# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0002071691-26-005147
**Filing Date:** 2026-2
**Character Count:** 128867
**Document Hash:** 2e504ab46f20aa024ea43b62b217aa00
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005147.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0002071691-26-005147

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**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:** 26694179

**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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $189843738.06

**Total Liabilities:** $82042859.06

**Net Assets:** $107800879.00

**Cash Not Reported:** $102055.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8259.04000000 | **1-Year:** 2613.73000000 | **5-Year:** 8328.64000000 | **10-Year:** 15736.29000000 | **30-Year:** 4106.14000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 3.94000000 | **10-Year:** 356.48000000 | **30-Year:** 23.24000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111953 | 1.26%                | 0.00%                | -0.26%               |
| Class ID C000111954 | 1.27%                | -0.13%               | -0.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-99049.16               | $-293560.74                                |
| Month 2  | $-384028.80              | $472883.13                                 |
| Month 3  | $52992.17                | $202564.94                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA or FHLMC                                                    | UMBS, 30 Year, Single Family                                                                | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $948828.10    | 0.88%             | 2056-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                    | UMBS, 30 Year, Single Family                                                                | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2342437.44   | 2.17%             | 2056-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                    | UMBS, 30 Year, Single Family                                                                | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4800000 | PA      | $4791000.00   | 4.44%             | 2056-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                    | UMBS, 30 Year, Single Family                                                                | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2052500.00   | 1.90%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                    | UMBS, 30 Year, Single Family                                                                | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4157500.00   | 3.86%             | 2056-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-HY11, Class A1                                          | CUSIP: 021466AA5<br>LEI: 549300CA9X1CRUCWUL74 | Long             | ABS-MBS          | CORP              | US        |     52684 | PA      | $50794.08     | 0.05%             | 2036-06-25      | Floating      | 4.09%                 | 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        |     34366 | PA      | $28203.58     | 0.03%             | 2037-08-25      | Variable      | 6.00%                 | 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        |     23387 | PA      | $19503.34     | 0.02%             | 2037-04-25      | Fixed         | 6.00%                 | 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        |     23570 | PA      | $22801.35     | 0.02%             | 2065-06-25      | Variable      | 1.47%                 | 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        |    240015 | PA      | $161409.27    | 0.15%             | 2037-07-25      | Floating      | 4.07%                 | Yes           |                  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        |    127581 | PA      | $127792.56    | 0.12%             | 2037-10-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2007-4R, Class 1A1                                                       | CUSIP: 12639QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2476 | PA      | $2249.61      | 0.00%             | 2036-10-26      | Variable      | 4.13%                 | Yes           |                  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        |     27656 | PA      | $14672.88     | 0.01%             | 2035-07-25      | Fixed         | 5.00%                 | 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        |     22983 | PA      | $22754.90     | 0.02%             | 2047-08-25      | Floating      | 4.59%                 | 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        |     10780 | PA      | $9988.27      | 0.01%             | 2037-09-25      | Floating      | 4.25%                 | 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        |    100704 | PA      | $95972.11     | 0.09%             | 2037-11-25      | Floating      | 4.04%                 | 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        |     42890 | PA      | $18468.62     | 0.02%             | 2037-03-25      | Fixed         | 6.00%                 | 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        |      3924 | PA      | $3897.60      | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | 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      | $93100.41     | 0.09%             | 2035-10-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                    | Citigroup Mortgage Loan Trust, Series 2007-AR4, Class 1A1A                                  | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37430 | PA      | $32396.08     | 0.03%             | 2037-03-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Canada Government Bond                                           | Canada Government Bond                                                                      | CUSIP: 135087G99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    317958 | PA      | $168171.96    | 0.16%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                                        | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2699531.40   | 2.50%             | 2056-01-15      | Fixed         | 3.00%                 | No            |                  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        |     50783 | PA      | $47666.03     | 0.04%             | 2037-07-25      | Floating      | 4.13%                 | No            |                  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        |     34381 | PA      | $32112.65     | 0.03%             | 2045-10-19      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Canada Government Bond                                           | Canada Government Bond                                                                      | CUSIP: 135087XQ2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    802470 | PA      | $668649.95    | 0.62%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria                                            | Bonos de la Tesoreria                                                                       | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $64165.42     | 0.06%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                              | MASTR Asset-Backed Securities Trust, Series 2006-WMC4, Class A5                             | CUSIP: 57645MAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104838 | PA      | $33010.79     | 0.03%             | 2036-10-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                                        | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246538 | PA      | $255870.51    | 0.24%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLB                                                             | FHLB                                                                                        | CUSIP: 313385VP8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGA              | US        |    100000 | PA      | $98983.67     | 0.09%             | 2026-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                                        | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100781 | PA      | $104745.30    | 0.10%             | 2053-12-01      | Fixed         | 6.50%                 | 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        |     16919 | PA      | $8994.85      | 0.01%             | 2046-03-25      | Variable      | 6.72%                 | 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        |      6856 | PA      | $6593.12      | 0.01%             | 2035-07-25      | Variable      | 5.00%                 | No            |                  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        |      2292 | PA      | $2149.29      | 0.00%             | 2034-12-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2016-H17, Class FC                                                             | CUSIP: 38376RXT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47658 | PA      | $47858.86     | 0.04%             | 2066-08-20      | Floating      | 4.94%                 | No            |                  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        |     16364 | PA      | $12552.26     | 0.01%             | 2037-04-25      | Floating      | 4.07%                 | 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        |     19437 | PA      | $18536.00     | 0.02%             | 2036-03-25      | Floating      | 4.31%                 | No            |                  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      | $54424.53     | 0.05%             | 2031-12-15      | Floating      | 5.25%                 | Yes           |                  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        |    141823 | PA      | $46998.17     | 0.04%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                           | Residential Asset Securitization Trust, Series 2006-A10, Class A5                           | CUSIP: 76113LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118219 | PA      | $33712.52     | 0.03%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  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        |    150190 | PA      | $49768.51     | 0.05%             | 2036-07-25      | Floating      | 4.17%                 | No            |                  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        |     61050 | PA      | $23982.74     | 0.02%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                            | Lehman Mortgage Trust, Series 2005-3, Class 4A1                                             | CUSIP: 52520MEK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4048 | PA      | $3901.50      | 0.00%             | 2036-01-25      | Variable      | 5.08%                 | No            |                  2 | 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        |     83747 | PA      | $92596.46     | 0.09%             | 2037-12-25      | Floating      | 6.15%                 | 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        |     39783 | PA      | $39051.87     | 0.04%             | 2035-02-25      | Floating      | 4.61%                 | 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        |     24254 | PA      | $23770.44     | 0.02%             | 2058-05-25      | Variable      | 4.50%                 | Yes           |                  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        |      9643 | PA      | $10260.68     | 0.01%             | 2034-11-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                   | Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE2, Class A2C                  | CUSIP: 81377AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42991 | PA      | $15790.47     | 0.01%             | 2036-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    636926 | PA      | $839815.45    | 0.78%             | 2032-07-25      | Fixed         | 3.15%                 | 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        |     22780 | PA      | $18086.09     | 0.02%             | 2037-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    743736 | PA      | $852791.64    | 0.79%             | 2029-03-01      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                          | Kingdom of Saudi Arabia                                                                     | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    600000 | PA      | $612750.00    | 0.57%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  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        |      9243 | PA      | $9162.75      | 0.01%             | 2027-04-19      | Floating      | 4.49%                 | No            |                  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        |     88702 | PA      | $61867.57     | 0.06%             | 2037-06-25      | Floating      | 4.05%                 | No            |                  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        |     40479 | PA      | $37826.10     | 0.04%             | 2037-07-25      | Floating      | 4.03%                 | 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      | $0.21         | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | Yes           |                  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      | $1067766.99   | 0.99%             | 2029-04-15      | Fixed         | 3.88%                 | 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      | $1248390.42   | 1.16%             | 2028-01-15      | Fixed         | 1.75%                 | 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      | $478260.23    | 0.44%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    610000 | PA      | $889246.35    | 0.82%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1290000 | PA      | $1449788.97   | 1.34%             | 2042-02-15      | Fixed         | 0.75%                 | 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      | $290604.48    | 0.27%             | 2043-02-15      | Fixed         | 0.62%                 | 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      | $1676364.48   | 1.56%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1730000 | PA      | $1747805.59   | 1.62%             | 2045-02-15      | Fixed         | 0.75%                 | 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      | $1744352.84   | 1.62%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    822000 | PA      | $801497.22    | 0.74%             | 2047-02-15      | Fixed         | 0.88%                 | 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      | $681938.60    | 0.63%             | 2048-02-15      | Fixed         | 1.00%                 | 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      | $146115.40    | 0.14%             | 2050-02-15      | Fixed         | 0.25%                 | 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      | $243751.21    | 0.23%             | 2051-02-15      | Fixed         | 0.12%                 | 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      | $61990.40     | 0.06%             | 2052-02-15      | Fixed         | 0.12%                 | 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      | $256860.60    | 0.24%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  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      | $764938.00    | 0.71%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Bonds                                                        | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $98178.07     | 0.09%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  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      | $1302682.16   | 1.21%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2281000 | PA      | $2958754.27   | 2.74%             | 2028-01-15      | Fixed         | 0.50%                 | 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      | $88942.87     | 0.08%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1268000 | PA      | $1556250.55   | 1.44%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  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      | $1526150.82   | 1.42%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  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      | $3035588.15   | 2.82%             | 2027-01-15      | Fixed         | 0.38%                 | 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      | $2334027.87   | 2.17%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1681802.53   | 1.56%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    430000 | PA      | $515878.28    | 0.48%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1846690.15   | 1.71%             | 2026-04-15      | Fixed         | 0.12%                 | 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      | $5217535.58   | 4.84%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  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      | $944387.27    | 0.88%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  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      | $966867.63    | 0.90%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  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      | $339693.01    | 0.32%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3684533.36   | 3.42%             | 2032-07-15      | Fixed         | 0.62%                 | 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      | $1439908.02   | 1.34%             | 2027-10-15      | Fixed         | 1.62%                 | 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      | $1575506.25   | 1.46%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2720629.81   | 2.52%             | 2033-07-15      | Fixed         | 1.38%                 | 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      | $985741.84    | 0.91%             | 2028-10-15      | Fixed         | 2.38%                 | 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      | $632781.04    | 0.59%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  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      | $537835.64    | 0.50%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2922038.38   | 2.71%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $3242385.34   | 3.01%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2103094.07   | 1.95%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4732212.37   | 4.39%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2329476.34   | 2.16%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                                        | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $694635.32    | 0.64%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  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        |     20761 | PA      | $14890.91     | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | 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      | $1286213.89   | 1.19%             | 2035-01-26      | 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      | $7662.98      | 0.01%             |  |  |  | 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      | $3455.52      | 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      | $-315.32      | -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      | $2570.20      | 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      | $-10357.14    | -0.01%            |  |  |  | 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      | $8.41         | 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      | $-684299.41   | -0.63%            |  |  |  | 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      | $2109.75      | 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      | $-456759.21   | -0.42%            |  |  |  | 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      | $2641.73      | 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      | $-47913.60    | -0.04%            |  |  |  | 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      | $-24553.37    | -0.02%            |  |  |  | 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      | $29330.61     | 0.03%             |  |  |  | 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      | $-588.19      | -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      | $-22728.91    | -0.02%            |  |  |  | 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      | $1807.61      | 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      | $85.78        | 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      | $-5725.56     | -0.01%            |  |  |  | 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      | $3185.65      | 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      | $642.13       | 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      | $-22.51       | -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      | $0.02         | 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      | $5548.33      | 0.01%             |  |  |  | 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      | $-551.76      | -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      | $448.43       | 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      | $439.82       | 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      | $1055.00      | 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      | $1417.73      | 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      | $-878.43      | -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      | $54.89        | 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      | $140.54       | 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      | $261.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Peso                                                   | Argentine Peso                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AR        |  10774540 | OU      | $7423.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                                | Australian Dollar                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |    138180 | OU      | $92214.40     | 0.09%             |  |  |  | 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        |    510302 | PA      | $557539.17    | 0.52%             | 2055-11-22      | 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        |   2099020 | PA      | $2856734.05   | 2.65%             | 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        |    805664 | PA      | $1009660.22   | 0.94%             | 2037-11-22      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    147498 | PA      | $170227.20    | 0.16%             | 2040-07-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Network Rail Infrastructure Finance plc                          | Network Rail Infrastructure Finance plc, Series RPI                                         | CUSIP: N/A<br>LEI: 213800H88F5EE4B1D697       | Long             | DBT              | NUSS              | GB        |   1190610 | PA      | $1621830.31   | 1.50%             | 2027-11-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Alba plc                                                         | Alba plc, Series 2007-1, Class A3                                                           | CUSIP: N/A<br>LEI: 2138008XOOHJFP498784       | Long             | ABS-MBS          | CORP              | GB        |    101472 | PA      | $134425.08    | 0.12%             | 2039-03-17      | Floating      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Canada Government Bond                                           | Canada Government Bond                                                                      | CUSIP: 135087YK4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    297244 | PA      | $223930.10    | 0.21%             | 2041-12-01      | Fixed         | 2.00%                 | 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        |   1078336 | PA      | $1110608.10   | 1.03%             | 2047-11-22      | Fixed         | 0.75%                 | 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        |    337688 | PA      | $454654.10    | 0.42%             | 2032-11-22      | 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        |    940665 | PA      | $1060783.19   | 0.98%             | 2040-03-22      | Fixed         | 0.62%                 | 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        |   1054493 | PA      | $1141387.28   | 1.06%             | 2042-11-22      | Fixed         | 0.62%                 | 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        |    820808 | PA      | $766806.90    | 0.71%             | 2050-03-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   1789794 | PA      | $2146683.65   | 1.99%             | 2027-07-25      | Fixed         | 1.85%                 | 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        |    896474 | PA      | $705404.65    | 0.65%             | 2062-03-22      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Buoni Poliennali del Tesoro                                      | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    419786 | PA      | $529308.05    | 0.49%             | 2041-09-15      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Canada Government Bond                                           | Canada Government Bond                                                                      | CUSIP: 135087ZH0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    185886 | PA      | $128345.17    | 0.12%             | 2044-12-01      | Fixed         | 1.50%                 | 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        |    718605 | PA      | $606748.42    | 0.56%             | 2052-03-22      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland             | U.K. Treasury Inflation Linked Bonds                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   1008198 | PA      | $956301.47    | 0.89%             | 2044-03-22      | 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        | 148697900 | PA      | $954504.58    | 0.89%             | 2026-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Kingdom of Sweden                                                | Kingdom of Sweden                                                                           | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    500000 | PA      | $69623.93     | 0.06%             | 2027-12-01      | 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        |    586545 | PA      | $395340.39    | 0.37%             | 2065-11-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    958596 | PA      | $1100571.29   | 1.02%             | 2028-03-01      | 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      | $999650.89    | 0.93%             | 2026-06-01      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Australia                                        | Commonwealth of Australia                                                                   | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    973397 | PA      | $625104.00    | 0.58%             | 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        |    725955 | PA      | $479274.86    | 0.44%             | 2068-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bond                                      | New Zealand Government Bond                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    399609 | PA      | $218023.18    | 0.20%             | 2040-09-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                                 | Kingdom of Spain                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   1155262 | PA      | $1358844.57   | 1.26%             | 2027-11-30      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   1697425 | PA      | $1685696.21   | 1.56%             | 2036-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Denmark                                               | Kingdom of Denmark                                                                          | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   1919248 | PA      | $289362.41    | 0.27%             | 2030-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Bond                                            | Japan Government Bond CPI Linked                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 270584580 | PA      | $1757375.50   | 1.63%             | 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        |    799997 | PA      | $814277.36    | 0.76%             | 2041-08-10      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                                 | Kingdom of Spain                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   1391242 | PA      | $1566228.44   | 1.45%             | 2033-11-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Buoni Poliennali del Tesoro                                      | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   1495734 | PA      | $1710070.60   | 1.59%             | 2030-05-15      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                             | Nordea Kredit Realkreditaktieselskab                                                        | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |       378 | PA      | $47.06        | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series CCE                                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.27         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Bond                                            | Japan Government Bond CPI Linked                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 274361580 | PA      | $1780023.39   | 1.65%             | 2029-03-10      | Fixed         | 0.10%                 | 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      | $0.22         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | 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      | $0.26         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | 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      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series 01EE                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.22         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                       | Treasury Corp. of Victoria                                                                  | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |   1300000 | PA      | $709185.18    | 0.66%             | 2033-09-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                           | Realkredit Danmark A/S                                                                      | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.28         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | Yes           |                  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      |
| Federal Republic of Germany                                      | Federal Republic of Germany                                                                 | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    130137 | PA      | $151157.41    | 0.14%             | 2030-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                                      | Federal Republic of Germany                                                                 | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    494044 | PA      | $547709.49    | 0.51%             | 2033-04-15      | 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        |    132120 | PA      | $90505.58     | 0.08%             | 2073-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                          | Nykredit Realkredit A/S, Series 01E                                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    436064 | PA      | $64580.47     | 0.06%             | 2053-10-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Buoni Poliennali del Tesoro                                      | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    718329 | PA      | $763284.22    | 0.71%             | 2033-05-15      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                             | Nordea Kredit Realkreditaktieselskab                                                        | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.23         | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | 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      | $0.27         | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | 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 01E                                                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    282624 | PA      | $43987.18     | 0.04%             | 2056-10-01      | Fixed         | 4.00%                 | 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        |      4925 | PA      | $620.64       | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | 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      | $0.23         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | 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        |    875456 | PA      | $1121397.79   | 1.04%             | 2033-11-22      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Auto Abs Spanish Loans FT                                        | Auto Abs Spanish Loans FT, Series 2022-1, Class A                                           | CUSIP: N/A<br>LEI: 959800LZRYPFFESLNU74       | Long             | ABS-O            | CORP              | ES        |     90083 | PA      | $105873.50    | 0.10%             | 2032-02-28      | Floating      | 2.49%                 | 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         | 1.00%                 | 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        |         2 | PA      | $0.23         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | 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      | $0.20         | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Queensland Treasury Corp.                                        | Queensland Treasury Corp.                                                                   | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    800000 | PA      | $525090.89    | 0.49%             | 2036-07-21      | Fixed         | 5.25%                 | Yes           |                  2 | 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      | $0.24         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                           | Realkredit Danmark A/S, Series CCS                                                          | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |     84537 | PA      | $13250.94     | 0.01%             | 2056-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   1350162 | PA      | $1580722.14   | 1.47%             | 2026-03-01      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                             | Nordea Kredit Realkreditaktieselskab                                                        | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.23         | 0.00%             | 2053-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   1475184 | PA      | $1640590.07   | 1.52%             | 2031-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Bonos and Obligaciones del Estado                                | Bonos and Obligaciones del Estado                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   2500000 | PA      | $2997765.09   | 2.78%             | 2034-10-31      | Fixed         | 3.45%                 | 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      | $0.18         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | 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      | $0.35         | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                             | Nordea Kredit Realkreditaktieselskab                                                        | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |      4994 | PA      | $614.05       | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | 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        |    763078 | PA      | $978560.64    | 0.91%             | 2031-08-10      | 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        |    277005 | PA      | $228719.36    | 0.21%             | 2051-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | 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      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    690972 | PA      | $744172.25    | 0.69%             | 2032-03-01      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Canada Government Bond                                           | Canada Government Bond                                                                      | CUSIP: 135087B94<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    536278 | PA      | $347047.45    | 0.32%             | 2047-12-01      | Fixed         | 1.25%                 | 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        |    337485 | PA      | $250561.42    | 0.23%             | 2058-03-22      | Fixed         | 0.12%                 | 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      | $1480856.39   | 1.37%             | 2032-06-21      | Fixed         | 2.38%                 | 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        |    645594 | PA      | $708635.71    | 0.66%             | 2054-11-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Buoni Poliennali del Tesoro                                      | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   1250304 | PA      | $1466128.79   | 1.36%             | 2036-05-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                             | Nordea Kredit Realkreditaktieselskab                                                        | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |   1994117 | PA      | $310209.64    | 0.29%             | 2056-10-01      | Fixed         | 4.00%                 | 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      | $333507.97    | 0.31%             | 2032-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                  | Kreditanstalt fuer Wiederaufbau                                                             | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | NUSS              | DE        |   1800000 | PA      | $2064055.75   | 1.91%             | 2034-01-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Queensland Treasury Corp.                                        | Queensland Treasury Corp.                                                                   | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    200000 | PA      | $124948.01    | 0.12%             | 2035-08-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Bond                                            | Japan Government Bond CPI Linked                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  73691100 | PA      | $460986.01    | 0.43%             | 2034-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    317066 | PA      | $308956.24    | 0.29%             | 2039-03-01      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                                  | French Republic                                                                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    420302 | PA      | $412376.30    | 0.38%             | 2043-07-25      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Real                                                   | Brazilian Real                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |    537170 | OU      | $98028.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Funding plc                                                | Atlas Funding plc, Series 2025-1, Class A                                                   | CUSIP: N/A<br>LEI: 635400YENQ7FY7ZJJS32       | Long             | ABS-MBS          | CORP              | GB        |    496978 | PA      | $670245.02    | 0.62%             | 2062-07-20      | Floating      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bond                                      | New Zealand Government Bond                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    134614 | PA      | $77326.00     | 0.07%             | 2035-09-20      | Fixed         | 2.50%                 | 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        |   8100000 | PA      | $11103134.24  | 10.30%            | 2030-03-07      | Fixed         | 4.38%                 | 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        |    937917 | PA      | $1207411.21   | 1.12%             | 2035-09-22      | Fixed         | 1.12%                 | Yes           |                  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      | $538666.16    | 0.50%             | 2079-01-21      | Floating      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Romania Government Bond                                          | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    600000 | PA      | $735686.95    | 0.68%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                   | European Union                                                                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |   2100000 | PA      | $2502772.46   | 2.32%             | 2035-12-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Bond                                            | Japan Government Bond CPI Linked                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 102199000 | PA      | $636010.46    | 0.59%             | 2035-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| European Union                                                   | European Union                                                                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    800000 | PA      | $930001.38    | 0.86%             | 2055-10-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bond                                      | New Zealand Government Bond                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    302658 | PA      | $176334.28    | 0.16%             | 2050-09-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                 | Kingdom of Spain                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   1350405 | PA      | $1593350.45   | 1.48%             | 2030-11-30      | 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        |    567277 | PA      | $514364.94    | 0.48%             | 2046-03-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Australia                                        | Commonwealth of Australia                                                                   | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    400282 | PA      | $220242.36    | 0.20%             | 2040-08-21      | 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        |    315259 | PA      | $238717.74    | 0.22%             | 2056-11-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Buoni Poliennali del Tesoro                                      | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   3729936 | PA      | $4423079.50   | 4.10%             | 2028-05-15      | Fixed         | 1.30%                 | 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        |   1018300 | PA      | $1160410.54   | 1.08%             | 2036-11-22      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Germany                                      | Federal Republic of Germany                                                                 | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    523072 | PA      | $473548.60    | 0.44%             | 2046-04-15      | 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        |    711547 | PA      | $617708.52    | 0.57%             | 2048-08-10      | 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        |   1167052 | PA      | $1551686.01   | 1.44%             | 2028-08-10      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Canadian Dollar                                                  | Canadian Dollar                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |     43829 | OU      | $31932.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                                      | Swiss Franc                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |       294 | OU      | $371.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                                                     | Danish Krone                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |     58554 | OU      | $9212.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Schatz                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -35 | NC      | $5927.09      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | EURO                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |    120040 | OU      | $141070.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -118 | NC      | $23467.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Long Gilt                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $2568.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                                    | British Pound                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |     51411 | OU      | $69299.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungarian Forint                                                 | Hungarian Forint                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |    319613 | OU      | $977.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-BTP                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        10 | NC      | $-2884.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -2 | NC      | $11161.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                                     | Japanese Yen                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |   1016842 | OU      | $6491.59      | 0.01%             |  |  |  | No            |                  1 | 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      |
| New Mexican Pesos                                                | New Mexican Pesos                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |     74437 | OU      | $4133.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                                  | Norwegian Krone                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |     26715 | OU      | $2650.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                               | New Zealand Dollar                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |      6469 | OU      | $3724.76      | 0.00%             |  |  |  | No            |                  1 | 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        |    842041 | PA      | $1135917.55   | 1.05%             | 2054-10-28      | Floating      | 4.80%                 | Yes           |                  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        |    435389 | PA      | $587397.36    | 0.54%             | 2049-07-28      | Floating      | 4.95%                 | Yes           |                  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      | $586438.90    | 0.54%             | 2034-01-15      | Floating      | 3.03%                 | Yes           |                  2 | On Loan: No      |
| Buoni Poliennali del Tesoro                                      | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    102315 | PA      | $120677.22    | 0.11%             | 2056-05-15      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Euro-OAT                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -25 | NC      | $13473.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Bobl                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -42 | NC      | $37276.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                    | Cassa Depositi e Prestiti SpA                                                               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | USGA              | IT        |    200000 | PA      | $199877.80    | 0.19%             | 2030-10-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Peruvian New Sol                                                 | Peruvian New Sol                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PE        |    326023 | OU      | $96998.87     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                                    | Swedish Krona                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |      2290 | OU      | $248.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -32 | NC      | $-13596.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 3 Month SONIA                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        32 | NC      | $23152.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                                 | Singapore Dollar                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |       434 | OU      | $337.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkish Lira                                                     | Turkish Lira                                                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TR        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -7 | NC      | $-992.83      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        59 | NC      | $-11600.76    | -0.01%            |  |  |  | No            |                  1 | 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        |    216418 | PA      | $255039.86    | 0.24%             | 2062-04-28      | Floating      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Euro-Buxl                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -16 | NC      | $32415.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        12 | NC      | $-10985.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Ultra Note                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -47 | NC      | $7282.18      | 0.01%             |  |  |  | No            |                  1 | 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        |    147269 | PA      | $198697.40    | 0.18%             | 2066-06-14      | Floating      | 4.63%                 | 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        |     59435 | PA      | $80133.28     | 0.07%             | 2058-05-16      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Buoni Poliennali del Tesoro                                      | Buoni Poliennali del Tesoro                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   1875456 | PA      | $2199193.18   | 2.04%             | 2036-05-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -35 | NC      | $67856.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzio Finance Srl                                               | Marzio Finance Srl, Series 2024-15, Class A                                                 | CUSIP: N/A<br>LEI: 8156009FC13322D4B035       | Long             | ABS-O            | CORP              | IT        |    432195 | PA      | $509216.29    | 0.47%             | 2049-09-28      | Floating      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Australia 10 Year Bond                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -21 | NC      | $-2854.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Euro CLO XI DAC                                          | Invesco Euro CLO XI DAC, Series 11A, Class A1R                                              | CUSIP: N/A<br>LEI: 635400ZQSV9NM8F5QE15       | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $587594.71    | 0.55%             | 2036-10-22      | Floating      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Polaris plc                                                      | Polaris plc, Series 2025-3A, Class A                                                        | CUSIP: N/A<br>LEI: 2138004HHDTEKA2ZLF42       | Long             | ABS-MBS          | CORP              | GB        |    500000 | PA      | $674518.90    | 0.63%             | 2069-10-27      | Floating      | 4.54%                 | Yes           |                  2 | On Loan: No      |
| South African Rand                                               | South African Rand                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |       152 | OU      | $9.16         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer