Russell Investment Company > RUSSELL INVESTMENT CO
Short Duration Bond Fund
$388.38M
Avg Monthly Net Assets
$395.92M
Total Assets
$4.91M
Total Liabilities
$391.01M
Net Assets
Short Duration Bond Fund is a Mutual Fund in RUSSELL INVESTMENT CO
from Russell Investment Company,
based in Washington,
United States of America.
The fund has six share classes
and monthly net assets of $388.38M.
On September 26th, 2024 it reported 736 holdings, the largest
being Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund (4.2%), United States Treasury (4.1%) and United States Treasury (1.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000043470 | RSBTX | |
| Class C | C000004337 | RSBCX | |
| Class M | C000178370 | RSDTX | |
| Class R6 | C000166204 | RDBRX | |
| Class S | C000004336 | RFBSX | |
| Class Y | C000066918 | RSBYX |
Holdings
From latest NPORT-P, filed September 26th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 0WS115907-0WZ115909 (Intercontinental Exchange, Inc.) | Derivative-credit | US | $45K | – | 0.01 | |
| 0WS116004-0WZ116006 (Intercontinental Exchange, Inc.) | Derivative-credit | US | $28K | – | 0.01 | |
| 10YR MINI JGB FUT SEP24 (Singapore Exchange Derivatives Clearing Ltd.) | Derivative-interest rate | SG | $-222.49 | – | -0.00 | |
| 2023-MIC Trust/THE (THE 2023-MIC Trust) | Long | ABS-mortgage backed security | US | $239K | – | 0.06 |
| 3 MONTH SOFR FUT DEC24 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 3 MONTH SOFR FUT DEC25 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $64K | – | 0.02 | |
| 3 MONTH SOFR OPT DEC24C 97.12 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-825 | – | -0.00 | |
| 3 MONTH SOFR OPT DEC24P 95 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-687.5 | – | -0.00 | |
| 3 MONTH SOFR OPT DEC24P 95.5 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $6K | – | 0.00 | |
| AbbVie Inc | Long | Debt | US | $436K | – | 0.11 |
| AbbVie Inc | Long | Debt | US | $326K | – | 0.08 |
| AbbVie Inc | Long | Debt | US | $242K | – | 0.06 |
| ABN AMRO Bank NV | Long | Debt | NL | $511K | – | 0.13 |
| ABN AMRO Bank NV | Long | Debt | NL | $207K | – | 0.05 |
| ACE Securities Corp Home Equity Loan Trust Series 2003-OP1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $163K | – | 0.04 |
| AEP Texas Inc | Long | Debt | US | $583K | – | 0.15 |
| AEP Texas Restoration Funding LLC (AEP Texas Central Transition Funding) | Long | ABS-other | US | $168K | – | 0.04 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $748K | – | 0.19 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $505K | – | 0.13 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $287K | – | 0.07 |
| Air Lease Corp | Long | Debt | US | $41K | – | 0.01 |
| Aircastle Ltd | Long | Debt | BM | $498K | – | 0.13 |
| Aircastle Ltd | Long | Debt | BM | $212K | – | 0.05 |
| Alaska Airlines 2020-1 Class A Pass Through Trust (ALASKA AIRLINES 2020 TR) | Long | Debt | US | $462K | – | 0.12 |
| Ally Financial Inc | Long | Debt | US | $441K | – | 0.11 |
| Alphabet Inc | Long | Debt | US | $2M | – | 0.42 |
| Altria Group Inc | Long | Debt | US | $357K | – | 0.09 |
| Amazon.com Inc | Long | Debt | US | $85K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $19K | – | 0.00 |
| American Airlines Inc | Long | Debt | US | $93K | – | 0.02 |
| American Express Co | Long | Debt | US | $2M | – | 0.45 |
| American Express Co | Long | Debt | US | $979K | – | 0.25 |
| American Express Co | Long | Debt | US | $457K | – | 0.12 |
| American Express Co | Long | Debt | US | $20K | – | 0.01 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $494K | – | 0.13 |
| American Homes 4 Rent 2015-SFR1 Trust | Long | ABS-other | US | $1M | – | 0.29 |
| American Honda Finance Corp | Long | Debt | US | $492K | – | 0.13 |
| American Honda Finance Corp | Long | Debt | US | $367K | – | 0.09 |
| AmeriCredit Automobile Receivables Trust 2022-2 | Long | ABS-other | US | $566K | – | 0.14 |
| Amgen Inc | Long | Debt | US | $245K | – | 0.06 |
| AMSR 2020-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $2M | – | 0.42 |
| AMSR 2020-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $1M | – | 0.28 |
| AMSR 2020-SFR4 Trust (AMSR Trust) | Long | ABS-other | US | $920K | – | 0.24 |
| AMSR 2020-SFR5 Trust (AMSR Trust) | Long | ABS-other | US | $460K | – | 0.12 |
| AMSR 2021-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $2M | – | 0.61 |
| Anglo American Capital PLC | Long | Debt | GB | $738K | – | 0.19 |
| AOA 2021-1177 Mortgage Trust (Avenue of Americas) | Long | ABS-mortgage backed security | US | $292K | – | 0.07 |
| Aon North America Inc | Long | Debt | US | $173K | – | 0.04 |
| Apex Credit CLO 2020 LTD (Apex Credit CLO LLC) | Long | ABS-collateralized bond/debt obligation | BM | $100K | – | 0.03 |
| APi Group DE Inc 2024 Term Loan B | Long | Loan | US | $77K | – | 0.02 |
| Apidos CLO XII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $128K | – | 0.03 |
| Apple Inc | Long | Debt | US | $1M | – | 0.32 |
| Arbor Multifamily Mortgage Securities Trust 2021-MF3 | Long | ABS-mortgage backed security | US | $315K | – | 0.08 |
| Arbor Multifamily Mortgage Securities Trust 2021-MF3 | Long | ABS-mortgage backed security | US | $192K | – | 0.05 |
| AREIT 2021-CRE5 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $42K | – | 0.01 |
| Ares Capital Corp | Long | Debt | US | $470K | – | 0.12 |
| Ares Capital Corp | Long | Debt | US | $163K | – | 0.04 |
| Ashtead Capital Inc | Long | Debt | US | $552K | – | 0.14 |
| Asian Development Bank | Long | Debt | XX | $150K | – | 0.04 |
| Asurion LLC 2021 Term Loan B9 | Long | Loan | US | $125K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.52 |
| Atlantic Asset Securitization LLC | Long | Short-term investment vehicle | US | $397K | – | 0.10 |
| Atrium XIII (Atrium CDO Corp) | Long | ABS-collateralized bond/debt obligation | KY | $541K | – | 0.14 |
| Autobahn Funding Co LLC | Long | Short-term investment vehicle | US | $1M | – | 0.36 |
| Avery Dennison Corp | Long | Debt | US | $591K | – | 0.15 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.40 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $906K | – | 0.23 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $905K | – | 0.23 |
| BA Credit Card Trust (Bank of America Credit Card Trust) | Long | ABS-other | US | $283K | – | 0.07 |
| BA Credit Card Trust (Bank of America Credit Card Trust) | Long | ABS-other | US | $200K | – | 0.05 |
| BAE Systems PLC | Long | Debt | GB | $854K | – | 0.22 |
| Ballyrock CLO 2019-2 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $100K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $552K | – | 0.14 |
| Banco Santander SA | Long | Debt | ES | $202K | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $195K | – | 0.05 |
| BANK 2020-BNK29 | Long | ABS-mortgage backed security | US | $392K | – | 0.10 |
| BANK 2021-BNK36 | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.36 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.28 |
| Bank of America Corp | Long | Debt | US | $795K | – | 0.20 |
| Bank of America Corp | Long | Debt | US | $600K | – | 0.15 |
| Bank of America Corp | Long | Debt | US | $263K | – | 0.07 |
| Bank of Montreal | Long | Debt | CA | $597K | – | 0.15 |
| Bank of Montreal | Long | Debt | CA | $491K | – | 0.13 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $1M | – | 0.30 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $235K | – | 0.06 |
| Bank of Nova Scotia/The | Long | Debt | CA | $571K | – | 0.15 |
| Bank of Nova Scotia/The | Long | Debt | CA | $449K | – | 0.11 |
| Bank of Nova Scotia/The | Long | Debt | CA | $339K | – | 0.09 |
| Bank of Nova Scotia/The | Long | Debt | CA | $59K | – | 0.02 |
| BankUnited Inc | Long | Debt | US | $573K | – | 0.15 |
| Barclays Bank PLC | Long | Short-term investment vehicle | GB | $1M | – | 0.30 |
| Barclays PLC | Long | Debt | GB | $989K | – | 0.25 |
| Barclays PLC | Long | Debt | GB | $600K | – | 0.15 |
| Barings BDC Inc | Long | Debt | US | $583K | – | 0.15 |
| Barings Private Credit Corp CLO 2023-1 Ltd (Barings Private Credit CLO) | Long | ABS-collateralized bond/debt obligation | BM | $68K | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $184K | – | 0.05 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $597K | – | 0.15 |
| BBCMS Mortgage Trust 2023-C19 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $209K | – | 0.05 |
| BBCMS Mortgage Trust 2023-C20 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $213K | – | 0.05 |
| BCRED MML CLO 2021-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $200K | – | 0.05 |
| BDS 2021-FL8 (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $26K | – | 0.01 |
| Becton Dickinson & Co | Long | Debt | US | $182K | – | 0.05 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Benchmark 2020-B21 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| Benchmark 2020-B22 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $544K | – | 0.14 |
| Benchmark 2021-B27 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $235K | – | 0.06 |
| Benchmark 2023-B39 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $209K | – | 0.05 |
| Benchmark 2023-V3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $152K | – | 0.04 |
| Berry Global Inc | Long | Debt | US | $590K | – | 0.15 |
| Black Diamond Clo 2017-1 Ltd (Black Diamond CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8K | – | 0.00 |
| BlackRock TCP Capital Corp (BLACKROCK TCP CAP CORP) | Long | Debt | US | $717K | – | 0.18 |
| Blue Owl Capital Corp | Long | Debt | US | $548K | – | 0.14 |
| Blue Owl Capital Corp | Long | Debt | US | $167K | – | 0.04 |
| BMO 2023-C5 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $327K | – | 0.08 |
| BNP Paribas SA | Long | Debt | FR | $414K | – | 0.11 |
| BNP Paribas SA | Long | Debt | FR | $166K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $663K | – | 0.17 |
| Boeing Co/The | Long | Debt | US | $481K | – | 0.12 |
| Boeing Co/The | Long | Debt | US | $79K | – | 0.02 |
| BorgWarner Inc | Long | Debt | US | $706K | – | 0.18 |
| BPR Trust 2021-TY | Long | ABS-mortgage backed security | US | $246K | – | 0.06 |
| BRAVO Residential Funding Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.55 |
| Bristol-Myers Squibb Co | Long | Debt | US | $276K | – | 0.07 |
| Bristol-Myers Squibb Co | Long | Debt | US | $40K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $642K | – | 0.16 |
| Broadcom Inc | Long | Debt | US | $315K | – | 0.08 |
| BWS074427 IRS USD R V 00MSOFR 1 CCPOIS / BWS074427 IRS USD P F 2.60000 2 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $61K | – | 0.02 | |
| BX Commercial Mortgage Trust 2020-VIVA (BX Trust) | Long | ABS-mortgage backed security | US | $209K | – | 0.05 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $215K | – | 0.05 |
| BX Commercial Mortgage Trust 2022-LP2 (BX Trust) | Long | ABS-mortgage backed security | US | $180K | – | 0.05 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $245K | – | 0.06 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $306K | – | 0.08 |
| BX Trust 2021-BXMF | Long | ABS-mortgage backed security | US | $285K | – | 0.07 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $247K | – | 0.06 |
| BX Trust 2022-PSB | Long | ABS-mortgage backed security | US | $120K | – | 0.03 |
| BXMT 2021-FL4 Ltd (BXMT Ltd) | Long | ABS-collateralized bond/debt obligation | US | $300K | – | 0.08 |
| Caesars Entertainment Inc | Long | Debt | US | $92K | – | 0.02 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $2M | – | 0.45 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $200K | – | 0.05 |
| Capital One Financial Corp | Long | Debt | US | $587K | – | 0.15 |
| Capital One Prime Auto Receivables Trust 2023-1 | Long | ABS-other | US | $91K | – | 0.02 |
| Cardinal Health Inc | Long | Debt | US | $162K | – | 0.04 |
| Cargill Inc | Long | Debt | US | $1M | – | 0.33 |
| Cargill Inc | Long | Debt | US | $366K | – | 0.09 |
| Cargill Inc | Long | Debt | US | $179K | – | 0.05 |
| Carnival Holdings Bermuda Ltd (CARNIVAL HLDGS BM LTD) | Long | Debt | US | $86K | – | 0.02 |
| Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE) | Long | Debt | US | $2M | – | 0.45 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $589K | – | 0.15 |
| Cedar Funding V CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $244K | – | 0.06 |
| Cencosud SA | Long | Debt | CL | $563K | – | 0.14 |
| Centene Corp | Long | Debt | US | $58K | – | 0.01 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $204K | – | 0.05 |
| Charles Schwab Corp/The | Long | Debt | US | $61K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $578K | – | 0.15 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $179K | – | 0.05 |
| Charter Communications Operating LLC 2023 Term Loan B4 | Long | Loan | US | $106K | – | 0.03 |
| Chase Issuance Trust | Long | ABS-other | US | $1M | – | 0.28 |
| Chevron Corp | Long | Debt | US | $2M | – | 0.45 |
| Chevron USA Inc | Long | Debt | US | $192K | – | 0.05 |
| Cigna Group/The | Long | Debt | US | $532K | – | 0.14 |
| Citibank NA | Long | Debt | US | $301K | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2016-P4 | Long | ABS-mortgage backed security | US | $802K | – | 0.21 |
| Citigroup Commercial Mortgage Trust 2020-GC46 | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $728K | – | 0.19 |
| Citigroup Inc | Long | Debt | US | $668K | – | 0.17 |
| Citigroup Inc | Long | Debt | US | $572K | – | 0.15 |
| Citigroup Inc | Long | Debt | US | $306K | – | 0.08 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $716K | – | 0.18 |
| COLT 2022-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| COLT 2023-1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COLT 2024-1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| COLT 2024-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.42 |
| COLT 2024-4 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| COLT 2024-INV1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $851K | – | 0.22 |
| COLT 2024-INV2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Columbia Cent CLO 32 Ltd (Cent CLO LP) | Long | ABS-collateralized bond/debt obligation | KY | $310K | – | 0.08 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $816K | – | 0.21 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $213K | – | 0.05 |
| Comerica Inc | Long | Debt | US | $564K | – | 0.14 |
| COMM 2015-CCRE22 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| COMM 2015-LC23 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| COMM 2020-CBM Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $303K | – | 0.08 |
| Conagra Brands Inc | Long | Debt | US | $557K | – | 0.14 |
| Concentrix Corp | Long | Debt | US | $459K | – | 0.12 |
| Connecticut Light and Power Co/The (CONNECTICUT LIGHT & PWR) | Long | Debt | US | $90K | – | 0.02 |
| Constellation Brands Inc | Long | Debt | US | $412K | – | 0.11 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $840K | – | 0.21 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $196K | – | 0.05 |
| Consumers Energy Co | Long | Debt | US | $674K | – | 0.17 |
| Continental Resources Inc/OK | Long | Debt | US | $179K | – | 0.05 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $436K | – | 0.11 |
| Corebridge Financial Inc | Long | Debt | US | $135K | – | 0.03 |
| Credit Agricole SA | Long | Debt | FR | $535K | – | 0.14 |
| Credit Agricole SA | Long | Debt | FR | $493K | – | 0.13 |
| Credit Agricole SA/London (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $1M | – | 0.36 |
| CSAIL 2015-C3 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| CSAIL 2016-C7 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| CSAIL 2020-C19 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| CSMC 2020-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $151K | – | 0.04 |
| CSMC 2021-NQM6 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $132K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $651K | – | 0.17 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $595K | – | 0.15 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $181K | – | 0.05 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $180K | – | 0.05 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $81K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $71K | – | 0.02 |
| DISH DBS Corp | Long | Debt | US | $17K | – | 0.00 |
| DR Horton Inc (D.R. HORTON INC) | Long | Debt | US | $139K | – | 0.04 |
| Dryden 40 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $914K | – | 0.23 |
| Dryden 55 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $203K | – | 0.05 |
| Dryden 80 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $270K | – | 0.07 |
| Dryden 87 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $200K | – | 0.05 |
| DTE Energy Co | Long | Debt | US | $657K | – | 0.17 |
| Edison International | Long | Debt | US | $189K | – | 0.05 |
| Element Fleet Management Corp | Long | Debt | CA | $615K | – | 0.16 |
| Elevance Health Inc | Long | Debt | US | $395K | – | 0.10 |
| Eli Lilly & Co | Long | Debt | US | $262K | – | 0.07 |
| Ellington Financial Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $115K | – | 0.03 |
| Elmwood CLO I Ltd (Elmwood CLO I Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $131K | – | 0.03 |
| ELP Commercial Mortgage Trust 2021-ELP (ELP 2021-ELP) | Long | ABS-mortgage backed security | US | $246K | – | 0.06 |
| Emera US Finance LP | Long | Debt | US | $619K | – | 0.16 |
| Enbridge Inc | Long | Debt | CA | $622K | – | 0.16 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $557K | – | 0.14 |
| Energy Transfer LP | Long | Debt | US | $196K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $31K | – | 0.01 |
| Engie SA | Long | Debt | FR | $203K | – | 0.05 |
| Enterprise Fleet Financing 2022-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $113K | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $595K | – | 0.15 |
| Enterprise Products Operating LLC | Long | Debt | US | $236K | – | 0.06 |
| Enterprise Products Operating LLC | Long | Debt | US | $174K | – | 0.04 |
| EOG Resources Inc | Long | Debt | US | $227K | – | 0.06 |
| EPR Properties | Long | Debt | US | $621K | – | 0.16 |
| EQT Corp | Long | Debt | US | $279K | – | 0.07 |
| EQT Corp | Long | Debt | US | $184K | – | 0.05 |
| EQT Corp | Long | Debt | US | $10K | – | 0.00 |
| Equinix Inc | Long | Debt | US | $398K | – | 0.10 |
| Equinix Inc | Long | Debt | US | $329K | – | 0.08 |
| Equinor ASA | Long | Debt | NO | $571K | – | 0.15 |
| Equinor ASA | Long | Debt | NO | $457K | – | 0.12 |
| ERAC USA Finance LLC | Long | Debt | US | $375K | – | 0.10 |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-155K | – | -0.04 | |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $216K | – | 0.06 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $2M | – | 0.45 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $355K | – | 0.09 |
| F&G Annuities & Life Inc | Long | Debt | US | $594K | – | 0.15 |
| FactSet Research Systems Inc | Long | Debt | US | $589K | – | 0.15 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $527K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $512K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $264K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $246K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $2M | – | 0.47 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $120K | – | 0.03 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $389K | – | 0.10 |
| Federal Home Loan Banks | Long | Debt | US | $1M | – | 0.36 |
| Federal Home Loan Banks | Long | Debt | US | $800K | – | 0.20 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $240K | – | 0.06 |
| Fifth Third Bancorp | Long | Debt | US | $557K | – | 0.14 |
| First Quantum Minerals Ltd | Long | Debt | CA | $210K | – | 0.05 |
| FirstEnergy Corp | Long | Debt | US | $577K | – | 0.15 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $525K | – | 0.13 |
| FirstKey Homes 2020-SFR1 Trust | Long | ABS-other | US | $433K | – | 0.11 |
| FirstKey Homes 2020-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $492K | – | 0.13 |
| FirstKey Homes 2022-SFR3 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $1M | – | 0.36 |
| Florida Power & Light Co | Long | Debt | US | $432K | – | 0.11 |
| Florida Power & Light Co | Long | Debt | US | $82K | – | 0.02 |
| Ford Credit Auto Owner Trust 2023-B | Long | ABS-other | US | $773K | – | 0.20 |
| Ford Motor Credit Co LLC | Long | Debt | US | $449K | – | 0.11 |
| Ford Motor Credit Co LLC | Long | Debt | US | $395K | – | 0.10 |
| Fortinet Inc | Long | Debt | US | $291K | – | 0.07 |
| Fortis Inc/Canada | Long | Debt | CA | $580K | – | 0.15 |
| Fortive Corp (FORTIVE CORPORATION) | Long | Debt | US | $583K | – | 0.15 |
| Franklin BSP Capital Corp | Long | Debt | US | $611K | – | 0.16 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $678K | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $186K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $130K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $103K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FS KKR Capital Corp | Long | Debt | US | $514K | – | 0.13 |
| FS KKR Capital Corp | Long | Debt | US | $190K | – | 0.05 |
| GA Global Funding Trust | Long | Debt | US | $271K | – | 0.07 |
| GCAT 2024-INV1 Trust | Long | ABS-mortgage backed security | US | $180K | – | 0.05 |
| GECU Auto Receivables Trust 2023-1 | Long | ABS-other | US | $272K | – | 0.07 |
| General Mills Inc | Long | Debt | US | $2M | – | 0.46 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $1M | – | 0.33 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $565K | – | 0.14 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $244K | – | 0.06 |
| Georgia Power Co | Long | Debt | US | $182K | – | 0.05 |
| Georgia-Pacific LLC | Long | Debt | US | $159K | – | 0.04 |
| GFL Environmental Inc | Long | Debt | CA | $89K | – | 0.02 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $201K | – | 0.05 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $102K | – | 0.03 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $101K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $127K | – | 0.03 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $506K | – | 0.13 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $90K | – | 0.02 |
| Goldentree Loan Management US Clo 4 Ltd (GoldenTree Loan Management US CLO, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $223K | – | 0.06 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $896K | – | 0.23 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $20K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.55 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $568K | – | 0.15 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $306K | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $155K | – | 0.04 |
| Golub Capital BDC Inc | Long | Debt | US | $569K | – | 0.15 |
| Goodgreen 2021-1 Trust (Goodgreen Trust) | Long | ABS-other | US | $132K | – | 0.03 |
| Gotham Funding Corp | Long | Short-term investment vehicle | US | $594K | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $590K | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $579K | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $452K | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $185K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $148K | – | 0.04 |
| Great-West Lifeco US Finance 2020 LP | Long | Debt | US | $239K | – | 0.06 |
| GREYWOLF CLO VI Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.06 |
| GS Mortgage-Backed Securities Trust 2023-PJ4 | Long | ABS-mortgage backed security | US | $349K | – | 0.09 |
| Haleon US Capital LLC | Long | Debt | US | $1M | – | 0.26 |
| Halsey Point CLO I Ltd (HalseyPoint CLO I, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.06 |
| Harley-Davidson Financial Services Inc (HARLEY-DAVIDSON FINL SER) | Long | Debt | US | $479K | – | 0.12 |
| Hawaii Hotel Trust 2019-MAUI | Long | ABS-mortgage backed security | US | $248K | – | 0.06 |
| HCA Inc | Long | Debt | US | $591K | – | 0.15 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $843K | – | 0.22 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $2M | – | 0.56 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $231K | – | 0.06 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $541K | – | 0.14 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $482K | – | 0.12 |
| Hexcel Corp | Long | Debt | US | $590K | – | 0.15 |
| Highmark Inc | Long | Debt | US | $485K | – | 0.12 |
| Highwoods Realty LP | Long | Debt | US | $614K | – | 0.16 |
| Hilton Grand Vacations Trust 2020-A | Long | ABS-other | US | $106K | – | 0.03 |
| HINNT 2024-A LLC (Hin Timeshare Trust) | Long | ABS-other | US | $212K | – | 0.05 |
| Home Depot Inc/The | Long | Debt | US | $753K | – | 0.19 |
| Home Depot Inc/The | Long | Debt | US | $69K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $19K | – | 0.00 |
| Home Partners of America 2020-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $430K | – | 0.11 |
| Honda Auto Receivables 2023-1 Owner Trust (Honda Auto Receivables Owner Trust) | Long | ABS-other | US | $211K | – | 0.05 |
| Honda Auto Receivables 2023-3 Owner Trust (Honda Auto Receivables Owner Trust) | Long | ABS-other | US | $469K | – | 0.12 |
| Honda Auto Receivables 2024-1 Owner Trust (Honda Auto Receivables Owner Trust) | Long | ABS-other | US | $550K | – | 0.14 |
| Honda Auto Receivables 2024-2 Owner Trust (Honda Auto Receivables Owner Trust) | Long | ABS-other | US | $200K | – | 0.05 |
| Honeywell International Inc | Long | Debt | US | $1M | – | 0.36 |
| Howmet Aerospace Inc | Long | Debt | US | $580K | – | 0.15 |
| HSBC Holdings PLC | Long | Debt | GB | $696K | – | 0.18 |
| HSBC Holdings PLC | Long | Debt | GB | $602K | – | 0.15 |
| HSBC Holdings PLC | Long | Debt | GB | $263K | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $203K | – | 0.05 |
| Hudson River Trading LLC 2021 Term Loan | Long | Loan | US | $127K | – | 0.03 |
| Humana Inc | Long | Debt | US | $311K | – | 0.08 |
| Humana Inc | Long | Debt | US | $20K | – | 0.01 |
| Hyundai Auto Receivables Trust 2022-C | Long | ABS-other | US | $97K | – | 0.02 |
| Hyundai Auto Receivables Trust 2023-A | Long | ABS-other | US | $398K | – | 0.10 |
| Hyundai Auto Receivables Trust 2024-A | Long | ABS-other | US | $951K | – | 0.24 |
| Hyundai Capital America | Long | Debt | US | $172K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $20K | – | 0.01 |
| ICICI Bank Ltd/Dubai | Long | Debt | IN | $587K | – | 0.15 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $713K | – | 0.18 |
| ING Groep NV | Long | Debt | NL | $722K | – | 0.18 |
| ING Groep NV | Long | Debt | NL | $264K | – | 0.07 |
| ING US Funding LLC | Long | Short-term investment vehicle | US | $793K | – | 0.20 |
| InRetail Consumer | Long | Debt | PE | $469K | – | 0.12 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $556K | – | 0.14 |
| Inversiones CMPC SA | Long | Debt | CL | $223K | – | 0.06 |
| Invitation Homes 2018-SFR4 Trust (Invitation Homes Trust) | Long | ABS-other | US | $930K | – | 0.24 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $199K | – | 0.05 |
| J.P. Morgan Mortgage Trust 2023-4 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $703K | – | 0.18 |
| J.P. Morgan Mortgage Trust 2023-8 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $810K | – | 0.21 |
| J.P. Morgan Mortgage Trust 2024-1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $626K | – | 0.16 |
| John Deere Capital Corp | Long | Debt | US | $2M | – | 0.45 |
| John Deere Owner Trust 2024 | Long | ABS-other | US | $1M | – | 0.29 |
| JP Morgan Mortgage Acquisition Trust 2007-CH2 (JP Morgan Mortgage Acquisition Corp) | Long | ABS-other | US | $240K | – | 0.06 |
| JP Morgan Mortgage Trust 2024-2 | Long | ABS-mortgage backed security | US | $697K | – | 0.18 |
| JP Morgan Mortgage Trust Series 2024-6 | Long | ABS-mortgage backed security | US | $659K | – | 0.17 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $214K | – | 0.05 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $527K | – | 0.13 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.33 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.26 |
| JPMorgan Chase & Co | Long | Debt | US | $849K | – | 0.22 |
| JPMorgan Chase & Co | Long | Debt | US | $794K | – | 0.20 |
| JPMorgan Chase & Co | Long | Debt | US | $186K | – | 0.05 |
| JPN 10Y BOND(OSE) SEP24 (Osaka Exchange) | Derivative-interest rate | JP | $5K | – | 0.00 | |
| Juniper Networks Inc | Long | Debt | US | $723K | – | 0.18 |
| Kenvue Inc | Long | Debt | US | $91K | – | 0.02 |
| Kenvue Inc | Long | Debt | US | $31K | – | 0.01 |
| KeyBank NA/Cleveland OH (KEY BANK NA) | Long | Debt | US | $546K | – | 0.14 |
| KeyBank NA/Cleveland OH (KEY BANK NA) | Long | Debt | US | $529K | – | 0.14 |
| KeyCorp | Long | Debt | US | $561K | – | 0.14 |
| KeySpan Gas East Corp | Long | Debt | US | $578K | – | 0.15 |
| Kinder Morgan Inc | Long | Debt | US | $337K | – | 0.09 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $1M | – | 0.32 |
| L3Harris Technologies Inc (L3Harris Tech Inc) | Long | Debt | US | $138K | – | 0.04 |
| Las Vegas Sands Corp | Long | Debt | US | $711K | – | 0.18 |
| Las Vegas Sands Corp | Long | Debt | US | $213K | – | 0.05 |
| Las Vegas Sands Corp | Long | Debt | US | $185K | – | 0.05 |
| Legacy Mortgage Asset Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $128K | – | 0.03 |
| Lehman Brothers Holdings Capital Trust VII (LEHMAN BROS CAP TR VII) | Long | Debt | US | $27 | – | 0.00 |
| Lennox International Inc | Long | Debt | US | $555K | – | 0.14 |
| LG Energy Solution Ltd (LGENERGYSOLUTION) | Long | Debt | KR | $546K | – | 0.14 |
| Liberty Street Funding LLC | Long | Short-term investment vehicle | US | $1M | – | 0.35 |
| LKQ Corp | Long | Debt | US | $579K | – | 0.15 |
| Lloyds Banking Group PLC | Long | Debt | GB | $593K | – | 0.15 |
| LONG GILT FUTURE SEP24 (ICE Futures Europe) | Derivative-interest rate | GB | $135K | – | 0.03 | |
| Lowe's Cos Inc | Long | Debt | US | $561K | – | 0.14 |
| Lowe's Cos Inc | Long | Debt | US | $120K | – | 0.03 |
| Lunar 2021-1 Structured Aircraft Portfolio Notes (SOLRR Aircraft 2021-1 Limited) | Long | ABS-other | IE | $174K | – | 0.04 |
| M&T Bank Auto Receivables Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.34 |
| M&T Equipment 2023-LEAF1 Notes (M&T Equipment Notes) | Long | ABS-other | US | $284K | – | 0.07 |
| Macquarie Group Ltd | Long | Debt | AU | $715K | – | 0.18 |
| Madison Park Funding XXIV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.26 |
| Main Street Capital Corp | Long | Debt | US | $625K | – | 0.16 |
| Manhattan Asset Funding Co LLC | Long | Short-term investment vehicle | US | $994K | – | 0.25 |
| Manufacturers & Traders Trust Co (MANUF & TRADERS TRUST CO) | Long | Debt | US | $711K | – | 0.18 |
| Manulife Financial Corp | Long | Debt | CA | $614K | – | 0.16 |
| Masco Corp | Long | Debt | US | $644K | – | 0.16 |
| MasTec Inc | Long | Debt | US | $532K | – | 0.14 |
| Mattel Inc | Long | Debt | US | $587K | – | 0.15 |
| McDonald's Corp | Long | Debt | US | $266K | – | 0.07 |
| MEGlobal BV | Long | Debt | NL | $253K | – | 0.06 |
| Mercedes-Benz Auto Lease Trust 2023-A | Long | ABS-other | US | $1M | – | 0.26 |
| Mercedes-Benz Finance North America LLC (MERCEDES-BENZ FIN NA) | Long | Debt | US | $211K | – | 0.05 |
| Mercedes-Benz Finance North America LLC (MERCEDES-BENZ FIN NA) | Long | Debt | US | $199K | – | 0.05 |
| Merchants Fleet Funding LLC | Long | ABS-other | US | $303K | – | 0.08 |
| Merck & Co Inc | Long | Debt | US | $2M | – | 0.45 |
| Met Tower Global Funding | Long | Debt | US | $916K | – | 0.23 |
| MF1 2021-FL7 Ltd (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | KY | $212K | – | 0.05 |
| Microsoft Corp | Long | Debt | US | $1M | – | 0.28 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $241K | – | 0.06 |
| Monongahela Power Co | Long | Debt | US | $425K | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.29 |
| Morgan Stanley | Long | Debt | US | $909K | – | 0.23 |
| Morgan Stanley | Long | Debt | US | $552K | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $464K | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $333K | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $144K | – | 0.04 |
| Morgan Stanley ABS Capital I Inc Trust 2004-HE3 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $110K | – | 0.03 |
| Morgan Stanley Bank NA | Long | Debt | US | $260K | – | 0.07 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $453K | – | 0.12 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $243K | – | 0.06 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $161K | – | 0.04 |
| Morgan Stanley Capital I Trust 2021-L5 | Long | ABS-mortgage backed security | US | $217K | – | 0.06 |
| Morgan Stanley Capital I Trust 2021-L7 | Long | ABS-mortgage backed security | US | $671K | – | 0.17 |
| Morgan Stanley Direct Lending Fund | Long | Debt | US | $591K | – | 0.15 |
| Mountain View CLO XVI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $100K | – | 0.03 |
| MPLX LP | Long | Debt | US | $1M | – | 0.33 |
| MPLX LP | Long | Debt | US | $238K | – | 0.06 |
| MSWF Commercial Mortgage Trust 2023-1 | Long | ABS-mortgage backed security | US | $158K | – | 0.04 |
| Mutual of Omaha Cos Global Funding (MUTUAL OF OMAHA GLOBAL) | Long | Debt | US | $440K | – | 0.11 |
| National Australia Bank Ltd/New York (NATIONAL AUSTRALIA BK/NY) | Long | Debt | AU | $461K | – | 0.12 |
| National Fuel Gas Co | Long | Debt | US | $573K | – | 0.15 |
| National Securities Clearing Corp (NATIONAL SECS CLEARING) | Long | Debt | US | $322K | – | 0.08 |
| NatWest Group PLC | Long | Debt | GB | $599K | – | 0.15 |
| Navient Private Education Refi Loan Trust 2018-C (Navient Student Loan Trust) | Long | ABS-other | US | $5K | – | 0.00 |
| Navient Private Education Refi Loan Trust 2022-B (Navient Student Loan Trust) | Long | ABS-other | US | $176K | – | 0.04 |
| NBK SPC Ltd | Long | Debt | AE | $582K | – | 0.15 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $63K | – | 0.02 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $32K | – | 0.01 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $248K | – | 0.06 |
| Nestle Holdings Inc | Long | Debt | US | $2M | – | 0.39 |
| New Residential Mortgage Loan Trust 2022-NQM2 | Long | ABS-mortgage backed security | US | $177K | – | 0.05 |
| Nexstar Broadcasting Inc 2019 Term Loan B4 | Long | Loan | US | $77K | – | 0.02 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $20K | – | 0.01 |
| NGPL PipeCo LLC | Long | Debt | US | $531K | – | 0.14 |
| NiSource Inc | Long | Debt | US | $417K | – | 0.11 |
| Nissan Auto Receivables 2023-A Owner Trust (Nissan Auto Receivables Owner Trust) | Long | ABS-other | US | $176K | – | 0.05 |
| Nissan Auto Receivables 2023-B Owner Trust (Nissan Auto Receivables Owner Trust) | Long | ABS-other | US | $1M | – | 0.26 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $662K | – | 0.17 |
| Nissan Motor Co Ltd | Long | Debt | JP | $195K | – | 0.05 |
| Nomura Holdings Inc | Long | Debt | JP | $586K | – | 0.15 |
| Nordea Bank Abp | Long | Debt | FI | $258K | – | 0.07 |
| Northrop Grumman Corp | Long | Debt | US | $79K | – | 0.02 |
| Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL) | Long | Debt | US | $539K | – | 0.14 |
| NRG Energy Inc | Long | Debt | US | $600K | – | 0.15 |
| NTT Finance Corp | Long | Debt | JP | $329K | – | 0.08 |
| nVent Finance Sarl | Long | Debt | LU | $527K | – | 0.13 |
| NYO Commercial Mortgage Trust 2021-1290 | Long | ABS-mortgage backed security | US | $275K | – | 0.07 |
| Oaktree Specialty Lending Corp | Long | Debt | US | $634K | – | 0.16 |
| OBX 2022-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $160K | – | 0.04 |
| OBX 2024-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.38 |
| OBX 2024-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| OBX 2024-NQM4 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $613K | – | 0.16 |
| OBX 2024-NQM8 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $959K | – | 0.25 |
| Occidental Petroleum Corp | Long | Debt | US | $712K | – | 0.18 |
| Occidental Petroleum Corp | Long | Debt | US | $191K | – | 0.05 |
| Occidental Petroleum Corp | Long | Debt | US | $30K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $28K | – | 0.01 |
| Octagon 52 Ltd (Octagon Investment Partners 52, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $240K | – | 0.06 |
| Octagon Investment Partners 28 Ltd (Octagon Investment Partners 28, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $460K | – | 0.12 |
| Octagon Investment Partners 39 Ltd (OCTAGON INVESTMENT PARTNERS 39, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $498K | – | 0.13 |
| Octagon Investment Partners XIV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $52K | – | 0.01 |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $597K | – | 0.15 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $200K | – | 0.05 |
| ONEOK Inc | Long | Debt | US | $142K | – | 0.04 |
| ONEOK Inc | Long | Debt | US | $113K | – | 0.03 |
| OPG Trust 2021-PORT | Long | ABS-mortgage backed security | US | $147K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $161K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $40K | – | 0.01 |
| Oversea-Chinese Banking Corp Ltd | Long | Debt | SG | $568K | – | 0.15 |
| PACCAR Financial Corp | Long | Debt | US | $2M | – | 0.57 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $612K | – | 0.16 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $308K | – | 0.08 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $102K | – | 0.03 |
| Pacific Life Global Funding II (PACIFIC LIFE GF II) | Long | Debt | US | $483K | – | 0.12 |
| Palmer Square Loan Funding 2022-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $472K | – | 0.12 |
| PayPal Holdings Inc | Long | Debt | US | $368K | – | 0.09 |
| PEAR 2021-1 LLC (Pear LLC) | Long | ABS-other | US | $256K | – | 0.07 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $174K | – | 0.04 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $222K | – | 0.06 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $201K | – | 0.05 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $65K | – | 0.02 |
| Piedmont Operating Partnership LP | Long | Debt | US | $151K | – | 0.04 |
| Pioneer Natural Resources Co | Long | Debt | US | $314K | – | 0.08 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $1M | – | 0.28 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $581K | – | 0.15 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $161K | – | 0.04 |
| PPG Industries Inc | Long | Debt | US | $94K | – | 0.02 |
| Private Export Funding Corp | Long | Debt | US | $1M | – | 0.30 |
| Procter & Gamble Co/The | Long | Debt | US | $2M | – | 0.44 |
| Progress Residential 2020-SFR3 Trust (Progress Residential Trust) | Long | ABS-other | US | $388K | – | 0.10 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $405K | – | 0.10 |
| Progress Residential 2021-SFR4 (Progress Residential Trust) | Long | ABS-other | US | $759K | – | 0.19 |
| Progress Residential 2021-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $171K | – | 0.04 |
| Progress Residential 2022-SFR4 Trust (Progress Residential Trust) | Long | ABS-other | US | $793K | – | 0.20 |
| Prospect Capital Corp | Long | Debt | US | $579K | – | 0.15 |
| Prosus NV | Long | Debt | NL | $611K | – | 0.16 |
| Prosus NV | Long | Debt | NL | $201K | – | 0.05 |
| Protective Life Global Funding | Long | Debt | US | $895K | – | 0.23 |
| Prudential Financial Inc | Long | Debt | US | $603K | – | 0.15 |
| PURCHASED CHF / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CH | $317.82 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Bank of New York Mellon) | Derivative-foreign exchange | XX | $18K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | GB | $45K | – | 0.01 | |
| PURCHASED GBP / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| PURCHASED JPY / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | JP | $35K | – | 0.01 | |
| PURCHASED NOK / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | NO | $867.53 | – | 0.00 | |
| PURCHASED NOK / SOLD USD (Bank of America NA) | Derivative-foreign exchange | NO | $-69K | – | -0.02 | |
| PURCHASED NZD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | NZ | $31K | – | 0.01 | |
| PURCHASED USD / SOLD AUD (HSBC Bank USA NA) | Derivative-foreign exchange | US | $266.24 | – | 0.00 | |
| PURCHASED USD / SOLD CHF (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-69K | – | -0.02 | |
| PURCHASED USD / SOLD CHF (UBS AG) | Derivative-foreign exchange | US | $-69K | – | -0.02 | |
| PURCHASED USD / SOLD JPY (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-47K | – | -0.01 | |
| PURCHASED USD / SOLD NZD (Westpac Banking Corp.) | Derivative-foreign exchange | US | $36K | – | 0.01 | |
| PURCHASED USD / SOLD SEK (Royal Bank of Canada) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| PURCHASED USD / SOLD SEK (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-410.43 | – | -0.00 | |
| QazaqGaz NC JSC | Long | Debt | KZ | $227K | – | 0.06 |
| Radian Group Inc | Long | Debt | US | $602K | – | 0.15 |
| Rate Mortgage Trust 2024-J1 | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| RCKT Mortgage Trust 2024-CES1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| Regal Rexnord Corp | Long | Debt | US | $1M | – | 0.28 |
| Rent-A-Center Inc 2021 First Lien Term Loan B | Long | Loan | US | $121K | – | 0.03 |
| Roche Holdings Inc | Long | Debt | US | $203K | – | 0.05 |
| Rogers Communications Inc | Long | Debt | CA | $543K | – | 0.14 |
| Royal Bank of Canada | Long | Debt | CA | $2M | – | 0.43 |
| Royal Bank of Canada | Long | Debt | CA | $207K | – | 0.05 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $99K | – | 0.03 |
| RTX Corp | Long | Debt | US | $480K | – | 0.12 |
| RTX Corp | Long | Debt | US | $129K | – | 0.03 |
| Sabra Health Care LP | Long | Debt | US | $572K | – | 0.15 |
| Sands China Ltd | Long | Debt | KY | $184K | – | 0.05 |
| Santander Holdings USA Inc | Long | Debt | US | $599K | – | 0.15 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $716K | – | 0.18 |
| Sealed Air Corp | Long | Debt | US | $901K | – | 0.23 |
| Sequoia Mortgage Trust 2023-3 | Long | ABS-mortgage backed security | US | $554K | – | 0.14 |
| Sequoia Mortgage Trust 2024-2 | Long | ABS-mortgage backed security | US | $767K | – | 0.20 |
| Sequoia Mortgage Trust 2024-6 | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B | Long | Loan | IE | $65K | – | 0.02 |
| SFS Auto Receivables Securitization Trust 2024-1 | Long | ABS-other | US | $171K | – | 0.04 |
| SG Residential Mortgage Trust 2022-1 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $187K | – | 0.05 |
| Sixth Street Specialty Lending Inc | Long | Debt | US | $263K | – | 0.07 |
| SK Hynix Inc | Long | Debt | KR | $697K | – | 0.18 |
| Skandinaviska Enskilda Banken AB | Long | Debt | SE | $258K | – | 0.07 |
| Skyworks Solutions Inc | Long | Debt | US | $697K | – | 0.18 |
| SLM Private Credit Student Loan Trust 2006-B (SLM Student Loan Trust) | Long | ABS-other | US | $177K | – | 0.05 |
| SLM Student Loan Trust 2011-3 | Long | ABS-other | US | $195K | – | 0.05 |
| SMB Private Education Loan Trust 2023-B | Long | ABS-other | US | $250K | – | 0.06 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $226K | – | 0.06 |
| Societe Generale SA | Long | Debt | FR | $416K | – | 0.11 |
| Societe Generale SA | Long | Debt | FR | $246K | – | 0.06 |
| Solventum Corp | Long | Debt | US | $101K | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $331K | – | 0.08 |
| Southern Co/The | Long | Debt | US | $618K | – | 0.16 |
| Southern Power Co | Long | Debt | US | $646K | – | 0.17 |
| Southwest Airlines Co | Long | Debt | US | $150K | – | 0.04 |
| Southwestern Energy Co | Long | Debt | US | $186K | – | 0.05 |
| SREIT Trust 2021-MFP | Long | ABS-mortgage backed security | US | $293K | – | 0.08 |
| SREIT Trust 2021-MFP2 | Long | ABS-mortgage backed security | US | $267K | – | 0.07 |
| Standard Chartered PLC | Long | Debt | GB | $619K | – | 0.16 |
| STAR 2022-SFR3 Trust | Long | ABS-other | US | $2M | – | 0.42 |
| State Street Corp | Long | Debt | US | $2M | – | 0.50 |
| STWD Trust 2021-FLWR (SREIT Trust) | Long | ABS-mortgage backed security | US | $246K | – | 0.06 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $316K | – | 0.08 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $604K | – | 0.15 |
| Suncor Energy Inc | Long | Debt | CA | $513K | – | 0.13 |
| Sungard As New Holdings III LLC 2nd Lien PIK Takeback Term Loan | Long | Loan | US | $31K | – | 0.01 |
| Sungard AS New Holdings III LLC PIK Exit Delayed Draw Term Loan | Long | Loan | US | $51K | – | 0.01 |
| Suzano Austria GmbH | Long | Debt | AT | $701K | – | 0.18 |
| Suzano International Finance BV (SUZANO INTL FINANCE BV) | Long | Debt | NL | $120K | – | 0.03 |
| Swedbank AB | Long | Debt | SE | $336K | – | 0.09 |
| SWS074401 IRS USD R F 2.77000 2 CCPOIS / SWS074401 IRS USD P V 00MSOFR 1 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-22K | – | -0.01 | |
| SWS075366 IRS USD R F 3.50000 2 CCPOIS / SWS075366 IRS USD P V 00MSOFR 1 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-16K | – | -0.00 | |
| Synchrony Financial | Long | Debt | US | $557K | – | 0.14 |
| Synovus Bank/Columbus GA (SYNOVUS BANK GA) | Long | Debt | US | $450K | – | 0.12 |
| System Energy Resources Inc | Long | Debt | US | $600K | – | 0.15 |
| T-Mobile USA Inc | Long | Debt | US | $715K | – | 0.18 |
| T-Mobile USA Inc | Long | Debt | US | $604K | – | 0.15 |
| T-Mobile USA Inc | Long | Debt | US | $585K | – | 0.15 |
| T-Mobile USA Inc | Long | Debt | US | $25K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $9K | – | 0.00 |
| TCI-Flatiron CLO 2016-1 Ltd (TCI-Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $127K | – | 0.03 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $358K | – | 0.09 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $331K | – | 0.08 |
| THL Credit Wind River 2018-2 Clo Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.36 |
| TIAA CLO I Ltd (TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.29 |
| Toll Brothers Finance Corp (TOLL BROS FINANCE CORP) | Long | Debt | US | $586K | – | 0.15 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $1M | – | 0.35 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $480K | – | 0.12 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $277K | – | 0.07 |
| TotalEnergies Capital International SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $2M | – | 0.45 |
| Towd Point HE Trust 2023-1 | Long | ABS-other | US | $1M | – | 0.33 |
| Towd Point Mortgage Trust 2018-2 | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Towd Point Mortgage Trust 2018-5 | Long | ABS-mortgage backed security | US | $2M | – | 0.46 |
| Towd Point Mortgage Trust 2021-SJ1 | Long | ABS-mortgage backed security | US | $344K | – | 0.09 |
| Towd Point Mortgage Trust 2021-SJ2 | Long | ABS-mortgage backed security | US | $246K | – | 0.06 |
| Towd Point Mortgage Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| Toyota Auto Loan Extended Note Trust 2024-1 | Long | ABS-other | US | $256K | – | 0.07 |
| Toyota Auto Receivables 2022-D Owner Trust (Toyota Auto Receivables Owner Trust) | Long | ABS-other | US | $1M | – | 0.32 |
| Toyota Auto Receivables 2023-B Owner Trust (Toyota Auto Receivables Owner Trust) | Long | ABS-other | US | $738K | – | 0.19 |
| Toyota Auto Receivables 2024-A Owner Trust (Toyota Auto Receivables Owner Trust) | Long | ABS-other | US | $289K | – | 0.07 |
| Toyota Auto Receivables 2024-C Owner Trust (Toyota Auto Receivables Owner Trust) | Long | ABS-other | US | $1M | – | 0.30 |
| Toyota Motor Corp | Long | Debt | JP | $57K | – | 0.01 |
| Toyota Motor Credit Corp | Long | Debt | US | $2M | – | 0.45 |
| Toyota Motor Credit Corp | Long | Debt | US | $296K | – | 0.08 |
| Transcanada Trust | Long | Debt | CA | $613K | – | 0.16 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $21K | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $92K | – | 0.02 |
| Transportadora de Gas Internacional SA ESP (TRANSPRTDRA DE GAS INTL) | Long | Debt | CO | $477K | – | 0.12 |
| Tricon American Homes 2020-SFR2 Trust | Long | ABS-other | US | $1M | – | 0.37 |
| Tricon Residential 2024-SFR2 Trust | Long | ABS-other | US | $743K | – | 0.19 |
| Trinitas Clo IX Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $910K | – | 0.23 |
| Truist Financial Corp | Long | Debt | US | $574K | – | 0.15 |
| Truist Financial Corp | Long | Debt | US | $112K | – | 0.03 |
| TSMC Arizona Corp | Long | Debt | US | $187K | – | 0.05 |
| TXBL MUNI FUNDING TRUST VARIOUS STATES (Taxable Municipal Funding Trust) | Long | Debt | US | $170K | – | 0.04 |
| U.S. Cash Collateral Fund (Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Collateral Fund) | Long | Short-term investment vehicle | US | $577K | 577K | 0.15 |
| U.S. Cash Management Fund (Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund) | Long | Short-term investment vehicle | US | $16M | 16M | 4.22 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $2M | – | 0.43 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $972K | – | 0.25 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $780K | – | 0.20 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $298K | – | 0.08 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $278K | – | 0.07 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $234K | – | 0.06 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $16M | – | 4.13 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 1.41 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 1.07 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.95 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.94 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.82 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $756K | – | 0.19 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $197K | – | 0.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $178K | – | 0.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $30K | – | 0.01 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $10K | – | 0.00 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $253K | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $583K | – | 0.15 |
| UBS Group AG | Long | Debt | CH | $362K | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $336K | – | 0.09 |
| UniCredit SpA | Long | Debt | IT | $599K | – | 0.15 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $103K | – | 0.03 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $101K | – | 0.03 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $100K | – | 0.03 |
| Unilever Capital Corp | Long | Debt | US | $2M | – | 0.45 |
| United Airlines 2013-1 Class A Pass Through Trust (UNITED AIR 2013-1 A PTT) | Long | Debt | US | $117K | – | 0.03 |
| United Airlines 2014-1 Class A Pass Through Trust (UNITED AIR 2014-1 A PTT) | Long | Debt | US | $456K | – | 0.12 |
| United Airlines 2014-2 Class A Pass Through Trust (UNITED AIR 2014-2 A PTT) | Long | Debt | US | $880K | – | 0.23 |
| United Airlines Inc | Long | Debt | US | $185K | – | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $333K | – | 0.09 |
| UnitedHealth Group Inc | Long | Debt | US | $121K | – | 0.03 |
| Universal Health Services Inc (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $594K | – | 0.15 |
| UPMC | Long | Debt | US | $1M | – | 0.29 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-24K | – | -0.01 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $189K | – | 0.05 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $570K | – | 0.15 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-25K | – | -0.01 | |
| US 5YR FUTR OPTN SEP24C 107.7 (Chicago Board of Trade) | Derivative-interest rate | US | $5K | – | 0.00 | |
| US 5YR FUTR OPTN SEP24C 108.5 (Chicago Board of Trade) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| US 5YR FUTR OPTN SEP24C 109.2 (Chicago Board of Trade) | Derivative-interest rate | US | $859.38 | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $118K | – | 0.03 | |
| US Bancorp | Long | Debt | US | $28K | – | 0.01 |
| US Bancorp | Long | Debt | US | $21K | – | 0.01 |
| US Bank NA/Cincinnati OH (US BANK NA CINCINNATI) | Long | Debt | US | $335K | – | 0.09 |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $432.92 | – | 0.00 | |
| Valley Stream Park CLO LTD (Valley Stream Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $111K | – | 0.03 |
| Var Energi ASA | Long | Debt | NO | $213K | – | 0.05 |
| Var Energi ASA | Long | Debt | NO | $192K | – | 0.05 |
| Venture 34 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $455K | – | 0.12 |
| Venture Global LNG Inc | Long | Debt | US | $89K | – | 0.02 |
| Veralto Corp | Long | Debt | US | $574K | – | 0.15 |
| Verdelite Static CLO 2024-1 Ltd (Verdelite Static CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $130K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $79K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $27K | – | 0.01 |
| Verus Securitization Trust 2023-8 | Long | ABS-mortgage backed security | US | $780K | – | 0.20 |
| Verus Securitization Trust 2024-1 | Long | ABS-mortgage backed security | US | $746K | – | 0.19 |
| Verus Securitization Trust 2024-2 | Long | ABS-mortgage backed security | US | $822K | – | 0.21 |
| Verus Securitization Trust 2024-INV1 | Long | ABS-mortgage backed security | US | $224K | – | 0.06 |
| Viatris Inc | Long | Debt | US | $488K | – | 0.12 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $573K | – | 0.15 |
| Virgin Media Bristol LLC USD Term Loan N | Long | Loan | US | $125K | – | 0.03 |
| Visa Inc | Long | Debt | US | $176K | – | 0.05 |
| Vistra Operations Co LLC | Long | Debt | US | $184K | – | 0.05 |
| Vontier Corp | Long | Debt | US | $606K | – | 0.16 |
| Vontier Corp | Long | Debt | US | $109K | – | 0.03 |
| Voya CLO 2018-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $186K | – | 0.05 |
| Walmart Inc | Long | Debt | US | $1M | – | 0.33 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $2M | – | 0.46 |
| Warnermedia Holdings Inc | Long | Debt | US | $187K | – | 0.05 |
| Warnermedia Holdings Inc | Long | Debt | US | $124K | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $40K | – | 0.01 |
| WEC Energy Group Inc | Long | Debt | US | $568K | – | 0.15 |
| Weir Group PLC/The (WEIR GROUP PLC (THE)) | Long | Debt | GB | $624K | – | 0.16 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.38 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.33 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $953K | – | 0.24 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $712K | – | 0.18 |
| Wells Fargo Commercial Mortgage Trust 2015-C28 | Long | ABS-mortgage backed security | US | $625K | – | 0.16 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | Long | ABS-mortgage backed security | US | $790K | – | 0.20 |
| Wells Fargo Commercial Mortgage Trust 2020-C57 | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $564K | – | 0.14 |
| Western Midstream Operating LP | Long | Debt | US | $31K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $30K | – | 0.01 |
| Whitebox Clo I Ltd | Long | ABS-collateralized bond/debt obligation | KY | $120K | – | 0.03 |
| Whitebox CLO III Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.06 |
| XPO Inc | Long | Debt | US | $579K | – | 0.15 |
| Yara International ASA | Long | Debt | NO | $584K | – | 0.15 |
Address
RUSSELL INVESTMENT CO
1301 SECOND AVENUE
18TH FLOOR
SEATTLE
Washington
98101
United States of America
Websites
Directors
Vernon Barback
Raymond P. Tennison, Jr.
Julie Dien Ledoux
Jack R. Thompson
Michelle L. Cahoon
Jeannie Shanahan
Michael Day
Jeremy May
Transfer Agents
Russell Investments Fund Services, LLC
Pricing Services
ICE Data Services, Inc.
PricingDirect Inc.
State Street Bank and Trust Company (Sacramento, CA, US, Branch)
Bloomberg L.P.
IHS Markit Ltd.
Refinitiv US Holdings Inc.
Custodians
Deutsche Bank Aktiengesellschaft
Citibank, Anonim Sirketi
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
Citibank del Peru S.A.
Citibank, National Association (Singapore, SG, Branch)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
Skandinaviska Enskilda Banken AB
Standard Chartered Bank Kenya Limited
Bank Hapoalim B.M.
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
Joint Stock Company 'Commercial Bank CitiBank'
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
FirstRand Bank Limited
BNP Paribas (Athens, Attica, GR, Branch)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
Standard Chartered Bank Malaysia Berhad
Intesa Sanpaolo S.p.A.
Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch)
BNP Paribas
State Street Trust Company Canada
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
Clearstream Banking S.A.
State Street Bank and Trust Company (Edinburgh, GB, Branch)
Euroclear Bank
First Abu Dhabi Bank P.J.S.C.
Bank Handlowy w Warszawie Spolka Akcyjna
Standard Chartered Bank (Thai) Public Company Limited
Royal Bank of Canada
Standard Chartered Bank Botswana Limited
State Street Bank and Trust Company
Standard Chartered Bank Zambia PLC
Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
Stanbic IBTC Bank PLC
Standard Chartered Bank (Hong Kong) Limited
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
Ceskoslovenska obchodni banka, a. s.
Standard Chartered Bank Ghana PLC
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
The Hongkong and Shanghai Banking Corporation Limited
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)
UniCredit Bank Austria AG
Banco Itau Uruguay S.A.
Citibank Maghreb S.A.
Cititrust Colombia S A Sociedad Fiduciaria
Banco de Chile
UBS Switzerland AG
Citibank Europe Public Limited Company
State Street Bank International GmbH
Skandinaviska Enskilda Banken A/S
HSBC Bank (China) Company Limited
Standard Chartered International Commercial Bank Co., Ltd.
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Russell Investments Fund Services, LLC
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Goldman Sachs & Co. LLC
Jefferies LLC
RBC Capital Markets, LLC
Mizuho Securities USA LLC
BofA Securities, Inc.
Nomura Securities International, Inc.
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Citigroup Global Markets Inc.
Morgan Stanley & Co. LLC
J.P. Morgan Securities LLC