%             | 2036-07-25      | Floating      | 4.73%                 | 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      | $-1507.97     | -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      | $451356.12    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro EURIBOR                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        40 | NC      | $31796.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Realkredit Danmark A/S                                           | Realkredit Danmark A/S, Series 23S                                                          | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.30         | 0.00%             | 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        |     69325 | PA      | $69514.85     | 0.07%             | 2066-08-20      | Floating      | 5.28%                 | 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        |     31953 | PA      | $30334.60     | 0.03%             | 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        |    333419 | PA      | $462569.76    | 0.44%             | 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        |   1300000 | PA      | $1501320.83   | 1.43%             | 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      | $1280541.70   | 1.22%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Silverstone Master Issuer plc                                    | Silverstone Master Issuer plc, Series 2024-1, Class 1A                                      | CUSIP: N/A<br>LEI: 549300P6OXWKM20QS303       | Long             | ABS-MBS          | CORP              | GB        |    400000 | PA      | $549551.41    | 0.52%             | 2079-01-21      | Floating      | 4.70%                 | 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      | $-11245.48    | -0.01%            |  |  |  | No            |                  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      | $2032806.99   | 1.93%             | 2030-07-15      | 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      | $-6660.16     | -0.01%            |  |  |  | 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      | $0.18         | 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        |     17543 | PA      | $9443.24      | 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        |   1381743 | PA      | $1566832.24   | 1.49%             | 2033-11-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                           | Realkredit Danmark A/S, Series 27S                                                          | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.18         | 0.00%             | 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        |   1568000 | PA      | $1887818.86   | 1.79%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                          | Kingdom of Saudi Arabia                                                                     | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    600000 | PA      | $609600.00    | 0.58%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| Queensland Treasury Corp.                                        | Queensland Treasury Corp.                                                                   | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    200000 | PA      | $126889.95    | 0.12%             | 2035-08-22      | Fixed         | 4.50%                 | 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      | $-5389.85     | -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        |    753434 | PA      | $989471.98    | 0.94%             | 2031-08-10      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Bond                                            | Japan Government Bond CPI Linked                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 146975400 | PA      | $1038945.27   | 0.99%             | 2026-03-10      | Fixed         | 0.10%                 | No            |                  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        |    900000 | PA      | $1180805.69   | 1.12%             | 2043-10-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                                 | Kingdom of Spain                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   1341186 | PA      | $1594169.81   | 1.51%             | 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        |    152190 | PA      | $50749.37     | 0.05%             | 2036-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bond                                           | Canada Government Bond                                                                      | CUSIP: 135087B94<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    530224 | PA      | $359615.88    | 0.34%             | 2047-12-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-OAT                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -14 | NC      | $11187.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Italy                                                | Republic of Italy                                                                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    100000 | PA      | $119814.60    | 0.11%             | 2028-10-15      | Floating      | 3.04%                 | 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        |         2 | PA      | $0.29         | 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      | $-3702.09     | -0.00%            |  |  |  | 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      | $1202279.48   | 1.14%             | 2042-02-15      | Fixed         | 0.75%                 | 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        |     41638 | PA      | $39881.14     | 0.04%             | 2035-02-25      | Floating      | 5.20%                 | 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      | $-456631.49   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                          | State of North Rhine-Westphalia Germany                                                     | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |    300000 | PA      | $337360.55    | 0.32%             | 2032-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Canada Government Bond                                           | Canada Government Bond                                                                      | CUSIP: 135087XQ2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    793410 | PA      | $678388.13    | 0.64%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                           | Realkredit Danmark A/S                                                                      | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.22         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                                    | UMBS, 30 Year, Single Family                                                                | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4300000 | PA      | $4438742.08   | 4.21%             | 2055-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $61677.04     | 0.06%             | 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        |    142873 | PA      | $48587.67     | 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        |     70000 | PA      | $87545.87     | 0.08%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                      | New Zealand Government Bond                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    132577 | PA      | $78861.10     | 0.07%             | 2035-09-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Long Gilt                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         5 | NC      | $12895.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                             | Nordea Kredit Realkreditaktieselskab                                                        | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.24         | 0.00%             | 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        |    107781 | PA      | $102144.79    | 0.10%             | 2037-11-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Buxl                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -15 | NC      | $21685.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                    | UMBS, 30 Year, Single Family                                                                | CUSIP: 01F040685<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $930234.40    | 0.88%             | 2055-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 Month Euro EURIBOR                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -40 | NC      | $-41268.98    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Buoni Poliennali del Tesoro                                      | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   1862658 | PA      | $2192859.67   | 2.08%             | 2036-05-15      | Fixed         | 1.80%                 | 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      | $0.25         | 0.00%             | 2056-10-01      | Fixed         | 4.00%                 | 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        |         2 | PA      | $0.21         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | 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      | $-2570.76     | -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      | $1720.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer