Six Circles Tax Aware Ultra Short Duration Fund

Fund Profile

Fund profile

Tickers

CUTAX

Fund manager

Six Circles Trust

Total assets

$808.62 mm

Liabilities

$48.91 mm

Net assets

$759.71 mm

Number of holdings

381.00

Top 200 of 381 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FUTURE CONTRACT ON 3 MONTH SOFR FUT JUN25 0.00000000	58.80 mm	243.00 contracts	7.74	Interest rate derivative	N/A	USA
LOUISIANA ST CITIZENS PROPERTY REGD N/C B/E 5.00000000	16.59 mm	16.00 mm shares	2.18	Debt	Long	USA
ORLANDO FL UTILITIES COMMISSIO REGD V/R B/E 2.94000000	14.50 mm	14.50 mm shares	1.91	Debt	Long	USA
OHIO ST HOSP FAC REVENUE REGD V/R B/E 3.00000000	14.00 mm	14.00 mm shares	1.84	Debt	Long	USA
UNIV OF TEXAS TX REGD V/R B/E 3.05000000	14.00 mm	14.00 mm shares	1.84	Debt	Long	USA
LOS ANGELES CNTY CA REGD N/C B/E 5.00000000	13.99 mm	13.76 mm principal	1.84	Short-term investment vehicle	Long	USA
RC R/P BOFA S 4.980% 10/01/24 4.98000000 BofA Securities, Inc.	13.60 mm	13.60 mm principal	1.79	Repurchase agreement	Long	USA
CHELAN CNTY WA PUBLIC UTILITYD REGD V/R B/E 3.05000000	13.16 mm	13.16 mm shares	1.73	Debt	Long	USA
ROCHESTER MN HLTH CARE FACS RE REGD V/R B/E 3.15000000	13.00 mm	13.00 mm shares	1.71	Debt	Long	USA
HOUSTON TX UTILITY SYS REVENUE REGD V/R B/E 3.23000000	12.38 mm	12.38 mm shares	1.63	Debt	Long	USA
OHIO ST UNIV REGD V/R B/E 3.18000000	11.60 mm	11.60 mm shares	1.53	Debt	Long	USA
ARIZONA BRD OF RGTS ST UNIV SY REGD V/R B/E 3.20000000	11.60 mm	11.60 mm shares	1.53	Debt	Long	USA
NEW YORK CITY NY MUNI WTR FIN REGD V/R B/E 3.90000000	10.83 mm	10.83 mm shares	1.42	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000	10.13 mm	9.86 mm shares	1.33	Debt	Long	USA
PHILADELPHIA PA ARPT REVENUE REGD N/C B/E AMT 5.00000000	10.06 mm	9.76 mm shares	1.32	Debt	Long	USA
NEW YORK NY REGD V/R B/E 4.15000000	10.00 mm	10.00 mm shares	1.32	Debt	Long	USA
NEW YORK CITY NY MUNI WTR FIN REGD V/R B/E 3.90000000	10.00 mm	10.00 mm shares	1.32	Debt	Long	USA
MET WASHINGTON DC ARPTS AUTH A REGD N/C B/E AMT 5.00000000	9.59 mm	9.43 mm shares	1.26	Debt	Long	USA
FUTURE CONTRACT ON AUST 10Y BOND FUT DEC24 /AUD/ 0.00000000	9.01 mm	112.00 contracts	1.19	Interest rate derivative	N/A	Australia
NORFOLK VA ECON DEV AUTH HOSPF REGD V/R B/E 3.20000000	8.84 mm	8.84 mm shares	1.16	Debt	Long	USA
WASHINGTON ST REGD N/C B/E 5.00000000	8.57 mm	8.00 mm shares	1.13	Debt	Long	USA
MONMOUTH CNTY NJ IMPT AUTH REV REGD N/C B/E CNTY GT 4.00000000	8.03 mm	8.00 mm principal	1.06	Short-term investment vehicle	Long	USA
PORT OF SEATTLE WA REGD N/C B/E 5.00000000	7.80 mm	7.30 mm shares	1.03	Debt	Long	USA
RALEIGH NC LTD OBLIG REGD N/C B/E 5.00000000	7.62 mm	7.25 mm shares	1.00	Debt	Long	USA
CURATORS OF THE UNIV OF MISSOU REGD N/C B/E 5.00000000	7.38 mm	7.00 mm shares	0.97	Debt	Long	USA
PORT OF SEATTLE WA REVENUE REGD N/C B/E AMT 5.00000000	7.33 mm	7.00 mm shares	0.96	Debt	Long	USA
NEW YORK CITY NY TRANSITIONAL REGD N/C B/E 5.00000000	7.18 mm	7.00 mm shares	0.95	Debt	Long	USA
PORT OF SEATTLE WA REVENUE REGD N/C B/E AMT 5.00000000	7.00 mm	6.89 mm shares	0.92	Debt	Long	USA
TRIBOROUGH NY BRIDGE & TUNNEL REGD N/C B/E 5.00000000	6.63 mm	6.46 mm shares	0.87	Debt	Long	USA
BALTIMORE CNTY MD REGD N/C B/E 5.00000000	6.42 mm	6.00 mm shares	0.85	Debt	Long	USA
NORFOLK VA ECON DEV AUTH HOSPF REGD V/R B/E 3.15000000	6.30 mm	6.30 mm shares	0.83	Debt	Long	USA
FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC24 0.00000000	6.26 mm	57.00 contracts	0.82	Interest rate derivative	N/A	USA
HOUSTON TX UTILITY SYS REVENUE REGD V/R B/E 3.23000000	6.00 mm	6.00 mm shares	0.79	Debt	Long	USA
INDIANA ST FIN AUTH HLTH SYS R REGD V/R B/E 4.15000000	6.00 mm	6.00 mm shares	0.79	Debt	Long	USA
OHIO ST UNIV REGD V/R B/E 3.00000000	6.00 mm	6.00 mm shares	0.79	Debt	Long	USA
MASSACHUSETTS ST DEV FIN AGY R REGD V/R B/E 3.05000000	5.70 mm	5.70 mm shares	0.75	Debt	Long	USA
NEW YORK CITY NY TRANSITIONAL REGD V/R B/E 3.90000000	5.70 mm	5.70 mm shares	0.75	Debt	Long	USA
CONNECTICUT ST HSG FIN AUTH HS REGD V/R B/E 3.15000000	5.68 mm	5.68 mm shares	0.75	Debt	Long	USA
NORTHAMPTON CNTY PA GEN PURPOS REGD N/C B/E 5.00000000	5.65 mm	5.57 mm shares	0.74	Debt	Long	USA
MICHIGAN ST BLDG AUTH REVENUE REGD N/C B/E 5.00000000	5.63 mm	5.50 mm shares	0.74	Debt	Long	USA
NEW JERSEY ST REGD N/C B/E 5.00000000	5.40 mm	5.32 mm shares	0.71	Debt	Long	USA
CALIFORNIA ST REGD N/C B/E 5.00000000	5.37 mm	5.00 mm shares	0.71	Debt	Long	USA
DIST OF COLUMBIA REGD N/C B/E 5.00000000	5.36 mm	5.00 mm shares	0.71	Debt	Long	USA
NEW JERSEY ST REGD N/C B/E 5.00000000	5.33 mm	5.00 mm shares	0.70	Debt	Long	USA
WISCONSIN ST REGD N/C B/E 5.00000000	5.33 mm	5.00 mm shares	0.70	Debt	Long	USA
NEW YORK CITY NY MUNI WTR FIN REGD V/R B/E 3.80000000	5.23 mm	5.23 mm shares	0.69	Debt	Long	USA
UTAH ST REGD N/C B/E 5.00000000	5.22 mm	5.00 mm shares	0.69	Debt	Long	USA
NORTHAMPTON CNTY PA GEN PURPOS REGD N/C B/E 5.00000000	5.19 mm	5.00 mm shares	0.68	Debt	Long	USA
CENTRL PUGET SOUND WA REGL TRA REGD N/C B/E 5.00000000	5.13 mm	5.00 mm shares	0.68	Debt	Long	USA
PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E AMT 5.00000000	5.11 mm	5.00 mm shares	0.67	Debt	Long	USA
FNCL 30YR TBA 5.5% NOV 11 TO BE ANNOUNCED 5.50000000	5.06 mm	5.00 mm shares	0.67	ABS-mortgage backed security	Long	USA
OHIO ST HGR EDUCTNL FAC COMMIS REGD V/R B/E 3.80000000	5.00 mm	5.00 mm shares	0.66	Debt	Long	USA
AUSTIN TX INDEP SCH DIST REGD N/C B/E 5.00000000	4.58 mm	4.50 mm shares	0.60	Debt	Long	USA
FUTURE CONTRACT ON AUST 3YR BOND FUT DEC24 /AUD/ 0.00000000	4.37 mm	59.00 contracts	0.58	Interest rate derivative	N/A	Australia
FUTURE CONTRACT ON LONG GILT FUTURE DEC24 /GBP/ 0.00000000	4.34 mm	33.00 contracts	0.57	Interest rate derivative	N/A	UK
MASSACHUSETTS ST EDUCTNL FING REGD N/C B/E AMT 5.00000000	4.12 mm	4.00 mm shares	0.54	Debt	Long	USA
MUNI ELEC AUTH OF GA REGD N/C B/E 5.00000000	4.11 mm	4.00 mm shares	0.54	Debt	Long	USA
ROCHESTER MN HLTH CARE FACS RE REGD V/R B/E 3.15000000	3.90 mm	3.90 mm shares	0.51	Debt	Long	USA
UNIV OF NEW MEXICO NM REGD V/R B/E 3.25000000	3.64 mm	3.64 mm shares	0.48	Debt	Long	USA
PLANO TX INDEP SCH DIST REGD N/C B/E 5.00000000	3.63 mm	3.60 mm shares	0.48	Debt	Long	USA
OKLAHOMA ST MUNI PWR AUTH REGD N/C B/E AGM 5.00000000	3.60 mm	3.50 mm shares	0.47	Debt	Long	USA
CHICAGO IL O'HARE INTERNATIONA REGD N/C B/E AMT 5.00000000	3.59 mm	3.50 mm shares	0.47	Debt	Long	USA
NEW YORK NY REGD V/R B/E 4.15000000	3.50 mm	3.50 mm shares	0.46	Debt	Long	USA
MISSISSIPPI DEV BK SPL OBLIG REGD N/C B/E 5.00000000	3.49 mm	3.48 mm principal	0.46	Short-term investment vehicle	Long	USA
PORTLAND OR CMNTY CLG DIST REGD N/C B/E 5.00000000	3.28 mm	3.24 mm shares	0.43	Debt	Long	USA
CHICAGO IL MIDWAY ARPT REVENUE REGD N/C B/E AMT 5.00000000	3.06 mm	3.00 mm shares	0.40	Debt	Long	USA
TEXAS ST A & M UNIV REVENUES REGD N/C B/E 5.00000000	3.04 mm	3.00 mm shares	0.40	Debt	Long	USA
SAN FRANCISCO CALIF CITY &CNTY REGD N/C B/E AMT 5.00000000	3.03 mm	3.00 mm shares	0.40	Debt	Long	USA
TEXAS ST PUBLIC FIN AUTH LEASE REGD N/C B/E 5.00000000	3.00 mm	2.98 mm shares	0.39	Debt	Long	USA
SWEDBANK AB REGD 144A P/P 6.13600000	2.99 mm	2.90 mm shares	0.39	Debt	Long	Sweden
MET WASHINGTON DC ARPTS AUTH A REGD N/C B/E AMT 5.00000000	2.90 mm	2.81 mm shares	0.38	Debt	Long	USA
NEW MEXICO ST FIN AUTH ST TRAN REGD N/C B/E 5.00000000	2.84 mm	2.80 mm shares	0.37	Debt	Long	USA
HIGHLANDS CNTY FL HLTH FACS AU REGD V/R B/E 3.15000000	2.80 mm	2.80 mm shares	0.37	Debt	Long	USA
PHILADELPHIA PA WTR & WSTWTR R REGD N/C B/E AGM 5.00000000	2.67 mm	2.55 mm shares	0.35	Debt	Long	USA
ILLINOIS ST REGD N/C B/E 5.00000000	2.64 mm	2.60 mm shares	0.35	Debt	Long	USA
PHILADELPHIA PA ARPT REVENUE REGD N/C B/E AMT 5.00000000	2.58 mm	2.50 mm shares	0.34	Debt	Long	USA
ILLINOIS ST REGD N/C B/E 5.00000000	2.51 mm	2.47 mm shares	0.33	Debt	Long	USA
LOS ANGELES CA DEPT OF ARPTS A REGD N/C B/E AMT 5.00000000	2.50 mm	2.48 mm shares	0.33	Debt	Long	USA
GENERAL MOTORS FINL CO REGD 3.50000000	2.50 mm	2.50 mm shares	0.33	Debt	Long	USA
CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2022-A1 CL A1 REGD 2.80000000	2.38 mm	2.40 mm shares	0.31	ABS-collateralized bond/debt obligation	Long	USA
DIST OF COLUMBIA REVENUE REGD V/R B/E 3.15000000	2.33 mm	2.33 mm shares	0.31	Debt	Long	USA
CITIBANK CREDIT CARD ISSUANCE TRUST SER 2023-A1 CL A1 REGD 5.23000000	2.32 mm	2.30 mm shares	0.31	ABS-collateralized bond/debt obligation	Long	USA
COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 1.98000000	2.28 mm	2.40 mm shares	0.30	Debt	Long	Netherlands
NMR Nomura Holdings, Inc.	2.25 mm	2.30 mm shares	0.30	Debt	Long	Japan
BMW US CAPITAL LLC REGD V/R 144A P/P 5.89367400	2.21 mm	2.20 mm shares	0.29	Debt	Long	USA
GARLAND TX ELEC UTILITY SYS RE REGD N/C B/E 5.00000000	2.21 mm	2.19 mm shares	0.29	Debt	Long	USA
DEUTSCHE BANK NY REGD V/R 3.96100000	2.19 mm	2.20 mm shares	0.29	Debt	Long	Germany
CYPRESS-FAIRBANKS TX INDEP SCH REGD N/C B/E PSF-GTD 5.00000000	2.16 mm	2.14 mm shares	0.28	Debt	Long	USA
CITIZENS AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 144A P/P 5.84000000	2.13 mm	2.10 mm shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
PUBLIC PWR GENERATION AGY NE R REGD N/C B/E 5.00000000	2.11 mm	2.00 mm shares	0.28	Debt	Long	USA
AMERICAN HONDA FINANCE REGD V/R MTN 5.64923600	2.10 mm	2.10 mm shares	0.28	Debt	Long	USA
PENNSYLVANIA ST REGD N/C B/E 5.00000000	2.10 mm	2.00 mm shares	0.28	Debt	Long	USA
ISRAEL ELECTRIC CORP LTD REGD SER 6 5.00000000	2.10 mm	2.10 mm shares	0.28	Debt	Long	Israel
LLOYDS BANKING GROUP PLC REGD 4.45000000	2.09 mm	2.10 mm shares	0.28	Debt	Long	UK
BA The Boeing Company	2.09 mm	2.10 mm shares	0.28	Debt	Long	USA
RNECY Renesas Electronics Corporation	2.09 mm	2.10 mm shares	0.27	Debt	Long	Japan
SYDNEY AIRPORT FINANCE REGD REG S 3.62500000	2.07 mm	2.10 mm shares	0.27	Debt	Long	Australia
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL A REGD 144A P/P 5.36000000	2.05 mm	2.00 mm shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
NEW JERSEY ST TRANSPRTN TRUST REGD N/C B/E 5.00000000	2.05 mm	2.03 mm shares	0.27	Debt	Long	USA
SKANDINAVISKA ENSKILDA REGD 144A P/P 1.40000000	2.03 mm	2.10 mm shares	0.27	Debt	Long	Sweden
FLORIDA ST BRD OF EDU LOTTERY REGD N/C B/E 5.00000000	2.03 mm	2.00 mm shares	0.27	Debt	Long	USA
CITIBANK CREDIT CARD ISSUANCE TRUST SER 2017-A6 CL A6 V/R REGD 5.98099000	2.02 mm	2.00 mm shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
HERTZ VEHICLE FINANCING III LLC SER 2023-1A CL A REGD 144A P/P 5.49000000	2.02 mm	2.00 mm shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
VERIZON MASTER TRUST SER 2024-1 CL A1A REGD 5.00000000	2.02 mm	2.00 mm shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
PENNSYLVANIA ST ECON DEV FINGA REGD N/C B/E AGM 5.00000000	2.01 mm	2.00 mm principal	0.26	Short-term investment vehicle	Long	USA
TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 5.67791900	2.01 mm	2.00 mm shares	0.26	ABS-collateralized bond/debt obligation	Long	Canada
HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B SER 2024-B CL A2 REGD 4.62000000	2.00 mm	2.00 mm shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
FORD CREDIT AUTO OWNER TRUST 2024-C SER 2024-C CL A2A REGD 4.32000000	2.00 mm	2.00 mm shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
BANK OF AMERICA CORP REGD V/R MTN 3.09300000	2.00 mm	2.00 mm shares	0.26	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 6.34541000	1.99 mm	1.97 mm shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
GPN Global Payments Inc.	1.99 mm	2.00 mm shares	0.26	Debt	Long	USA
BAYER US FINANCE II LLC REGD 144A P/P 4.25000000	1.99 mm	2.00 mm shares	0.26	Debt	Long	USA
JOHNSON CNTY KS UNIF SCH DIST# REGD N/C B/E 5.00000000	1.98 mm	1.94 mm shares	0.26	Debt	Long	USA
CARMAX AUTO OWNER TRUST 2024-1 SER 2024-1 CL A2A REGD 5.30000000	1.93 mm	1.92 mm shares	0.25	ABS-collateralized bond/debt obligation	Long	USA
BAX Baxter International Inc.	1.90 mm	1.90 mm shares	0.25	Debt	Long	USA
INDIANAPOLIS IN LOCAL PUBLIC I REGD N/C B/E 5.00000000	1.87 mm	1.80 mm shares	0.25	Debt	Long	USA
ILLINOIS ST FIN AUTH REVENUE REGD V/R B/E 3.20000000	1.77 mm	1.77 mm shares	0.23	Debt	Long	USA
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2020-1 SER 2020-1A CL A REGD 144A P/P 1.35000000	1.76 mm	1.80 mm shares	0.23	ABS-collateralized bond/debt obligation	Long	USA
PORT OF SEATTLE WA REVENUE REGD N/C B/E AMT 5.00000000	1.76 mm	1.74 mm shares	0.23	Debt	Long	USA
FANNIE MAE POOL UMBS P#AM9004 2.80000000	1.74 mm	1.77 mm shares	0.23	ABS-mortgage backed security	Long	USA
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 SER 2023-2 CL A2A REGD 5.72000000	1.72 mm	1.71 mm shares	0.23	ABS-collateralized bond/debt obligation	Long	USA
NEW JERSEY ST EDUCTNL FACS AUT REGD N/C B/E AGM 5.00000000	1.72 mm	1.69 mm shares	0.23	Debt	Long	USA
GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 SER 2024-3 CL A2A REGD 4.29000000	1.70 mm	1.70 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
MET WASHINGTON DC ARPTS AUTH A REGD N/C B/E AMT 5.00000000	1.69 mm	1.67 mm shares	0.22	Debt	Long	USA
BANK OF AMERICA AUTO TRUST 2023-2 SER 2023-2A CL A2 REGD 144A P/P 5.85000000	1.66 mm	1.66 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
SUMITOMO MITSUI FINL GRP /AUD/ REGD V/R REG S EMTN 5.69240000	1.66 mm	2.40 mm shares	0.22	Debt	Long	Japan
TESLA AUTO LEASE TRUST 2024-A SER 2024-A CL A2A REGD 144A P/P 5.37000000	1.62 mm	1.62 mm shares	0.21	ABS-collateralized bond/debt obligation	Long	USA
MISSOURI JT MUNI ELEC UTILITY REGD N/C B/E 5.00000000	1.61 mm	1.53 mm shares	0.21	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H26 CL DF V/R 5.64541000	1.59 mm	1.61 mm shares	0.21	ABS-collateralized bond/debt obligation	Long	USA
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.87500000	1.58 mm	1.60 mm shares	0.21	Debt	Long	Cayman Islands
NEW HAMPSHIRE ST HLTH & EDU FA REGD V/R B/E 3.05000000	1.58 mm	1.58 mm shares	0.21	Debt	Long	USA
SALT LAKE CITY UT PUBLIC UTILS REGD N/C B/E 5.00000000	1.56 mm	1.55 mm shares	0.21	Debt	Long	USA
OHIO ST MENTAL HLTH CAPITAL FA REGD N/C B/E 5.00000000	1.55 mm	1.50 mm shares	0.20	Debt	Long	USA
BANQUE FED CRED MUTUEL REGD 144A P/P 5.89600000	1.54 mm	1.50 mm shares	0.20	Debt	Long	France
JACKSONVILLE FL SPL REVENUE REGD N/C B/E 5.00000000	1.53 mm	1.50 mm shares	0.20	Debt	Long	USA
UBS AG AUSTRALIA /AUD/ REGD V/R REG S SER . 5.36100000	1.53 mm	2.20 mm shares	0.20	Debt	Long	Switzerland
MIAMI-DADE CNTY FL SEAPORT REV REGD N/C B/E AMT 5.00000000	1.53 mm	1.50 mm shares	0.20	Debt	Long	USA
FORD CREDIT AUTO OWNER TRUST 2024-B SER 2024-B CL A2A REGD 5.40000000	1.51 mm	1.50 mm shares	0.20	ABS-collateralized bond/debt obligation	Long	USA
VOLKSWAGEN GROUP AMERICA REGD V/R 144A P/P 5.84833800	1.50 mm	1.50 mm shares	0.20	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H09 CL FG V/R 6.84541000	1.50 mm	1.47 mm shares	0.20	ABS-collateralized bond/debt obligation	Long	USA
CARDS II TRUST SER 2023-2A CL A V/R REGD 144A P/P 6.04813500	1.50 mm	1.50 mm shares	0.20	ABS-collateralized bond/debt obligation	Long	Canada
FRANKLIN CNTY OH HOSP REVENUE REGD V/R B/E 3.05000000	1.50 mm	1.50 mm shares	0.20	Debt	Long	USA
MERCEDES-BENZ FIN NA REGD V/R 144A P/P 5.80780500	1.50 mm	1.50 mm shares	0.20	Debt	Long	USA
LEASEPLAN CORPORATION NV REGD 144A P/P 2.87500000	1.50 mm	1.50 mm shares	0.20	Debt	Long	Netherlands
SANTANDER HOLDINGS USA REGD 3.45000000	1.48 mm	1.50 mm shares	0.20	Debt	Long	USA
FORD MOTOR CREDIT CO LLC REGD 5.80000000	1.48 mm	1.45 mm shares	0.19	Debt	Long	USA
LOUISIANA ST REGD N/C B/E 5.00000000	1.41 mm	1.34 mm shares	0.19	Debt	Long	USA
CLIFTON TX HGR EDU FIN CORP ED REGD N/C B/E PSF-GTD 5.00000000	1.41 mm	1.39 mm shares	0.19	Debt	Long	USA
AVON FINANCE SER 4A CL A V/R REGD 144A P/P /GBP/ 5.99145000	1.39 mm	1.04 mm shares	0.18	ABS-collateralized bond/debt obligation	Long	UK
TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 5.95919000	1.39 mm	1.04 mm shares	0.18	ABS-collateralized bond/debt obligation	Long	UK
BANK OF QUEENSLAND LTD /AUD/ REGD V/R MTN 5.59100000	1.38 mm	2.00 mm shares	0.18	Debt	Long	Australia
PHILADELPHIA PA WTR & WSTWTR R REGD N/C B/E 5.00000000	1.37 mm	1.36 mm shares	0.18	Debt	Long	USA
ING GROEP NV REGD V/R 6.50895000	1.31 mm	1.30 mm shares	0.17	Debt	Long	Netherlands
WASHINGTON DC MET AREA TRANSIT REGD N/C B/E 5.00000000	1.31 mm	1.25 mm shares	0.17	Debt	Long	USA
SARASOTA CNTY FL SCH BRD COPS REGD N/C B/E 5.00000000	1.30 mm	1.25 mm shares	0.17	Debt	Long	USA
JEFFERSON CNTY AL SWR REVENUE REGD N/C B/E 5.00000000	1.30 mm	1.25 mm shares	0.17	Debt	Long	USA
CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2021-A3 CL A3 REGD 1.04000000	1.29 mm	1.30 mm shares	0.17	ABS-collateralized bond/debt obligation	Long	USA
CONNECTICUT ST SPL TAX OBLIG R REGD N/C B/E 5.00000000	1.28 mm	1.25 mm shares	0.17	Debt	Long	USA
JACKSONVILLE FL SPL REVENUE REGD N/C B/E 5.00000000	1.28 mm	1.25 mm shares	0.17	Debt	Long	USA
WASHINGTON DC MET AREA TRANSIT REGD N/C B/E 5.00000000	1.27 mm	1.25 mm shares	0.17	Debt	Long	USA
FANNIE MAE REMICS SER 2020-29 CL FC V/R 6.26564000	1.26 mm	1.27 mm shares	0.17	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H02 CL FH V/R 6.27541000	1.22 mm	1.21 mm shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
CANADIAN IMPERIAL BANK REGD V/R 6.53406400	1.21 mm	1.20 mm shares	0.16	Debt	Long	Canada
CITIBANK NA REGD V/R SER BKNT 6.03633700	1.21 mm	1.20 mm shares	0.16	Debt	Long	USA
WELLS FARGO & COMPANY REGD V/R MTN 6.50583400	1.21 mm	1.20 mm shares	0.16	Debt	Long	USA
NORDEA BANK ABP REGD V/R 144A P/P 5.61974400	1.20 mm	1.20 mm shares	0.16	Debt	Long	Finland
NATIONAL BANK OF CANADA REGD V/R MTN SER GMTN 5.76884700	1.20 mm	1.20 mm shares	0.16	Debt	Long	Canada
HSBC HSBC Holdings plc	1.20 mm	1.20 mm shares	0.16	Debt	Long	UK
AERCAP IRELAND CAP/GLOBA REGD 1.65000000	1.20 mm	1.20 mm shares	0.16	Debt	Long	Ireland
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2022-2 CL A REGD 3.39000000	1.19 mm	1.20 mm shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
RCI Rogers Communications Inc.	1.19 mm	1.20 mm shares	0.16	Debt	Long	Canada
BCS Barclays PLC	1.19 mm	1.16 mm shares	0.16	Debt	Long	UK
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 4.51000000	1.18 mm	1.18 mm shares	0.16	ABS-collateralized bond/debt obligation	Long	USA
BNP PARIBAS REGD V/R 144A P/P 2.21900000	1.18 mm	1.20 mm shares	0.15	Debt	Long	France
CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL A2A REGD 5.65000000	1.11 mm	1.10 mm shares	0.15	ABS-collateralized bond/debt obligation	Long	USA
HCA INC REGD 5.25000000	1.10 mm	1.10 mm shares	0.14	Debt	Long	USA
VERIZON MASTER TRUST SER 2024-6 CL A1B V/R REGD 0.00000000	1.10 mm	1.10 mm shares	0.14	ABS-collateralized bond/debt obligation	Long	USA
MERCEDES-BENZ AUTO LEASE TRUST 2024-B SER 2024-B CL A2A REGD 4.57000000	1.10 mm	1.10 mm shares	0.14	ABS-collateralized bond/debt obligation	Long	USA
Broadcom Pte. Ltd.	1.10 mm	1.10 mm shares	0.14	Debt	Long	USA
NEW YORK NY REGD V/R B/E 3.17000000	1.09 mm	1.09 mm shares	0.14	Debt	Long	USA
LEGACY MORTGAGE ASSET TRUST 2021-GS3 SER 2021-GS3 CL A1 V/R REGD 144A P/P 4.75000000	1.07 mm	1.08 mm shares	0.14	ABS-collateralized bond/debt obligation	Long	USA
SAGE AR FUNDING NO 1 PLC SER 1A CL A V/R REGD 144A P/P /GBP/ 6.21345000	1.07 mm	800.00 k shares	0.14	ABS-collateralized bond/debt obligation	Long	UK
FANNIE MAE REMICS SER 2022-8 CL D 2.00000000	1.07 mm	1.14 mm shares	0.14	ABS-collateralized bond/debt obligation	Long	USA
SAN ANTONIO TX REGD N/C B/E 5.00000000	1.07 mm	1.03 mm shares	0.14	Debt	Long	USA
N TX TOLLWAY AUTH REVENUE REGD N/C B/E 5.00000000	1.05 mm	1.00 mm shares	0.14	Debt	Long	USA
MET WASHINGTON DC ARPTS AUTH A REGD N/C B/E 5.00000000	1.05 mm	1.03 mm shares	0.14	Debt	Long	USA
MISSISSIPPI DEV BK SPL OBLIG REGD N/C B/E 5.00000000	1.05 mm	1.00 mm shares	0.14	Debt	Long	USA
MUNI ELEC AUTH OF GA REGD N/C B/E 5.00000000	1.05 mm	1.00 mm shares	0.14	Debt	Long	USA
CASINO REINVESTMENT DEV AUTH N REGD N/C B/E AGC 5.00000000	1.05 mm	1.00 mm shares	0.14	Debt	Long	USA
CLIFTON TX HGR EDU FIN CORP ED REGD N/C B/E PSF-GTD 5.00000000	1.04 mm	1.00 mm shares	0.14	Debt	Long	USA
NEW JERSEY ST EDUCTNL FACS AUT REGD N/C B/E AGM 5.00000000	1.04 mm	1.00 mm shares	0.14	Debt	Long	USA
PRIV CLGS & UNIVS AUTH GA REGD N/C B/E 5.00000000	1.04 mm	1.02 mm shares	0.14	Debt	Long	USA
MIZUHO BANK LTD/SYDNEY_VARIABLE SER TCD /AUD/ CTF OF_ DEPOSIT 4.91930000	1.04 mm	1.50 mm shares	0.14	Debt	Long	Japan
SYNCHRONY CARD FUNDING LLC SER 2023-A1 CL A REGD 5.54000000	1.02 mm	1.00 mm shares	0.13	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H01 CL FB V/R 6.24541000	1.01 mm	1.00 mm shares	0.13	ABS-collateralized bond/debt obligation	Long	USA
GS The Goldman Sachs Group, Inc.	1.01 mm	1.00 mm shares	0.13	Debt	Long	USA
HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A SER 2024-A CL A2 REGD 5.65000000	1.00 mm	1.00 mm shares	0.13	ABS-collateralized bond/debt obligation	Long	USA
CITIBANK CREDIT CARD ISSUANCE TRUST SER 2018-A5 CL A5 V/R REGD 5.84248000	1.00 mm	1.00 mm shares	0.13	ABS-collateralized bond/debt obligation	Long	USA
PREREF CITIZENS PROPERTY INSURANCE CO REGD B/E PREREFUNDED 12/01/24 @ 100 5.00000000	1.00 mm	1.00 mm shares	0.13	Debt	Long	USA
CARVANA AUTO RECEIVABLES TRUST 2024-P3 SER 2024-P3 CL A2 REGD 4.61000000	1.00 mm	1.00 mm shares	0.13	ABS-collateralized bond/debt obligation	Long	USA