Six Circles Ultra Short Duration Fund

Fund Profile

Fund profile

Tickers

CUSDX

Fund manager

Six Circles Trust

Total assets

$688.50 mm

Liabilities

$32.45 mm

Net assets

$656.05 mm

Number of holdings

534.00

Top 200 of 534 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FUTURE CONTRACT ON 3 MONTH SOFR FUT JUN25 0.00000000	51.30 mm	212.00 contracts	7.82	Interest rate derivative	N/A	USA
UNITED STATES TREASURY NOTE 2.75000000	23.77 mm	24.00 mm shares	3.62	Debt	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	22.65 mm	23.50 mm principal	3.45	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY NOTE 3.87500000	21.23 mm	21.29 mm shares	3.24	Debt	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	13.57 mm	14.00 mm principal	2.07	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	9.79 mm	10.00 mm principal	1.49	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000	8.88 mm	8.64 mm shares	1.35	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.37500000	8.58 mm	8.66 mm shares	1.31	Debt	Long	USA
RC R/P BOFA S 4.950% 10/01/24 4.95000000 BofA Securities, Inc.	8.00 mm	8.00 mm principal	1.22	Repurchase agreement	Long	USA
FUTURE CONTRACT ON AUST 10Y BOND FUT DEC24 /AUD/ 0.00000000	7.73 mm	96.00 contracts	1.18	Interest rate derivative	N/A	Australia
C Citigroup Inc.	5.44 mm	5.49 mm shares	0.83	Debt	Long	USA
FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC24 0.00000000	5.27 mm	48.00 contracts	0.80	Interest rate derivative	N/A	USA
LVMH MOET HEN DISC 11/15/24 0.00000000	4.97 mm	5.00 mm principal	0.76	Short-term investment vehicle	Long	USA
MORGAN STANLEY BANK NA REGD V/R SER BKNT 4.95200000	4.90 mm	4.83 mm shares	0.75	Debt	Long	USA
RCI Rogers Communications Inc.	4.71 mm	4.75 mm shares	0.72	Debt	Long	Canada
FNCL 30YR TBA 5.5% NOV 11 TO BE ANNOUNCED 5.50000000	4.45 mm	4.40 mm shares	0.68	ABS-mortgage backed security	Long	USA
T-MOBILE USA INC REGD 2.25000000	4.31 mm	4.44 mm shares	0.66	Debt	Long	USA
GLP CAPITAL LP / FIN II REGD 5.37500000	4.25 mm	4.23 mm shares	0.65	Debt	Long	USA
BCS Barclays PLC	4.22 mm	4.21 mm shares	0.64	Debt	Long	UK
CITIGROUP INC REGD V/R 2.01400000	4.21 mm	4.25 mm shares	0.64	Debt	Long	USA
BARCLAYS CAP I DISC 02/11/25 0.00000000	4.18 mm	4.25 mm principal	0.64	Short-term investment vehicle	Long	USA
TOYOTA AUTO RECEIVABLES 2024-A OWNER TRUST SER 2024-A CL A3 REGD 4.83000000	4.15 mm	4.11 mm shares	0.63	ABS-collateralized bond/debt obligation	Long	USA
BAYERISCHE LANDESBANK N Y_____ INSTL CTF OF DEPOSIT_ 4.60000000	4.01 mm	4.00 mm principal	0.61	Short-term investment vehicle	Long	Germany
BANK OF AMERICA CORP REGD V/R MTN 4.82700000	4.00 mm	4.00 mm shares	0.61	Debt	Long	USA
NEW YORK LIFE GLOBAL FDG REGD 144A P/P MTN 5.45000000	3.90 mm	3.79 mm shares	0.59	Debt	Long	USA
BANK OF AMERICA CORP REGD V/R 5.08000000	3.82 mm	3.79 mm shares	0.58	Debt	Long	USA
FUTURE CONTRACT ON AUST 3YR BOND FUT DEC24 /AUD/ 0.00000000	3.78 mm	51.00 contracts	0.58	Interest rate derivative	N/A	Australia
HCA INC REGD 3.12500000	3.71 mm	3.82 mm shares	0.57	Debt	Long	USA
FUTURE CONTRACT ON LONG GILT FUTURE DEC24 /GBP/ 0.00000000	3.68 mm	28.00 contracts	0.56	Interest rate derivative	N/A	UK
CANADIAN PACIFIC RAILWAY REGD 1.35000000	3.52 mm	3.54 mm shares	0.54	Debt	Long	Canada
FANG Diamondback Energy, Inc.	3.48 mm	3.41 mm shares	0.53	Debt	Long	USA
NTT FINANCE CORP REGD 144A P/P 1.16200000	3.42 mm	3.59 mm shares	0.52	Debt	Long	Japan
TOYOTA MOTOR CREDIT CORP REGD MTN 4.80000000	3.29 mm	3.27 mm shares	0.50	Debt	Long	USA
BANK OF AMERICA CORP REGD V/R 5.93300000	3.29 mm	3.20 mm shares	0.50	Debt	Long	USA
CHARTER COMM OPT LLC/CAP REGD 6.15000000	3.29 mm	3.20 mm shares	0.50	Debt	Long	USA
HYUNDAI AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL A3 REGD 4.99000000	3.25 mm	3.20 mm shares	0.50	ABS-collateralized bond/debt obligation	Long	USA
GS The Goldman Sachs Group, Inc.	3.19 mm	3.25 mm shares	0.49	Debt	Long	USA
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 SER 2023-2 CL A2B V/R REGD 5.97541000	3.06 mm	3.06 mm shares	0.47	ABS-collateralized bond/debt obligation	Long	USA
CMCSA Comcast Corporation	3.02 mm	3.13 mm shares	0.46	Debt	Long	USA
SABINE PASS LIQUEFACTION REGD 5.87500000	2.96 mm	2.92 mm shares	0.45	Debt	Long	USA
AMGN Amgen Inc.	2.94 mm	2.94 mm shares	0.45	Debt	Long	USA
MACQUARIE BANK DISC 05/27/25 0.00000000	2.92 mm	3.00 mm principal	0.44	Short-term investment vehicle	Long	USA
BANK AMER SECS 0% 7/25/25 0.00000000	2.90 mm	3.00 mm principal	0.44	Short-term investment vehicle	Long	USA
BAT CAPITAL CORP REGD 4.70000000	2.77 mm	2.75 mm shares	0.42	Debt	Long	USA
AMERICAN HONDA FINANCE REGD V/R MTN 5.98127600	2.73 mm	2.72 mm shares	0.42	Debt	Long	USA
WELLS FARGO BANK NA REGD V/R SER BKNT 5.94696800	2.63 mm	2.62 mm shares	0.40	Debt	Long	USA
ORCL Oracle Corporation	2.59 mm	2.69 mm shares	0.39	Debt	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	2.49 mm	2.50 mm principal	0.38	Short-term investment vehicle	Long	USA
SWEDBANK AB REGD 144A P/P 6.13600000	2.48 mm	2.40 mm shares	0.38	Debt	Long	Sweden
BANCO SANTANDER 0% 04/07/25 0.00000000	2.44 mm	2.50 mm principal	0.37	Short-term investment vehicle	Long	Spain
DUK Duke Energy Corporation	2.42 mm	2.49 mm shares	0.37	Debt	Long	USA
HSBC USA INC DISC 07/25/25 0.00000000	2.41 mm	2.50 mm principal	0.37	Short-term investment vehicle	Long	USA
GPN Global Payments Inc.	2.39 mm	2.50 mm shares	0.36	Debt	Long	USA
T-MOBILE USA INC REGD 2.62500000	2.24 mm	2.30 mm shares	0.34	Debt	Long	USA
MORGAN STANLEY REGD V/R MTN 5.65200000	2.23 mm	2.17 mm shares	0.34	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	2.22 mm	2.33 mm shares	0.34	Debt	Long	USA
RCI Rogers Communications Inc.	2.15 mm	2.21 mm shares	0.33	Debt	Long	Canada
BPCE SA REGD V/R 144A P/P 5.83373800	2.15 mm	2.14 mm shares	0.33	Debt	Long	France
HSBC HSBC Holdings plc	2.15 mm	2.09 mm shares	0.33	Debt	Long	UK
GOLDMAN SACHS BANK USA REGD V/R SER BKNT 5.28300000	2.14 mm	2.11 mm shares	0.33	Debt	Long	USA
BAT CAPITAL CORP REGD 3.21500000	2.13 mm	2.17 mm shares	0.32	Debt	Long	USA
MERCEDES-BENZ FIN NA REGD 144A P/P 4.90000000	2.10 mm	2.08 mm shares	0.32	Debt	Long	USA
SPRINT Corp	2.07 mm	2.00 mm shares	0.31	Debt	Long	USA
HONDA AUTO RECEIVABLES 2024-1 OWNER TRUST SER 2024-1 CL A2 REGD 5.36000000	2.05 mm	2.04 mm shares	0.31	ABS-collateralized bond/debt obligation	Long	USA
SMB PRIVATE EDUCATION LOAN TRUST 2022-D SER 2022-D CL A1B V/R REGD 144A P/P 7.14207000	2.05 mm	2.01 mm shares	0.31	ABS-collateralized bond/debt obligation	Long	USA
LHX L3Harris Technologies, Inc.	2.05 mm	2.00 mm shares	0.31	Debt	Long	USA
TARGA RESOURCES CORP REGD 5.20000000	2.04 mm	1.99 mm shares	0.31	Debt	Long	USA
HCA INC REGD 5.37500000	2.02 mm	2.00 mm shares	0.31	Debt	Long	USA
ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 6.29665300	2.02 mm	2.00 mm shares	0.31	Debt	Long	Canada
CATERPILLAR FINL SERVICE REGD V/R MTN 5.43288800	2.00 mm	2.00 mm shares	0.31	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	2.00 mm	2.00 mm shares	0.30	Debt	Long	USA
DAIMLER TRUCK FINAN NA REGD 144A P/P 5.20000000	2.00 mm	2.00 mm shares	0.30	Debt	Long	USA
HSBC USA INC DISC 10/11/24 0.00000000	2.00 mm	2.00 mm principal	0.30	Short-term investment vehicle	Long	USA
GENERAL MOTORS FINL CO REGD 3.50000000	2.00 mm	2.00 mm shares	0.30	Debt	Long	USA
COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 1.98000000	1.99 mm	2.10 mm shares	0.30	Debt	Long	Netherlands
SEMPRA DISC 11/12/24 0.00000000	1.99 mm	2.00 mm principal	0.30	Short-term investment vehicle	Long	USA
NOC Northrop Grumman Corporation	1.99 mm	2.00 mm shares	0.30	Debt	Long	USA
SABINE PASS LIQUEFACTION REGD SER WI 5.62500000	1.95 mm	1.95 mm shares	0.30	Debt	Long	USA
WESTPAC SECS NZ LTD 0% 05/16/25 0.00000000	1.95 mm	2.00 mm principal	0.30	Short-term investment vehicle	Long	New Zealand
RTX CORP REGD 2.65000000	1.94 mm	2.00 mm shares	0.30	Debt	Long	USA
BOFA SECURITIE DISC 06/06/25 0.00000000	1.94 mm	2.00 mm principal	0.30	Short-term investment vehicle	Long	USA
CITIZENS AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 144A P/P 5.84000000	1.93 mm	1.90 mm shares	0.29	ABS-collateralized bond/debt obligation	Long	USA
BMW US CAPITAL LLC REGD V/R 144A P/P 5.89367400	1.91 mm	1.90 mm shares	0.29	Debt	Long	USA
FORD MOTOR CREDIT CO LLC REGD 7.35000000	1.91 mm	1.80 mm shares	0.29	Debt	Long	USA
GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 SER 2024-3 CL A2A REGD 4.29000000	1.90 mm	1.90 mm shares	0.29	ABS-collateralized bond/debt obligation	Long	USA
DEUTSCHE BANK NY REGD V/R 3.96100000	1.90 mm	1.90 mm shares	0.29	Debt	Long	Germany
RNECY Renesas Electronics Corporation	1.89 mm	1.90 mm shares	0.29	Debt	Long	Japan
VMW Vmware, Inc.	1.89 mm	1.99 mm shares	0.29	Debt	Long	USA
NMR Nomura Holdings, Inc.	1.86 mm	1.90 mm shares	0.28	Debt	Long	Japan
SKANDINAVISKA ENSKILDA REGD 144A P/P 1.40000000	1.84 mm	1.90 mm shares	0.28	Debt	Long	Sweden
VZ Verizon Communications Inc.	1.83 mm	1.89 mm shares	0.28	Debt	Long	USA
ROCHE HOLDINGS INC REGD 144A P/P 2.62500000	1.83 mm	1.87 mm shares	0.28	Debt	Long	USA
NATWEST MARKETS PLC REGD 144A P/P 3.47900000	1.81 mm	1.83 mm shares	0.28	Debt	Long	UK
ELV Elevance Health Inc.	1.80 mm	1.88 mm shares	0.27	Debt	Long	USA
ISRAEL ELECTRIC CORP LTD REGD SER 6 5.00000000	1.80 mm	1.80 mm shares	0.27	Debt	Long	Israel
WELLS FARGO & COMPANY REGD V/R MTN 2.40600000	1.80 mm	1.80 mm shares	0.27	Debt	Long	USA
T AT&T Inc.	1.79 mm	1.88 mm shares	0.27	Debt	Long	USA
LLOYDS BANKING GROUP PLC REGD 4.45000000	1.79 mm	1.80 mm shares	0.27	Debt	Long	UK
BA The Boeing Company	1.79 mm	1.80 mm shares	0.27	Debt	Long	USA
BAX Baxter International Inc.	1.79 mm	1.80 mm shares	0.27	Debt	Long	USA
BAYER US FINANCE II LLC REGD 144A P/P 4.25000000	1.79 mm	1.80 mm shares	0.27	Debt	Long	USA
GLENCORE FUNDING LLC REGD 144A P/P 6.12500000	1.75 mm	1.65 mm shares	0.27	Debt	Long	USA
GLENCORE FUNDING LLC REGD 144A P/P 4.00000000	1.74 mm	1.76 mm shares	0.27	Debt	Long	USA
HERTZ VEHICLE FINANCING III LLC SER 2023-1A CL A REGD 144A P/P 5.49000000	1.72 mm	1.70 mm shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
Broadcom Pte. Ltd.	1.72 mm	1.74 mm shares	0.26	Debt	Long	USA
VERIZON MASTER TRUST SER 2024-1 CL A1A REGD 5.00000000	1.71 mm	1.70 mm shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 5.67791900	1.71 mm	1.70 mm shares	0.26	ABS-collateralized bond/debt obligation	Long	Canada
AMERICAN HONDA FINANCE REGD V/R MTN 5.64923600	1.70 mm	1.70 mm shares	0.26	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 6.34541000	1.69 mm	1.68 mm shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2022-A1 CL A1 REGD 2.80000000	1.69 mm	1.70 mm shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
T-MOBILE USA INC REGD SER WI 3.75000000	1.68 mm	1.70 mm shares	0.26	Debt	Long	USA
SYDNEY AIRPORT FINANCE REGD REG S 3.62500000	1.68 mm	1.70 mm shares	0.26	Debt	Long	Australia
ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL A2 V/R REGD 144A P/P 6.84207000	1.68 mm	1.65 mm shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
CARMAX AUTO OWNER TRUST 2024-1 SER 2024-1 CL A2A REGD 5.30000000	1.68 mm	1.67 mm shares	0.26	ABS-collateralized bond/debt obligation	Long	USA
SOUTHERN CAL EDISON REGD 5.85000000	1.67 mm	1.60 mm shares	0.26	Debt	Long	USA
RTX RTX Corporation	1.63 mm	1.58 mm shares	0.25	Debt	Long	USA
CITIBANK CREDIT CARD ISSUANCE TRUST SER 2023-A1 CL A1 REGD 5.23000000	1.62 mm	1.60 mm shares	0.25	ABS-collateralized bond/debt obligation	Long	USA
PFIZER INVESTMENT ENTER REGD 4.65000000	1.60 mm	1.60 mm shares	0.24	Debt	Long	Singapore
SUMITOMO MITSUI FINL GRP /AUD/ REGD V/R REG S EMTN 5.69240000	1.59 mm	2.30 mm shares	0.24	Debt	Long	Japan
VERIZON MASTER TRUST SER 2024-1 CL A1B V/R REGD 5.99173000	1.58 mm	1.58 mm shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
AMGN Amgen Inc.	1.57 mm	1.64 mm shares	0.24	Debt	Long	USA
PM Philip Morris International Inc.	1.55 mm	1.53 mm shares	0.24	Debt	Long	USA
T AT&T Inc.	1.55 mm	1.61 mm shares	0.24	Debt	Long	USA
VZ Verizon Communications Inc.	1.55 mm	1.56 mm shares	0.24	Debt	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL A REGD 144A P/P 5.36000000	1.54 mm	1.50 mm shares	0.23	ABS-collateralized bond/debt obligation	Long	USA
OKE ONEOK, Inc.	1.53 mm	1.50 mm shares	0.23	Debt	Long	USA
NEXTERA ENERGY CAPITAL REGD 3.55000000	1.52 mm	1.55 mm shares	0.23	Debt	Long	USA
MORGAN STANLEY BANK NA REGD SER BKNT 5.88200000	1.52 mm	1.47 mm shares	0.23	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	0.23	ABS-collateralized bond/debt obligation	Long	USA
HUSI+G HSBC USA Inc	1.51 mm	1.50 mm shares	0.23	Debt	Long	USA
HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B SER 2024-B CL A2 REGD 4.62000000	1.50 mm	1.50 mm shares	0.23	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	0.23	ABS-collateralized bond/debt obligation	Long	USA
LEASEPLAN CORPORATION NV REGD 144A P/P 2.87500000	1.50 mm	1.50 mm shares	0.23	Debt	Long	Netherlands
BA CREDIT CARD TRUST SER 2022-A2 CL A2 REGD 5.00000000	1.50 mm	1.49 mm shares	0.23	ABS-collateralized bond/debt obligation	Long	USA
Credit Suisse Group AG	1.49 mm	1.44 mm shares	0.23	Debt	Long	Switzerland
UBS AG STAMFORD CT REGD MTN 3.70000000	1.49 mm	1.50 mm shares	0.23	Debt	Long	Switzerland
GPN Global Payments Inc.	1.49 mm	1.50 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	1.47 mm	1.50 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
NATIONAL AUSTRALIA BK/NY REGD 4.75000000	1.46 mm	1.45 mm shares	0.22	Debt	Long	Australia
UBS AG AUSTRALIA /AUD/ REGD V/R REG S SER . 5.36100000	1.46 mm	2.10 mm shares	0.22	Debt	Long	Switzerland
BAESY BAE Systems plc	1.44 mm	1.42 mm shares	0.22	Debt	Long	UK
ORCL Oracle Corporation	1.42 mm	1.47 mm shares	0.22	Debt	Long	USA
JOHN DEERE CAPITAL CORP REGD MTN 1.75000000	1.42 mm	1.50 mm shares	0.22	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H09 CL FG V/R 6.84541000	1.42 mm	1.39 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	USA
BANK OF AMERICA CORP REGD V/R MTN 3.09300000	1.40 mm	1.40 mm shares	0.21	Debt	Long	USA
MERCEDES-BENZ FIN NA REGD V/R 144A P/P 5.80780500	1.40 mm	1.40 mm shares	0.21	Debt	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP 5.55000000	1.40 mm	1.40 mm shares	0.21	ABS-mortgage backed security	Long	USA
MORGAN STANLEY REGD V/R MTN 1.16400000	1.40 mm	1.40 mm shares	0.21	Debt	Long	USA
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.87500000	1.39 mm	1.40 mm shares	0.21	Debt	Long	Cayman Islands
BANK OF QUEENSLAND LTD /AUD/ REGD V/R MTN 5.59100000	1.38 mm	2.00 mm shares	0.21	Debt	Long	Australia
CMCSA Comcast Corporation	1.38 mm	1.40 mm shares	0.21	Debt	Long	USA
T AT&T Inc.	1.38 mm	1.41 mm shares	0.21	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRUST 2021-A SER 2021-A CL A2A1 V/R REGD 144A P/P 5.94099000	1.37 mm	1.39 mm shares	0.21	ABS-collateralized bond/debt obligation	Long	USA
VZ Verizon Communications Inc.	1.35 mm	1.36 mm shares	0.21	Debt	Long	USA
TESLA AUTO LEASE TRUST 2024-A SER 2024-A CL A2A REGD 144A P/P 5.37000000	1.35 mm	1.35 mm shares	0.21	ABS-collateralized bond/debt obligation	Long	USA
BP CAP MARKETS AMERICA REGD 5.01700000	1.35 mm	1.31 mm shares	0.21	Debt	Long	USA
BANQUE FED CRED MUTUEL REGD 144A P/P 5.89600000	1.34 mm	1.30 mm shares	0.20	Debt	Long	France
ENB Enbridge Inc.	1.33 mm	1.30 mm shares	0.20	Debt	Long	Canada
PROTECTIVE LIFE GLOBAL REGD 144A P/P 4.33500000	1.32 mm	1.32 mm shares	0.20	Debt	Long	USA
FANNIE MAE POOL UMBS P#AM9004 2.80000000	1.31 mm	1.33 mm shares	0.20	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 6.79207000	1.31 mm	1.30 mm shares	0.20	ABS-collateralized bond/debt obligation	Long	USA
WELLS FARGO & COMPANY REGD V/R MTN 5.70700000	1.31 mm	1.26 mm shares	0.20	Debt	Long	USA
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2023-1 CL A2 V/R REGD 144A P/P 6.59207000	1.30 mm	1.29 mm shares	0.20	ABS-collateralized bond/debt obligation	Long	USA
CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2021-A3 CL A3 REGD 1.04000000	1.29 mm	1.30 mm shares	0.20	ABS-collateralized bond/debt obligation	Long	USA
AERCAP IRELAND CAP/GLOBA REGD 3.50000000	1.29 mm	1.30 mm shares	0.20	Debt	Long	Ireland
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST SER 2023-3 CL A2B V/R REGD 5.81173000	1.29 mm	1.29 mm shares	0.20	ABS-collateralized bond/debt obligation	Long	USA
AMZN Amazon.com, Inc.	1.28 mm	1.31 mm shares	0.20	Debt	Long	USA
BMW VEHICLE OWNER TRUST 2023-A SER 2023-A CL A2B V/R REGD 5.71012000	1.28 mm	1.28 mm shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
FORD MOTOR CREDIT CO LLC REGD 5.80000000	1.27 mm	1.25 mm shares	0.19	Debt	Long	USA
TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 5.95919000	1.26 mm	941.95 k shares	0.19	ABS-collateralized bond/debt obligation	Long	UK
INTOWN 2022-STAY MORTGAGE TRUST SER 2022-STAY CL A V/R REGD 144A P/P 7.58560000	1.25 mm	1.25 mm shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
NSC Norfolk Southern Corporation	1.23 mm	1.25 mm shares	0.19	Debt	Long	USA
NEXTERA ENERGY CAPITAL REGD 4.62500000	1.22 mm	1.20 mm shares	0.19	Debt	Long	USA
SOUTHERN CAL EDISON REGD 4.40000000	1.20 mm	1.20 mm shares	0.18	Debt	Long	USA
NORDEA BANK ABP REGD V/R 144A P/P 5.61974400	1.20 mm	1.20 mm shares	0.18	Debt	Long	Finland
NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A SER 2020-A CL A2B V/R REGD 144A P/P 6.11099000	1.19 mm	1.20 mm shares	0.18	ABS-collateralized bond/debt obligation	Long	USA
SJM The J. M. Smucker Company	1.19 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
DRYDEN 49 SENIOR LOAN FUND SER 2017-49A CL AR V/R REGD 144A P/P 6.49085000	1.18 mm	1.18 mm shares	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BAVARIAN SKY UK 5 PLC SER UK5 CL A V/R REGD REG S /GBP/ 5.57262000	1.15 mm	856.86 k shares	0.17	ABS-collateralized bond/debt obligation	Long	UK
BANK OF NOVA SCOTIA REGD V/R 4.40400000	1.14 mm	1.14 mm shares	0.17	Debt	Long	Canada
MERCEDES-BENZ FIN NA REGD 144A P/P 4.87500000	1.14 mm	1.12 mm shares	0.17	Debt	Long	USA
FANNIE MAE REMICS SER 2020-29 CL FC V/R 6.26564000	1.13 mm	1.14 mm shares	0.17	ABS-collateralized bond/debt obligation	Long	USA
SO The Southern Company	1.13 mm	1.11 mm shares	0.17	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H26 CL DF V/R 5.64541000	1.13 mm	1.14 mm shares	0.17	ABS-collateralized bond/debt obligation	Long	USA
BCS Barclays PLC	1.13 mm	1.10 mm shares	0.17	Debt	Long	UK
NTT FINANCE CORP REGD 144A P/P 5.10400000	1.13 mm	1.10 mm shares	0.17	Debt	Long	Japan
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 SER 2023-2 CL A2A REGD 5.72000000	1.12 mm	1.12 mm shares	0.17	ABS-collateralized bond/debt obligation	Long	USA
AXP American Express Company	1.12 mm	1.12 mm shares	0.17	Debt	Long	USA
BMW US CAPITAL LLC REGD 144A P/P 4.60000000	1.12 mm	1.11 mm shares	0.17	Debt	Long	USA
MF1 2021-W10X SER 2021-W10 CL A V/R REGD 144A P/P 6.16732700	1.12 mm	1.13 mm shares	0.17	ABS-collateralized bond/debt obligation	Long	USA
BANK OF AMERICA AUTO TRUST 2023-2 SER 2023-2A CL A2 REGD 144A P/P 5.85000000	1.11 mm	1.11 mm shares	0.17	ABS-collateralized bond/debt obligation	Long	USA
HYUNDAI CAPITAL AMERICA REGD V/R 144A P/P 6.28818500	1.11 mm	1.10 mm shares	0.17	Debt	Long	USA
VITA SCIENTIA 2022-1 DAC SER 2022-1X CL A V/R REGD REG S /EUR/ 4.84100000	1.10 mm	999.77 k shares	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
FORD MOTOR CREDIT CO LLC REGD 2.70000000	1.10 mm	1.15 mm shares	0.17	Debt	Long	USA
BMW US CAPITAL LLC REGD V/R 144A P/P 6.16857000	1.10 mm	1.10 mm shares	0.17	Debt	Long	USA
CARDS II TRUST SER 2023-2A CL A V/R REGD 144A P/P 6.04813500	1.10 mm	1.10 mm shares	0.17	ABS-collateralized bond/debt obligation	Long	Canada
HCA INC REGD 5.25000000	1.10 mm	1.10 mm shares	0.17	Debt	Long	USA
SOCIETE GENERAL REGD V/R REG S 6.26665100	1.10 mm	1.10 mm shares	0.17	Debt	Long	France
MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL A V/R REGD 144A P/P 6.49690000	1.09 mm	1.10 mm shares	0.17	ABS-collateralized bond/debt obligation	Long	USA