# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001410368-25-040905
**Filing Date:** 2025-12
**Character Count:** 121738
**Document Hash:** f04f40c00baa0bdfbb733b23bd0b2865
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040905.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040905

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601

**ORGANIZATION NAME:**
- **EIN:** 911151059
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 251591631

**BUSINESS ADDRESS:**
- **STREET 1:** 401 UNION STREET
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 401 UNION STREET
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL FRANK INVESTMENT CO
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Long Duration Bond Fund (Series ID: S000058644)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000192624 | Class S      | RMHSX           |
| C000192625 | Class M      | RMHTX           |
| C000192626 | Class Y      | RMHYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT CO

- **b. Investment Company Act file number:** 811-03153

- **c. CIK number of Registrant:** 0000351601

- **d. LEI of Registrant:** 549300J63VJ9OS4TCK93

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

  - **Street Address 1:** 401 Union Street

  - **City:** Seattle

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** Long Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000058644

- **c. LEI of Series:** 549300VRXC77M7KZRU37

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $430899076.48

**Total Liabilities:** $635118.58

**Net Assets:** $430263957.90

**Delayed Delivery Securities:** $370299.80

**Cash Not Reported:** $3114603.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -129.54000000 | **1-Year:** -2505.51000000 | **5-Year:** -11147.15000000 | **10-Year:** -75529.12000000 | **30-Year:** -22527.35000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000192624 | 1.10%                | 1.74%                | 1.07%                |
| Class ID C000192625 | 1.12%                | 1.87%                | 0.96%                |
| Class ID C000192626 | 1.12%                | 1.88%                | 0.96%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $62948.95                | $3107240.59                                |
| Month 2  | $-802095.61              | $6432798.93                                |
| Month 3  | $71283.62                | $2489252.59                                |

**Designated Index Information**

- **Index Name:** ICE BAML 10-15 Year US Treasury Index

- **Index Identifier:** IDX000332

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Alabama Federal Aid Highway Finance Authority                                                       | ALABAMA FEDERAL AID HIGHWAY FIN AUTH SPL OBLIG REVENUE       | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $24810.86     | 0.01%             | 2037-09-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Alameda County Joint Powers Authority                                                               | ALAMEDA CNTY CA JT PWRS AUTH LEASE REVENUE                   | CUSIP: 010831BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $286993.05    | 0.07%             | 2044-12-01      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| American Municipal Power Inc                                                                        | AMERICAN MUNI PWR-OHIO INC OH REVENUE                        | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    105000 | PA      | $112745.20    | 0.03%             | 2044-02-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| American Municipal Power Inc                                                                        | AMERICAN MUNI PWR-OHIO INC OH REVENUE                        | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    190000 | PA      | $227580.50    | 0.05%             | 2041-02-15      | Fixed         | 7.83%                 | No            | 2                  | On Loan: No      |
| American Municipal Power Inc                                                                        | AMERICAN MUNI PWR-OHIO INC OH REVENUE                        | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    410000 | PA      | $527326.09    | 0.12%             | 2050-02-15      | Fixed         | 8.08%                 | No            | 2                  | On Loan: No      |
| Bay Area Toll Authority                                                                             | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                    | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    595000 | PA      | $649332.15    | 0.15%             | 2049-04-01      | Fixed         | 6.26%                 | No            | 2                  | On Loan: No      |
| Bay Area Toll Authority                                                                             | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                    | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    385000 | PA      | $450007.58    | 0.10%             | 2050-04-01      | Fixed         | 7.04%                 | No            | 2                  | On Loan: No      |
| Bay Area Toll Authority                                                                             | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                    | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    220000 | PA      | $255009.28    | 0.06%             | 2050-10-01      | Fixed         | 6.91%                 | No            | 2                  | On Loan: No      |
| Bay Area Toll Authority                                                                             | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                    | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    270000 | PA      | $190338.94    | 0.04%             | 2055-04-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| County of Broward FL Airport System Revenue                                                         | BROWARD CNTY FL ARPT SYS REVENUE                             | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $119047.28    | 0.03%             | 2043-10-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| California Health Facilities Financing Authority                                                    | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                    | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    140000 | PA      | $133873.61    | 0.03%             | 2037-06-01      | Fixed         | 4.19%                 | No            | 2                  | On Loan: No      |
| California Health Facilities Financing Authority                                                    | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                    | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    165000 | PA      | $153829.95    | 0.04%             | 2041-06-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| State of California                                                                                 | CALIFORNIA ST                                                | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1676219.33   | 0.39%             | 2039-04-01      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| State of California                                                                                 | CALIFORNIA ST                                                | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    755000 | PA      | $885581.15    | 0.21%             | 2039-10-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| State of California                                                                                 | CALIFORNIA ST                                                | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    385000 | PA      | $453698.47    | 0.11%             | 2039-11-01      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| State of California                                                                                 | CALIFORNIA ST                                                | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    525000 | PA      | $640635.06    | 0.15%             | 2040-03-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| State of California                                                                                 | CALIFORNIA ST                                                | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    940000 | PA      | $1164693.29   | 0.27%             | 2040-11-01      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| State of California                                                                                 | CALIFORNIA ST                                                | CUSIP: 13063D3S5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76490.97     | 0.02%             | 2038-03-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| State of California                                                                                 | CALIFORNIA ST                                                | CUSIP: 13063D3T3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    145000 | PA      | $144826.04    | 0.03%             | 2043-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| State of California                                                                                 | CALIFORNIA ST                                                | CUSIP: 13063D7G7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    515000 | PA      | $540136.51    | 0.13%             | 2041-10-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| State of California                                                                                 | CALIFORNIA ST                                                | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    115000 | PA      | $117298.53    | 0.03%             | 2038-04-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| California State University                                                                         | CALIFORNIA ST UNIV REVENUE                                   | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $169653.69    | 0.04%             | 2047-11-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| California State University                                                                         | CALIFORNIA ST UNIV REVENUE                                   | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $253810.77    | 0.06%             | 2051-11-01      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| California State University                                                                         | CALIFORNIA ST UNIV REVENUE                                   | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $86691.63     | 0.02%             | 2051-11-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| California State University                                                                         | CALIFORNIA ST UNIV REVENUE                                   | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $58922.65     | 0.01%             | 2052-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| California State University                                                                         | CALIFORNIA ST UNIV REVENUE                                   | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $70784.45     | 0.02%             | 2052-11-01      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| California State University                                                                         | CALIFORNIA ST UNIV REVENUE                                   | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $68585.94     | 0.02%             | 2053-11-01      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                                      | CENTRL PUGET SOUND WA REGL TRANSIT AUTH SALES & USE TAX      | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103671.84    | 0.02%             | 2039-11-01      | Fixed         | 5.49%                 | No            | 2                  | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                                        | CHARLOTTE-MECKLENBURG NC HOSP AUTH HLTH CARE SYS REVENUE     | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |    100000 | PA      | $70438.55     | 0.02%             | 2051-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                                          | CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO          | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    200000 | PA      | $210182.45    | 0.05%             | 2038-12-01      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Chicago O'Hare International Airport                                                                | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                 | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $240872.42    | 0.06%             | 2040-01-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Chicago O'Hare International Airport                                                                | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                 | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $89415.96     | 0.02%             | 2049-01-01      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| Chicago O'Hare International Airport                                                                | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                 | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $159783.71    | 0.04%             | 2054-01-01      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                                     | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE  | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455196 | PA      | $513187.74    | 0.12%             | 2040-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                                     | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE  | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220561 | PA      | $248593.17    | 0.06%             | 2040-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                                   | CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE             | CUSIP: 16772PAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $204550.12    | 0.05%             | 2040-12-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| County of Clark Department of Aviation                                                              | CLARK CNTY NV ARPT REVENUE                                   | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    315000 | PA      | $355012.18    | 0.08%             | 2045-07-01      | Fixed         | 6.82%                 | No            | 2                  | On Loan: No      |
| Commonwealth Financing Authority                                                                    | CMWLTH FING AUTH PA                                          | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $241189.82    | 0.06%             | 2038-06-01      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| Commonwealth Financing Authority                                                                    | CMWLTH FING AUTH PA                                          | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $153061.78    | 0.04%             | 2038-06-01      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| Commonwealth Financing Authority                                                                    | CMWLTH FING AUTH PA                                          | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $73131.22     | 0.02%             | 2042-06-01      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| Dallas County Hospital District                                                                     | DALLAS CNTY TX HOSP DIST                                     | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |    130000 | PA      | $131668.24    | 0.03%             | 2044-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Dallas Fort Worth International Airport                                                             | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE              | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $126885.67    | 0.03%             | 2038-11-01      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| Dallas Fort Worth International Airport                                                             | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE              | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $69994.68     | 0.02%             | 2040-11-01      | Fixed         | 3.09%                 | No            | 2                  | On Loan: No      |
| Dallas Fort Worth International Airport                                                             | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE              | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $261860.91    | 0.06%             | 2050-11-01      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| Dallas Fort Worth International Airport                                                             | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE              | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $232471.31    | 0.05%             | 2046-11-01      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| Dallas Fort Worth International Airport                                                             | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE              | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $314008.57    | 0.07%             | 2051-11-01      | Fixed         | 4.51%                 | No            | 2                  | On Loan: No      |
| Dallas Fort Worth International Airport                                                             | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE              | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $37344.61     | 0.01%             | 2051-11-01      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| Dallas Area Rapid Transit                                                                           | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE               | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     75000 | PA      | $79691.19     | 0.02%             | 2044-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Dallas Area Rapid Transit                                                                           | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE               | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    150000 | PA      | $144264.07    | 0.03%             | 2048-12-01      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| Dallas Area Rapid Transit                                                                           | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE               | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    440000 | PA      | $305573.24    | 0.07%             | 2048-12-01      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| Dallas Convention Center Hotel Development Corp                                                     | DALLAS TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE     | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $146695.86    | 0.03%             | 2042-01-01      | Fixed         | 7.09%                 | No            | 2                  | On Loan: No      |
| District of Columbia Water & Sewer Authority                                                        | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE       | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    115000 | PA      | $102363.16    | 0.02%             | 2114-10-01      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                                            | EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $181253.62    | 0.04%             | 2040-06-01      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                                                                         | Federal Home Loan Mortgage Corp                              | CUSIP: 3128X74S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2128000 | PA      | $1169925.18   | 0.27%             | 2038-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                                                                         | Federal Home Loan Mortgage Corp                              | CUSIP: 3128X75U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   6686000 | PA      | $3651675.50   | 0.85%             | 2038-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                                                                         | Federal Home Loan Mortgage Corp                              | CUSIP: 3128X9MF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3074000 | PA      | $1915449.33   | 0.45%             | 2036-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                       | CUSIP: 3133EL3Q5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    536000 | PA      | $366827.92    | 0.09%             | 2040-08-13      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                       | CUSIP: 3133ENQR4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    485000 | PA      | $389852.44    | 0.09%             | 2039-03-07      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                       | CUSIP: 3133ENSR2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    856000 | PA      | $718097.50    | 0.17%             | 2042-03-24      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                       | CUSIP: 3133ERF71<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    124000 | PA      | $121169.17    | 0.03%             | 2049-12-02      | Fixed         | 5.86%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                       | CUSIP: 3133ERVG3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    374000 | PA      | $373332.76    | 0.09%             | 2038-10-04      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                       | CUSIP: 3133ETK30<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    350000 | PA      | $349065.04    | 0.08%             | 2045-10-23      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                              | Federal Home Loan Banks                                      | CUSIP: 3133XFJ49<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1725000 | PA      | $1897976.07   | 0.44%             | 2036-03-14      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                              | Federal Home Loan Banks                                      | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   8570000 | PA      | $9409746.02   | 2.19%             | 2036-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                                                                         | Federal Home Loan Mortgage Corp                              | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1011000 | PA      | $1148516.25   | 0.27%             | 2032-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                                                                          | Federal National Mortgage Association                        | CUSIP: 31359MEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2368000 | PA      | $2767203.67   | 0.64%             | 2038-08-06      | Fixed         | 6.21%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                                                                          | Federal National Mortgage Association                        | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5713000 | PA      | $6339861.90   | 1.47%             | 2037-07-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                                     | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE   | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $108573.46    | 0.03%             | 2049-01-15      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                                     | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE   | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $127479.54    | 0.03%             | 2053-01-15      | Fixed         | 3.92%                 | No            | 2                  | On Loan: No      |
| Golden State Tobacco Securitization Corp                                                            | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT  | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $91667.38     | 0.02%             | 2042-06-01      | Fixed         | 3.29%                 | No            | 2                  | On Loan: No      |
| Golden State Tobacco Securitization Corp                                                            | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT  | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $114314.14    | 0.03%             | 2041-06-01      | Fixed         | 3.71%                 | No            | 2                  | On Loan: No      |
| Golden State Tobacco Securitization Corp                                                            | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT  | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $363467.98    | 0.08%             | 2050-06-01      | Fixed         | 4.21%                 | No            | 2                  | On Loan: No      |
| Golden State Tobacco Securitization Corp                                                            | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT  | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $78969.62     | 0.02%             | 2038-06-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Grand Parkway Transportation Corp                                                                   | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE             | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $97590.14     | 0.02%             | 2042-10-01      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| Grand Parkway Transportation Corp                                                                   | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE             | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $405719.43    | 0.09%             | 2052-10-01      | Fixed         | 3.24%                 | No            | 2                  | On Loan: No      |
| City of Houston TX                                                                                  | HOUSTON TX                                                   | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    235000 | PA      | $208021.49    | 0.05%             | 2047-03-01      | Fixed         | 3.96%                 | No            | 2                  | On Loan: No      |
| Idaho Energy Resources Authority                                                                    | IDAHO ENERGY RESOURCES AUTH TRANSMISSION FACS REVENUE        | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $60911.55     | 0.01%             | 2046-09-01      | Fixed         | 2.86%                 | No            | 2                  | On Loan: No      |
| Indiana Finance Authority                                                                           | INDIANA ST FIN AUTH REVENUE                                  | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    155000 | PA      | $116982.72    | 0.03%             | 2051-01-01      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| JobsOhio Beverage System                                                                            | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE            | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $80958.37     | 0.02%             | 2038-01-01      | Fixed         | 2.83%                 | No            | 2                  | On Loan: No      |
| Kansas Development Finance Authority                                                                | KANSAS ST DEV FIN AUTH REVENUE                               | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    115000 | PA      | $113262.65    | 0.03%             | 2045-04-15      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Kansas Development Finance Authority                                                                | KANSAS ST DEV FIN AUTH REVENUE                               | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    105000 | PA      | $75660.04     | 0.02%             | 2051-05-01      | Fixed         | 2.77%                 | No            | 2                  | On Loan: No      |
| Los Angeles Community College District/CA                                                           | LOS ANGELES CA CMNTY CLG DIST                                | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $277281.36    | 0.06%             | 2049-08-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue                         | LOS ANGELES CA DEPT OF ARPTS CUSTOMER FAC CHARGE REVENUE     | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $139318.54    | 0.03%             | 2048-05-15      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| Los Angeles Department of Water & Power                                                             | LOS ANGELES CA DEPT WTR & PWR REVENUE                        | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    325000 | PA      | $351135.43    | 0.08%             | 2045-07-01      | Fixed         | 6.57%                 | No            | 2                  | On Loan: No      |
| Los Angeles Department of Water & Power                                                             | LOS ANGELES CA DEPT WTR & PWR REVENUE                        | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    180000 | PA      | $193089.17    | 0.04%             | 2050-07-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Los Angeles County Public Works Financing Authority                                                 | LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE       | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $143610.15    | 0.03%             | 2040-08-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth                    | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH      | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    155000 | PA      | $153290.29    | 0.04%             | 2036-02-01      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth                    | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH      | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    501000 | PA      | $491025.84    | 0.11%             | 2039-08-01      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth                    | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH      | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    450000 | PA      | $467128.19    | 0.11%             | 2039-12-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                                         | LOUISVILLE & JEFFERSON CNTY KY MET SWR DIST SWR & DRAIN SYS  | CUSIP: 546589QY1<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |     95000 | PA      | $101076.61    | 0.02%             | 2043-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Maryland Economic Development Corp                                                                  | MARYLAND ST ECON DEV CORP                                    | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    145000 | PA      | $147645.49    | 0.03%             | 2057-05-31      | Fixed         | 5.94%                 | No            | 2                  | On Loan: No      |
| Maryland Economic Development Corp                                                                  | MARYLAND ST ECON DEV CORP                                    | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    125000 | PA      | $122019.40    | 0.03%             | 2056-05-31      | Fixed         | 5.43%                 | No            | 2                  | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                                           | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE             | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $121743.20    | 0.03%             | 2040-07-01      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                                           | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE             | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $62574.36     | 0.01%             | 2050-07-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Massachusetts Educational Financing Authority                                                       | MASSACHUSETTS ST EDUCTNL FING AUTH                           | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    105000 | PA      | $109544.84    | 0.03%             | 2049-07-01      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Massachusetts                                                                       | MASSACHUSETTS ST                                             | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    345000 | PA      | $356168.75    | 0.08%             | 2039-12-01      | Fixed         | 5.46%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Massachusetts                                                                       | MASSACHUSETTS ST                                             | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    240000 | PA      | $166679.81    | 0.04%             | 2049-09-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Massachusetts School Building Authority                                                             | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE             | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $146684.33    | 0.03%             | 2039-08-15      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                                           | MASSACHUSETTS ST TRANSPRTN FUND REVENUE                      | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $126252.26    | 0.03%             | 2040-06-01      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County Convention Center Auth                       | MET GOVT NASHVILLE & DAVIDSON CNTY TN CONVENTION CENTER AUTH | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $134592.04    | 0.03%             | 2043-07-01      | Fixed         | 6.73%                 | No            | 2                  | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                                            | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                     | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $339063.09    | 0.08%             | 2039-11-15      | Fixed         | 7.34%                 | No            | 2                  | On Loan: No      |
| Metropolitan Transportation Authority                                                               | MET TRANSPRTN AUTH NY REVENUE                                | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    160000 | PA      | $175477.32    | 0.04%             | 2039-11-15      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Metropolitan Transportation Authority                                                               | MET TRANSPRTN AUTH NY REVENUE                                | CUSIP: 59261A6J1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     60000 | PA      | $66589.35     | 0.02%             | 2040-11-15      | Fixed         | 6.81%                 | No            | 2                  | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue                                 | MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE        | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $319515.15    | 0.07%             | 2046-10-01      | Fixed         | 7.46%                 | No            | 2                  | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                                            | MIAMI-DADE CNTY FL AVIATION REVENUE                          | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $149342.28    | 0.03%             | 2041-10-01      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| County of Miami-Dade FL Transit System                                                              | MIAMI-DADE CNTY FL TRANSIT SALES SURTAX REVENUE              | CUSIP: 59334PJT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $73501.65     | 0.02%             | 2042-07-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| County of Miami-Dade Seaport Department                                                             | MIAMI-DADE CNTY FL SEAPORT REVENUE                           | CUSIP: 59335KFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $166331.35    | 0.04%             | 2055-11-01      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| Michigan Finance Authority                                                                          | MICHIGAN ST FIN AUTH REVENUE                                 | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    205000 | PA      | $172875.63    | 0.04%             | 2040-12-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Michigan Strategic Fund                                                                             | MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE                  | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $69677.11     | 0.02%             | 2047-09-01      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| Michigan State University                                                                           | MICHIGAN ST UNIV REVENUES                                    | CUSIP: 594712UF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $141808.22    | 0.03%             | 2048-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Michigan State University                                                                           | MICHIGAN ST UNIV REVENUES                                    | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $143122.50    | 0.03%             | 2122-08-15      | Fixed         | 4.17%                 | No            | 2                  | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri                                  | MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE    | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    250000 | PA      | $187991.54    | 0.04%             | 2057-08-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri                                  | MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE    | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    205000 | PA      | $148696.79    | 0.03%             | 2050-05-15      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| Municipal Electric Authority of Georgia                                                             | MUNI ELEC AUTH OF GEORGIA                                    | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    516000 | PA      | $566596.67    | 0.13%             | 2057-04-01      | Fixed         | 6.64%                 | No            | 2                  | On Loan: No      |
| Municipal Electric Authority of Georgia                                                             | MUNI ELEC AUTH OF GEORGIA                                    | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    425000 | PA      | $468508.06    | 0.11%             | 2057-04-01      | Fixed         | 6.66%                 | No            | 2                  | On Loan: No      |
| Municipal Electric Authority of Georgia                                                             | MUNI ELEC AUTH OF GEORGIA                                    | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    271000 | PA      | $308290.12    | 0.07%             | 2057-04-01      | Fixed         | 7.06%                 | No            | 2                  | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                                      | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                      | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    195000 | PA      | $218326.39    | 0.05%             | 2040-12-15      | Fixed         | 6.56%                 | No            | 2                  | On Loan: No      |
| New Jersey Turnpike Authority                                                                       | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                 | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    629000 | PA      | $761026.36    | 0.18%             | 2040-01-01      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| New Jersey Turnpike Authority                                                                       | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                 | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    845000 | PA      | $988157.53    | 0.23%             | 2041-01-01      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| City of New York NY                                                                                 | NEW YORK NY                                                  | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113091.84    | 0.03%             | 2037-10-01      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| City of New York NY                                                                                 | NEW YORK NY                                                  | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    265000 | PA      | $288497.06    | 0.07%             | 2037-12-01      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| City of New York NY                                                                                 | NEW YORK NY                                                  | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    160000 | PA      | $170175.73    | 0.04%             | 2053-10-01      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| City of New York NY                                                                                 | NEW YORK NY                                                  | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    160000 | PA      | $158876.61    | 0.04%             | 2052-10-01      | Fixed         | 5.26%                 | No            | 2                  | On Loan: No      |
| City of New York NY                                                                                 | NEW YORK NY                                                  | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    145000 | PA      | $144053.90    | 0.03%             | 2037-09-01      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| City of New York NY                                                                                 | NEW YORK NY                                                  | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    120000 | PA      | $115472.47    | 0.03%             | 2049-10-01      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| City of New York NY                                                                                 | NEW YORK NY                                                  | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    105000 | PA      | $102177.51    | 0.02%             | 2054-10-01      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| City of New York NY                                                                                 | NEW YORK NY                                                  | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120168.97    | 0.03%             | 2044-10-01      | Fixed         | 5.26%                 | No            | 2                  | On Loan: No      |
| City of New York NY                                                                                 | NEW YORK NY                                                  | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    490000 | PA      | $528658.56    | 0.12%             | 2045-02-01      | Fixed         | 6.29%                 | No            | 2                  | On Loan: No      |
| City of New York NY                                                                                 | NEW YORK NY                                                  | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    190000 | PA      | $202884.32    | 0.05%             | 2055-02-01      | Fixed         | 6.39%                 | No            | 2                  | On Loan: No      |
| City of New York NY                                                                                 | NEW YORK NY                                                  | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    140000 | PA      | $151757.48    | 0.04%             | 2055-02-01      | Fixed         | 5.94%                 | No            | 2                  | On Loan: No      |
| City of New York NY                                                                                 | NEW YORK NY                                                  | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    240000 | PA      | $240962.90    | 0.06%             | 2045-10-01      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| City of New York NY                                                                                 | NEW YORK NY                                                  | CUSIP: 64966SSF4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40067.79     | 0.01%             | 2051-10-01      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| City of New York NY                                                                                 | NEW YORK NY                                                  | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    240000 | PA      | $240618.68    | 0.06%             | 2055-10-01      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| New York City Municipal Water Finance Authority                                                     | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77737.17     | 0.02%             | 2041-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| New York City Municipal Water Finance Authority                                                     | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94795.42     | 0.02%             | 2042-06-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| New York City Municipal Water Finance Authority                                                     | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    295000 | PA      | $312915.05    | 0.07%             | 2042-06-15      | Fixed         | 6.01%                 | No            | 2                  | On Loan: No      |
| New York City Municipal Water Finance Authority                                                     | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    165000 | PA      | $169386.68    | 0.04%             | 2042-06-15      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| New York City Municipal Water Finance Authority                                                     | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    310000 | PA      | $309535.19    | 0.07%             | 2043-06-15      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| New York City Municipal Water Finance Authority                                                     | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE     | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    140000 | PA      | $144726.32    | 0.03%             | 2044-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                             | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                   | CUSIP: 64972JLP1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    105000 | PA      | $102323.74    | 0.02%             | 2037-05-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| New York State Dormitory Authority                                                                  | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT         | CUSIP: 64985SFG3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $161216.31    | 0.04%             | 2055-07-01      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| New York State Dormitory Authority                                                                  | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    140000 | PA      | $145416.22    | 0.03%             | 2040-03-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| New York State Dormitory Authority                                                                  | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    185000 | PA      | $192256.90    | 0.04%             | 2039-03-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| New York State Dormitory Authority                                                                  | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT         | CUSIP: 64990GGK2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    225000 | PA      | $199379.73    | 0.05%             | 2048-08-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Empire State Development Corp                                                                       | NEW YORK ST URBAN DEV CORP REVENUE                           | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    200000 | PA      | $207802.54    | 0.05%             | 2039-03-15      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| North Texas Tollway Authority                                                                       | N TX TOLLWAY AUTH REVENUE                                    | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    375000 | PA      | $422399.14    | 0.10%             | 2049-01-01      | Fixed         | 6.72%                 | No            | 2                  | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                                           | OHIO ST TURNPIKE COMMISSION                                  | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $97410.30     | 0.02%             | 2048-02-15      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| Ohio State University/The                                                                           | OHIO ST UNIV                                                 | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    305000 | PA      | $301229.25    | 0.07%             | 2040-06-01      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Ohio State University/The                                                                           | OHIO ST UNIV                                                 | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    230000 | PA      | $200298.08    | 0.05%             | 2111-06-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Oklahoma Development Finance Authority                                                              | OKLAHOMA ST DEV FIN AUTH                                     | CUSIP: 6789084A9<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    230000 | PA      | $232491.93    | 0.05%             | 2045-02-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Oklahoma Development Finance Authority                                                              | OKLAHOMA ST DEV FIN AUTH                                     | CUSIP: 6789084B7<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    240000 | PA      | $233854.67    | 0.05%             | 2052-02-01      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| Oklahoma Development Finance Authority                                                              | OKLAHOMA ST DEV FIN AUTH                                     | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    120000 | PA      | $116044.58    | 0.03%             | 2045-11-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Oklahoma Development Finance Authority                                                              | OKLAHOMA ST DEV FIN AUTH                                     | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    350000 | PA      | $331225.65    | 0.08%             | 2052-05-01      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| Oklahoma Development Finance Authority                                                              | OKLAHOMA ST DEV FIN AUTH                                     | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    145000 | PA      | $143680.08    | 0.03%             | 2044-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Oregon State University                                                                             | OREGON ST UNIV GEN REVENUE                                   | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |     80000 | PA      | $57849.34     | 0.01%             | 2060-03-01      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                                               | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                   | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $351899.40    | 0.08%             | 2054-06-01      | Fixed         | 5.69%                 | No            | 2                  | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                    | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE         | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    110000 | PA      | $109733.89    | 0.03%             | 2045-12-01      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| Pennsylvania State University/The                                                                   | PENNSYLVANIA ST UNIV                                         | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    155000 | PA      | $120945.79    | 0.03%             | 2043-09-01      | Fixed         | 2.79%                 | No            | 2                  | On Loan: No      |
| Pennsylvania State University/The                                                                   | PENNSYLVANIA ST UNIV                                         | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     95000 | PA      | $64585.32     | 0.02%             | 2050-09-01      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                                             | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     85000 | PA      | $56370.49     | 0.01%             | 2069-08-01      | Fixed         | 3.29%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                                             | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    275000 | PA      | $293802.06    | 0.07%             | 2040-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                                             | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    190000 | PA      | $204191.52    | 0.05%             | 2040-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                                             | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    395000 | PA      | $372803.88    | 0.09%             | 2051-10-01      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                                             | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358WF82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    140000 | PA      | $116632.79    | 0.03%             | 2057-10-15      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                                             | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    885000 | PA      | $763420.66    | 0.18%             | 2062-10-01      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                                             | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    270000 | PA      | $260880.91    | 0.06%             | 2046-08-01      | Fixed         | 4.96%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                                             | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    195000 | PA      | $192999.63    | 0.04%             | 2046-08-01      | Fixed         | 5.31%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                                             | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     75000 | PA      | $63171.24     | 0.01%             | 2048-09-01      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                                             | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    235000 | PA      | $217197.05    | 0.05%             | 2065-10-15      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                                             | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    110000 | PA      | $73041.23     | 0.02%             | 2060-07-15      | Fixed         | 3.18%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                                             | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    310000 | PA      | $229666.05    | 0.05%             | 2051-02-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                                             | PORT AUTH OF NEW YORK & NEW JERSEY NY                        | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    170000 | PA      | $163947.98    | 0.04%             | 2053-07-15      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| Port of Morrow OR                                                                                   | PORT OF MORROW OR TRANSMISSION FACS REVENUE                  | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $62696.63     | 0.01%             | 2040-09-01      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                                                  | REGL TRANSPRTN DIST CO SALES TAX REVENUE                     | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $82630.84     | 0.02%             | 2050-11-01      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                    | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |  11700136 | NS      | $11697795.74  | 2.72%             |  |  |  | No            | N/A                | On Loan: No      |
| City of Riverside CA                                                                                | RIVERSIDE CA PENSN OBLG                                      | CUSIP: 769036BT0<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |     30000 | PA      | $26305.29     | 0.01%             | 2045-06-01      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| County of Riverside CA                                                                              | RIVERSIDE CNTY CA PENSN OBLG                                 | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |     90000 | PA      | $85539.24     | 0.02%             | 2038-02-15      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| Rutgers The State University of New Jersey                                                          | RUTGERS NJ ST UNIV                                           | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     95000 | PA      | $98523.09     | 0.02%             | 2040-05-01      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| Rutgers The State University of New Jersey                                                          | RUTGERS NJ ST UNIV                                           | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    245000 | PA      | $169240.45    | 0.04%             | 2119-05-01      | Fixed         | 3.92%                 | No            | 2                  | On Loan: No      |
| Rutgers The State University of New Jersey                                                          | RUTGERS NJ ST UNIV                                           | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    290000 | PA      | $239039.23    | 0.06%             | 2043-05-01      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| Sales Tax Securitization Corp                                                                       | SALES TAX SECURITIZATION CORP IL                             | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $134287.58    | 0.03%             | 2043-01-01      | Fixed         | 3.59%                 | No            | 2                  | On Loan: No      |
| Sales Tax Securitization Corp                                                                       | SALES TAX SECURITIZATION CORP IL                             | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $112683.43    | 0.03%             | 2048-01-01      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| Sales Tax Securitization Corp                                                                       | SALES TAX SECURITIZATION CORP IL                             | CUSIP: 79467BCN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $73992.21     | 0.02%             | 2048-01-01      | Fixed         | 4.79%                 | No            | 2                  | On Loan: No      |
| Sales Tax Securitization Corp                                                                       | SALES TAX SECURITIZATION CORP IL                             | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $280198.60    | 0.07%             | 2042-01-01      | Fixed         | 3.24%                 | No            | 2                  | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                        | SALT RIVER AZ PROJ AGRIC IMPT & PWR DIST ELEC                | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    415000 | PA      | $410208.91    | 0.10%             | 2041-01-01      | Fixed         | 4.84%                 | No            | 2                  | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                                               | SAN ANTONIO TX ELEC & GAS REVENUE                            | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    165000 | PA      | $175870.32    | 0.04%             | 2039-02-01      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                                               | SAN ANTONIO TX ELEC & GAS REVENUE                            | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    335000 | PA      | $348856.71    | 0.08%             | 2041-02-01      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                                               | SAN ANTONIO TX ELEC & GAS REVENUE                            | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    110000 | PA      | $104249.54    | 0.02%             | 2042-02-01      | Fixed         | 4.43%                 | No            | 2                  | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                                               | SAN ANTONIO TX ELEC & GAS REVENUE                            | CUSIP: 79625GNC3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    365000 | PA      | $366274.26    | 0.09%             | 2050-02-01      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| San Diego County Regional Transportation Commission                                                 | SAN DIEGO CNTY CA REGL TRANSPRTN COMMISSION SALES TAX REV    | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    135000 | PA      | $140273.41    | 0.03%             | 2048-04-01      | Fixed         | 5.91%                 | No            | 2                  | On Loan: No      |
| San Diego County Water Authority                                                                    | SAN DIEGO CNTY CA WTR AUTH FING AGY WTR REVENUE              | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    240000 | PA      | $253049.71    | 0.06%             | 2049-05-01      | Fixed         | 6.14%                 | No            | 2                  | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue                                  | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $186222.88    | 0.04%             | 2050-11-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                                    | SAN JOAQUIN HILLS CA TRANSPRTN CORRIDOR AGY TOLL ROAD REV    | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $256062.14    | 0.06%             | 2050-01-15      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| South Carolina Public Service Authority                                                             | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                    | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    250000 | PA      | $274704.17    | 0.06%             | 2050-01-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                               | Tennessee Valley Authority                                   | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   4484000 | PA      | $5202203.22   | 1.21%             | 2038-01-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                               | Tennessee Valley Authority                                   | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   8529000 | PA      | $9577005.65   | 2.23%             | 2036-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                               | Tennessee Valley Authority                                   | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    580000 | PA      | $594985.81    | 0.14%             | 2035-06-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                               | Tennessee Valley Authority                                   | CUSIP: 880591ED0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2739000 | PA      | $2994419.04   | 0.70%             | 2038-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                               | Tennessee Valley Authority                                   | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |  11346000 | PA      | $12095969.35  | 2.81%             | 2039-09-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                               | Tennessee Valley Authority                                   | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   5772000 | PA      | $4878472.06   | 1.13%             | 2042-12-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                               | Tennessee Valley Authority                                   | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    753000 | PA      | $652276.51    | 0.15%             | 2052-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Permanent University Fund - Texas A&M University System                                             | TEXAS ST A & M UNIV PERM UNIV FUND                           | CUSIP: 8821175V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $72086.92     | 0.02%             | 2047-07-01      | Fixed         | 3.66%                 | No            | 2                  | On Loan: No      |
| Permanent University Fund - Texas A&M University System                                             | TEXAS ST A & M UNIV PERM UNIV FUND                           | CUSIP: 8821177C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $110588.38    | 0.03%             | 2049-07-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                                       | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE               | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    780000 | PA      | $801005.07    | 0.19%             | 2041-04-01      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                                             | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE   | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $268357.11    | 0.06%             | 2049-12-31      | Fixed         | 3.92%                 | No            | 2                  | On Loan: No      |
| State of Texas                                                                                      | TEXAS ST                                                     | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    620000 | PA      | $645050.56    | 0.15%             | 2039-04-01      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| State of Texas                                                                                      | TEXAS ST                                                     | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    180000 | PA      | $174808.22    | 0.04%             | 2040-04-01      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| Texas Transportation Commission                                                                     | TEXAS ST TRANSPRTN COMMISSION                                | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    350000 | PA      | $251210.93    | 0.06%             | 2044-10-01      | Fixed         | 2.47%                 | No            | 2                  | On Loan: No      |
| United Nations Development Corp                                                                     | UNITED NATIONS DEV CORP NY                                   | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $162155.79    | 0.04%             | 2055-08-01      | Fixed         | 6.54%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                          | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16227000 | PA      | $16820299.69  | 3.91%             | 2036-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                          | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10195000 | PA      | $10754132.03  | 2.50%             | 2037-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                          | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13175000 | PA      | $14189886.72  | 3.30%             | 2037-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                          | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13851000 | PA      | $14052272.34  | 3.27%             | 2038-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                          | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15663000 | PA      | $16076601.09  | 3.74%             | 2038-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                          | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15940000 | PA      | $14667290.63  | 3.41%             | 2039-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                          | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23840000 | PA      | $23597875.00  | 5.48%             | 2039-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                          | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25478000 | PA      | $25804436.88  | 6.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                          | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27381000 | PA      | $27308269.22  | 6.35%             | 2039-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                          | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27611000 | PA      | $28240875.94  | 6.56%             | 2040-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                          | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26719000 | PA      | $26572880.47  | 6.18%             | 2040-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                          | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26571000 | PA      | $24918615.94  | 5.79%             | 2040-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                          | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46836000 | PA      | $29806723.13  | 6.93%             | 2040-08-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                          | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36929000 | PA      | $23755733.28  | 5.52%             | 2040-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education                             | UNIV OF PITTSBURGH PA OF THE CMWLTH SYS OF HGR EDU           | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    150000 | PA      | $99087.63     | 0.02%             | 2119-09-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue                               | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE         | CUSIP: 913366DF4<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    170000 | PA      | $184668.93    | 0.04%             | 2049-05-15      | Fixed         | 6.58%                 | No            | 2                  | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue                               | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE         | CUSIP: 913366EP1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    230000 | PA      | $251517.37    | 0.06%             | 2048-05-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue                               | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE         | CUSIP: 913366KB5<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    310000 | PA      | $209358.13    | 0.05%             | 2050-05-15      | Fixed         | 3.01%                 | No            | 2                  | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue                               | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE         | CUSIP: 913366KC3<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    435000 | PA      | $284516.39    | 0.07%             | 2060-05-15      | Fixed         | 3.26%                 | No            | 2                  | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue                               | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE         | CUSIP: 913366KD1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    175000 | PA      | $113606.28    | 0.03%             | 2120-05-15      | Fixed         | 3.71%                 | No            | 2                  | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue                               | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE         | CUSIP: 913366KW9<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    320000 | PA      | $280944.85    | 0.07%             | 2053-05-15      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| University of California                                                                            | UNIV OF CALIFORNIA REVENUES                                  | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $190836.19    | 0.04%             | 2115-05-15      | Fixed         | 4.77%                 | No            | 2                  | On Loan: No      |
| University of California                                                                            | UNIV OF CALIFORNIA REVENUES                                  | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $344191.34    | 0.08%             | 2112-05-15      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| University of California                                                                            | UNIV OF CALIFORNIA CA REVENUES                               | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $321202.07    | 0.07%             | 2051-05-15      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| University of Michigan                                                                              | UNIV OF MICHIGAN MI                                          | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $190314.87    | 0.04%             | 2040-04-01      | Fixed         | 2.44%                 | No            | 2                  | On Loan: No      |
| University of Michigan                                                                              | UNIV OF MICHIGAN MI                                          | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $54555.86     | 0.01%             | 2050-04-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| University of Michigan                                                                              | UNIV OF MICHIGAN MI                                          | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    192000 | PA      | $145353.50    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| University of Michigan                                                                              | UNIV OF MICHIGAN MI                                          | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $502449.14    | 0.12%             | 2122-04-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| University of Michigan                                                                              | UNIV OF MICHIGAN MI                                          | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $49237.44     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| University of Michigan                                                                              | UNIV OF MICHIGAN MI                                          | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $64678.68     | 0.02%             | 2047-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| University of Minnesota                                                                             | UNIV OF MINNESOTA MN                                         | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $288468.29    | 0.07%             | 2052-04-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| University of Nebraska Facilities Corp/The                                                          | UNIV OF NEBRASKA NE FACS CORP                                | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $94892.22     | 0.02%             | 2049-10-01      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| Permanent University Fund - University of Texas System                                              | UNIV OF TEXAS TX PERMANENT UNIV FND                          | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    100000 | PA      | $76603.09     | 0.02%             | 2047-07-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Board of Regents of the University of Texas System                                                  | UNIV OF TEXAS TX                                             | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48505.63     | 0.01%             | 2046-08-15      | Fixed         | 4.79%                 | No            | 2                  | On Loan: No      |
| Board of Regents of the University of Texas System                                                  | UNIV OF TEXAS TX UNIV REVENUES                               | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     95000 | PA      | $72970.30     | 0.02%             | 2047-08-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Board of Regents of the University of Texas System                                                  | UNIV OF TEXAS TX UNIV REVENUES                               | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    410000 | PA      | $258328.23    | 0.06%             | 2049-08-15      | Fixed         | 2.44%                 | No            | 2                  | On Loan: No      |
| University of Virginia                                                                              | UNIV OF VIRGINIA VA UNIV REVENUES                            | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $139402.80    | 0.03%             | 2117-09-01      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| University of Virginia                                                                              | UNIV OF VIRGINIA VA UNIV REVENUES                            | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $143511.51    | 0.03%             | 2119-09-01      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| University of Virginia                                                                              | UNIV OF VIRGINIA VA UNIV REVENUES                            | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $131439.73    | 0.03%             | 2050-09-01      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| University of Virginia                                                                              | UNIV OF VIRGINIA VA UNIV REVENUES                            | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $60185.99     | 0.01%             | 2051-11-01      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| State of Wisconsin                                                                                  | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                  | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    120000 | PA      | $115774.47    | 0.03%             | 2036-05-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)DEC25                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -21 | NC      | $-9759.48     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT DEC25                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        49 | NC      | $52738.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT DEC25                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        40 | NC      | $167115.16    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT DEC25                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5 | NC      | $3769.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) DEC25                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        68 | NC      | $106208.01    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) DEC25                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2 | NC      | $-6754.47     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) DEC25                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $-2.04        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-17

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Ross Erickson

**Name of Signer:** Ross Erickson

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