Six Circles Ultra Short Duration Fund

Fund Profile

Fund profile

Tickers

CUSDX

Fund manager

Six Circles Trust

Total assets

$689.85 mm

Liabilities

$7.26 mm

Net assets

$682.59 mm

Number of holdings

551.00

Top 200 of 551 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FUTURE CONTRACT ON 3 MONTH SOFR FUT JUN25 0.00000000	100.99 mm	421.00 contracts	14.80	Interest rate derivative	N/A	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	28.91 mm	30.00 mm principal	4.24	Short-term investment vehicle	Long	USA
FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR25 0.00000000	23.92 mm	225.00 contracts	3.50	Interest rate derivative	N/A	USA
UNITED STATES TREASURY NOTE 2.75000000	23.83 mm	24.00 mm shares	3.49	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.87500000	21.25 mm	21.29 mm shares	3.11	Debt	Long	USA
FRENCH DISCOUNT T-BILL /EUR/ REGD ZCP REG S SER 28W 0.00000000	13.89 mm	13.53 mm principal	2.04	Short-term investment vehicle	Long	France
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1248 0.00000000	8.47 mm	1.33 bn principal	1.24	Short-term investment vehicle	Long	Japan
SOUTHERN CAL EDISON REGD SER E 3.70000000	7.85 mm	7.91 mm shares	1.15	Debt	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	6.28 mm	6.50 mm principal	0.92	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	6.24 mm	6.50 mm principal	0.91	Short-term investment vehicle	Long	USA
T-MOBILE USA INC REGD 2.25000000	6.09 mm	6.27 mm shares	0.89	Debt	Long	USA
GLP CAPITAL LP / FIN II REGD 5.37500000	6.02 mm	6.03 mm shares	0.88	Debt	Long	USA
C Citigroup Inc.	5.47 mm	5.49 mm shares	0.80	Debt	Long	USA
NEXTERA ENERGY CAPITAL REGD 5.74900000	5.01 mm	4.98 mm shares	0.73	Debt	Long	USA
MORGAN STANLEY BANK NA REGD V/R SER BKNT 4.95200000	4.83 mm	4.83 mm shares	0.71	Debt	Long	USA
RCI Rogers Communications Inc.	4.72 mm	4.75 mm shares	0.69	Debt	Long	Canada
GLENCORE FUNDING LLC REGD 144A P/P 1.62500000	4.60 mm	4.70 mm shares	0.67	Debt	Long	USA
COOPERATIEVE CENTRALE RAIFFEISEN BOERENLEENBANK CERTIFICATE OF DEPOSIT 4.57000000	4.50 mm	4.50 mm principal	0.66	Short-term investment vehicle	Long	Netherlands
BANK OF AMERICA CORP REGD V/R 5.93300000	4.44 mm	4.36 mm shares	0.65	Debt	Long	USA
FUTURE CONTRACT ON AUST 10Y BOND FUT MAR25 /AUD/ 0.00000000	4.40 mm	63.00 contracts	0.64	Interest rate derivative	N/A	Australia
DUK Duke Energy Corporation	4.35 mm	4.47 mm shares	0.64	Debt	Long	USA
FNMA 30YR TBA 5.5% JAN 25 TO BE ANNOUNCED 5.50000000	4.34 mm	4.40 mm shares	0.64	ABS-mortgage backed security	Long	USA
CITIGROUP INC REGD V/R 2.01400000	4.24 mm	4.25 mm shares	0.62	Debt	Long	USA
BARCLAYS CAP I DISC 02/11/25 0.00000000	4.23 mm	4.25 mm principal	0.62	Short-term investment vehicle	Long	USA
BCS Barclays PLC	4.21 mm	4.21 mm shares	0.62	Debt	Long	UK
TOYOTA AUTO RECEIVABLES 2024-A OWNER TRUST SER 2024-A CL A3 REGD 4.83000000	4.13 mm	4.11 mm shares	0.61	ABS-collateralized bond/debt obligation	Long	USA
SPRINT Corp	4.09 mm	4.00 mm shares	0.60	Debt	Long	USA
CHARTER COMM OPT LLC/CAP REGD 6.15000000	4.01 mm	3.94 mm shares	0.59	Debt	Long	USA
BAYERISCHE LANDESBANK N Y_____ INSTL CTF OF DEPOSIT_ 4.60000000	4.00 mm	4.00 mm principal	0.59	Short-term investment vehicle	Long	Germany
BANK OF AMERICA CORP REGD V/R MTN 4.82700000	4.00 mm	4.00 mm shares	0.59	Debt	Long	USA
CANADA T-BILL /CAD/ REGD ZCP 0.00000000	3.89 mm	5.60 mm principal	0.57	Short-term investment vehicle	Long	Canada
NEW YORK LIFE GLOBAL FDG REGD 144A P/P MTN 5.45000000	3.85 mm	3.79 mm shares	0.56	Debt	Long	USA
BANK OF AMERICA CORP REGD V/R 5.08000000	3.80 mm	3.79 mm shares	0.56	Debt	Long	USA
FUTURE CONTRACT ON LONG GILT FUTURE MAR25 /GBP/ 0.00000000	3.47 mm	30.00 contracts	0.51	Interest rate derivative	N/A	UK
HCA INC REGD 3.12500000	3.46 mm	3.60 mm shares	0.51	Debt	Long	USA
FANG Diamondback Energy, Inc.	3.44 mm	3.41 mm shares	0.50	Debt	Long	USA
BAT CAPITAL CORP REGD 3.21500000	3.44 mm	3.53 mm shares	0.50	Debt	Long	USA
NTT FINANCE CORP REGD 144A P/P 1.16200000	3.43 mm	3.59 mm shares	0.50	Debt	Long	Japan
LVS Las Vegas Sands Corp.	3.41 mm	3.45 mm shares	0.50	Debt	Long	USA
Broadcom Pte. Ltd.	3.33 mm	3.38 mm shares	0.49	Debt	Long	USA
TOYOTA MOTOR CREDIT CORP REGD MTN 4.80000000	3.27 mm	3.27 mm shares	0.48	Debt	Long	USA
HYUNDAI AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL A3 REGD 4.99000000	3.22 mm	3.20 mm shares	0.47	ABS-collateralized bond/debt obligation	Long	USA
MACQUARIE BANK DISC 05/27/25 0.00000000	2.95 mm	3.00 mm principal	0.43	Short-term investment vehicle	Long	USA
SABINE PASS LIQUEFACTION REGD 5.87500000	2.94 mm	2.92 mm shares	0.43	Debt	Long	USA
AMGN Amgen Inc.	2.94 mm	2.94 mm shares	0.43	Debt	Long	USA
BANK AMER SECS 0% 7/25/25 0.00000000	2.92 mm	3.00 mm principal	0.43	Short-term investment vehicle	Long	USA
GLENCORE FUNDING LLC REGD 144A P/P 1.62500000	2.78 mm	2.90 mm shares	0.41	Debt	Long	USA
BAT CAPITAL CORP REGD 4.70000000	2.74 mm	2.75 mm shares	0.40	Debt	Long	USA
AMERICAN HONDA FINANCE REGD V/R MTN 5.36806000	2.73 mm	2.72 mm shares	0.40	Debt	Long	USA
HCA INC REGD 5.87500000	2.64 mm	2.63 mm shares	0.39	Debt	Long	USA
WELLS FARGO BANK NA REGD V/R SER BKNT 5.34287300	2.63 mm	2.62 mm shares	0.38	Debt	Long	USA
ORCL Oracle Corporation	2.59 mm	2.69 mm shares	0.38	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000	2.55 mm	2.55 mm shares	0.37	Debt	Long	USA
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4 SER 2024-4 CL A3 REGD 4.40000000	2.55 mm	2.55 mm shares	0.37	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	2.54 mm	2.60 mm principal	0.37	Short-term investment vehicle	Long	USA
MORGAN STANLEY BANK NA REGD V/R 5.30577400	2.50 mm	2.50 mm shares	0.37	Debt	Long	USA
BANCO SANTANDER 0% 04/07/25 0.00000000	2.47 mm	2.50 mm principal	0.36	Short-term investment vehicle	Long	Spain
SWEDBANK AB REGD 144A P/P 6.13600000	2.45 mm	2.40 mm shares	0.36	Debt	Long	Sweden
GS The Goldman Sachs Group, Inc.	2.44 mm	2.53 mm shares	0.36	Debt	Long	USA
HSBC USA INC DISC 07/25/25 0.00000000	2.43 mm	2.50 mm principal	0.36	Short-term investment vehicle	Long	USA
DUK Duke Energy Corporation	2.41 mm	2.49 mm shares	0.35	Debt	Long	USA
GPN Global Payments Inc.	2.40 mm	2.50 mm shares	0.35	Debt	Long	USA
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 SER 2023-2 CL A2B V/R REGD 5.23460000	2.35 mm	2.35 mm shares	0.34	ABS-collateralized bond/debt obligation	Long	USA
OKE ONEOK, Inc.	2.25 mm	2.22 mm shares	0.33	Debt	Long	USA
T-MOBILE USA INC REGD 2.62500000	2.24 mm	2.30 mm shares	0.33	Debt	Long	USA
FORD MOTOR CREDIT CO LLC REGD 3.37500000	2.21 mm	2.25 mm shares	0.32	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	2.21 mm	2.33 mm shares	0.32	Debt	Long	USA
MORGAN STANLEY REGD V/R MTN 5.65200000	2.20 mm	2.17 mm shares	0.32	Debt	Long	USA
BAYER US FINANCE II LLC REGD 144A P/P 4.25000000	2.19 mm	2.20 mm shares	0.32	Debt	Long	USA
BPCE SA REGD V/R 144A P/P 5.35734100	2.15 mm	2.14 mm shares	0.31	Debt	Long	France
RCI Rogers Communications Inc.	2.13 mm	2.21 mm shares	0.31	Debt	Long	Canada
GOLDMAN SACHS BANK USA REGD V/R SER BKNT 5.28300000	2.12 mm	2.11 mm shares	0.31	Debt	Long	USA
HSBC HSBC Holdings plc	2.12 mm	2.09 mm shares	0.31	Debt	Long	UK
MERCEDES-BENZ FIN NA REGD 144A P/P 4.90000000	2.08 mm	2.08 mm shares	0.31	Debt	Long	USA
PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2 SER 2024-1A CL A3 REGD 144A P/P 4.44000000	2.04 mm	2.05 mm shares	0.30	ABS-collateralized bond/debt obligation	Long	USA
LHX L3Harris Technologies, Inc.	2.02 mm	2.00 mm shares	0.30	Debt	Long	USA
ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 5.69091900	2.02 mm	2.00 mm shares	0.30	Debt	Long	Canada
CREDIT IND ET CM NY___________ CTF OF DEPOSIT 5.50000000	2.01 mm	2.00 mm principal	0.29	Short-term investment vehicle	Long	USA
HCA INC REGD 5.37500000	2.01 mm	2.00 mm shares	0.29	Debt	Long	USA
GOLDMAN SACHS BANK USA REGD V/R 5.22021600	2.00 mm	2.00 mm shares	0.29	Debt	Long	USA
CATERPILLAR FINL SERVICE REGD V/R MTN 4.93665800	2.00 mm	2.00 mm shares	0.29	Debt	Long	USA
TARGA RESOURCES CORP REGD 5.20000000	2.00 mm	1.99 mm shares	0.29	Debt	Long	USA
PNC BANK NA REGD V/R 4.77500000	2.00 mm	2.00 mm shares	0.29	Debt	Long	USA
DAIMLER TRUCK FINAN NA REGD 144A P/P 5.20000000	2.00 mm	2.00 mm shares	0.29	Debt	Long	USA
NOC Northrop Grumman Corporation	2.00 mm	2.00 mm shares	0.29	Debt	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP 4.87500000	2.00 mm	2.00 mm shares	0.29	ABS-mortgage backed security	Long	USA
WELLS FARGO & COMPANY REGD V/R MTN 3.90800000	1.99 mm	2.00 mm shares	0.29	Debt	Long	USA
HII Huntington Ingalls Industries, Inc.	1.99 mm	2.00 mm shares	0.29	Debt	Long	USA
COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 1.98000000	1.99 mm	2.10 mm shares	0.29	Debt	Long	Netherlands
GS The Goldman Sachs Group, Inc.	1.98 mm	2.04 mm shares	0.29	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRUST 2022-D SER 2022-D CL A1B V/R REGD 144A P/P 6.39757000	1.97 mm	1.93 mm shares	0.29	ABS-collateralized bond/debt obligation	Long	USA
WESTPAC SECS NZ LTD 0% 05/16/25 0.00000000	1.97 mm	2.00 mm principal	0.29	Short-term investment vehicle	Long	New Zealand
BOFA SECURITIE DISC 06/06/25 0.00000000	1.96 mm	2.00 mm principal	0.29	Short-term investment vehicle	Long	USA
RTX CORP REGD 2.65000000	1.94 mm	2.00 mm shares	0.28	Debt	Long	USA
CITIZENS AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 144A P/P 5.84000000	1.92 mm	1.90 mm shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
ABN AMRO BANK NV REGD V/R 144A P/P MTN 6.57500000	1.92 mm	1.90 mm shares	0.28	Debt	Long	Netherlands
HYUNDAI AUTO RECEIVABLES TRUST 2024-C SER 2024-C CL A3 REGD 4.41000000	1.91 mm	1.92 mm shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
BMW US CAPITAL LLC REGD V/R 144A P/P 5.29396800	1.91 mm	1.90 mm shares	0.28	Debt	Long	USA
DANSKE BANK A/S REGD V/R 144A P/P 6.46600000	1.90 mm	1.90 mm shares	0.28	Debt	Long	Denmark
GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 SER 2024-3 CL A2A REGD 4.29000000	1.90 mm	1.90 mm shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
VMW Vmware, Inc.	1.89 mm	1.99 mm shares	0.28	Debt	Long	USA
SHINHAN BANK /AUD/ REGD V/R REG S 6.37630000	1.88 mm	3.00 mm shares	0.28	Debt	Long	Korea, Republic of
NOMURA HOLDINGS INC REGD 1.85100000	1.87 mm	1.90 mm shares	0.27	Debt	Long	Japan
SKANDINAVISKA ENSKILDA REGD 144A P/P 1.40000000	1.85 mm	1.90 mm shares	0.27	Debt	Long	Sweden
ROCHE HOLDINGS INC REGD 144A P/P 2.62500000	1.82 mm	1.87 mm shares	0.27	Debt	Long	USA
NATWEST MARKETS PLC REGD 144A P/P 3.47900000	1.82 mm	1.83 mm shares	0.27	Debt	Long	UK
ELV Elevance Health Inc.	1.81 mm	1.88 mm shares	0.26	Debt	Long	USA
LLOYDS BANKING GROUP PLC REGD 4.45000000	1.80 mm	1.80 mm shares	0.26	Debt	Long	UK
T AT&T Inc.	1.77 mm	1.88 mm shares	0.26	Debt	Long	USA
HERTZ VEHICLE FINANCING III LLC SER 2023-1A CL A REGD 144A P/P 5.49000000	1.71 mm	1.70 mm shares	0.25	ABS-collateralized bond/debt obligation	Long	USA
VERIZON MASTER TRUST SER 2024-1 CL A1A REGD 5.00000000	1.71 mm	1.70 mm shares	0.25	ABS-collateralized bond/debt obligation	Long	USA
Broadcom Pte. Ltd.	1.71 mm	1.74 mm shares	0.25	Debt	Long	USA
TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 5.15040300	1.71 mm	1.70 mm shares	0.25	ABS-collateralized bond/debt obligation	Long	Canada
AMERICAN HONDA FINANCE REGD V/R MTN 5.04876100	1.70 mm	1.70 mm shares	0.25	Debt	Long	USA
CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2022-A1 CL A1 REGD 2.80000000	1.69 mm	1.70 mm shares	0.25	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 5.60460000	1.68 mm	1.65 mm shares	0.25	ABS-collateralized bond/debt obligation	Long	USA
SYDNEY AIRPORT FINANCE REGD REG S 3.62500000	1.67 mm	1.70 mm shares	0.24	Debt	Long	Australia
T-MOBILE USA INC REGD SER WI 3.75000000	1.66 mm	1.70 mm shares	0.24	Debt	Long	USA
CITIBANK CREDIT CARD ISSUANCE TRUST SER 2023-A1 CL A1 REGD 5.23000000	1.61 mm	1.60 mm shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
RTX RTX Corporation	1.61 mm	1.58 mm shares	0.24	Debt	Long	USA
DELL INT LLC / EMC CORP REGD 4.90000000	1.60 mm	1.60 mm shares	0.24	Debt	Long	USA
SCBFY Standard Chartered PLC	1.60 mm	1.60 mm shares	0.24	Debt	Long	UK
PFIZER INVESTMENT ENTER REGD 4.65000000	1.60 mm	1.60 mm shares	0.23	Debt	Long	Singapore
VERIZON MASTER TRUST SER 2024-1 CL A1B V/R REGD 5.24824000	1.58 mm	1.58 mm shares	0.23	ABS-collateralized bond/debt obligation	Long	USA
AMGN Amgen Inc.	1.56 mm	1.64 mm shares	0.23	Debt	Long	USA
T AT&T Inc.	1.55 mm	1.61 mm shares	0.23	Debt	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL A REGD 144A P/P 5.36000000	1.52 mm	1.50 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
FORD CREDIT AUTO OWNER TRUST 2024-B SER 2024-B CL A2A REGD 5.40000000	1.51 mm	1.50 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
NEXTERA ENERGY CAPITAL REGD 3.55000000	1.51 mm	1.55 mm shares	0.22	Debt	Long	USA
HUSI+G HSBC USA Inc	1.50 mm	1.50 mm shares	0.22	Debt	Long	USA
DELL EQUIPMENT FINANCE TRUST 2024-2 SER 2024-2 CL A2 REGD 144A P/P 4.69000000	1.50 mm	1.50 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B SER 2024-B CL A2 REGD 4.62000000	1.50 mm	1.50 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
HONDA AUTO RECEIVABLES 2024-1 OWNER TRUST SER 2024-1 CL A2 REGD 5.36000000	1.50 mm	1.50 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
FORD CREDIT AUTO OWNER TRUST 2024-C SER 2024-C CL A2A REGD 4.32000000	1.50 mm	1.50 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
UBS AG STAMFORD CT REGD MTN 3.70000000	1.50 mm	1.50 mm shares	0.22	Debt	Long	Switzerland
MORGAN STANLEY BANK NA REGD SER BKNT 5.88200000	1.50 mm	1.47 mm shares	0.22	Debt	Long	USA
SUMITOMO MITSUI SYD VARIABLE__ SER TCD /AUD/ CTF OF DEPOSIT 5.51500000	1.49 mm	2.40 mm shares	0.22	Debt	Long	Japan
C Citigroup Inc.	1.49 mm	1.50 mm shares	0.22	Debt	Long	USA
BA CREDIT CARD TRUST SER 2022-A2 CL A2 REGD 5.00000000	1.49 mm	1.49 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2020-1 SER 2020-1A CL A REGD 144A P/P 1.35000000	1.48 mm	1.50 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL A2 V/R REGD 144A P/P 6.09757000	1.48 mm	1.45 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
Credit Suisse Group AG	1.47 mm	1.44 mm shares	0.22	Debt	Long	Switzerland
NATIONAL AUSTRALIA BK/NY REGD 4.75000000	1.45 mm	1.45 mm shares	0.21	Debt	Long	Australia
BAESF BAE Systems plc	1.42 mm	1.42 mm shares	0.21	Debt	Long	UK
ORCL Oracle Corporation	1.41 mm	1.47 mm shares	0.21	Debt	Long	USA
CREDIT AGRICOLE SA REGD V/R 144A P/P 5.29274600	1.41 mm	1.40 mm shares	0.21	Debt	Long	France
MERCEDES-BENZ FIN NA REGD V/R 144A P/P 5.20299500	1.40 mm	1.40 mm shares	0.21	Debt	Long	USA
FORD AUTO SECURITIZATION TRUST II SER 2024-BA CL A2 REGD 144A P/P /CAD/ 3.72400000	1.40 mm	2.00 mm shares	0.20	ABS-collateralized bond/debt obligation	Long	Canada
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.87500000	1.40 mm	1.40 mm shares	0.20	Debt	Long	Cayman Islands
PCG+A Pacific Gas & Electric Co.	1.39 mm	1.40 mm shares	0.20	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H09 CL FG V/R 6.10460000	1.39 mm	1.36 mm shares	0.20	ABS-collateralized bond/debt obligation	Long	USA
CMCSA Comcast Corporation	1.38 mm	1.40 mm shares	0.20	Debt	Long	USA
T AT&T Inc.	1.37 mm	1.41 mm shares	0.20	Debt	Long	USA
BANQUE FED CRED MUTUEL REGD 144A P/P 5.89600000	1.32 mm	1.30 mm shares	0.19	Debt	Long	France
SUMITOMO MITSUI TR BK LT REGD V/R REG S 5.57274600	1.31 mm	1.30 mm shares	0.19	Debt	Long	Japan
SMB PRIVATE EDUCATION LOAN TRUST 2021-A SER 2021-A CL A2A1 V/R REGD 144A P/P 5.24157000	1.31 mm	1.33 mm shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
ENB Enbridge Inc.	1.31 mm	1.30 mm shares	0.19	Debt	Long	Canada
PROTECTIVE LIFE GLOBAL REGD 144A P/P 4.33500000	1.31 mm	1.32 mm shares	0.19	Debt	Long	USA
FANNIE MAE POOL UMBS P#AM9004 2.80000000	1.31 mm	1.32 mm shares	0.19	ABS-mortgage backed security	Long	USA
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2023-1 CL A2 V/R REGD 144A P/P 5.84757000	1.30 mm	1.29 mm shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
UBS AG AUSTRALIA /AUD/ REGD V/R REG S SER . 5.26050000	1.30 mm	2.10 mm shares	0.19	Debt	Long	Switzerland
AERCAP IRELAND CAP/GLOBA REGD 3.50000000	1.30 mm	1.30 mm shares	0.19	Debt	Long	Ireland
WELLS FARGO & COMPANY REGD V/R MTN 5.70700000	1.29 mm	1.26 mm shares	0.19	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 6.04757000	1.26 mm	1.25 mm shares	0.18	ABS-collateralized bond/debt obligation	Long	USA
FORD MOTOR CREDIT CO LLC REGD 5.80000000	1.26 mm	1.25 mm shares	0.18	Debt	Long	USA
CARMAX AUTO OWNER TRUST 2024-1 SER 2024-1 CL A2A REGD 5.30000000	1.26 mm	1.26 mm shares	0.18	ABS-collateralized bond/debt obligation	Long	USA
CITADEL 2024-1 PLC SER 2024-1 CL A V/R REGD REG S /GBP/ 0.00000000	1.25 mm	1.00 mm shares	0.18	ABS-collateralized bond/debt obligation	Long	UK
INTOWN 2022-STAY MORTGAGE TRUST SER 2022-STAY CL A V/R REGD 144A P/P 6.88560000	1.25 mm	1.25 mm shares	0.18	ABS-collateralized bond/debt obligation	Long	USA
CHARTER COMM OPT LLC/CAP REGD SER WI 4.20000000	1.24 mm	1.29 mm shares	0.18	Debt	Long	USA
EIX Edison International	1.24 mm	1.28 mm shares	0.18	Debt	Long	USA
NSC Norfolk Southern Corporation	1.23 mm	1.25 mm shares	0.18	Debt	Long	USA
NORDEA BANK ABP REGD V/R 144A P/P 5.14014900	1.21 mm	1.20 mm shares	0.18	Debt	Long	Finland
SJM The J. M. Smucker Company	1.20 mm	1.20 mm shares	0.18	Debt	Long	USA
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2022-2 CL A REGD 3.39000000	1.19 mm	1.20 mm shares	0.18	ABS-collateralized bond/debt obligation	Long	USA
SOUTHERN CAL EDISON REGD 4.40000000	1.19 mm	1.20 mm shares	0.17	Debt	Long	USA
FUTURE CONTRACT ON AUST 3YR BOND FUT MAR25 /AUD/ 0.00000000	1.18 mm	18.00 contracts	0.17	Interest rate derivative	N/A	Australia
BAT INTL FINANCE PLC REGD 1.66800000	1.15 mm	1.20 mm shares	0.17	Debt	Long	UK
MF1 2021-W10X SER 2021-W10 CL A V/R REGD 144A P/P 5.46732700	1.12 mm	1.13 mm shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
MERCEDES-BENZ FIN NA REGD 144A P/P 4.87500000	1.12 mm	1.12 mm shares	0.16	Debt	Long	USA
AXP American Express Company	1.12 mm	1.12 mm shares	0.16	Debt	Long	USA
BCS Barclays PLC	1.12 mm	1.10 mm shares	0.16	Debt	Long	UK
NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A SER 2020-A CL A2B V/R REGD 144A P/P 5.41157000	1.12 mm	1.12 mm shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
SO The Southern Company	1.11 mm	1.11 mm shares	0.16	Debt	Long	USA
TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 5.73123000	1.11 mm	887.06 k shares	0.16	ABS-collateralized bond/debt obligation	Long	UK
Ares Strategic Income Fund	1.11 mm	1.11 mm shares	0.16	Debt	Long	USA
NTT FINANCE CORP REGD 144A P/P 5.10400000	1.11 mm	1.10 mm shares	0.16	Debt	Long	Japan
FORD MOTOR CREDIT CO LLC REGD 2.70000000	1.10 mm	1.15 mm shares	0.16	Debt	Long	USA
HYUNDAI CAPITAL AMERICA REGD V/R 144A P/P 5.68803500	1.10 mm	1.10 mm shares	0.16	Debt	Long	USA
BMW US CAPITAL LLC REGD V/R 144A P/P 5.55120000	1.10 mm	1.10 mm shares	0.16	Debt	Long	USA
CARDS II TRUST SER 2023-2A CL A V/R REGD 144A P/P 5.38506800	1.10 mm	1.10 mm shares	0.16	ABS-collateralized bond/debt obligation	Long	Canada
HCA INC REGD 5.25000000	1.10 mm	1.10 mm shares	0.16	Debt	Long	USA
SOCIETE GENERAL REGD V/R REG S 5.66091900	1.10 mm	1.10 mm shares	0.16	Debt	Long	France
FANNIE MAE REMICS SER 2020-29 CL FC V/R 5.76896000	1.10 mm	1.10 mm shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL A V/R REGD 144A P/P 5.79690000	1.10 mm	1.10 mm shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
MORGAN STANLEY BANK NA REGD V/R SER BKNT 4.96800000	1.10 mm	1.10 mm shares	0.16	Debt	Long	USA
STANDARD CHARTERED PLC REGD V/R REG S 2.81900000	1.10 mm	1.10 mm shares	0.16	Debt	Long	UK
DRYDEN 49 SENIOR LOAN FUND SER 2017-49A CL AR V/R REGD 144A P/P 5.84396000	1.07 mm	1.07 mm shares	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOLDMAN SACHS BANK USA REGD V/R 5.41400000	1.04 mm	1.03 mm shares	0.15	Debt	Long	USA
VITA SCIENTIA 2022-1 DAC SER 2022-1X CL A V/R REGD REG S /EUR/ 4.28500000	1.03 mm	999.77 k shares	0.15	ABS-collateralized bond/debt obligation	Long	Ireland
RTX CORP REGD 3.12500000	1.02 mm	1.06 mm shares	0.15	Debt	Long	USA