U.S. Treasury Inflation Linked Bonds

NPORT-P false 0001027263 XXXXXXXX S000062646 C000203172 EQ Advisors Trust 811-07953 0001027263 549300Q691FLN6WHB832 1290 Avenue of the Americas New York 10104 212-554-1234 EQ/PIMCO Real Return Portfolio S000062646 549300PDY1UUPDL76755 2021-12-31 2021-06-30 N 183159640.65 93011345.64 90148295.01 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 310906.62000000 AUD CAD EUR GBP JPY MXN NZD PEN USD N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810FD5 2000000.00000000 PA USD 4452452.35000000 4.939031125886 Long DBT UST US N 2 2028-04-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810PS1 20000.00000000 PA USD 32448.14000000 0.035994180473 Long DBT UST US N 2 2027-01-15 Fixed 2.37500000 N N N N N N Bear Stearns ALT-A Trust N/A Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 07386HVS7 25686.02980000 PA USD 19987.51000000 0.022171811455 Long ABS-MBS CORP US N 2 2035-09-25 Variable 3.00753720 N N N N N N New Zealand Government Inflation Linked Bond 549300237GPHG2AI7C34 New Zealand Government Bond N/A 258175.00000000 PA 200007.93000000 0.221865460658 Long DBT NUSS NZ Y 2 2025-09-20 Fixed 2.00000000 N N N N N N First Horizon Alternative Mortgage Securities Trust N/A First Horizon Alternative Mortgage Securities Trust, Series 2004-AA1, Class A1 32051D3G5 3512.60000000 PA USD 3583.93000000 0.003975593769 Long ABS-MBS CORP US N 2 2034-06-25 Variable 2.17893600 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1 362341FR5 3022.55000000 PA USD 3130.28000000 0.003472367391 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.08377440 N N N N N N GreenPoint MTA Trust N/A GreenPoint MTA Trust, Series 2005-AR1, Class A2 39538RAB5 4810.70000000 PA USD 4508.37000000 0.005001059642 Long ABS-MBS CORP US N 2 2045-06-25 Floating 0.53150040 N N N N N N N/A N/A USCPI N/A 300000.00000000 PA USD 524.83000000 0.000582185164 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-05-25 0.00000000 USD 0.00000000 USD 300000.00000000 USD 524.83000000 N N N RFMSI Trust N/A RFMSI Trust, Series 2007-S6, Class 1A10 762009AK4 5398.37110000 PA USD 5338.48000000 0.005921886819 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810RF7 2220000.00000000 PA USD 3512110.94000000 3.895926084470 Long DBT UST US N 2 2044-02-15 Fixed 1.37500000 N N N N N N N/A N/A FCPIX N/A 100000.00000000 PA -338.82000000 -0.00037584737 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-03-15 0.00000000 USD 0.00000000 USD 100000.00000000 EUR -338.82000000 N N N N/A N/A USCPI N/A 200000.00000000 PA USD -13994.52000000 -0.01552388761 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2029-11-20 219.20000000 USD 0.00000000 USD 200000.00000000 USD -13994.52000000 N N N N/A N/A U.S. Treasury 5 Year Note N/A 71.00000000 NC USD -31710.91000000 -0.03517638353 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2021-09-30 8763507.81000000 USD -31710.91000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -2465.08000000 -0.00273447212 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 229358.62000000 USD 1474000.00000000 CNY 2021-09-15 -2465.08000000 N N N MRFC Mortgage Pass-Through Trust N/A MRFC Mortgage Pass-Through Trust, Series 2000-TBC3, Class A1 585525EN4 2050.39000000 PA USD 2008.85000000 0.002228383797 Long ABS-MBS CORP US N 2 2030-12-15 Floating 0.51288120 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 114072.40000000 0.126538610616 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 4098239.07000000 EUR 4978247.80000000 USD 2021-08-17 114072.40000000 N N N Japan 353800WZS8AXZXFUC241 Japan Government Bond CPI Linked N/A 40190000.00000000 PA 369784.75000000 0.410196055243 Long DBT NUSS JP N 2 2031-03-10 Fixed 0.00500000 N N N N N N Legacy Mortgage Asset Trust N/A Legacy Mortgage Asset Trust, Series 2019-GS3, Class A1 52474WAA5 75389.21000000 PA USD 75982.39000000 0.084285997856 Long ABS-O CORP US Y 2 2059-04-25 Variable 3.75000120 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 9128283R9 2860000.00000000 PA USD 3473315.96000000 3.852891460248 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N Bear Stearns ARM Trust N/A Bear Stearns ARM Trust, Series 2006-2, Class 3A2 07388DAS7 4299.01250000 PA USD 4216.73000000 0.004677548254 Long ABS-MBS CORP US N 2 2036-07-25 Variable 2.91028680 N N N N N N Deutsche Alt-B Securities Mortgage Loan Trust N/A Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB4, Class A1B1 251513AR8 213.10000000 PA USD 166.25000000 0.000184418351 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.19163160 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828VM9 2210000.00000000 PA USD 2696740.77000000 2.991449555092 Long DBT UST US N 2 2023-07-15 Fixed 0.37500000 N N N N N N N/A N/A Euro-Schatz N/A -94.00000000 NC -188.80000000 -0.00020943269 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Schatz 2021-09-08 -10541160.00000000 EUR -188.80000000 N N N Hawksmoor Mortgages N/A Hawksmoor Mortgages, Series 2019-1A, Class A N/A 235821.63000000 PA 327597.16000000 0.363398065336 Long ABS-MBS CORP GB Y 2 2053-05-25 Floating 1.09881060 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828Y38 3110000.00000000 PA USD 3798762.71000000 4.213904111640 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N N/A N/A USCPI N/A 400000.00000000 PA USD -277.70000000 -0.00030804797 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-05-13 0.00000000 USD 0.00000000 USD 400000.00000000 USD -277.70000000 N N N RALI Trust N/A RALI Trust, Series 2007-QH8, Class A 74924EAA5 41900.36900000 PA USD 40252.23000000 0.044651127340 Long ABS-MBS CORP US N 2 2037-10-25 Variable 1.02281760 N N N N N N N/A N/A HICPXT N/A 100000.00000000 PA -2677.27000000 -0.00296985095 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-03-15 0.00000000 USD 792.17000000 USD 100000.00000000 EUR -2677.27000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828YL8 2100000.00000000 PA USD 2356020.64000000 2.613494398023 Long DBT UST US N 2 2024-10-15 Fixed 0.12500000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 Kingdom of Saudi Arabia N/A 200000.00000000 PA USD 220662.50000000 0.244777230645 Long DBT NUSS SA Y 2 2025-04-17 Fixed 4.00000000 N N N N N N Banc of America Funding Trust N/A Banc of America Funding Trust, Series 2006-A, Class 1A1 058927AA2 5718.42000000 PA USD 5729.61000000 0.006355760804 Long ABS-MBS CORP US N 2 2036-02-20 Variable 2.70663840 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2005-19, Class 1A6 126694AF5 1190.86120000 PA USD 1085.77000000 0.001204426550 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 5.50000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A Merrill Lynch Mortgage Investors Trust, Series 2005-A9, Class 5A1 59020UW68 1879.05000000 PA USD 1605.57000000 0.001781032020 Long ABS-MBS CORP US N 2 2035-12-25 Variable 2.94737400 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 9128286N5 2500000.00000000 PA USD 2852923.82000000 3.164700807356 Long DBT UST US N 2 2024-04-15 Fixed 0.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 11751.61000000 0.013035864958 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 482000.00000000 AUD 373305.92000000 USD 2021-08-17 11751.61000000 N N N Fremont Home Loan Trust N/A Fremont Home Loan Trust, Series 2006-C, Class 1A1 35729TAA0 37390.48000000 PA USD 33461.08000000 0.037117817920 Long ABS-O CORP US N 2 2036-10-25 Floating 0.22650120 N N N N N N Mellon Residential Funding Corp. Mortgage Pass-Through Certificates N/A Mellon Residential Funding Corp. Mortgage Pass-Through Certificates, Series 2001-TBC1, Class A1 585525FC7 1655.06000000 PA USD 1683.02000000 0.001866946013 Long ABS-MBS CORP US N 2 2031-11-15 Floating 0.77288040 N N N N N N HarborView Mortgage Loan Trust N/A HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A 41161PLR2 1141.09000000 PA USD 1097.69000000 0.001217649207 Long ABS-MBS CORP US N 2 2035-05-19 Floating 0.53750160 N N N N N N Structured Asset Mortgage Investments II Trust N/A Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 2A1 86360QAB1 1507.71000000 PA USD 1522.47000000 0.001688850576 Long ABS-MBS CORP US N 2 2036-06-25 Floating 0.47149920 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1001.12000000 0.001110525717 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 5100000.00000000 JPY 46925.65000000 USD 2021-08-17 1001.12000000 N N N N/A N/A Euro-Bobl N/A 13.00000000 NC 1127.84000000 0.001251094099 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Bobl 2021-09-08 1743950.00000000 EUR 1127.84000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Series 2003-W8, Class 3F2 31393CX40 996.38000000 PA USD 1003.40000000 0.001113054883 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 0.44150040 N N N N N N N/A N/A CDIO N/A -100000.00000000 PA USD -16.36000000 -0.00001814787 N/A DCR US N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 Put Written N/A Credit Default Swap Index Option 1.00000000 0.00800000 USD 2021-08-18 XXXX 84.14000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810RR1 1870000.00000000 PA USD 2757942.29000000 3.059339380399 Long DBT UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810FH6 591000.00000000 PA USD 1350771.73000000 1.498388549500 Long DBT UST US N 2 2029-04-15 Fixed 3.87500000 N N N N N N CIT Mortgage Loan Trust N/A CIT Mortgage Loan Trust, Series 2007-1, Class 1M1 12559QAF9 200000.00000000 PA USD 197647.00000000 0.219246520389 Long ABS-O CORP US Y 2 2037-10-25 Floating 1.59149880 N N N N N N N/A N/A USCPI N/A 100000.00000000 PA USD -2640.23000000 -0.00292876310 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2022-01-19 0.00000000 USD 0.00000000 USD 100000.00000000 USD -2640.23000000 N N N N/A N/A USCPI N/A 1000000.00000000 PA USD -3232.37000000 -0.00358561412 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-05-14 0.00000000 USD 0.00000000 USD 1000000.00000000 USD -3232.37000000 N N N FFCB N/A FFCB 313313JU3 1250000.00000000 PA USD 1249912.50000000 1.386507087972 Long STIV USGA US N 2 2021-07-30 None 0.00000000 N N N N N N N/A N/A Euro-BTP N/A -8.00000000 NC -10344.35000000 -0.01147481491 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Republic of Italy Euro-BTP 2021-09-08 -1211280.00000000 EUR -10344.35000000 N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust, Series 2007-A1, Class 3A3 46630GAJ4 3831.71000000 PA USD 3889.23000000 0.004314257967 Long ABS-MBS CORP US N 2 2035-07-25 Variable 2.80096920 N N N N N N Residential Asset Securitization Trust N/A Residential Asset Securitization Trust, Series 2007-A6, Class 2A1 76114CAG1 123778.76830000 PA USD 49475.66000000 0.054882524394 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.50000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 UniCredit SpA 904678AG4 350000.00000000 PA USD 403502.09000000 0.447598138107 Long DBT CORP IT Y 2 2023-12-04 Fixed 7.83000000 N N N N N N FFCB N/A FFCB 3133ELYR9 1965000.00000000 PA USD 1966845.33000000 2.181788718002 Long DBT USGA US N 2 2022-05-06 Fixed 0.25000000 N N N N N N CSMC Trust N/A CSMC Trust, Series 2007-4R, Class 1A1 12639QAA4 5937.70360000 PA USD 5874.53000000 0.006516518143 Long ABS-MBS CORP US Y 2 2036-10-26 Variable 6.03909720 N N N N N N British Transco International Finance BV 549300GGLD5FF6EQTM03 British Transco International Finance BV N/A 20000.00000000 PA USD 19961.40000000 0.022142848068 Long DBT CORP NL Y 2 2021-11-04 None 0.00000000 N N N N N N N/A N/A USCPI N/A 200000.00000000 PA USD -5683.11000000 -0.00630417912 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2021-07-02 0.00000000 USD 0.00000000 USD 200000.00000000 USD -5683.11000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810QP6 240000.00000000 PA USD 441223.15000000 0.489441480785 Long DBT UST US N 2 2041-02-15 Fixed 2.12500000 N N N N N N JP Morgan Alternative Loan Trust N/A JP Morgan Alternative Loan Trust, Series 2006-A1, Class 1A1 46627MCS4 192501.02000000 PA USD 187726.82000000 0.208242230182 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.55149840 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust, Series 2010-C1, Class A2 36249KAC4 25434.29000000 PA USD 25643.08000000 0.028445440922 Long ABS-MBS CORP US Y 2 2043-08-10 Fixed 4.59200000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1653.96000000 0.001834710240 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 10200000.00000000 JPY 93503.02000000 USD 2021-08-17 1653.96000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 9128284H0 7580000.00000000 PA USD 8615997.80000000 9.557582646509 Long DBT UST US N 2 2023-04-15 Fixed 0.62500000 N N N N N N OCP CLO Ltd. 254900FZYL5HDKV64882 OCP CLO Ltd., Series 2015-10A, Class A1R 67092DAL3 32471.97000000 PA USD 32473.33000000 0.036022123320 Long ABS-CBDO CORP KY Y 2 2027-10-26 Floating 0.99574920 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2005-62, Class 2A1 12668ATT2 1159.21000000 PA USD 1060.74000000 0.001176661189 Long ABS-MBS CORP US N 2 2035-12-25 Floating 1.11629880 N N N N N N NovaStar Mortgage Funding Trust N/A NovaStar Mortgage Funding Trust, Series 2005-3, Class M2 66987XGY5 61488.92000000 PA USD 60945.09000000 0.067605371785 Long ABS-O CORP US N 2 2036-01-25 Floating 0.79662960 N N N N N N C-BASS TRUST N/A C-BASS TRUST, Series 2006-CB9, Class A1 12465MAA2 1923.14000000 PA USD 1116.58000000 0.001238603569 Long ABS-O CORP US N 2 2036-11-25 Floating 0.15149880 N N N N N N N/A N/A USCPI N/A 100000.00000000 PA USD -8185.59000000 -0.00908013845 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2029-11-04 21.27000000 USD 0.00000000 USD 100000.00000000 USD -8185.59000000 N N N SLM Student Loan Trust 549300Q3EYTM3HF1XJ85 SLM Student Loan Trust, Series 2003-5, Class A5 N/A 414.89000000 PA 491.60000000 0.000545323680 Long ABS-O CORP US N 2 2024-06-17 Floating 0.00001080 N N N N N N New Residential Mortgage Loan Trust N/A New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1 64830NAA9 305779.73000000 PA USD 318653.76000000 0.353477300890 Long ABS-MBS CORP US Y 2 2059-07-25 Variable 2.75000040 N N N N N N Structured Asset Securities Corp. Mortgage Loan Trust N/A Structured Asset Securities Corp. Mortgage Loan Trust, Series 2005-7XS, Class 2A1A 86359B7K1 4523.15000000 PA USD 4456.97000000 0.004944042479 Long ABS-O CORP US N 2 2035-04-25 Floating 1.59212880 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2007-4CB, Class 1A35 02148FBX2 42464.68130000 PA USD 42789.48000000 0.047465656444 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6.00000000 N N N N N N N/A N/A USCPI N/A 700000.00000000 PA USD -19772.84000000 -0.02193368160 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2021-07-01 0.00000000 USD 0.00000000 USD 700000.00000000 USD -19772.84000000 N N N Morgan Stanley IXIS Real Estate Capital Trust N/A Morgan Stanley IXIS Real Estate Capital Trust, Series 2006-2, Class A1 617463AA2 362.40000000 PA USD 164.33000000 0.000182288528 Long ABS-O CORP US N 2 2036-11-25 Floating 0.14150160 N N N N N N Morgan Stanley Mortgage Loan Trust N/A Morgan Stanley Mortgage Loan Trust, Series 2006-8AR, Class 5A4 61749LAP6 5124.71000000 PA USD 5380.27000000 0.005968243769 Long ABS-MBS CORP US N 2 2036-06-25 Variable 2.04581160 N N N N N N First Franklin Mortgage Loan Trust N/A First Franklin Mortgage Loan Trust, Series 2005-FF12, Class M2 32027NXX4 100000.00000000 PA USD 97597.50000000 0.108263278844 Long ABS-O CORP US N 2 2036-11-25 Floating 0.79650000 N N N N N N N/A N/A SOP N/A 3900000.00000000 PA USD 2017.17000000 0.002237613035 N/A DIR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Purchased N/A Swaption 1.00000000 0.70000000 USD 2021-08-24 XXXX -12022.83000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 145.21000000 0.000161079030 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 11000.00000000 GBP 15363.29000000 USD 2021-08-17 145.21000000 N N N N/A N/A CDIO N/A -100000.00000000 PA -7.52000000 -0.00000834181 N/A DCR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Put Written N/A Credit Default Swap Index Option 1.00000000 0.00750000 EUR 2021-07-21 XXXX 97.78000000 N N N Banc of America Funding Trust N/A Banc of America Funding Trust, Series 2006-G, Class 2A1 05950MAB6 271.97000000 PA USD 271.92000000 0.000301636320 Long ABS-MBS CORP US N 2 2036-07-20 Floating 0.53337960 N N N N N N New Zealand Government Inflation Linked Bond 549300237GPHG2AI7C34 New Zealand Government Bond N/A 578656.00000000 PA 507168.20000000 0.562593224801 Long DBT NUSS NZ Y 2 2030-09-20 Fixed 3.00000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A IndyMac INDX Mortgage Loan Trust, Series 2004-AR10, Class 2A2A 45660N2Y0 351.64000000 PA USD 344.74000000 0.000382414331 Long ABS-MBS CORP US N 2 2034-05-25 Floating 0.87149880 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 232.63000000 0.000258052578 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1979000.00000000 MXN 97809.06000000 USD 2021-11-08 232.63000000 N N N N/A N/A USCPI N/A 700000.00000000 PA USD -18005.11000000 -0.01997276820 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2022-02-05 0.00000000 USD 0.00000000 USD 700000.00000000 USD -18005.11000000 N N N N/A N/A RPI N/A 800000.00000000 PA -39330.48000000 -0.04362864543 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-08-15 8611.27000000 USD 0.00000000 USD 800000.00000000 GBP -39330.48000000 N N N IndyMac INDA Mortgage Loan Trust N/A IndyMac INDA Mortgage Loan Trust, Series 2005-AR1, Class 2A1 45660LZK8 1536.97000000 PA USD 1501.83000000 0.001665954968 Long ABS-MBS CORP US N 2 2035-11-25 Variable 2.92442040 N N N N N N Republic of Italy 815600DE60799F5A9309 Buoni Poliennali del Tesoro N/A 1133726.00000000 PA 1451626.41000000 1.610264963789 Long DBT NUSS IT Y 2 2030-05-15 Fixed 0.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828UH1 760000.00000000 PA USD 918165.39000000 1.018505552321 Long DBT UST US N 2 2023-01-15 Fixed 0.12500000 N N N N N N N/A N/A CDIO N/A -100000.00000000 PA -17.57000000 -0.00001949010 N/A DCR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Put Written N/A Credit Default Swap Index Option 1.00000000 0.00850000 EUR 2021-08-18 XXXX 91.94000000 N N N Eurosail-UK plc 213800YCKG3TNT5E1296 Eurosail-UK plc, Series 2007-3X, Class A3A N/A 42076.54000000 PA 58305.93000000 0.064677795618 Long ABS-MBS CORP GB Y 2 2045-06-13 Floating 1.03424940 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp., Series FF 060505FL3 20000.00000000 PA USD 22806.00000000 0.025298315400 Long DBT CORP US N 2 2028-03-15 Variable 5.87499840 N N N N N N Residential Mortgage Securities 32 plc 54930041T52UP3IPLN03 Residential Mortgage Securities 32 plc, Series 32A, Class A N/A 88145.23000000 PA 123269.13000000 0.136740389805 Long ABS-MBS CORP GB Y 2 2070-06-20 Floating 1.29899850 N N N N N N N/A N/A RPI N/A 80000.00000000 PA 3780.95000000 0.004194144769 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-11-15 0.00000000 USD 0.00000000 USD 80000.00000000 GBP 3780.95000000 N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR10, Class 3A1 92922FW87 375.49000000 PA USD 368.24000000 0.000408482489 Long ABS-MBS CORP US N 2 2035-08-25 Variable 2.02204080 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828TE0 1640000.00000000 PA USD 1973069.78000000 2.188693396565 Long DBT UST US N 2 2022-07-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810SB5 930000.00000000 PA USD 1344346.65000000 1.491261315425 Long DBT UST US N 2 2048-02-15 Fixed 1.00000000 N N N N N N N/A N/A USCPI N/A 1100000.00000000 PA USD 23666.48000000 0.026252831512 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-03-05 0.00000000 USD 0.00000000 USD 1100000.00000000 USD 23666.48000000 N N N Commonwealth of Australia 213800J6B7JSBDETCB42 Commonwealth of Australia N/A 259908.00000000 PA 198296.15000000 0.219966611656 Long DBT NUSS AU Y 2 2022-02-21 Fixed 1.25000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2007-1T1, Class 1A1 23246KAA9 110967.95810000 PA USD 66321.96000000 0.073569843991 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2006-OA19, Class A1 12668RAA6 9871.42000000 PA USD 7692.16000000 0.008532784784 Long ABS-MBS CORP US N 2 2047-02-20 Floating 0.27338040 N N N N N N JP Morgan Alternative Loan Trust N/A JP Morgan Alternative Loan Trust, Series 2006-A7, Class 1A4 466286AD3 36919.43510000 PA USD 35943.60000000 0.039871635948 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.55163160 N N N N N N Charter Communications Operating LLC N/A Charter Communications Operating LLC 161175BB9 10000.00000000 PA USD 10352.60000000 0.011483966500 Long DBT CORP US N 2 2022-07-23 Fixed 4.46400000 N N N N N N Structured Asset Mortgage Investments II Trust N/A Structured Asset Mortgage Investments II Trust, Series 2006-AR3, Class 11A1 86360KAA6 4217.09870000 PA USD 4000.36000000 0.004437532622 Long ABS-MBS CORP US N 2 2036-04-25 Floating 0.51149880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Series 2006-30, Class KF 31395B6R9 245.24000000 PA USD 247.69000000 0.000274758385 Long ABS-MBS USGSE US N 2 2036-05-25 Floating 0.53150040 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 320.38000000 0.000355392190 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 18000.00000000 CAD 14840.83000000 USD 2021-08-17 320.38000000 N N N IndyMac INDX Mortgage Loan Trust N/A IndyMac INDX Mortgage Loan Trust, Series 2004-AR11, Class 2A 45660N6S9 2054.53000000 PA USD 2123.06000000 0.002355075045 Long ABS-MBS CORP US N 2 2034-12-25 Variable 2.87966160 N N N N N N N/A N/A RPI N/A 100000.00000000 PA -1005.17000000 -0.00111501831 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2036-03-15 0.00000000 USD 896.59000000 USD 100000.00000000 GBP -1005.17000000 N N N FNMA or FHLMC N/A UMBS, 30 Year, Single Family 01F032674 3000000.00000000 PA USD 3158437.50000000 3.503602036677 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810RW0 910000.00000000 PA USD 1296085.52000000 1.437726048902 Long DBT UST US N 2 2047-02-15 Fixed 0.87500000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A Merrill Lynch Mortgage Investors Trust, Series 2007-HE2, Class A2A 59024LAB7 9660.33000000 PA USD 4003.26000000 0.004440749544 Long ABS-O CORP US N 2 2037-02-25 Floating 0.21150000 N N N N N N Citigroup Mortgage Loan Trust N/A Citigroup Mortgage Loan Trust, Series 2007-10, Class 22AA 17313QAL2 9283.49000000 PA USD 9177.07000000 0.010179970679 Long ABS-MBS CORP US N 2 2037-09-25 Variable 3.23376120 N N N N N N N/A N/A SOP N/A -7800000.00000000 PA USD -813.19000000 -0.00090205810 N/A DIR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Call Written N/A Swaption 1.00000000 0.55000000 USD 2021-08-24 XXXX 11471.81000000 N N N Bear Stearns ARM Trust N/A Bear Stearns ARM Trust, Series 2005-1, Class 2A1 07387AAB1 5855.69000000 PA USD 5822.52000000 0.006458824317 Long ABS-MBS CORP US N 2 2035-03-25 Variable 2.85417360 N N N N N N Structured Asset Mortgage Investments II Trust N/A Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A1 86359LPD5 1897.42000000 PA USD 1840.88000000 0.002042057478 Long ABS-MBS CORP US N 2 2035-07-19 Floating 0.59338080 N N N N N N Atlas Senior Loan Fund Ltd. N/A Atlas Senior Loan Fund Ltd., Series 2017-8A, Class A 04943AAC3 300000.00000000 PA USD 299985.90000000 0.332769355168 Long ABS-CBDO CORP KY Y 2 2030-01-16 Floating 1.53012960 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust, Series 2005-A6, Class 2A1 466247TQ6 2815.98000000 PA USD 2850.18000000 0.003161657133 Long ABS-MBS CORP US N 2 2035-08-25 Variable 2.97883800 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust, Series 2008-R2, Class 1A1 46632TAA3 12832.31000000 PA USD 12553.52000000 0.013925410345 Long ABS-MBS CORP US Y 2 2037-07-27 Variable 2.94851880 N N N N N N Japan 353800WZS8AXZXFUC241 Japan Government Bond CPI Linked N/A 82716680.00000000 PA 763302.78000000 0.846719042124 Long DBT NUSS JP N 2 2028-03-10 Fixed 0.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YY0 330000.00000000 PA USD 343456.87000000 0.380990977102 Long DBT UST US N 2 2024-12-31 Fixed 1.75000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 Mex Bonos Desarr Fix Rt N/A 1980000.00000000 PA 104883.93000000 0.116345994107 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000080 N N N N N N N/A N/A SOP N/A -800000.00000000 PA -36440.72000000 -0.04042308287 N/A DIR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Written N/A Swaption 1.00000000 0.00000000 EUR 2022-11-02 XXXX -17034.62000000 N N N Anchorage Capital CLO 16 Ltd. 5493008M7D1YIDOH2C69 Anchorage Capital CLO 16 Ltd., Series 2020-16A, Class A 03330WAA2 200000.00000000 PA USD 200173.00000000 0.222048570056 Long ABS-CBDO CORP KY Y 2 2031-10-20 Floating 1.58825160 N N N N N N Residential Asset Securitization Trust N/A Residential Asset Securitization Trust, Series 2006-A10, Class A5 76113LAE7 8749.30000000 PA USD 4818.54000000 0.005345126049 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828SA9 680000.00000000 PA USD 820130.74000000 0.909757350273 Long DBT UST US N 2 2022-01-15 Fixed 0.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Structured Pass-Through Certificates, Series T-62, Class 1A1 31395HHV5 43630.35000000 PA USD 44807.02000000 0.049703679914 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 1.31630040 N N N N N N Structured Asset Mortgage Investments II Trust N/A Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1 86359LDX4 1313.08000000 PA USD 1290.27000000 0.001431274989 Long ABS-MBS CORP US N 2 2034-10-19 Floating 0.75337920 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 130.63000000 0.000144905680 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 10000.00000000 GBP 13965.25000000 USD 2021-08-17 130.63000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 2500.59000000 0.002773862777 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 215000.50000000 PEN 58373.29000000 USD 2022-03-25 2500.59000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810PZ5 470000.00000000 PA USD 753330.08000000 0.835656492356 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 FHLB 313385JR8 29000000.00000000 PA USD 28998590.60000000 32.16765286219 Long STIV USGA US N 2 2021-07-27 None 0.00000000 N N N N N N Securitized Asset-Backed Receivables LLC Trust N/A Securitized Asset-Backed Receivables LLC Trust, Series 2007-HE1, Class A2A 81377JAB9 10977.52000000 PA USD 3714.88000000 0.004120854420 Long ABS-O CORP US N 2 2036-12-25 Floating 0.15149880 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 ERAC USA Finance LLC 26884TAD4 20000.00000000 PA USD 20102.80000000 0.022299700729 Long DBT CORP US Y 2 2021-08-16 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828B25 1540000.00000000 PA USD 1898112.49000000 2.105544525040 Long DBT UST US N 2 2024-01-15 Fixed 0.62500000 N N N N N N N/A N/A SOP N/A -1900000.00000000 PA USD -1017.69000000 -0.00112890654 N/A DIR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Put Written N/A Swaption 1.00000000 2.30000000 USD 2021-09-29 XXXX 12439.11000000 N N N AREIT Trust N/A AREIT Trust, Series 2020-CRE4, Class A 04002RAA8 67354.74000000 PA USD 67735.87000000 0.075138270770 Long ABS-MBS CORP US Y 2 2037-04-15 Floating 2.74448160 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust, Series 2019-HY2, Class A1 89177HAA0 44891.85000000 PA USD 45302.18000000 0.050252952643 Long ABS-O CORP US Y 2 2058-05-25 Floating 1.09149840 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810FS2 860000.00000000 PA USD 1361522.26000000 1.510313933113 Long DBT UST US N 2 2026-01-15 Fixed 2.00000000 N N N N N N N/A N/A USCPI N/A 200000.00000000 PA USD -5224.99000000 -0.00579599425 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2022-01-19 0.00000000 USD 5.47000000 USD 200000.00000000 USD -5224.99000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810QF8 770000.00000000 PA USD 1418709.73000000 1.573751039709 Long DBT UST US N 2 2040-02-15 Fixed 2.12500000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA4, Class 1A 93364CAA6 5180.70000000 PA USD 5004.63000000 0.005551552582 Long ABS-MBS CORP US N 2 2047-05-25 Floating 0.88629840 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -2794.28000000 -0.00309964819 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 229214.74000000 USD 3303672000.00000000 IDR 2021-09-15 -2794.28000000 N N N Banc of America Mortgage Trust N/A Banc of America Mortgage Trust, Series 2005-E, Class 2A1 05949A6C9 827.61000000 PA USD 777.45000000 0.000862412317 Long ABS-MBS CORP US N 2 2035-06-25 Variable 2.47389480 N N N N N N Commonwealth of Australia 213800J6B7JSBDETCB42 Commonwealth of Australia N/A 419859.00000000 PA 370529.22000000 0.411021883396 Long DBT NUSS AU Y 2 2025-09-20 Fixed 3.00000000 N N N N N N N/A N/A USCPI N/A 500000.00000000 PA USD -13151.12000000 -0.01458831805 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2022-01-19 0.00000000 USD 0.00000000 USD 500000.00000000 USD -13151.12000000 N N N Park Place Securities, Inc. Asset-Backed Pass-Through Certificates N/A Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2004-WCW2, Class M3 70069FAZ0 150000.00000000 PA USD 148921.25000000 0.165195858649 Long ABS-O CORP US N 2 2034-10-25 Floating 1.14149880 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2002-AR17, Class 1A 929227XB7 302.37000000 PA USD 297.93000000 0.000330488779 Long ABS-MBS CORP US N 2 2042-11-25 Floating 1.31630040 N N N N N N Park Place Securities, Inc. Asset-Backed Pass-Through Certificates N/A Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2 70069FMT1 25000.00000000 PA USD 24601.85000000 0.027290421851 Long ABS-O CORP US N 2 2035-09-25 Floating 0.82649880 N N N N N N LoanCore Issuer Ltd. N/A LoanCore Issuer Ltd., Series 2019-CRE2, Class A 53946JAA2 100000.00000000 PA USD 99968.80000000 0.110893722381 Long ABS-CBDO CORP KY Y 2 2036-05-15 Floating 1.20287880 N N N N N N Catamaran CLO Ltd. 549300MB476AHX5W1918 Catamaran CLO Ltd., Series 2013-1A, Class AR 14889EAL0 116330.01000000 PA USD 116331.52000000 0.129044614750 Long ABS-CBDO CORP KY Y 2 2028-01-27 Floating 1.03137840 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 251526BX6 400000.00000000 PA USD 404336.00000000 0.448523180560 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust, Series 2007-3, Class 1A1 81744MAA0 12115.15000000 PA USD 11913.14000000 0.013215047493 Long ABS-MBS CORP US N 2 2036-07-20 Floating 0.49338000 N N N N N N Argent Mortgage Loan Trust N/A Argent Mortgage Loan Trust, Series 2005-W1, Class A1 040104MX6 21157.45000000 PA USD 19485.37000000 0.021614795929 Long ABS-O CORP US N 2 2035-05-25 Floating 0.33149880 N N N N N N RALI Trust N/A RALI Trust, Series 2005-QO1, Class A1 761118EN4 2124.37000000 PA USD 1835.91000000 0.002036544340 Long ABS-MBS CORP US N 2 2035-08-25 Floating 0.39150000 N N N N N N N/A N/A HICPXT N/A 200000.00000000 PA -5729.43000000 -0.00635556113 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-03-15 0.00000000 USD 1189.01000000 USD 200000.00000000 EUR -5729.43000000 N N N Bancorp Commercial Mortgage Trust N/A Bancorp Commercial Mortgage Trust, Series 2019-CRE6, Class A 05973BAA5 30465.68000000 PA USD 30446.64000000 0.033773949908 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 1.17447840 N N N N N N N/A N/A GNMA N/A -100000.00000000 NC USD -166.04000000 -0.00018418540 N/A DIR US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 Put Written GNMA GNMA 1.00000000 1.02296900 USD 2021-08-12 XXXX 169.90000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828ZJ2 2140000.00000000 PA USD 2388533.14000000 2.649559971971 Long DBT UST US N 2 2025-04-15 Fixed 0.12500000 N N N N N N N/A N/A IRSZC N/A 3000000.00000000 PA -4335.71000000 -0.00480953078 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2023-11-21 0.00000000 USD 0.00000000 USD 3000000.00000000 EUR -4335.71000000 N N N N/A N/A CDIO N/A -600000.00000000 PA -137.71000000 -0.00015275940 N/A DCR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Put Written N/A Credit Default Swap Index Option 1.00000000 0.00750000 EUR 2021-08-18 XXXX 556.66000000 N N N Soundview Home Loan Trust N/A Soundview Home Loan Trust, Series 2006-NLC1, Class A1 83611DAA6 1861.17000000 PA USD 785.52000000 0.000871364233 Long ABS-O CORP US Y 2 2036-11-25 Floating 0.15149880 N N N N N N GSAMP Trust N/A GSAMP Trust, Series 2007-FM1, Class A2A 3622MAAB7 3153.13000000 PA USD 1850.63000000 0.002052872990 Long ABS-O CORP US N 2 2036-12-25 Floating 0.16149960 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust, Series 2005-A1, Class 6T1 466247LZ4 1673.39000000 PA USD 1699.85000000 0.001885615251 Long ABS-MBS CORP US N 2 2035-02-25 Variable 2.45289600 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc. 928563AC9 10000.00000000 PA USD 11104.33000000 0.012317848051 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810SV1 280000.00000000 PA USD 315658.35000000 0.350154542540 Long DBT UST US N 2 2051-02-15 Fixed 0.12500000 N N N N N N N/A N/A USCPI N/A 200000.00000000 PA USD -7340.43000000 -0.00814261656 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2021-08-26 0.00000000 USD 6.12000000 USD 200000.00000000 USD -7340.43000000 N N N MASTR Adjustable Rate Mortgages Trust N/A MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 576433UM6 2345.51000000 PA USD 2368.38000000 0.002627204429 Long ABS-MBS CORP US N 2 2034-11-21 Variable 2.87643960 N N N N N N N/A N/A SOP N/A 700000.00000000 PA 104120.28000000 0.115498889899 N/A DIR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Put Purchased N/A Swaption 1.00000000 0.19700000 EUR 2022-11-04 XXXX 51869.03000000 N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR14, Class 2A1 92922F4F2 1692.98000000 PA USD 1727.72000000 0.001916530977 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.13185960 N N N N N N N/A N/A RPI N/A 160000.00000000 PA 7485.10000000 0.008303096580 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-11-15 0.00000000 USD 0.00000000 USD 160000.00000000 GBP 7485.10000000 N N N N/A N/A USCPI N/A 200000.00000000 PA USD -15737.87000000 -0.01745775668 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2029-11-04 0.00000000 USD 590.75000000 USD 200000.00000000 USD -15737.87000000 N N N Palmer Square Loan Funding Ltd. N/A Palmer Square Loan Funding Ltd., Series 2019-4A, Class A1 69689HAA3 139937.38000000 PA USD 139944.24000000 0.155237811191 Long ABS-CBDO CORP KY Y 2 2027-10-24 Floating 1.07574840 N N N N N N Citigroup Mortgage Loan Trust N/A Citigroup Mortgage Loan Trust, Series 2019-C, Class A1 17328GAA1 161087.64000000 PA USD 161633.26000000 0.179297079309 Long ABS-MBS CORP US Y 2 2059-09-25 Variable 3.22800120 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810PV4 2240000.00000000 PA USD 3452227.86000000 3.829498782663 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N N/A N/A USCPI N/A 300000.00000000 PA USD -7783.06000000 -0.00863361863 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2022-01-21 0.00000000 USD 0.00000000 USD 300000.00000000 USD -7783.06000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810SM1 350000.00000000 PA USD 411613.07000000 0.456595512931 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2007-1, Class A1 170255AA1 41189.36490000 PA USD 31496.35000000 0.034938375702 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Series T-32, Class A1 3133TSQG1 768.73000000 PA USD 754.88000000 0.000837375792 Long ABS-O CORP US N 2 2031-08-25 Floating 0.35163000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A Structured Adjustable Rate Mortgage Loan Trust, Series 2005-17, Class 3A1 863579VM7 2125.92000000 PA USD 2048.52000000 0.002272389067 Long ABS-MBS CORP US N 2 2035-08-25 Variable 2.92516920 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust, Inc., Series 2007-WFH3, Class A3 17313CAC3 44849.11000000 PA USD 44663.05000000 0.049543976394 Long ABS-O CORP US N 2 2037-06-25 Floating 0.34149960 N N N N N N Z Capital Credit Partners CLO Ltd. 549300BNZ44C797ZPY53 Z Capital Credit Partners CLO Ltd., Series 2015-1A, Class A1R 98877EAG8 28107.11000000 PA USD 28107.56000000 0.031179247479 Long ABS-CBDO CORP KY Y 2 2027-07-16 Floating 1.13362920 N N N N N N N/A N/A HICPXT N/A 100000.00000000 PA -2741.20000000 -0.00304076743 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-03-15 0.00000000 USD 718.02000000 USD 100000.00000000 EUR -2741.20000000 N N N Bear Stearns ALT-A Trust N/A Bear Stearns ALT-A Trust, Series 2006-2, Class 23A1 07386HF71 10455.54050000 PA USD 9027.29000000 0.010013822223 Long ABS-MBS CORP US N 2 2036-03-25 Variable 3.32592120 N N N N N N STWD Ltd. N/A STWD Ltd., Series 2019-FL1, Class A 78485WAA7 200000.00000000 PA USD 199999.88000000 0.221856530928 Long ABS-CBDO CORP KY Y 2 2038-07-15 Floating 1.20448080 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1233.63000000 0.001368445182 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 10300000.00000000 JPY 93983.17000000 USD 2021-08-17 1233.63000000 N N N Structured Asset Mortgage Investments II Trust N/A Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A2 86359LPE3 2724.26000000 PA USD 2635.50000000 0.002923516190 Long ABS-MBS CORP US N 2 2035-07-19 Floating 0.59338080 N N N N N N Japan 353800WZS8AXZXFUC241 Japan Government Bond CPI Linked N/A 58103240.00000000 PA 537479.47000000 0.596217011026 Long DBT NUSS JP N 2 2029-03-10 Fixed 0.10000000 N N N N N N FFCB N/A FFCB 313313JS8 2138000.00000000 PA USD 2137860.60000000 2.371493104515 Long STIV USGA US N 2 2021-07-28 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Series 278, Class F1 3132HTBH8 95601.25000000 PA USD 96790.61000000 0.107368209225 Long ABS-MBS USGSE US N 2 2042-09-15 Floating 0.52287840 N N N N N N JPMorgan Prime Money Market Fund, IM Shares N/A JPMorgan Prime Money Market Fund, IM Shares N/A 0.01000000 NS USD 0.01000000 0.000000011092 Long STIV RF US N 1 N N N N/A N/A USCPI N/A 500000.00000000 PA USD -18791.61000000 -0.02084521953 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2021-08-14 0.00000000 USD 0.00000000 USD 500000.00000000 USD -18791.61000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828V49 1210000.00000000 PA USD 1481109.22000000 1.642969753155 Long DBT UST US N 2 2027-01-15 Fixed 0.37500000 N N N N N N N/A N/A HICPXT N/A 200000.00000000 PA 6624.20000000 0.007348114569 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2022-07-15 0.00000000 USD 10.68000000 USD 200000.00000000 EUR 6624.20000000 N N N French Republic 969500KCGF3SUYJHPV70 French Republic N/A 100000.00000000 PA 128986.13000000 0.143082162547 Long DBT NUSS FR Y 2 2026-03-01 Fixed 0.10000000 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2006-HYB3, Class 3A1B 1266944F2 2444.14040000 PA USD 2521.62000000 0.002797191005 Long ABS-MBS CORP US N 2 2036-05-20 Variable 2.86666560 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810RA8 540000.00000000 PA USD 749715.00000000 0.831646344411 Long DBT UST US N 2 2043-02-15 Fixed 0.62500000 N N N N N N Bear Stearns ARM Trust N/A Bear Stearns ARM Trust, Series 2004-10, Class 13A1 07384M4E9 4213.75000000 PA USD 4307.75000000 0.004778515222 Long ABS-MBS CORP US N 2 2035-01-25 Variable 2.75657400 N N N N N N N/A N/A RPI N/A 340000.00000000 PA 15013.23000000 0.016653925621 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-11-15 0.00000000 USD 0.00000000 USD 340000.00000000 GBP 15013.23000000 N N N N/A N/A RPI N/A 1000000.00000000 PA -15017.47000000 -0.01665862898 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2025-01-15 20779.42000000 USD 0.00000000 USD 1000000.00000000 GBP -15017.47000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 693.19000000 0.000768944104 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24000.00000000 GBP 33896.28000000 USD 2021-08-17 693.19000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Series T-63, Class 1A1 31395M2F5 13410.60000000 PA USD 13518.83000000 0.014996212627 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 1.32750000 N N N N N N Alliance Bancorp Trust N/A Alliance Bancorp Trust, Series 2007-OA1, Class A1 01852TAA1 28764.45000000 PA USD 26878.07000000 0.029815394730 Long ABS-MBS CORP US N 2 2037-07-25 Floating 0.33149880 N N N N N N Eurosail-UK plc 213800YCKG3TNT5E1296 Eurosail-UK plc, Series 2007-3X, Class A3C N/A 18698.26000000 PA 25891.89000000 0.028721441705 Long ABS-MBS CORP GB Y 2 2045-06-13 Floating 1.03424940 N N N N N N Bear Stearns ARM Trust N/A Bear Stearns ARM Trust, Series 2005-9, Class A1 07387AEG6 7060.92000000 PA USD 7196.02000000 0.007982424957 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.40999840 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 22634.23000000 0.025107773804 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1015000.00000000 NZD 732030.59000000 USD 2021-08-17 22634.23000000 N N N RAAC Trust N/A RAAC Trust, Series 2006-SP3, Class M1 74919QAD9 7512.69000000 PA USD 7479.07000000 0.008296407601 Long ABS-O CORP US N 2 2036-08-25 Floating 0.60162840 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2006-6, Class A4 126694K64 13440.58480000 PA USD 10063.66000000 0.011163450178 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N Structured Asset Mortgage Investments II Trust N/A Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 86359LPF0 6889.63000000 PA USD 6981.88000000 0.007744883027 Long ABS-MBS CORP US N 2 2035-07-19 Floating 0.59338080 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828Z37 3810000.00000000 PA USD 4343517.30000000 4.818191291935 Long DBT UST US N 2 2030-01-15 Fixed 0.12500000 N N N N N N Park Place Securities, Inc. N/A Park Place Securities, Inc., Series 2005-WCW1, Class M2 70069FKF3 52090.35000000 PA USD 52062.03000000 0.057751541495 Long ABS-O CORP US N 2 2035-09-25 Floating 0.79650000 N N N N N N N/A N/A Euro-Buxl N/A -7.00000000 NC -30151.83000000 -0.03344692209 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Buxl 2021-09-08 -1422680.00000000 EUR -30151.83000000 N N N N/A N/A USCPI N/A 550000.00000000 PA USD -14415.09000000 -0.01599041889 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2022-02-04 0.00000000 USD 0.00000000 USD 550000.00000000 USD -14415.09000000 N N N Renaissance Home Equity Loan Trust N/A Renaissance Home Equity Loan Trust, Series 2002-3, Class A 75970NAA5 1941.90000000 PA USD 1879.38000000 0.002084764886 Long ABS-O CORP US N 2 2032-12-25 Floating 0.85150080 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust, Series 5, Class A 81743WAA9 678.31000000 PA USD 671.43000000 0.000744806099 Long ABS-MBS CORP US N 2 2026-10-19 Floating 0.79750080 N N N N N N Lehman ABS Manufactured Housing Contract Trust N/A Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M2 52519SAM5 36223.13000000 PA USD 26759.15000000 0.029683478758 Long ABS-O CORP US N 2 2040-04-15 Variable 7.17000120 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828X39 11030000.00000000 PA USD 12424582.16000000 13.78238175067 Long DBT UST US N 2 2022-04-15 Fixed 0.12500000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NBE8 103000.00000000 PA USD 112039.28000000 0.124283304512 Long DBT CORP NL N 2 2030-01-15 Fixed 5.09300000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR7, Class 3A 93363CAC3 11972.64000000 PA USD 11702.28000000 0.012981144012 Long ABS-MBS CORP US N 2 2046-07-25 Floating 1.84299840 N N N N N N N/A N/A USCPI N/A 600000.00000000 PA USD -48985.86000000 -0.05433919742 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2029-11-04 0.00000000 USD 0.00000000 USD 600000.00000000 USD -48985.86000000 N N N N/A N/A FCPIX N/A 820000.00000000 PA 34742.26000000 0.038539009524 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-10-15 0.00000000 USD 0.00000000 USD 820000.00000000 EUR 34742.26000000 N N N Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates N/A Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1A1D 68383NCY7 178555.29000000 PA USD 179458.73000000 0.199070575855 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.85150080 N N N N N N Venture XX CLO Ltd. 549300LQ92YS70N4PB21 Venture XX CLO Ltd., Series 2015-20A, Class AR 92330JCC8 76831.13000000 PA USD 76832.97000000 0.085229532063 Long ABS-CBDO CORP KY Y 2 2027-04-15 Floating 1.00374840 N N N N N N Residential Asset Securitization Trust N/A Residential Asset Securitization Trust, Series 2005-A5, Class A3 45660LJZ3 20295.28000000 PA USD 14811.01000000 0.016429606348 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.49150080 N N N N N N Banc of America Funding Trust N/A Banc of America Funding Trust, Series 2006-J, Class 4A1 05951EAM9 4060.38650000 PA USD 3882.27000000 0.004306537355 Long ABS-MBS CORP US N 2 2047-01-20 Variable 3.34793160 N N N N N N Towd Point Mortgage Funding Granite4 plc 635400655NWVVZHH1395 Towd Point Mortgage Funding Granite4 plc, Series 2019-GR4A, Class A1 N/A 258507.94000000 PA 359608.01000000 0.398907167307 Long ABS-MBS CORP GB Y 2 2051-10-20 Floating 1.10912915 N N N N N N ICG US CLO Ltd. 254900UXTGDH0QOBDH07 ICG US CLO Ltd., Series 2020-1A, Class A1 449251AA5 200000.00000000 PA USD 200150.80000000 0.222023943966 Long ABS-CBDO CORP KY Y 2 2031-10-22 Floating 1.58375160 N N N N N N Canadian Government Real Return Bond 4BFD7AQU0A75QLAHK410 Canada Government Bond 135087VS0 223791.40000000 PA 232523.89000000 0.257934872727 Long DBT NUSS CA N 2 2026-12-01 Fixed 4.25000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2006-OA11, Class A1B 02147DAB7 69276.27810000 PA USD 66990.69000000 0.074311655026 Long ABS-MBS CORP US N 2 2046-09-25 Floating 0.47149920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 313589MA8 15000000.00000000 PA USD 14997438.00000000 16.63640781928 Long STIV USGA US N 2 2021-09-22 None 0.00000000 N N N N N N HarborView Mortgage Loan Trust N/A HarborView Mortgage Loan Trust, Series 2005-13, Class 2A11 41161PWB5 2283.63000000 PA USD 1571.11000000 0.001742806117 Long ABS-MBS CORP US N 2 2036-02-19 Floating 0.65750040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Series 2006-5, Class 3A2 31394VL73 3919.21000000 PA USD 4013.40000000 0.004451997677 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 2.09954520 N N N N N N New Residential Mortgage Loan Trust N/A New Residential Mortgage Loan Trust, Series 2019-RPL2, Class A1 64830HAA2 71907.33000000 PA USD 75699.10000000 0.083971748984 Long ABS-MBS CORP US Y 2 2059-02-25 Variable 3.25000080 N N N N N N Banc of America Mortgage Trust N/A Banc of America Mortgage Trust, Series 2006-A, Class 2A1 05949CRS7 5968.76000000 PA USD 5922.66000000 0.006569907949 Long ABS-MBS CORP US N 2 2036-02-25 Variable 2.78621640 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 Republic of Peru 715638BX9 200000.00000000 PA 56793.85000000 0.063000470495 Long DBT NUSS PE Y 2 2029-02-12 Fixed 5.94000000 N N N N N N Stratton Mortgage Funding plc 213800RHNWAD2QXB3483 Stratton Mortgage Funding plc, Series 2019-1, Class A N/A 81427.19000000 PA 113142.51000000 0.125507099149 Long ABS-MBS CORP GB Y 2 2051-05-25 Floating 1.24880005 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810RL4 1900000.00000000 PA USD 2658902.13000000 2.949475782880 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 McDonald's Corp. 58013MFG4 200000.00000000 PA USD 200195.88000000 0.222073950458 Long DBT CORP US N 2 2021-10-28 Floating 0.61400160 N N N N N N N/A N/A CDIO N/A -100000.00000000 PA -7.52000000 -0.00000834181 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Put Written N/A Credit Default Swap Index Option 1.00000000 0.00750000 EUR 2021-07-21 XXXX 95.97000000 N N N Citigroup Mortgage Loan Trust N/A Citigroup Mortgage Loan Trust, Series 2007-AMC2, Class A3A 17311XAA3 4205.63000000 PA USD 3514.71000000 0.003898809178 Long ABS-O CORP US N 2 2037-01-25 Floating 0.17150040 N N N N N N N/A N/A GNMA N/A -100000.00000000 NC USD -158.21000000 -0.00017549971 N/A DIR US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 Put Written GNMA GNMA 1.00000000 1.02234400 USD 2021-08-12 XXXX 162.10000000 N N N Republic of Italy 815600DE60799F5A9309 Buoni Poliennali del Tesoro N/A 2511025.00000000 PA 3216337.78000000 3.567829851516 Long DBT NUSS IT Y 2 2025-05-26 Fixed 1.40000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR3, Class A1A 92925CDA7 2120.37000000 PA USD 2134.23000000 0.002367465740 Long ABS-MBS CORP US N 2 2046-02-25 Floating 1.11629880 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 86359BGG0 1877.06000000 PA USD 1904.26000000 0.002112363855 Long ABS-MBS CORP US N 2 2034-02-25 Variable 2.53515240 N N N N N N Lehman XS Trust N/A Lehman XS Trust, Series 2007-20N, Class A1 52525AAA2 40593.95660000 PA USD 41993.51000000 0.046582700200 Long ABS-MBS CORP US N 2 2037-12-25 Floating 1.24149960 N N N N N N Japan 353800WZS8AXZXFUC241 Japan Government Bond CPI Linked N/A 9939300.00000000 PA 93597.85000000 0.103826533812 Long DBT NUSS JP N 2 2030-03-10 Fixed 0.20000000 N N N N N N Jamestown CLO V Ltd. 549300J8XCULR2IX5L98 Jamestown CLO V Ltd., Series 2014-5A, Class AR 470473AF6 14980.38000000 PA USD 14982.40000000 0.016619726416 Long ABS-CBDO CORP KY Y 2 2027-01-17 Floating 1.40974920 N N N N N N CWABS Asset-Backed Certificates Trust 549300XF11BHS5IOB463 CWABS Asset-Backed Certificates Trust, Series 2007-12, Class 1A1 126697AA9 16523.89000000 PA USD 16176.30000000 0.017944099772 Long ABS-O CORP US N 2 2047-08-25 Floating 0.83149920 N N N N N N Securitized Asset-Backed Receivables LLC Trust N/A Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C 81376YAD3 176571.37000000 PA USD 81306.33000000 0.090191755696 Long ABS-O CORP US N 2 2036-07-25 Floating 0.41150160 N N N N N N United States Small Business Administration N/A United States Small Business Administration, Series 2008-20H, Class 1 83162CRY1 7126.50000000 PA USD 7825.19000000 0.008680352744 Long ABS-O CORP US N 2 2028-08-01 Fixed 6.02000000 N N N N N N N/A N/A RPI N/A 300000.00000000 PA 17018.42000000 0.018878249442 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-09-15 0.00000000 USD 0.00000000 USD 300000.00000000 GBP 17018.42000000 N N N N/A N/A USCPI N/A 200000.00000000 PA USD -7842.30000000 -0.00869933258 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2021-08-07 0.00000000 USD 0.00000000 USD 200000.00000000 USD -7842.30000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -197.73000000 -0.00021933859 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 94273.15000000 USD 68000.00000000 GBP 2021-08-17 -197.73000000 N N N Bear Stearns Asset-Backed Securities I Trust N/A Bear Stearns Asset-Backed Securities I Trust, Series 2005-HE1, Class M4 073879PU6 309016.45000000 PA USD 310604.58000000 0.344548479774 Long ABS-O CORP US N 2 2035-01-25 Floating 2.26649880 N N N N N N First Horizon Mortgage Pass-Through Trust N/A First Horizon Mortgage Pass-Through Trust, Series 2005-AR3, Class 2A1 32051GQL2 4375.20000000 PA USD 3449.34000000 0.003826295327 Long ABS-MBS CORP US N 2 2035-08-25 Variable 2.86056360 N N N N N N N/A N/A FCPIX N/A 700000.00000000 PA -2224.72000000 -0.00246784478 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-03-15 0.00000000 USD 147.04000000 USD 700000.00000000 EUR -2224.72000000 N N N GreenPoint Mortgage Funding Trust N/A GreenPoint Mortgage Funding Trust, Series 2006-AR4, Class A6A 39539FAK0 65056.30000000 PA USD 63419.95000000 0.070350692703 Long ABS-MBS CORP US N 2 2046-09-25 Floating 0.27150120 N N N N N N N/A N/A CDIO N/A -200000.00000000 PA -120.50000000 -0.00013366864 N/A DCR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Put Written N/A Credit Default Swap Index Option 1.00000000 0.00850000 EUR 2021-10-20 XXXX 87.05000000 N N N Citigroup Mortgage Loan Trust N/A Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 2A1 17307G3C0 6453.61000000 PA USD 6441.83000000 0.007145814570 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.52000000 N N N N N N Credit-Based Asset Servicing and Securitization LLC N/A Credit-Based Asset Servicing and Securitization LLC, Series 2005-CB3, Class M4 12489WLH5 25000.00000000 PA USD 24606.48000000 0.027295557833 Long ABS-O CORP US N 2 2035-06-25 Floating 1.14149880 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A Structured Adjustable Rate Mortgage Loan Trust, Series 2004-19, Class 2A1 863579JG4 1714.82020000 PA USD 1597.00000000 0.001771525462 Long ABS-MBS CORP US N 2 2035-01-25 Floating 1.51629840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2017-H10, Class FB 38375UZZ6 72064.87000000 PA USD 73128.20000000 0.081119892497 Long ABS-MBS USGA US N 2 2067-04-20 Floating 1.02899880 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust, Series 2004-12, Class 3A6 36242DLF8 3726.76000000 PA USD 3775.38000000 0.004187966061 Long ABS-MBS CORP US N 2 2034-12-25 Variable 2.58983640 N N N N N N First Horizon Alternative Mortgage Securities Trust N/A First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 32052DAG6 10594.11000000 PA USD 6541.77000000 0.007256676345 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N N/A N/A CDIO N/A -100000.00000000 PA -7.52000000 -0.00000834181 N/A DCR US N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 Put Written N/A Credit Default Swap Index Option 1.00000000 0.00750000 EUR 2021-07-21 XXXX 94.77000000 N N N Banc of America Funding Trust N/A Banc of America Funding Trust, Series 2006-J, Class 2A1 05951EAC1 96081.51790000 PA USD 93896.08000000 0.104157355377 Long ABS-MBS CORP US N 2 2047-01-20 Variable 3.20865840 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828S50 190000.00000000 PA USD 231876.17000000 0.257216367735 Long DBT UST US N 2 2026-07-15 Fixed 0.12500000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 26034.00000000 0.028879081958 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 131004939.00000000 JPY 1205708.58000000 USD 2021-08-17 26034.00000000 N N N N/A N/A CDIO N/A -100000.00000000 PA USD -16.36000000 -0.00001814787 N/A DCR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Written N/A Credit Default Swap Index Option 1.00000000 0.00800000 USD 2021-08-18 XXXX 91.64000000 N N N CIT Mortgage Loan Trust N/A CIT Mortgage Loan Trust, Series 2007-1, Class 1A 12559QAA0 15427.10000000 PA USD 15578.57000000 0.017281047853 Long ABS-O CORP US Y 2 2037-10-25 Floating 1.44150120 N N N N N N N/A N/A SOP N/A -2100000.00000000 PA -96066.30000000 -0.10656474422 N/A DIR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Put Written N/A Swaption 1.00000000 0.00000000 EUR 2022-11-04 XXXX -44619.94000000 N N N N/A N/A RPI N/A 200000.00000000 PA -2361.82000000 -0.00261992753 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2025-01-15 3514.20000000 USD 0.00000000 USD 200000.00000000 GBP -2361.82000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SS8 1040000.00000000 PA USD 934432.30000000 1.036550164255 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YCR8 60000.00000000 PA USD 60575.51000000 0.067195402856 Long DBT CORP US N 2 2021-12-15 Fixed 5.00000000 N N N N N N N/A N/A FCPIX N/A 100000.00000000 PA -361.25000000 -0.00040072859 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-03-15 22.43000000 USD 0.00000000 USD 100000.00000000 EUR -361.25000000 N N N N/A N/A SOP N/A 250000.00000000 PA 37546.09000000 0.041649251376 N/A DIR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Purchased N/A Swaption 1.00000000 0.19000000 EUR 2022-11-02 XXXX 19312.44000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Series 2007-63, Class FC 31396WTU0 125.33000000 PA USD 126.13000000 0.000139913905 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.44150040 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 9128282L3 4770000.00000000 PA USD 5809169.04000000 6.444014320354 Long DBT UST US N 2 2027-07-15 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828N71 1660000.00000000 PA USD 2072501.84000000 2.298991722217 Long DBT UST US N 2 2026-01-15 Fixed 0.62500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 34540XAB9 200000.00000000 PA USD 205250.00000000 0.227680401473 Long DBT CORP US N 2 2022-10-07 Fixed 3.55000000 N N N N N N N/A N/A RPI N/A 700000.00000000 PA -8142.28000000 -0.00903209539 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2025-01-15 12175.64000000 USD 0.00000000 USD 700000.00000000 GBP -8142.28000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Series 2004-63, Class FA 31394ANT9 675.34000000 PA USD 670.04000000 0.000743264195 Long ABS-MBS USGSE US N 2 2034-08-25 Floating 0.24149880 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828ZZ6 2950000.00000000 PA USD 3391879.44000000 3.762555286956 Long DBT UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N N/A N/A U.S. Treasury Ultra Bond N/A -11.00000000 NC USD -99667.93000000 -0.11055997230 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2021-09-21 -2119562.50000000 USD -99667.93000000 N N N N/A N/A RPI N/A 100000.00000000 PA -1843.26000000 -0.00204469757 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2036-03-15 0.00000000 USD 58.50000000 USD 100000.00000000 GBP -1843.26000000 N N N N/A N/A FCPIX N/A 900000.00000000 PA -3049.41000000 -0.00338265964 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-03-15 0.00000000 USD 0.00000000 USD 900000.00000000 EUR -3049.41000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 9128287D6 2495000.00000000 PA USD 2899299.93000000 3.216145052636 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3137EAEC9 3108000.00000000 PA USD 3111326.18000000 3.451342235207 Long DBT USGA US N 2 2021-08-12 Fixed 1.12500000 N N N N N N CSMC Mortgage-Backed Trust N/A CSMC Mortgage-Backed Trust, Series 2007-6, Class A1 12639PAA6 149554.07660000 PA USD 127852.13000000 0.141824235262 Long ABS-MBS CORP US N 2 2037-10-25 Variable 6.42049920 N N N N N N Countrywide Asset-Backed Certificates N/A Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 12667CAD4 40000.00000000 PA USD 37679.18000000 0.041796885893 Long ABS-O CORP US N 2 2037-03-25 Floating 0.34149960 N N N N N N N/A N/A USCPI N/A 100000.00000000 PA USD -2954.74000000 -0.00327764379 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2021-07-09 0.11000000 USD 0.00000000 USD 100000.00000000 USD -2954.74000000 N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust, Series 2005-AR1, Class 1A1 36242DUL5 1515.72000000 PA USD 1499.88000000 0.001663791866 Long ABS-MBS CORP US N 2 2035-01-25 Variable 2.67767640 N N N N N N N/A N/A USCPI N/A 300000.00000000 PA USD -11228.16000000 -0.01245521060 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2021-08-14 0.00000000 USD 1.81000000 USD 300000.00000000 USD -11228.16000000 N N N N/A N/A HICPXT N/A 100000.00000000 PA -2930.24000000 -0.00325046635 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-03-15 0.00000000 USD 528.98000000 USD 100000.00000000 EUR -2930.24000000 N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2018-H15, Class FG 38380LJY0 136202.86000000 PA USD 134985.52000000 0.149737185805 Long ABS-MBS USGA US N 2 2068-08-20 Floating 0.59862960 N N N N N N American Home Mortgage Investment Trust N/A American Home Mortgage Investment Trust, Series 2005-2, Class 4A1 02660TEQ2 816.50000000 PA USD 818.79000000 0.000908270089 Long ABS-MBS CORP US N 2 2045-09-25 Floating 1.67113080 N N N N N N N/A N/A U.S. Treasury 2 Year Note N/A -21.00000000 NC USD 7356.17000000 0.008160076681 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2021-09-30 -4626726.56000000 USD 7356.17000000 N N N SLM Student Loan Trust 549300MTK92VF84VT259 SLM Student Loan Trust, Series 2008-9, Class A 78445JAA5 70830.60000000 PA USD 71411.97000000 0.079216107184 Long ABS-O CORP US N 2 2023-04-25 Floating 1.67574960 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust, Series 2005-A6, Class 7A1 466247UG6 2784.03570000 PA USD 2614.44000000 0.002900154683 Long ABS-MBS CORP US N 2 2035-08-25 Variable 3.21414120 N N N N N N Soundview Home Loan Trust N/A Soundview Home Loan Trust, Series 2007-WMC1, Class 3A1 83612NAC9 571986.88000000 PA USD 193186.45000000 0.214298506675 Long ABS-O CORP US N 2 2037-02-25 Floating 0.20149920 N N N N N N N/A N/A U.S. Treasury 10 Year Ultra Note N/A -12.00000000 NC USD -30953.94000000 -0.03433668933 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2021-09-21 -1766437.50000000 USD -30953.94000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1728.14000000 -0.00191699687 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52764.58000000 USD 43000.00000000 EUR 2021-08-17 -1728.14000000 N N N GreenPoint Mortgage Funding Trust N/A GreenPoint Mortgage Funding Trust, Series 2005-AR5, Class 1A1 39538WEA2 5727.07000000 PA USD 5188.86000000 0.005755915848 Long ABS-MBS CORP US N 2 2045-11-25 Floating 0.63150120 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 23739.94000000 0.026334319464 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 786000.00000000 GBP 1111141.08000000 USD 2021-08-17 23739.94000000 N N N IndyMac INDX Mortgage Loan Trust N/A IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A 45660LRU5 4647.05000000 PA USD 3821.59000000 0.004239226043 Long ABS-MBS CORP US N 2 2035-07-25 Floating 0.65149920 N N N N N N N/A N/A CDIO N/A -100000.00000000 PA USD -19.66000000 -0.00002180851 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Put Written N/A Credit Default Swap Index Option 1.00000000 0.00750000 USD 2021-08-18 XXXX 77.84000000 N N N N/A N/A USCPI N/A 250000.00000000 PA USD -6544.87000000 -0.00726011512 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2022-02-04 0.00000000 USD 7.45000000 USD 250000.00000000 USD -6544.87000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Bonds 912810QV3 1060000.00000000 PA USD 1526406.11000000 1.693216837690 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N Alternative Loan Trust 549300QTQ6MX6ER06N64 Alternative Loan Trust, Series 2007-OA7, Class A1A 126680AA5 4071.27000000 PA USD 3876.44000000 0.004300070233 Long ABS-MBS CORP US N 2 2047-05-25 Floating 0.27150120 N N N N N N Lehman XS Trust N/A Lehman XS Trust, Series 2006-7, Class 1A1A 52522EAA7 33026.59240000 PA USD 33007.46000000 0.036614624820 Long ABS-O CORP US N 2 2036-05-25 Floating 0.41150160 N N N N N N N/A N/A U.S. Treasury Long Bond N/A -37.00000000 NC USD -179927.52000000 -0.19959059678 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2021-09-21 -5947750.00000000 USD -179927.52000000 N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust, Series 2007-A1, Class 1A1 46630GAA3 3277.31000000 PA USD 3403.65000000 0.003775612172 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.17894040 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 7478.58000000 0.008295864052 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41100000.00000000 JPY 377576.27000000 USD 2021-08-17 7478.58000000 N N N N/A N/A CDIO N/A -100000.00000000 PA USD -35.13000000 -0.00003896912 N/A DCR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Put Written N/A Credit Default Swap Index Option 1.00000000 0.00800000 USD 2021-09-15 XXXX 88.87000000 N N N N/A N/A Japan 10 Year Bond N/A -1.00000000 NC -198.30000000 -0.00021997088 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Short Japan Japan 10 Year Bond 2021-09-13 -151690000.00000000 JPY -198.30000000 N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust, Series 2005-A6, Class 4A1 466247TZ6 337.35000000 PA USD 321.29000000 0.000356401637 Long ABS-MBS CORP US N 2 2035-09-25 Variable 2.70817200 N N N N N N N/A N/A USCPI N/A 100000.00000000 PA USD -3673.28000000 -0.00407470823 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2021-08-26 0.00000000 USD 0.00000000 USD 100000.00000000 USD -3673.28000000 N N N N/A N/A Euro-Bund N/A 19.00000000 NC 24717.28000000 0.027418466424 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Bund 2021-09-08 3279590.00000000 EUR 24717.28000000 N N N N/A N/A CDIO N/A -100000.00000000 PA USD -68.79000000 -0.00007630759 N/A DCR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Call Written N/A Credit Default Swap Index Option 1.00000000 0.00475000 USD 2021-08-18 XXXX 6.21000000 N N N IndyMac INDB Mortgage Loan Trust N/A IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 45661JAA1 20014.89000000 PA USD 7612.94000000 0.008444907359 Long ABS-O CORP US N 2 2036-07-25 Floating 0.16149960 N N N N N N N/A N/A USCPI N/A 500000.00000000 PA USD -13097.53000000 -0.01452887156 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2022-02-01 0.00000000 USD 0.00000000 USD 500000.00000000 USD -13097.53000000 N N N N/A N/A CDIO N/A -600000.00000000 PA -164.30000000 -0.00018225524 N/A DCR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Put Written N/A Credit Default Swap Index Option 1.00000000 0.00700000 EUR 2021-08-18 XXXX 689.96000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 912828XL9 350000.00000000 PA USD 432900.64000000 0.480209459260 Long DBT UST US N 2 2025-07-15 Fixed 0.37500000 N N N N N N N/A N/A U.S. Treasury 10 Year Note N/A 49.00000000 NC USD 37448.49000000 0.041540985324 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2021-09-21 6492500.00000000 USD 37448.49000000 N N N N/A N/A RPI N/A 100000.00000000 PA -890.70000000 -0.00098803865 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2036-03-15 0.00000000 USD 1011.06000000 USD 100000.00000000 GBP -890.70000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 91282CBF7 2650000.00000000 PA USD 2993829.46000000 3.321005083532 Long DBT UST US N 2 2031-01-15 Fixed 0.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 UMBS 31418CUA0 182879.09000000 PA USD 192757.23000000 0.213822380088 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N HarborView Mortgage Loan Trust N/A HarborView Mortgage Loan Trust, Series 2005-9, Class 2A1A 41161PSK0 2235.79000000 PA USD 2193.53000000 0.002433246241 Long ABS-MBS CORP US N 2 2035-06-20 Floating 0.77338080 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 9128285W6 1300000.00000000 PA USD 1592090.76000000 1.766079724329 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N N/A N/A USCPI N/A 100000.00000000 PA USD -6887.66000000 -0.00764036635 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2029-11-20 0.00000000 USD 0.00000000 USD 100000.00000000 USD -6887.66000000 N N N Ellington Loan Acquisition Trust N/A Ellington Loan Acquisition Trust, Series 2007-1, Class A1 288542AA1 26335.75000000 PA USD 26319.40000000 0.029195671417 Long ABS-O CORP US Y 2 2037-05-25 Floating 1.19149920 N N N N N N Lehman XS Trust N/A Lehman XS Trust, Series 2006-8, Class 3A4 52522HAM4 19157.18620000 PA USD 19891.60000000 0.022065420092 Long ABS-O CORP US N 2 2036-06-25 Variable 6.90000120 N N N N N N N/A N/A USCPI N/A 200000.00000000 PA USD -7840.28000000 -0.00869709182 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2021-08-07 0.00000000 USD 2.02000000 USD 200000.00000000 USD -7840.28000000 N N N N/A N/A RPI N/A 200000.00000000 PA 11387.37000000 0.012631819602 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-09-15 0.00000000 USD 41.76000000 USD 200000.00000000 GBP 11387.37000000 N N N N/A N/A SOP N/A -6000000.00000000 PA -2817.12000000 -0.00312498422 N/A DIR US N 2 GOLDMAN SACHS 1 FOR8UP27PHTHYVLBNG30 Call Written N/A Swaption 1.00000000 -0.52600000 EUR 2022-11-17 XXXX 6509.16000000 N N N Saxon Asset Securities Trust N/A Saxon Asset Securities Trust, Series 2007-3, Class 1A 80557BAA2 53751.42000000 PA USD 52083.21000000 0.057775036116 Long ABS-O CORP US N 2 2037-09-25 Floating 0.40150080 N N N N N N Merrill Lynch Mortgage Investors Trust N/A Merrill Lynch Mortgage Investors Trust, Series 2006-RM4, Class A2A 59023QAB7 885.64000000 PA USD 427.88000000 0.000474640147 Long ABS-O CORP US N 2 2037-09-25 Floating 0.25149960 N N N N N N N/A N/A CDIO N/A -100000.00000000 PA -19.85000000 -0.00002201927 N/A DCR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Put Written N/A Credit Default Swap Index Option 1.00000000 0.00800000 EUR 2021-08-18 XXXX 88.95000000 N N N FFCB N/A FFCB 313313PA0 11000000.00000000 PA USD 10996047.70000000 12.19773230184 Long STIV USGA US N 2 2021-11-09 None 0.00000000 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 362341RX9 3796.22000000 PA USD 3870.83000000 0.004293847154 Long ABS-MBS CORP US N 2 2035-09-25 Variable 2.92448520 N N N N N N 2021-07-30 EQ Advisors Trust Brian Walsh Brian Walsh Chief Financial Officer and Treasurer