# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001752724-23-070035
**Filing Date:** 2023-3
**Character Count:** 135899
**Document Hash:** 9621f3654b089f8e82c14f9debdca215
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070035.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070035

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601
- **IRS NUMBER:** 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:** 23768955

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101

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

## Series and Classes Contracts Data

### Multifactor Bond Fund (Series ID: S000058644)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000192626 | Class Y      | RMHYX           |

## Nport-Ex

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## 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:** 1301 SECOND AVENUE

  - **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:** Multifactor 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:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $27514441.07

**Total Liabilities:** $356701.67

**Net Assets:** $27157739.40

**Cash Not Reported:** $74716.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -18.32000000 | **1-Year:** -1543.12000000 | **5-Year:** -2808.18000000 | **10-Year:** -1937.04000000 | **30-Year:** -725.66000000

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

- **3-Month:** 0.01000000 | **1-Year:** 3.76000000 | **5-Year:** 115.19000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000192626 | 2.90%                | -1.18%               | 2.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-288245.98              | $1562409.25                                |
| Month 2  | $-18624.95               | $-73742.84                                 |
| Month 3  | $-427928.06              | $1223900.52                                |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate Bond Index

- **Index Identifier:** LEHM.MC.LEHMRT0038UUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| BROOKFIELD CORP                                                                                     | Brookfield Corp                                                                                                        | CUSIP: 11257ZAD1<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    228000 | PA      | $171057.83    | 0.63%             | 2024-03-08      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                         | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    181000 | PA      | $166425.30    | 0.61%             | 2033-03-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| SKY LTD                                                                                             | Sky Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    112000 | PA      | $117827.96    | 0.43%             | 2026-09-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    520000 | PA      | $305560.94    | 1.13%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                            | Lloyds Banking Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    109000 | PA      | $125822.44    | 0.46%             | 2026-01-15      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD CZK                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-57.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $336.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FRANCE (GOVT OF)                                                                                    | French Republic Government Bond OAT                                                                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    228000 | PA      | $208885.24    | 0.77%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                                    | Deutsche Bank AG                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $104988.72    | 0.39%             | 2026-02-12      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED AUD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $-30.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                                               | Australia Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     40000 | PA      | $17723.25     | 0.07%             | 2051-06-21      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| KFW                                                                                                 | Kreditanstalt fuer Wiederaufbau                                                                                        | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    195000 | PA      | $191049.27    | 0.70%             | 2028-01-07      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD DKK                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-244.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE MAR23                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         1 | NC      | $-3850.69     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |         1 | NC      | $17.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $246.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                                                                  | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    222000 | PA      | $177595.07    | 0.65%             | 2028-10-15      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                                                                  | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    117000 | PA      | $125453.97    | 0.46%             | 2038-07-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance LLC                                                                                | Bayer US Finance LLC                                                                                                   | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    139000 | PA      | $135270.32    | 0.50%             | 2024-10-08      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $69.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $83.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                                                            | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    136000 | PA      | $105706.31    | 0.39%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                                                                                    | ABN AMRO Bank NV                                                                                                       | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $155510.68    | 0.57%             | 2037-03-13      | Fixed         | 3.32%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                                                              | Volkswagen Financial Services NV                                                                                       | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118272.43    | 0.44%             | 2024-06-27      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                                                               | Japan Government Forty Year Bond                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  30800000 | PA      | $174218.23    | 0.64%             | 2061-03-20      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-39634.21    | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN NATL RAILWAY                                                                               | Canadian National Railway Co                                                                                           | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    141000 | PA      | $134292.15    | 0.49%             | 2026-03-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-36149.65    | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $517.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                                                        | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $162593.83    | 0.60%             | 2032-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| DANAHER CORP                                                                                        | Danaher Corp                                                                                                           | CUSIP: 235851AU6<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    164000 | PA      | $166465.44    | 0.61%             | 2030-03-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-7068.13     | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                                                                 | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $78054.91     | 0.29%             | 2034-06-06      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                                                       | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     91000 | PA      | $109808.21    | 0.40%             | 2023-12-20      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                                                              | CUSIP: 74365PAJ7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    224000 | PA      | $172808.65    | 0.64%             | 2052-01-19      | Fixed         | 4.99%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-36753.38    | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                                            | Spain Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    130000 | PA      | $96717.46     | 0.36%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED AUD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $1176.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED KINGDOM GILT                                                                                 | United Kingdom Gilt                                                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    204500 | PA      | $167385.64    | 0.62%             | 2041-10-22      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-21335.34    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                                             | Hungary Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  10000000 | PA      | $23755.26     | 0.09%             | 2024-10-24      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                                             | Mexican Bonos                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2000000 | PA      | $95890.18     | 0.35%             | 2042-11-13      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                                                                      | Commerzbank AG                                                                                                         | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    123000 | PA      | $128128.41    | 0.47%             | 2024-08-28      | Fixed         | 0.63%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $360687.50    | 1.33%             | 2048-05-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    372000 | PA      | $312145.78    | 1.15%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $368210.94    | 1.36%             | 2032-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM GILT                                                                                 | United Kingdom Gilt                                                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    150000 | PA      | $156689.01    | 0.58%             | 2029-01-31      | Fixed         | 0.50%                 | Yes           | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                                             | Honeywell International Inc                                                                                            | CUSIP: 438516BH8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103076.42    | 0.38%             | 2028-02-22      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                                                             | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    158000 | PA      | $154306.93    | 0.57%             | 2024-06-07      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED CAD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |         1 | NC      | $462.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $2258.45      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                                                               | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    138000 | PA      | $126658.66    | 0.47%             | 2026-03-25      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                                            | Cheniere Corpus Christi Holdings LLC                                                                                   | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131252.79    | 0.48%             | 2025-03-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                                            | Deutsche Telekom International Finance BV                                                                              | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    123000 | PA      | $128095.25    | 0.47%             | 2024-12-13      | Fixed         | 0.63%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                                                                     | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    142000 | PA      | $139203.92    | 0.51%             | 2024-04-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $291.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MOL HUNGARIAN OIL & GAS                                                                             | MOL Hungarian Oil & Gas PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | DBT              | CORP              | HU        |    113000 | PA      | $103404.10    | 0.38%             | 2027-10-08      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| FRANCE (GOVT OF)                                                                                    | French Republic Government Bond OAT                                                                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    250000 | PA      | $165150.64    | 0.61%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           | 2                  | On Loan: No      |
| TSMC ARIZONA CORP                                                                                   | TSMC Arizona Corp                                                                                                      | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181046.25    | 0.67%             | 2026-10-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| OTIS WORLDWIDE CORP                                                                                 | Otis Worldwide Corp                                                                                                    | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132059.14    | 0.49%             | 2025-04-05      | Fixed         | 2.06%                 | No            | 2                  | On Loan: No      |
| DH EUROPE FINANCE II                                                                                | DH Europe Finance II Sarl                                                                                              | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    111000 | PA      | $103928.04    | 0.38%             | 2028-03-18      | Fixed         | 0.45%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $-2461.64     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BELL CANADA                                                                                         | Bell Telephone Co of Canada or Bell Canada/The                                                                         | CUSIP: 0778FPAC3<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    144000 | PA      | $137455.54    | 0.51%             | 2024-03-17      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                                                                  | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $145276.49    | 0.53%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-0.69        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                                                                     | CUSIP: 87265KAF9<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    151000 | PA      | $146889.86    | 0.54%             | 2024-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SYSCO CANADA INC                                                                                    | Sysco Canada Inc                                                                                                       | CUSIP: 871828AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    239000 | PA      | $175366.06    | 0.65%             | 2025-04-25      | Fixed         | 3.65%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-127.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IBM CORP                                                                                            | International Business Machines Corp                                                                                   | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    132000 | PA      | $130234.34    | 0.48%             | 2024-02-12      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MERCK FIN SERVICES GMBH                                                                             | Merck Financial Services GmbH                                                                                          | CUSIP: 000000000<br>LEI: 549300OELEN3ZS5RB682 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $101039.75    | 0.37%             | 2025-07-16      | Fixed         | 0.13%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $1407.17      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $-388.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANCOLOMBIA SA                                                                                      | Bancolombia SA                                                                                                         | CUSIP: 05968LAM4<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    178000 | PA      | $168863.26    | 0.62%             | 2025-01-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $14.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -6 | NC      | $-2887.22     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $-0.92        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MARUBENI CORP                                                                                       | Marubeni Corp                                                                                                          | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | DBT              | CORP              | JP        |    206000 | PA      | $185633.87    | 0.68%             | 2025-09-18      | Fixed         | 1.32%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD SEK                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $665.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED NZD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |         1 | NC      | $46.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                                            | Berkshire Hathaway Energy Co                                                                                           | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148091.86    | 0.55%             | 2043-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                 | Sherwin-Williams Co/The                                                                                                | CUSIP: 824348AV8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131672.81    | 0.48%             | 2024-06-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                                                              | Standard Chartered PLC                                                                                                 | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    131000 | PA      | $127854.69    | 0.47%             | 2027-02-19      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    158000 | PA      | $168116.56    | 0.62%             | 2025-03-04      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                                                               | Japan Government Forty Year Bond                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  53900000 | PA      | $285875.18    | 1.05%             | 2060-03-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                                                           | CUSIP: 20030NDB4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    103000 | PA      | $97875.06     | 0.36%             | 2027-05-20      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $377.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-4911.45     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Czech Republic                                                                                      | Czech Republic Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   2900000 | PA      | $109961.31    | 0.40%             | 2027-02-10      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp                                                                                    | BAT Capital Corp                                                                                                       | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    181000 | PA      | $168898.60    | 0.62%             | 2027-08-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    520000 | PA      | $423373.44    | 1.56%             | 2030-08-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| NESTLE HOLDINGS INC                                                                                 | Nestle Holdings Inc                                                                                                    | CUSIP: 641062AU8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    144000 | PA      | $135104.30    | 0.50%             | 2024-09-14      | Fixed         | 0.61%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $808.11       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1498.27     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NORWEGIAN GOVERNMENT                                                                                | Norway Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     98000 | PA      | $9378.94      | 0.03%             | 2027-02-17      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                                                                              | Treasury Corp of Victoria                                                                                              | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    200000 | PA      | $113661.64    | 0.42%             | 2031-09-10      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $98234.25     | 0.36%             | 2028-09-27      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                                            | Italy Buoni Poliennali Del Tesoro                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    189000 | PA      | $145679.23    | 0.54%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CAD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-184.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1638.34     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                                                           | CUSIP: 29251ZAQ0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    207000 | PA      | $156789.80    | 0.58%             | 2035-11-14      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                                                                                          | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    109000 | PA      | $119469.81    | 0.44%             | 2032-06-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $-952.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED AUD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $482.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                                         | Walmart Inc                                                                                                            | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     73000 | PA      | $87640.06     | 0.32%             | 2029-09-21      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CHF                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-725.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                                                       | CUSIP: 191216BP4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118815.78    | 0.44%             | 2027-03-09      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD NZD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-40.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-4757.43     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1406.52     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DIGITAL EURO FINCO                                                                                  | Digital Euro Finco LLC                                                                                                 | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              |  | US        |    116000 | PA      | $123005.88    | 0.45%             | 2024-04-15      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                                                                | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    143000 | PA      | $132042.50    | 0.49%             | 2025-06-11      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |         1 | NC      | $497.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                                                            | Credit Agricole Assurances SA                                                                                          | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $89619.02     | 0.33%             | 2030-07-17      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                                                                     | NGPL PipeCo LLC                                                                                                        | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88812.62     | 0.33%             | 2027-08-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Woori Bank                                                                                          | Woori Bank                                                                                                             | CUSIP: 98105FAC8<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |     90000 | PA      | $88845.08     | 0.33%             | 2024-04-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $227296.88    | 0.84%             | 2049-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                                                            | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88739.92     | 0.33%             | 2025-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $1156.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ZURICH FINANCE IRELAND                                                                              | Zurich Finance Ireland Designated Activity Co                                                                          | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |    209000 | PA      | $165632.50    | 0.61%             | 2051-04-19      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| SWEDISH GOVERNMENT                                                                                  | Sweden Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    165000 | PA      | $11661.83     | 0.04%             | 2045-11-24      | Fixed         | 0.50%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD SEK                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $729.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $2218.39      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD CHF                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-8.56        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $3874.75      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $4088.80      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| KFW                                                                                                 | Kreditanstalt fuer Wiederaufbau                                                                                        | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $294068.07    | 1.08%             | 2027-09-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED DKK / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | DK        |         1 | NC      | $26.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MEITUAN                                                                                             | Meituan                                                                                                                | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    189000 | PA      | $171793.25    | 0.63%             | 2025-10-28      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD CAD                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-10201.90    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        21 | NC      | $7259.79      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $-629.48      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BOARDWALK PIPELINES LP                                                                              | Boardwalk Pipelines LP                                                                                                 | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    137000 | PA      | $122067.50    | 0.45%             | 2031-02-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED NZD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |         1 | NC      | $3006.26      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                                               | Schneider Electric SE                                                                                                  | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $103815.90    | 0.38%             | 2025-03-11      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| PepsiCo Inc                                                                                         | PepsiCo Inc                                                                                                            | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    148000 | PA      | $145200.16    | 0.53%             | 2025-07-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                                                                              | Brookfield Finance Inc                                                                                                 | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    174000 | PA      | $165331.90    | 0.61%             | 2030-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD NOK                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $93.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AIB Group PLC                                                                                       | AIB Group PLC                                                                                                          | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    170000 | PA      | $166316.51    | 0.61%             | 2025-04-10      | Fixed         | 4.26%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD CHF                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4724.61     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CubeSmart LP                                                                                        | CubeSmart LP                                                                                                           | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    148000 | PA      | $144048.42    | 0.53%             | 2025-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD HUF                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-490.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                                                       | CUSIP: 06368DCV4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $128459.46    | 0.47%             | 2025-02-03      | Fixed         | 2.37%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD HUF                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-576.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    190000 | PA      | $171405.81    | 0.63%             | 2026-11-24      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM GILT                                                                                 | United Kingdom Gilt                                                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    244000 | PA      | $185345.54    | 0.68%             | 2054-10-22      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $348.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD CZK                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-3845.14     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CHEVRON CORP                                                                                        | Chevron Corp                                                                                                           | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $131774.60    | 0.49%             | 2025-05-11      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| TESCO CORP TREASURY SERV                                                                            | Tesco Corporate Treasury Services PLC                                                                                  | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     91000 | PA      | $107106.91    | 0.39%             | 2025-05-02      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                                             | Nestle Finance International Ltd                                                                                       | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    123000 | PA      | $120966.66    | 0.45%             | 2026-06-14      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| BALDER FINLAND OYJ                                                                                  | Balder Finland Oyj                                                                                                     | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |    207000 | PA      | $175531.29    | 0.65%             | 2027-01-18      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                                                              | CUSIP: 89117FA33<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    194000 | PA      | $129066.03    | 0.48%             | 2028-03-08      | Fixed         | 1.89%                 | No            | 2                  | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                                            | Italy Buoni Poliennali Del Tesoro                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    399000 | PA      | $261955.50    | 0.96%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                                            | Bundesrepublik Deutschland Bundesanleihe                                                                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     67000 | PA      | $40400.92     | 0.15%             | 2050-08-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| INTERMEDIATE CAPITAL GRO                                                                            | Intermediate Capital Group PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | DBT              | CORP              | GB        |    143000 | PA      | $128365.38    | 0.47%             | 2027-02-17      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                                                                                 | Canadian Government Bond                                                                                               | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     70000 | PA      | $59663.22     | 0.22%             | 2041-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: BSPKK09R1 CDS USD R V 03MEVENT GOC051715_PRO CCPCDX / Short: BSPKK09R1 CDS USD P F  5.00000 GOC051715_FEE CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    300000 | OU      | $-8259.90     | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-30.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TSMC GLOBAL LTD                                                                                     | TSMC Global Ltd                                                                                                        | CUSIP: 872882AF2<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    198000 | PA      | $169535.90    | 0.62%             | 2027-09-28      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $7351.15      | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD DKK                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-251.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD NZD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-37.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| E.ON INTL FINANCE BV                                                                                | E.ON International Finance BV                                                                                          | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    147000 | PA      | $160045.04    | 0.59%             | 2024-01-17      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                                                       | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     88000 | PA      | $80901.73     | 0.30%             | 2031-06-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD SEK                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $641.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                                            | Spain Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    846000 | PA      | $805846.47    | 2.97%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD NZD                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-17.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-20675.75    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $2052.39      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PANASONIC HOLDINGS CORP                                                                             | Panasonic Holdings Corp                                                                                                | CUSIP: 69832AAB2<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |    153000 | PA      | $147227.27    | 0.54%             | 2024-07-19      | Fixed         | 2.68%                 | Yes           | 2                  | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                                            | Bundesrepublik Deutschland Bundesanleihe                                                                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    207000 | PA      | $185775.56    | 0.68%             | 2038-05-15      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                               | Huntington Bancshares Inc/OH                                                                                           | CUSIP: 446150AQ7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    137000 | PA      | $132508.47    | 0.49%             | 2024-08-06      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                              | Fairfax Financial Holdings Ltd                                                                                         | CUSIP: 303901AY8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $171393.26    | 0.63%             | 2026-12-16      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-617.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |         1 | NC      | $-704.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $20.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                                                 | Synchrony Financial                                                                                                    | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    157000 | PA      | $146047.00    | 0.54%             | 2026-08-04      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD CZK                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-760.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                                               | Japan Government Ten Year Bond                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  40000000 | PA      | $305928.63    | 1.13%             | 2027-12-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF DENMARK                                                                                  | Denmark Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    350000 | PA      | $41194.91     | 0.15%             | 2031-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                                             | Walt Disney Co/The                                                                                                     | CUSIP: 254687FK7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    139000 | PA      | $132836.88    | 0.49%             | 2024-08-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                                                                   | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    167000 | PA      | $171209.91    | 0.63%             | 2027-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    501000 | PA      | $376415.39    | 1.39%             | 2052-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BOBL FUTURE MAR23                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         1 | NC      | $-263.09      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD NOK                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $93.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-148.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                                                                                   | Suncor Energy Inc                                                                                                      | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    149000 | PA      | $166932.01    | 0.61%             | 2032-02-01      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED GBP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $932.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        10 | NC      | $8268.38      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                                            | Triton Container International Ltd / TAL International Container Corp                                                  | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    203000 | PA      | $164083.67    | 0.60%             | 2032-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                                                                                     | McDonald's Corp                                                                                                        | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    156000 | PA      | $156436.87    | 0.58%             | 2035-12-09      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $98575.03     | 0.36%             | 2055-10-23      | Fixed         | 6.83%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $740.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                                                               | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    202000 | PA      | $173909.62    | 0.64%             | 2050-10-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                                        | Barclays PLC                                                                                                           | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    106000 | PA      | $105835.33    | 0.39%             | 2045-08-17      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                                                                             | National Bank of Canada                                                                                                | CUSIP: 63306AGE0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    178000 | PA      | $128196.66    | 0.47%             | 2025-02-03      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                                                                                 | Canadian Government Bond                                                                                               | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    375000 | PA      | $260830.11    | 0.96%             | 2032-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD CAD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-107.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                                                                     | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $102012.32    | 0.38%             | 2026-04-22      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                                                                 | NatWest Markets PLC                                                                                                    | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    121000 | PA      | $127055.29    | 0.47%             | 2024-05-28      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                                               | Nederlandse Waterschapsbank NV                                                                                         | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    360000 | PA      | $347801.65    | 1.28%             | 2027-05-28      | Fixed         | 0.13%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    139000 | PA      | $134975.19    | 0.50%             | 2025-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED GBP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |         1 | NC      | $1826.99      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                                               | CH Robinson Worldwide Inc                                                                                              | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141595.64    | 0.52%             | 2028-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| SWITZERLAND                                                                                         | Swiss Confederation Government Bond                                                                                    | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     50000 | PA      | $50871.65     | 0.19%             | 2032-06-27      | Fixed         | 0.50%                 | Yes           | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                                            | Alimentation Couche-Tard Inc                                                                                           | CUSIP: 01626PAE6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    244000 | PA      | $179524.44    | 0.66%             | 2025-06-02      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| American Tower Corp                                                                                 | American Tower Corp                                                                                                    | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    130000 | PA      | $129935.55    | 0.48%             | 2024-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FRESENIUS FIN IRELAND PL                                                                            | Fresenius Finance Ireland PLC                                                                                          | CUSIP: 000000000<br>LEI: 549300GFSOR556BX2290 | Long             | DBT              | CORP              | IE        |     16000 | PA      | $17083.95     | 0.06%             | 2024-01-30      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF AUSTRIA                                                                                 | Republic of Austria Government Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    130000 | PA      | $116611.00    | 0.43%             | 2030-02-20      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                                              | NXP BV / NXP Funding LLC                                                                                               | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    165000 | PA      | $164632.18    | 0.61%             | 2024-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                                                                               | United Parcel Service Inc                                                                                              | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    176000 | PA      | $174309.09    | 0.64%             | 2025-04-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                                | Glencore Funding LLC                                                                                                   | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    167000 | PA      | $165033.01    | 0.61%             | 2024-03-12      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-164.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AP MOLLER-MAERSK A/S                                                                                | AP Moller - Maersk A/S                                                                                                 | CUSIP: 00203QAD9<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |    137000 | PA      | $133913.48    | 0.49%             | 2025-09-28      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                                                                               | Republic Services Inc                                                                                                  | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    136000 | PA      | $131230.30    | 0.48%             | 2024-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                              | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    174000 | PA      | $169612.44    | 0.62%             | 2024-02-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                                               | Japan Government Thirty Year Bond                                                                                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  47000000 | PA      | $394205.66    | 1.45%             | 2042-09-20      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD CAD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-10333.48    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                                                                             | International Bank for Reconstruction & Development                                                                    | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $34259.23     | 0.13%             | 2026-10-19      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-1675.55     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                                               | Australia Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    230000 | PA      | $154099.29    | 0.57%             | 2024-11-21      | Fixed         | 0.25%                 | Yes           | 2                  | On Loan: No      |
| ASSICURAZIONI GENERALI                                                                              | Assicurazioni Generali SpA                                                                                             | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |     91000 | PA      | $101032.96    | 0.37%             | 2047-10-27      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                                                     | 10YR MINI JGB FUT MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |         2 | NC      | $476.01       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-1584.47     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-7.94        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD NZD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $7.38         | 0.00%             |  |  |  | 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        |   1518229 | NS      | $1517925.04   | 5.59%             |  |  |  | No            | N/A                | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD DKK                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-263.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED GBP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |         1 | NC      | $-31.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                                              | Tennessee Gas Pipeline Co LLC                                                                                          | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $138466.96    | 0.51%             | 2028-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $0.23         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                                                             | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139437.70    | 0.51%             | 2027-08-17      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| UNITED KINGDOM GILT                                                                                 | United Kingdom Gilt                                                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     26000 | PA      | $20273.73     | 0.07%             | 2057-07-22      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    198000 | PA      | $170560.50    | 0.63%             | 2026-08-05      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-338.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BECTON DICKINSON EURO                                                                               | Becton Dickinson Euro Finance Sarl                                                                                     | CUSIP: 07589LAC1<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |    124000 | PA      | $124854.14    | 0.46%             | 2026-06-04      | Fixed         | 1.21%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $717.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WUESTENROT&WUERTTEMBERG                                                                             | Wuestenrot & Wuerttembergische AG                                                                                      | CUSIP: 000000000<br>LEI: 5299003H07ZT0Z5ZNN35 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $78348.75     | 0.29%             | 2041-09-10      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA ENERGY                                                                                       | Sempra Energy                                                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    201000 | PA      | $175943.73    | 0.65%             | 2052-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                                                                | Japan Government Two Year Bond                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3800000 | PA      | $29209.19     | 0.11%             | 2024-09-01      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                                                           | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    178000 | PA      | $171276.21    | 0.63%             | 2024-12-10      | Fixed         | 1.01%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                                                        | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    111000 | PA      | $118991.25    | 0.44%             | 2025-03-19      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                                                      | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    176000 | PA      | $169692.10    | 0.62%             | 2024-11-22      | Fixed         | 1.16%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                                            | Thermo Fisher Scientific Inc                                                                                           | CUSIP: 883556BP6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    126000 | PA      | $131544.44    | 0.48%             | 2024-09-12      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                                                          | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    123000 | PA      | $128921.36    | 0.47%             | 2024-09-16      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| Kellogg Co                                                                                          | Kellogg Co                                                                                                             | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41473.57     | 0.15%             | 2026-04-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                                               | Japan Government Ten Year Bond                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  15000000 | PA      | $115257.94    | 0.42%             | 2032-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $1110.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED KINGDOM GILT                                                                                 | United Kingdom Gilt                                                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    250000 | PA      | $281798.58    | 1.04%             | 2026-01-30      | Fixed         | 0.13%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                                                           | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    190000 | PA      | $167407.63    | 0.62%             | 2030-08-13      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175004.20    | 0.64%             | 2026-02-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $723.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                                                              | New Zealand Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     60000 | PA      | $39326.19     | 0.14%             | 2027-04-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    124000 | PA      | $128816.38    | 0.47%             | 2024-07-23      | Fixed         | 0.13%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    527000 | PA      | $458510.58    | 1.69%             | 2031-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD NOK                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $92.85        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                                               | Japan Government Twenty Year Bond                                                                                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  80000000 | PA      | $559167.21    | 2.06%             | 2038-06-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                                                                        | ING Groep NV                                                                                                           | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    174000 | PA      | $166995.45    | 0.61%             | 2028-03-28      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-4850.95     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD HUF                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-505.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $1949.28      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                                                        | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    147000 | PA      | $139566.88    | 0.51%             | 2024-06-22      | Fixed         | 1.23%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $100.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SURA ASSET MANAGEMENT                                                                               | SURA Asset Management SA                                                                                               | CUSIP: 78486LAA0<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    180000 | PA      | $171432.00    | 0.63%             | 2027-04-11      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $-0.02        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD CAD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-10564.74    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                                                             | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    136000 | PA      | $130156.20    | 0.48%             | 2027-05-11      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-21545.46    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

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