Six Circles Funds > Six Circles Trust
Six Circles Tax Aware Ultra Short Duration Fund
$689.26M
Avg Monthly Net Assets
$762.31M
Total Assets
$37.52M
Total Liabilities
$724.79M
Net Assets
Six Circles Tax Aware Ultra Short Duration Fund is a Mutual Fund in Six Circles Trust
from Six Circles Funds,
based in New York,
United States of America.
The fund has one share class
and monthly net assets of $689.26M.
On August 26th, 2024 it reported 379 holdings, the largest
being F/C US 2YR NOTE (CBT) SEP24 (10.7%), LOUISIANA ST CITIZ 5% 06/01/26 (2.3%) and UNIV OF TEXAS TX V/R 08/01/39 (2.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Six Circles Tax Aware Ultra Short Duration Fund | C000199640 | CUTAX |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 280 PARK AVENUE 2017-280P MORTGAGE TRUST SER 2017-280P CL A V/R REGD 144A P/P 6.50700000 (PRK 2017-280P A V/R 09/15/19) | Long | ABS-collateralized bond/debt obligation | US | $484K | 500K | 0.07 |
| AERCAP IRELAND CAP/GLOBA REGD 1.65000000 (AERCAP IRELAND 1.65% 10/29/24) | Long | Debt | IE | $1M | 1M | 0.16 |
| AERCAP IRELAND CAP/GLOBA REGD 3.50000000 (AERCAP IRELAND C 3.5% 01/15/25) | Long | Debt | IE | $593K | 600K | 0.08 |
| AERCAP IRELAND CAP/GLOBA REGD SER 3NC1 1.75000000 (AERCAP IRELAND 1.75% 10/29/24) | Long | Debt | IE | $296K | 300K | 0.04 |
| ALASKA ST HSG FIN CORP HOME MT REGD V/R B/E 3.83000000 (ALASKA ST HSG FIN V/R 12/01/40) | Long | Debt | US | $2M | 2M | 0.32 |
| ALASKA ST MUNI BOND BANK AUTH REGD N/C B/E AMT 5.00000000 (ALASKA ST MUNI BON 5% 12/01/24) | Long | Debt | US | $1M | 1M | 0.17 |
| ALLY FINANCIAL INC REGD 5.12500000 (ALLY FINANCIAL 5.125% 09/30/24) | Long | Debt | US | $2M | 2M | 0.28 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2022-2 CL A REGD 3.39000000 (AMXCA 2022-2 A 3.39% 05/15/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.16 |
| AMERICAN HONDA FINANCE REGD V/R MTN 5.91439000 (AMERICAN HONDA FI V/R 02/12/25) | Long | Debt | US | $2M | 2M | 0.29 |
| AOZORA BANK REGD 1.05000000 (AOZORA BANK 1.05% 09/09/24) | Long | Debt | JP | $1M | 1M | 0.15 |
| AREIT 2021-CRE5 TRUST SER 2021-CRE5 CL A V/R REGD 144A P/P 6.52332000 (AREIT 2021-CRE5 V/R 07/17/26) | Long | ABS-collateralized bond/debt obligation | KY | $208K | 210K | 0.03 |
| AREIT 2022-CRE6 TRUST SER 2022-CRE6 CL A V/R REGD 144A P/P 6.58303000 (AREIT 2022-CRE6 V/R 11/17/24) | Long | ABS-collateralized bond/debt obligation | KY | $702K | 707K | 0.10 |
| ARIZONA BRD OF RGTS ST UNIV SY REGD V/R B/E 3.85000000 (ARIZONA BRD OF RG V/R 07/01/34) | Long | Debt | US | $12M | 12M | 1.72 |
| ARROW ELECTRONICS INC REGD 3.25000000 (ARROW ELECTRONI 3.25% 09/08/24) | Long | Debt | US | $2M | 2M | 0.25 |
| ASHFORD HOSPITALITY TRUST 2018-KEYS SER 2018-KEYS CL A V/R REGD 144A P/P 6.62600000 (AHT1 2018-KEYS A V/R 06/15/20) | Long | ABS-collateralized bond/debt obligation | US | $186K | 187K | 0.03 |
| ATLANTA GA ARPT PASSENGER FAC REGD N/C B/E AMT 5.00000000 (ATLANTA GA ARPT PA 5% 07/01/24) | Long | Short-term investment vehicle | US | $925K | – | 0.13 |
| ATLANTA GA ARPT REVENUE REGD N/C B/E AMT 5.00000000 (ATLANTA GA ARPT RE 5% 07/01/24) | Long | Debt | US | $615K | 615K | 0.08 |
| AUD/USD FWD 20240702 000003534 USD | Derivative-foreign exchange | $163.86 | – | 0.00 | ||
| AUD/USD FWD 20240702 000006038 USD | Derivative-foreign exchange | $-23K | – | -0.00 | ||
| AUD/USD FWD 20240702 000011553 USD | Derivative-foreign exchange | $-57K | – | -0.01 | ||
| AUD/USD FWD 20240702 000016440 USD | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| AUD/USD FWD 20240802 000011553 USD | Derivative-foreign exchange | $-36.42 | – | -0.00 | ||
| AUSTIN TX INDEP SCH DIST REGD N/C B/E 5.00000000 (AUSTIN TX INDEP SC 5% 08/01/25) | Long | Debt | US | $5M | 5M | 0.63 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL A REGD 144A P/P 5.36000000 (AESOP 2024-1A 5.36% 06/20/29) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.27 |
| AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.87500000 (AVOLON HOLDING 2.875% 02/15/25) | Long | Debt | KY | $392K | 400K | 0.05 |
| AVON FINANCE SER 4A CL A V/R REGD 144A P/P /GBP/ 6.13141000 (AVON 4A A V/R 09/28/26 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $1M | 1M | 0.19 |
| BANK OF AMERICA AUTO TRUST 2023-1 SER 2023-1A CL A2 REGD 144A P/P 5.83000000 (BAAT 2023-1A A 5.83% 05/15/26) | Long | ABS-collateralized bond/debt obligation | US | $559K | 559K | 0.08 |
| BANK OF AMERICA AUTO TRUST 2023-2 SER 2023-2A CL A2 REGD 144A P/P 5.85000000 (BAAT 2023-2A A 5.85% 08/17/26) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.31 |
| BANK OF AMERICA CORP REGD V/R MTN 3.09300000 (BANK OF AMERICA C V/R 10/01/25) | Long | Debt | US | $2M | 2M | 0.27 |
| BANK OF QUEENSLAND LTD /AUD/ REGD V/R MTN 5.50860000 (BANK OF QUEE V/R 10/30/24/AUD/) | Long | Debt | AU | $1M | 2M | 0.18 |
| BANK OF QUEENSLAND LTD /AUD/ REGD V/R MTN 5.51110000 (BANK OF QUEE V/R 10/29/25/AUD/) | Long | Debt | AU | $670K | 1M | 0.09 |
| BANQUE FED CRED MUTUEL REGD 144A P/P 5.89600000 (BANQUE FED CRE 5.896% 07/13/26) | Long | Debt | FR | $2M | 2M | 0.21 |
| BANQUE FED CRED MUTUEL REGD REG S 0.99800000 (BANQUE FED CRE 0.998% 02/04/25) | Long | Debt | FR | $583K | 600K | 0.08 |
| BANQUE FED CRED MUTUEL REGD V/R REG S 5.77205400 (BANQUE FED CRED M V/R 02/04/25) | Long | Debt | FR | $500K | 500K | 0.07 |
| BARCLAYS PLC REGD V/R 7.32500000 (BARCLAYS PLC V/R 11/02/26) | Long | Debt | GB | $1M | 1M | 0.16 |
| BAT CAPITAL CORP REGD 3.22200000 (BAT CAPITAL CO 3.222% 08/15/24) | Long | Debt | US | $693K | 696K | 0.10 |
| BAXTER INTERNATIONAL INC REGD 1.32200000 (BAXTER INTERNA 1.322% 11/29/24) | Long | Debt | US | $491K | 500K | 0.07 |
| BAXTER INTERNATIONAL INC REGD V/R 5.81124000 (BAXTER INTERNATIO V/R 11/29/24) | Long | Debt | US | $2M | 2M | 0.26 |
| BAYER US FINANCE II LLC REGD 144A P/P 4.25000000 (BAYER US FINANC 4.25% 12/15/25) | Long | Debt | US | $2M | 2M | 0.27 |
| BDS 2022-FL12 LLC SER 2022-FL12 CL A V/R REGD 144A P/P 7.47517000 (BDS 2022-FL12 A V/R 08/19/38) | Long | ABS-collateralized bond/debt obligation | US | $902K | 900K | 0.12 |
| BERRY GLOBAL INC REGD 144A P/P 4.87500000 (BERRY GLOBAL I 4.875% 07/15/26) | Long | Debt | US | $959K | 977K | 0.13 |
| BLACK HILLS CORP REGD 1.03700000 (BLACK HILLS CO 1.037% 08/23/24) | Long | Debt | US | $1M | 2M | 0.21 |
| BMW CANADA AUTO TRUST SER 2023-1A CL A1 REGD 144A P/P /CAD/ 5.43000000 (BMWC 2023 5.43% 01/20/26 /CAD/) | Long | ABS-collateralized bond/debt obligation | CA | $220K | 301K | 0.03 |
| BMW CANADA AUTO TRUST SER 2024-1A CL A1 REGD 144A P/P /CAD/ 5.02500000 (BMWC 202 5.025% 04/20/26 /CAD/) | Long | ABS-collateralized bond/debt obligation | CA | $515K | 700K | 0.07 |
| BNP PARIBAS REGD V/R 144A P/P 2.21900000 (BNP PARIBAS V/R 06/09/26) | Long | Debt | FR | $1M | 1M | 0.16 |
| BNP PARIBAS REGD V/R 144A P/P 2.81900000 (BNP PARIBAS V/R 11/19/25) | Long | Debt | FR | $889K | 900K | 0.12 |
| BOEING CO REGD 4.87500000 (BOEING CO 4.875% 05/01/25) | Long | Debt | US | $2M | 2M | 0.29 |
| BPCE SA /AUD/ REGD V/R REG S MTN 5.79530000 (BPCE SA V/R 09/29/25/AUD/) | Long | Debt | FR | $470K | 700K | 0.06 |
| BPCE SA /AUD/ REGD V/R REG S MTN 5.95190000 (BPCE SA V/R 06/05/25/AUD/) | Long | Debt | FR | $806K | 1M | 0.11 |
| BPCE SA REGD V/R REG S 5.92592800 (BPCE SA V/R 01/14/25) | Long | Debt | FR | $801K | 800K | 0.11 |
| BROADCOM INC REGD 3.62500000 (BROADCOM INC 3.625% 10/15/24) | Long | Debt | US | $1M | 1M | 0.15 |
| BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 6.69332000 (BWAY 2021-1450 A V/R 09/15/23) | Long | ABS-collateralized bond/debt obligation | US | $477K | 500K | 0.07 |
| CAD/USD FWD 20240702 000011553 USD | Derivative-foreign exchange | $1K | – | 0.00 | ||
| CALIFORNIA ST PUBLIC WKS BRD L REGD N/C B/E 5.00000000 (CALIFORNIA ST PUBL 5% 12/01/25) | Long | Debt | US | $7M | 7M | 0.99 |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2017-A5 CL A5 V/R REGD 6.02332000 (COMET 2017-A5 A5 V/R 09/15/24) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.14 |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2021-A3 CL A3 REGD 1.04000000 (COMET 2021-A3 1.04% 11/15/24) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.18 |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2022-A1 CL A1 REGD 2.80000000 (COMET 2022-A1 A 2.8% 03/15/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.32 |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2022-A2 CL A REGD 3.49000000 (COMET 2022-A2 3.49% 05/15/25) | Long | ABS-collateralized bond/debt obligation | US | $491K | 500K | 0.07 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 SER 2022-2 CL A2B V/R REGD 5.98303000 (COPAR 2022-2 A2B V/R 05/15/24) | Long | ABS-collateralized bond/debt obligation | US | $36K | 36K | 0.00 |
| CARDS II TRUST SER 2023-2A CL A V/R REGD 144A P/P 6.17091600 (CARD2 2023-2A A V/R 07/15/25) | Long | ABS-collateralized bond/debt obligation | CA | $2M | 2M | 0.21 |
| CARMAX AUTO OWNER TRUST 2022-4 SER 2022-4 CL A2A REGD 5.34000000 (CARMX 2022-4 A 5.34% 08/15/24) | Long | ABS-collateralized bond/debt obligation | US | $59K | 59K | 0.01 |
| CARMAX AUTO OWNER TRUST 2022-4 SER 2022-4 CL A2B V/R REGD 6.23303000 (CARMX 2022-4 A2B V/R 08/15/24) | Long | ABS-collateralized bond/debt obligation | US | $110K | 110K | 0.02 |
| CARMAX AUTO OWNER TRUST 2023-3 SER 2023-3 CL A2A REGD 5.72000000 (CARMX 2023-3 A 5.72% 06/15/25) | Long | ABS-collateralized bond/debt obligation | US | $710K | 710K | 0.10 |
| CARMAX AUTO OWNER TRUST 2023-4 SER 2023-4 CL A2A REGD 6.08000000 (CARMX 2023-4 A 6.08% 08/15/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.15 |
| CARMAX AUTO OWNER TRUST 2024-1 SER 2024-1 CL A2A REGD 5.30000000 (CARMX 2024-1 A2 5.3% 11/15/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.18 |
| CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL A2A REGD 5.65000000 (CARMX 2024-2 A 5.65% 02/16/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.15 |
| CARVANA AUTO RECEIVABLES TRUST 2023-P4 SER 2023-P4 CL A2 REGD 144A P/P 6.23000000 (CRVNA 2023-P4 6.23% 01/11/27) | Long | ABS-collateralized bond/debt obligation | US | $369K | 368K | 0.05 |
| CASH COLLATERAL CME WFS /CCWFSXUS7 5.23000000 | Long | Short-term investment vehicle | US | $1M | 1M | 0.14 |
| CENTRL PUGET SOUND WA REGL TRA REGD N/C B/E 5.00000000 (CENTRL PUGET SOUND 5% 11/01/25) | Long | Debt | US | $5M | 5M | 0.71 |
| CFCRE COMMERCIAL MORTGAGE TRUST 2016-C4 SER 2016-C4 CL ASB REGD 3.09100000 (CFCRE 2016-C4 3.091% 09/10/25) | Long | ABS-collateralized bond/debt obligation | US | $292K | 297K | 0.04 |
| CHELAN CNTY WA PUBLIC UTILITYD REGD V/R B/E 3.85000000 (CHELAN CNTY WA PU V/R 07/01/32) | Long | Debt | US | $13M | 13M | 1.82 |
| CHESHIRE 2020-1 PLC SER 2020-1 CL A V/R REGD REG S /GBP/ 6.11376000 (CHESH 2020- V/R 08/20/25 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $416K | 329K | 0.06 |
| CHICAGO IL MIDWAY ARPT REVENUE REGD N/C B/E AMT 5.00000000 (CHICAGO IL MIDWAY 5% 01/01/26) | Long | Debt | US | $3M | 3M | 0.42 |
| CHICAGO IL O'HARE INTERNATIONA REGD N/C B/E AMT 5.00000000 (CHICAGO IL O'HARE 5% 01/01/26) | Long | Debt | US | $4M | 4M | 0.49 |
| CITIBANK CREDIT CARD ISSUANCE TRUST SER 2017-A6 CL A6 V/R REGD 6.21494000 (CCCIT 2017-A6 A6 V/R 05/14/27) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.28 |
| CITIBANK CREDIT CARD ISSUANCE TRUST SER 2018-A5 CL A5 V/R REGD 6.05239000 (CCCIT 2018-A5 A5 V/R 08/07/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.14 |
| CITIBANK CREDIT CARD ISSUANCE TRUST SER 2023-A1 CL A1 REGD 5.23000000 (CCCIT 2023-A1 5.23% 12/08/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.32 |
| CITIBANK NA REGD V/R SER BKNT 6.43076300 (CITIBANK NA V/R 12/04/26) | Long | Debt | US | $1M | 1M | 0.17 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS SER 2021-KEYS CL A V/R REGD 144A P/P 6.62348000 (CGCMT 2021-KEYS V/R 10/15/23) | Long | ABS-collateralized bond/debt obligation | US | $893K | 900K | 0.12 |
| CITIGROUP INC REGD V/R 3.10600000 (CITIGROUP INC V/R 04/08/26) | Long | Debt | US | $784K | 800K | 0.11 |
| CITIZENS AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 144A P/P 5.84000000 (CITZN 2023-1 A 5.84% 06/15/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.14 |
| CLIFTON TX HGR EDU FIN CORP ED REGD N/C B/E PSF-GTD 5.00000000 (CLIFTON TX HGR EDU 5% 08/15/25) | Long | Debt | US | $1M | 1M | 0.19 |
| CLIFTON TX HGR EDU FIN CORP ED REGD N/C B/E PSF-GTD 5.00000000 (CLIFTON TX HGR EDU 5% 08/15/26) | Long | Debt | US | $1M | 1M | 0.14 |
| CNH EQUIPMENT TRUST 2023-B SER 2023-B CL A2 REGD 5.90000000 (CNH 2023-B A2 5.9% 07/15/25) | Long | ABS-collateralized bond/debt obligation | US | $587K | 587K | 0.08 |
| CONNECTICUT ST HSG FIN AUTH HS REGD V/R B/E 3.85000000 (CONNECTICUT ST HS V/R 11/15/48) | Long | Debt | US | $6M | 6M | 0.78 |
| CONNECTICUT ST SPL TAX OBLIG R REGD N/C B/E 5.00000000 (CONNECTICUT ST SPL 5% 11/01/25) | Long | Debt | US | $1M | 1M | 0.18 |
| COOK CNTY IL REGD N/C B/E 5.00000000 (COOK CNTY IL 5% 11/15/24) | Long | Debt | US | $5M | 5M | 0.69 |
| COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 1.98000000 (COOPERATIEVE RABO V/R 12/15/27) | Long | Debt | NL | $2M | 2M | 0.30 |
| CREDIT AGRICOLE LONDON /AUD/ REGD V/R REG S EMTN 5.45100000 (CREDIT AGRIC V/R 09/25/24/AUD/) | Long | Debt | FR | $1M | 2M | 0.15 |
| CREDIT AGRICOLE SA REGD V/R REG S 6.24228600 (CREDIT AGRICOLE S V/R 03/11/27) | Long | Debt | FR | $500K | 500K | 0.07 |
| CSMC 2021-RPL4 TRUST SER 2021-RPL4 CL A1 V/R REGD 144A P/P 4.05173100 (CSMC 2021-RPL4 A V/R 12/27/60) | Long | ABS-collateralized bond/debt obligation | US | $265K | 270K | 0.04 |
| CYPRESS-FAIRBANKS TX INDEP SCH REGD N/C B/E PSF-GTD 5.00000000 (CYPRESS-FAIRBANKS 5% 02/15/25) | Long | Debt | US | $2M | 2M | 0.30 |
| DAIMLER TRUCKS RETAIL TRUST 2023-1 SER 2023-1 CL A2 REGD 6.03000000 (DTRT 2023-1 A2 6.03% 09/15/25) | Long | ABS-collateralized bond/debt obligation | US | $405K | 405K | 0.06 |
| DELL EQUIPMENT FINANCE TRUST 2023-2 SER 2023-2 CL A2 REGD 144A P/P 5.84000000 (DEFT 2023-2 A2 5.84% 03/24/25) | Long | ABS-collateralized bond/debt obligation | US | $334K | 333K | 0.05 |
| DEUTSCHE BANK NY REGD V/R 3.96100000 (DEUTSCHE BANK NY V/R 11/26/25) | Long | Debt | DE | $496K | 500K | 0.07 |
| DIST OF COLUMBIA REVENUE REGD V/R B/E 3.85000000 (DIST OF COLUMBIA V/R 11/01/45) | Long | Debt | US | $2M | 2M | 0.32 |
| DNB BANK ASA REGD V/R 144A P/P 5.89600000 (DNB BANK ASA V/R 10/09/26) | Long | Debt | NO | $702K | 700K | 0.10 |
| ELFI GRADUATE LOAN PROGRAM 2021-A LLC SER 2021-A CL A REGD 144A P/P 1.53000000 (ELFI 2021-A A 1.53% 12/26/46) | Long | ABS-collateralized bond/debt obligation | US | $612K | 711K | 0.08 |
| ENEL FINANCE INTL NV REGD 144A P/P 2.65000000 (ENEL FINANCE IN 2.65% 09/10/24) | Long | Debt | NL | $2M | 2M | 0.25 |
| ENEL FINANCE INTL NV REGD 144A P/P 4.50000000 (ENEL FINANCE INT 4.5% 06/15/25) | Long | Debt | NL | $296K | 300K | 0.04 |
| ENTERPRISE FLEET FINANCING 2022-1 LLC SER 2022-1 CL A2 REGD 144A P/P 3.03000000 (EFF 2022-1 A2 3.03% 06/20/25) | Long | ABS-collateralized bond/debt obligation | US | $311K | 314K | 0.04 |
| EXPORT-IMPORT BANK KOREA REGD 4.87500000 (EXPORT-IMPORT 4.875% 01/11/26) | Long | Debt | KR | $798K | 800K | 0.11 |
| FANNIE MAE REMICS SER 2020-29 CL FC V/R 6.24254000 (FNR 2020-29 FC V/R 05/25/50) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.18 |
| FANNIE MAE REMICS SER 2022-8 CL D 2.00000000 (FNR 2022-8 D 2% 08/25/38) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.15 |
| FANNIE MAE REMICS SER 2024-38 CL FA V/R 6.12374000 (FNR 2024-38 FA V/R 01/25/51) | Long | ABS-collateralized bond/debt obligation | US | $969K | 970K | 0.13 |
| FED CAISSES DESJARDINS REGD 144A P/P 2.05000000 (FED CAISSES DES 2.05% 02/10/25) | Long | Debt | CA | $489K | 500K | 0.07 |
| FEDERAL HOME LOAN BANKS 5.50000000 (FHLB 5.5% 02/20/26) | Long | ABS-mortgage backed security | US | $1M | 1M | 0.14 |
| FIRST ABU DHABI BANK PJS /AUD/ REGD V/R MTN 5.44250000 (FIRST ABU DH V/R 02/18/25/AUD/) | Long | Debt | AE | $467K | 700K | 0.06 |
| FLORIDA ST BRD OF EDU LOTTERY REGD N/C B/E 5.00000000 (FLORIDA ST BRD OF 5% 07/01/25) | Long | Debt | US | $2M | 2M | 0.28 |
| FORD AUTO SECURITIZATION TRUST SER 2021-AA CL A2 REGD 144A P/P /CAD/ 1.16200000 (FASTR 20 1.162% 08/15/24 /CAD/) | Long | ABS-collateralized bond/debt obligation | CA | $20K | 28K | 0.00 |
| FORD CREDIT AUTO LEASE TRUST 2023-B SER 2023-B CL A2B V/R REGD 5.92303000 (FORDL 2023-B A2B V/R 01/15/25) | Long | ABS-collateralized bond/debt obligation | US | $962K | 961K | 0.13 |
| FORD CREDIT AUTO OWNER TRUST 2024-B SER 2024-B CL A2A REGD 5.40000000 (FORDO 2024-B A2 5.4% 02/15/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 2M | 0.21 |
| FORD MOTOR CREDIT CO LLC REGD 2.30000000 (FORD MOTOR CREDI 2.3% 02/10/25) | Long | Debt | US | $587K | 600K | 0.08 |
| FORD MOTOR CREDIT CO LLC REGD 4.13400000 (FORD MOTOR CRE 4.134% 08/04/25) | Long | Debt | US | $294K | 300K | 0.04 |
| FORD MOTOR CREDIT CO LLC REGD 5.80000000 (FORD MOTOR CREDI 5.8% 03/05/27) | Long | Debt | US | $1M | 1M | 0.20 |
| FORD MOTOR CREDIT CO LLC REGD V/R 8.32108100 (FORD MOTOR CREDIT V/R 03/06/26) | Long | Debt | US | $311K | 300K | 0.04 |
| FORT WORTH TX INDEP SCH DIST REGD N/C B/E PSF-GTD 5.00000000 (FORT WORTH TX INDE 5% 02/15/25) | Long | Debt | US | $1M | 1M | 0.16 |
| FRANKLIN CNTY OH HOSP REVENUE REGD V/R B/E 3.85000000 (FRANKLIN CNTY OH V/R 07/01/29) | Long | Debt | US | $2M | 2M | 0.23 |
| FREDDIE MAC REMICS SER 5426 CL BF V/R 6.22640000 (FHR 5426 BF V/R 04/15/49) | Long | ABS-collateralized bond/debt obligation | US | $482K | 491K | 0.07 |
| FUTURE CONTRACT ON AUST 10Y BOND FUT SEP24 /AUD/ 0.00000000 (F/C AUST 10Y BOND FUT SEP24) | Derivative-interest rate | AU | $7M | – | 0.93 | |
| FUTURE CONTRACT ON LONG GILT FUTURE SEP24 /GBP/ 0.00000000 (F/C LONG GILT FUTURE SEP24) | Derivative-interest rate | GB | $2M | – | 0.32 | |
| FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP24 0.00000000 (F/C US 10YR NOTE (CBT)SEP24) | Derivative-interest rate | US | $-7M | – | -1.02 | |
| FUTURE CONTRACT ON US 10YR ULTRA FUT SEP24 0.00000000 (F/C US 10YR ULTRA FUT SEP24) | Derivative-interest rate | US | $-11M | – | -1.58 | |
| FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP24 0.00000000 (F/C US 2YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $77M | – | 10.65 | |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP24 0.00000000 (F/C US 5YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $-14M | – | -1.99 | |
| FUTURE CONTRACT ON US ULTRA BOND CBT SEP24 0.00000000 (F/C US ULTRA BOND CBT SEP24) | Derivative-interest rate | US | $-2M | – | -0.22 | |
| GARLAND TX ELEC UTILITY SYS RE REGD N/C B/E 5.00000000 (GARLAND TX ELEC UT 5% 03/01/25) | Long | Debt | US | $2M | 2M | 0.30 |
| GBP/USD FWD 20240702 000003534 USD | Derivative-foreign exchange | $45K | – | 0.01 | ||
| GENERAL MOTORS FINL CO REGD 3.50000000 (GENERAL MOTORS F 3.5% 11/07/24) | Long | Debt | US | $2M | 3M | 0.34 |
| GLOBAL PAYMENTS INC REGD 1.50000000 (GLOBAL PAYMENTS 1.5% 11/15/24) | Long | Debt | US | $2M | 2M | 0.27 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 SER 2023-1 CL A2A REGD 5.27000000 (GMALT 2023-1 A 5.27% 08/20/24) | Long | ABS-collateralized bond/debt obligation | US | $68K | 69K | 0.01 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2 SER 2023-2 CL A2A REGD 5.44000000 (GMALT 2023-2 A 5.44% 10/20/25) | Long | ABS-collateralized bond/debt obligation | US | $399K | 399K | 0.06 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST SER 2023-2 CL A2B V/R REGD 6.08303000 (GMCAR 2023-2 A2B V/R 05/18/26) | Long | ABS-collateralized bond/debt obligation | US | $425K | 425K | 0.06 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2 CL A2A REGD 5.10000000 (GMCAR 2023-2 A2 5.1% 05/18/26) | Long | ABS-collateralized bond/debt obligation | US | $424K | 425K | 0.06 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4 CL A2A REGD 5.89000000 (GMCAR 2023-4 A 5.89% 06/16/25) | Long | ABS-collateralized bond/debt obligation | US | $741K | 740K | 0.10 |
| GMF CANADA LEASING TRUST SER 2024-1A CL A1 REGD 144A P/P /CAD/ 4.98100000 (GCOLT 20 4.981% 12/18/24 /CAD/) | Long | ABS-collateralized bond/debt obligation | CA | $731K | 1M | 0.10 |
| GOLDMAN SACHS GROUP INC REGD V/R 3.27200000 (GOLDMAN SACHS GRO V/R 09/29/25) | Long | Debt | US | $497K | 500K | 0.07 |
| GOLDMAN SACHS GROUP INC REGD V/R SER . 5.84415500 (GOLDMAN SACHS GRO V/R 10/21/24) | Long | Debt | US | $300K | 300K | 0.04 |
| GOLDMAN SACHS GROUP INC REGD V/R SER . 6.75399000 (GOLDMAN SACHS GRO V/R 05/15/26) | Long | Debt | US | $1M | 1M | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H04 CL FA V/R 6.08732000 (GNR 2015-H04 FA V/R 12/20/64) | Long | ABS-collateralized bond/debt obligation | US | $888K | 891K | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-121 CL PE 3.00000000 (GNR 2017-121 PE 3% 07/20/46) | Long | ABS-collateralized bond/debt obligation | US | $136K | 142K | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H18 CL FC V/R 5.78732000 (GNR 2018-H18 FC V/R 08/20/65) | Long | ABS-collateralized bond/debt obligation | US | $319K | 320K | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-54 CL KF V/R 5.86366000 (GNR 2019-54 KF V/R 05/20/44) | Long | ABS-collateralized bond/debt obligation | US | $316K | 327K | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H09 CL FG V/R 6.83300000 (GNR 2021-H09 FG V/R 06/20/71) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.21 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-5 CL FA V/R 3.50000000 (GNR 2022-5 FA V/R 01/20/52) | Long | ABS-collateralized bond/debt obligation | US | $730K | 833K | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-H01 CL FA V/R 5.68300000 (GNR 2022-H01 FA V/R 01/20/72) | Long | ABS-collateralized bond/debt obligation | US | $763K | 786K | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL FA V/R 6.23300000 (GNR 2023-H02 FA V/R 01/20/73) | Long | ABS-collateralized bond/debt obligation | US | $406K | 406K | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 6.33300000 (GNR 2023-H12 FA V/R 05/20/73) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.28 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H26 CL DF V/R 5.63300000 (GNR 2023-H26 DF V/R 09/20/73) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.25 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H27 CL FD V/R 6.43300000 (GNR 2023-H27 FD V/R 11/20/73) | Long | ABS-collateralized bond/debt obligation | US | $516K | 509K | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H01 CL FB V/R 6.23300000 (GNR 2024-H01 FB V/R 01/20/74) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H02 CL FH V/R 6.26300000 (GNR 2024-H02 FH V/R 01/20/74) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.17 |
| GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021 SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.75000000 (GSMBS 2021-RPL1 V/R 12/25/60) | Long | ABS-collateralized bond/debt obligation | US | $188K | 207K | 0.03 |
| GUAM GOVT WTRWKS AUTH WTR & WS REGD N/C B/E 5.00000000 (GUAM GOVT WTRWKS A 5% 07/01/26) | Long | Debt | US | $359K | 350K | 0.05 |
| GUAM GOVT WTRWKS AUTH WTR & WS REGD N/C B/E 5.00000000 (GUAM GOVT WTRWKS A 5% 07/01/25) | Long | Debt | US | $355K | 350K | 0.05 |
| HALEON UK CAPITAL PLC REGD 3.12500000 (HALEON UK CAPI 3.125% 03/24/25) | Long | Debt | GB | $982K | 1M | 0.14 |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A SER 2024-A CL A2 REGD 5.65000000 (HDMOT 2024-A A 5.65% 02/16/27) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.14 |
| HCA INC REGD 5.25000000 (HCA INC 5.25% 04/15/25) | Long | Debt | US | $1M | 1M | 0.15 |
| HERTZ VEHICLE FINANCING III LLC SER 2023-1A CL A REGD 144A P/P 5.49000000 (HERTZ 2023-1A 5.49% 06/25/26) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.28 |
| HIGHLANDS CNTY FL HLTH FACS AU REGD V/R B/E 3.88000000 (HIGHLANDS CNTY FL V/R 11/15/37) | Long | Debt | US | $3M | 3M | 0.39 |
| HOUSTON TX UTILITY SYS REVENUE REGD V/R B/E 3.93000000 (HOUSTON TX UTILIT V/R 05/15/34) | Long | Debt | US | $12M | 12M | 1.71 |
| HOUSTON TX UTILITY SYS REVENUE REGD V/R B/E 4.00000000 (HOUSTON TX UTILIT V/R 05/15/34) | Long | Debt | US | $6M | 6M | 0.83 |
| HSBC HOLDINGS PLC REGD V/R 4.18000000 (HSBC HOLDINGS PLC V/R 12/09/25) | Long | Debt | GB | $1M | 1M | 0.16 |
| HSBC HOLDINGS PLC REGD V/R 4.29200000 (HSBC HOLDINGS PLC V/R 09/12/26) | Long | Debt | GB | $884K | 900K | 0.12 |
| HYATT HOTELS CORP REGD 1.80000000 (HYATT HOTELS COR 1.8% 10/01/24) | Long | Debt | US | $594K | 600K | 0.08 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2023-A CL A2A REGD 144A P/P 5.20000000 (HALST 2023-A A2 5.2% 07/15/24) | Long | ABS-collateralized bond/debt obligation | US | $29K | 29K | 0.00 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-A SER 2023-A CL A2A REGD 5.19000000 (HART 2023-A A2 5.19% 12/15/25) | Long | ABS-collateralized bond/debt obligation | US | $356K | 357K | 0.05 |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 1.00000000 (HYUNDAI CAPITAL AM 1% 09/17/24) | Long | Debt | US | $1M | 1M | 0.15 |
| HYUNDAI CAPITAL AMERICA REGD V/R 144A P/P 6.51205200 (HYUNDAI CAPITAL A V/R 08/04/25) | Long | Debt | US | $201K | 200K | 0.03 |
| ILLINOIS ST FIN AUTH REVENUE REGD V/R B/E 3.75000000 (ILLINOIS ST FIN A V/R 01/01/37) | Long | Debt | US | $2M | 2M | 0.24 |
| ILLINOIS ST FIN AUTH REVENUE REGD V/R B/E 4.90000000 (ILLINOIS ST FIN A V/R 08/01/43) | Long | Debt | US | $5M | 5M | 0.62 |
| ILLINOIS ST REGD N/C B/E 5.00000000 (ILLINOIS ST 5% 07/01/25) | Long | Debt | US | $3M | 3M | 0.36 |
| ILLINOIS ST REGD N/C B/E 5.00000000 (ILLINOIS ST 5% 10/01/25) | Long | Debt | US | $3M | 2M | 0.35 |
| IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.12500000 (IMPERIAL BRAND 3.125% 07/26/24) | Long | Debt | GB | $2M | 2M | 0.33 |
| INCITEC PIVOT LTD /AUD/ REGD REG S MTN 4.30000000 (INCITEC PIV 4.3% 03/18/26/AUD/) | Long | Debt | AU | $522K | 800K | 0.07 |
| INDIANA ST FIN AUTH HLTH SYS R REGD V/R B/E 4.90000000 (INDIANA ST FIN AU V/R 11/01/37) | Long | Debt | US | $6M | 6M | 0.83 |
| INDIANA ST MUNI PWR AGY REGD V/R B/E 4.90000000 (INDIANA ST MUNI P V/R 01/01/42) | Long | Debt | US | $1M | 1M | 0.18 |
| INDIANAPOLIS IN LOCAL PUBLIC I REGD N/C B/E 5.00000000 (INDIANAPOLIS IN LO 5% 06/01/26) | Long | Debt | US | $2M | 2M | 0.26 |
| ING BANK (AUSTRALIA) LTD /AUD/ REGD V/R REG S 5.11500000 (ING BANK (AU V/R 05/26/25/AUD/) | Long | Debt | AU | $335K | 500K | 0.05 |
| ING GROEP NV REGD V/R 6.36458000 (ING GROEP NV V/R 04/01/27) | Long | Debt | NL | $301K | 300K | 0.04 |
| ING GROEP NV REGD V/R 7.01583000 (ING GROEP NV V/R 03/28/26) | Long | Debt | NL | $1M | 1M | 0.18 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GDIF 0.65000000 (IBRD 0.65% 02/10/26) | Long | Debt | $933K | 1M | 0.13 | |
| ISRAEL ELECTRIC CORP LTD REGD SER 6 5.00000000 (ISRAEL ELECTRIC CO 5% 11/12/24) | Long | Debt | IL | $2M | 2M | 0.29 |
| JACKSONVILLE FL SPL REVENUE REGD N/C B/E 5.00000000 (JACKSONVILLE FL SP 5% 10/01/25) | Long | Debt | US | $2M | 2M | 0.21 |
| JACKSONVILLE FL SPL REVENUE REGD N/C B/E 5.00000000 (JACKSONVILLE FL SP 5% 10/01/25) | Long | Debt | US | $1M | 1M | 0.18 |
| JDE PEET'S NV REGD 144A P/P 0.80000000 (JDE PEET'S NV 0.8% 09/24/24) | Long | Debt | NL | $395K | 400K | 0.05 |
| JEFFERSON CNTY AL SWR REVENUE REGD N/C B/E 5.00000000 (JEFFERSON CNTY AL 5% 10/01/26) | Long | Debt | US | $1M | 1M | 0.18 |
| JERSEY CITY NJ REDEV AGY REGD N/C B/E MUN GOV 4.00000000 (JERSEY CITY NJ RED 4% 12/15/24) | Long | Debt | US | $5M | 5M | 0.74 |
| JOHNSON CNTY KS UNIF SCH DIST# REGD N/C B/E 5.00000000 (JOHNSON CNTY KS UN 5% 10/01/25) | Long | Debt | US | $2M | 2M | 0.27 |
| KANSAI ELECTRIC POWER CO REGD 2.55000000 (KANSAI ELECTRIC 2.55% 09/17/24) | Long | Debt | JP | $2M | 2M | 0.25 |
| KANSAS CITY MO REGD N/C B/E 5.00000000 (KANSAS CITY MO 5% 02/01/26) | Long | Debt | US | $926K | 900K | 0.13 |
| KEURIG DR PEPPE DISC 07/19/24 0.00000000 | Long | Short-term investment vehicle | US | $1M | – | 0.21 |
| KOREA SOUTHERN POWER /AUD/ REGD V/R 5.37860000 (KOREA SOUTHE V/R 10/30/24/AUD/) | Long | Debt | KR | $400K | 600K | 0.06 |
| LEASEPLAN CORPORATION NV REGD 144A P/P 2.87500000 (LEASEPLAN CORP 2.875% 10/24/24) | Long | Debt | NL | $1M | 2M | 0.21 |
| LEGACY MORTGAGE ASSET TRUST 2021-GS3 SER 2021-GS3 CL A1 V/R REGD 144A P/P 4.75000000 (LMAT 2021-GS3 A1 V/R 07/25/61) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.15 |
| LLOYDS BANKING GROUP PLC REGD 4.45000000 (LLOYDS BANKING 4.45% 05/08/25) | Long | Debt | GB | $2M | 2M | 0.29 |
| LLOYDS BANKING GROUP PLC REGD V/R 2.43800000 (LLOYDS BANKING GR V/R 02/05/26) | Long | Debt | GB | $490K | 500K | 0.07 |
| LOS ANGELES CA DEPT OF ARPTS A REGD N/C B/E AMT 5.00000000 (LOS ANGELES CA DEP 5% 05/15/25) | Long | Debt | US | $3M | 2M | 0.35 |
| LOS ANGELES CA DEPT OF ARPTS A REGD N/C B/E AMT 5.00000000 (LOS ANGELES CA DEP 5% 05/15/25) | Long | Debt | US | $759K | 750K | 0.10 |
| LOS ANGELES CNTY CA REGD N/C B/E 5.00000000 (LOS ANGELES CNTY C 5% 06/30/25) | Long | Short-term investment vehicle | US | $14M | – | 1.93 |
| LOUISIANA ST CITIZENS PROPERTY REGD N/C B/E 5.00000000 (LOUISIANA ST CITIZ 5% 06/01/26) | Long | Debt | US | $16M | 16M | 2.27 |
| M&T EQUIPMENT 2023-LEAF1 NOTES SER 2023-1A CL A2 REGD 144A P/P 6.09000000 (MTLRF 2023-1A 6.09% 07/15/30) | Long | ABS-collateralized bond/debt obligation | US | $510K | 510K | 0.07 |
| MAIN STREET NATURAL GAS INC GA REGD N/C B/E 5.00000000 (MAIN STREET NATURA 5% 06/01/25) | Long | Debt | US | $706K | 700K | 0.10 |
| MASSACHUSETTS ST DEV FIN AGY R REGD V/R B/E 3.80000000 (MASSACHUSETTS ST V/R 07/01/46) | Long | Debt | US | $6M | 6M | 0.79 |
| MASSACHUSETTS ST EDUCTNL FING REGD N/C B/E AMT 5.00000000 (MASSACHUSETTS ST E 5% 07/01/26) | Long | Debt | US | $4M | 4M | 0.56 |
| MASSACHUSETTS ST REGD N/C B/E 5.00000000 (MASSACHUSETTS ST 5% 01/01/25) | Long | Debt | US | $2M | 2M | 0.28 |
| MASTER CREDIT CARD TRUST II SER 2023-1A CL A REGD 144A P/P 4.70000000 (MCCT 2023-1A A 4.7% 12/21/25) | Long | ABS-collateralized bond/debt obligation | CA | $595K | 600K | 0.08 |
| MBARC CREDIT CANADA INC SER 2024-AA CL A2 REGD 144A P/P /CAD/ 5.29900000 (SALC 202 5.299% 10/15/26 /CAD/) | Long | ABS-collateralized bond/debt obligation | CA | $585K | 800K | 0.08 |
| MET WASHINGTON DC ARPTS AUTH A REGD N/C B/E 5.00000000 (MET WASHINGTON DC 5% 10/01/25) | Long | Debt | US | $1M | 1M | 0.15 |
| MET WASHINGTON DC ARPTS AUTH A REGD N/C B/E AMT 5.00000000 (MET WASHINGTON DC 5% 10/01/25) | Long | Debt | US | $10M | 9M | 1.32 |
| MET WASHINGTON DC ARPTS AUTH A REGD N/C B/E AMT 5.00000000 (MET WASHINGTON DC 5% 10/01/26) | Long | Debt | US | $3M | 3M | 0.40 |
| MET WASHINGTON DC ARPTS AUTH A REGD N/C B/E AMT 5.00000000 (MET WASHINGTON DC 5% 10/01/25) | Long | Debt | US | $2M | 2M | 0.23 |
| MF1 2021-W10X SER 2021-W10 CL A V/R REGD 144A P/P 6.39932700 (MF1 2021-W10 A V/R 12/15/24) | Long | ABS-collateralized bond/debt obligation | US | $892K | 900K | 0.12 |
| MFA 2021-RPL1 TRUST SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.13130000 (MFRA 2021-RPL1 A V/R 07/25/60) | Long | ABS-collateralized bond/debt obligation | US | $304K | 344K | 0.04 |
| MIAMI-DADE CNTY FL SEAPORT REV REGD N/C B/E AMT 5.00000000 (MIAMI-DADE CNTY FL 5% 10/01/25) | Long | Debt | US | $2M | 2M | 0.21 |
| MICHIGAN ST BLDG AUTH REVENUE REGD N/C B/E 5.00000000 (MICHIGAN ST BLDG A 5% 10/15/25) | Long | Debt | US | $6M | 6M | 0.78 |
| MISSOURI ST HLTH & EDUCTNL FAC REGD V/R B/E 4.85000000 (MISSOURI ST HLTH V/R 06/01/36) | Long | Debt | US | $6M | 6M | 0.81 |
| MITSUBISHI HC CAPITAL REGD 144A P/P 3.63700000 (MITSUBISHI HC 3.637% 04/13/25) | Long | Debt | JP | $561K | 570K | 0.08 |
| MITSUBISHI UFJ FIN GRP REGD V/R 5.06300000 (MITSUBISHI UFJ FI V/R 09/12/25) | Long | Debt | JP | $998K | 1M | 0.14 |
| MITSUBISHI UFJ FIN GRP REGD V/R 6.30623000 (MITSUBISHI UFJ FI V/R 02/20/26) | Long | Debt | JP | $532K | 530K | 0.07 |
| MITSUBISHI UFJ FIN GRP REGD V/R 6.75619100 (MITSUBISHI UFJ FI V/R 09/12/25) | Long | Debt | JP | $401K | 400K | 0.06 |
| MITSUBISHI UFJ FIN GRP REGD V/R 6.79559400 (MITSUBISHI UFJ FI V/R 04/17/26) | Long | Debt | JP | $504K | 500K | 0.07 |
| MIZUHO BANK LTD/SYDNEY VARIABLE SER TCD /AUD/ CTF OF DEPOSIT 4.92770000 (MIZUHO BANK V/R 08/07/24 /AUD/) | Long | Debt | JP | $734K | 1M | 0.10 |
| MIZUHO BANK LTD/SYDNEY________ VARIABLE SER TCD /AUD/ CTF OF DEPOSIT 5.21780000 (MIZUHO BANK V/R 09/14/26 /AUD/) | Long | Debt | JP | $401K | 600K | 0.06 |
| MIZUHO FINANCIAL GROUP REGD V/R 2.83900000 (MIZUHO FINANCIAL V/R 07/16/25) | Long | Debt | JP | $999K | 1M | 0.14 |
| MONMOUTH CNTY NJ IMPT AUTH REV REGD N/C B/E CNTY GT 4.00000000 (MONMOUTH CNTY NJ I 4% 03/14/25) | Long | Short-term investment vehicle | US | $8M | – | 1.11 |
| MORGAN STANLEY CAPITAL I TRUST 2019-PLND SER 2019-PLND CL A V/R REGD 144A P/P 6.44348000 (MSC 2019-PLND A V/R 05/15/21) | Long | ABS-collateralized bond/debt obligation | US | $538K | 700K | 0.07 |
| MORGAN STANLEY REGD V/R MTN 2.72000000 (MORGAN STANLEY V/R 07/22/25) | Long | Debt | US | $2M | 2M | 0.28 |
| MUFG BANK LTD SYDNEY VARIABLE_ SER TCD /AUD/ CTF OF DEPOSIT 5.21500000 (MUFG BANK L V/R 02/17/26 /AUD/) | Long | Debt | JP | $469K | 700K | 0.06 |
| MUNI ELEC AUTH OF GA REGD N/C B/E AGM 5.00000000 (MUNI ELEC AUTH OF 5% 07/01/25) | Long | Debt | US | $279K | 275K | 0.04 |
| MUNI ELEC AUTH OF GA REGD N/C B/E AGM 5.00000000 (MUNI ELEC AUTH OF 5% 07/01/25) | Long | Debt | US | $279K | 275K | 0.04 |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST SER 2022-RRI CL A V/R REGD 144A P/P 7.15244000 (NCMS 2022-RRI A V/R 03/15/24) | Long | ABS-collateralized bond/debt obligation | US | $640K | 641K | 0.09 |
| NATWEST MARKETS PLC REGD 144A P/P 3.47900000 (NATWEST MARKET 3.479% 03/22/25) | Long | Debt | GB | $985K | 1M | 0.14 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-BX CL A2B V/R REGD REG S 6.16332000 (NAVSL 2018-BX A2 V/R 09/15/26) | Long | ABS-collateralized bond/debt obligation | US | $472K | 474K | 0.07 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A SER 2020-A CL A2B V/R REGD 144A P/P 6.34332000 (NAVSL 2020-A A2B V/R 07/15/28) | Long | ABS-collateralized bond/debt obligation | US | $765K | 768K | 0.11 |
| NELNET STUDENT LOAN TRUST 2019-2 SER 2019-2A CL A V/R 144A P/P 6.34983000 (NSLT 2019-2A A V/R 09/25/32) | Long | ABS-collateralized bond/debt obligation | US | $627K | 628K | 0.09 |
| NEW HAMPSHIRE ST HLTH & EDU FA REGD V/R B/E 3.85000000 (NEW HAMPSHIRE ST V/R 09/01/32) | Long | Debt | US | $2M | 2M | 0.24 |
| NEW JERSEY ST ECON DEV AUTH RE REGD N/C B/E 5.00000000 (NEW JERSEY ST ECON 5% 03/01/26) | Long | Debt | US | $512K | 500K | 0.07 |
| NEW JERSEY ST EDUCTNL FACS AUT REGD N/C B/E AGM 5.00000000 (NEW JERSEY ST EDUC 5% 07/01/25) | Long | Debt | US | $2M | 2M | 0.24 |
| NEW JERSEY ST EDUCTNL FACS AUT REGD N/C B/E AGM 5.00000000 (NEW JERSEY ST EDUC 5% 07/01/26) | Long | Debt | US | $1M | 1M | 0.14 |
| NEW JERSEY ST HGR EDU ASSISTAN REGD N/C B/E AMT 5.00000000 (NEW JERSEY ST HGR 5% 12/01/25) | Long | Debt | US | $584K | 575K | 0.08 |
| NEW JERSEY ST HLTH CARE FACS F REGD N/C B/E 5.00000000 (NEW JERSEY ST HLTH 5% 07/01/24) | Long | Debt | US | $7M | 7M | 0.96 |
| NEW JERSEY ST REGD N/C B/E 5.00000000 (NEW JERSEY ST 5% 06/01/25) | Long | Debt | US | $5M | 5M | 0.75 |
| NEW JERSEY ST TRANSPRTN TRUST REGD N/C B/E 5.00000000 (NEW JERSEY ST TRAN 5% 06/15/25) | Long | Debt | US | $2M | 2M | 0.28 |
| NEW MEXICO ST EDUCTNL ASSISTAN REGD N/C B/E AMT 5.00000000 (NEW MEXICO ST EDUC 5% 09/01/24) | Long | Debt | US | $7M | 7M | 0.93 |
| NEW MEXICO ST FIN AUTH ST TRAN REGD N/C B/E 5.00000000 (NEW MEXICO ST FIN 5% 06/15/25) | Long | Debt | US | $3M | 3M | 0.39 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3 SER 2018-3A CL A1 V/R REGD 144A P/P 4.50000000 (NRZT 2018-3A A1 V/R 05/25/58) | Long | ABS-collateralized bond/debt obligation | US | $87K | 91K | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM5 SER 2019-NQM5 CL A1 V/R REGD 144A P/P 2.70986000 (NRZT 2019-NQM5 A V/R 11/25/59) | Long | ABS-collateralized bond/debt obligation | US | $215K | 233K | 0.03 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021- SER 2021-NQ2R CL A1 V/R REGD 144A P/P 0.94054000 (NRZT 2021-NQ2R A V/R 10/25/58) | Long | ABS-collateralized bond/debt obligation | US | $382K | 417K | 0.05 |
| NEW YORK CITY NY MUNI WTR FIN REGD V/R B/E 4.80000000 (NEW YORK CITY NY V/R 06/15/38) | Long | Debt | US | $5M | 5M | 0.72 |
| NEW YORK CITY NY MUNI WTR FIN REGD V/R B/E 4.90000000 (NEW YORK CITY NY V/R 06/15/45) | Long | Debt | US | $11M | 11M | 1.49 |
| NEW YORK CITY NY MUNI WTR FIN REGD V/R B/E 4.90000000 (NEW YORK CITY NY V/R 06/15/39) | Long | Debt | US | $10M | 10M | 1.38 |
| NEW YORK CITY NY TRANSITIONAL REGD N/C B/E 5.00000000 (NEW YORK CITY NY T 5% 11/01/25) | Long | Debt | US | $7M | 7M | 0.99 |
| NEW YORK CITY NY TRANSITIONAL REGD V/R B/E 4.90000000 (NEW YORK CITY NY V/R 08/01/42) | Long | Debt | US | $6M | 6M | 0.79 |
| NEW YORK CITY NY TRANSITIONAL REGD V/R B/E 4.90000000 (NEW YORK CITY NY V/R 08/01/39) | Long | Debt | US | $3M | 3M | 0.39 |
| NEW YORK NY REGD V/R B/E 3.98000000 (NEW YORK NY V/R 08/01/44) | Long | Debt | US | $1M | 1M | 0.15 |
| NEW YORK NY REGD V/R B/E 4.90000000 (NEW YORK NY V/R 10/01/46) | Long | Debt | US | $10M | 10M | 1.38 |
| NEW YORK NY REGD V/R B/E 4.90000000 (NEW YORK NY V/R 10/01/46) | Long | Debt | US | $9M | 9M | 1.17 |
| NIAGARA MOHAWK POWER REGD P/P 3.50800000 (NIAGARA MOHAWK 3.508% 10/01/24) | Long | Debt | US | $128K | 129K | 0.02 |
| NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.12500000 (NISSAN MOTOR A 1.125% 09/16/24) | Long | Debt | US | $890K | 900K | 0.12 |
| NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.85000000 (NISSAN MOTOR AC 1.85% 09/16/26) | Long | Debt | US | $549K | 600K | 0.08 |
| NISSAN MOTOR CO REGD 144A P/P 3.52200000 (NISSAN MOTOR C 3.522% 09/17/25) | Long | Debt | JP | $679K | 700K | 0.09 |
| NOMURA HOLDINGS INC REGD 1.85100000 (NOMURA HOLDING 1.851% 07/16/25) | Long | Debt | JP | $2M | 2M | 0.30 |
| NORDEA BANK ABP REGD V/R 144A P/P 6.11383500 (NORDEA BANK ABP V/R 03/19/27) | Long | Debt | FI | $1M | 1M | 0.17 |
| NORDEA BANK ABP REGD V/R 144A P/P 6.33108100 (NORDEA BANK ABP V/R 06/06/25) | Long | Debt | FI | $729K | 725K | 0.10 |
| NORFOLK VA ECON DEV AUTH HOSPF REGD V/R B/E 3.85000000 (NORFOLK VA ECON D V/R 11/01/34) | Long | Debt | US | $9M | 9M | 1.22 |
| NORFOLK VA ECON DEV AUTH HOSPF REGD V/R B/E 3.85000000 (NORFOLK VA ECON D V/R 11/01/34) | Long | Debt | US | $6M | 6M | 0.87 |
| NORTHAMPTON CNTY PA GEN PURPOS REGD N/C B/E 5.00000000 (NORTHAMPTON CNTY P 5% 08/15/25) | Long | Debt | US | $6M | 6M | 0.78 |
| NORTHAMPTON CNTY PA GEN PURPOS REGD N/C B/E 5.00000000 (NORTHAMPTON CNTY P 5% 08/15/26) | Long | Debt | US | $5M | 5M | 0.71 |
| OCBC/SYDNEY /AUD/ REGD V/R MTN 4.63040000 (OCBC/SYDNEY V/R 08/12/24/AUD/) | Long | Debt | SG | $667K | 1M | 0.09 |
| OHIO ST HGR EDUCTNL FAC COMMIS REGD V/R B/E 4.90000000 (OHIO ST HGR EDUCT V/R 01/01/39) | Long | Debt | US | $5M | 5M | 0.69 |
| OHIO ST MAJOR NEW STATE INFRAS REGD V/R B/E 3.85000000 (OHIO ST MAJOR NEW V/R 01/01/52) | Long | Debt | US | $14M | 14M | 1.93 |
| OHIO ST UNIV REGD V/R B/E 3.80000000 (OHIO ST UNIV V/R 06/01/43) | Long | Debt | US | $10M | 10M | 1.38 |
| OHIO ST UNIV REGD V/R B/E 3.85000000 (OHIO ST UNIV V/R 06/01/43) | Long | Debt | US | $12M | 12M | 1.60 |
| OKLAHOMA ST MUNI PWR AUTH REGD N/C B/E AGM 5.00000000 (OKLAHOMA ST MUNI P 5% 01/01/26) | Long | Debt | US | $4M | 4M | 0.49 |
| OPTUS FINANCE PTY LTD /AUD/ REGD REG S MTN 1.60000000 (OPTUS FINAN 1.6% 07/01/25/AUD/) | Long | Debt | AU | $643K | 1M | 0.09 |
| ORIX CORP REGD 3.25000000 (ORIX CORP 3.25% 12/04/24) | Long | Debt | JP | $396K | 400K | 0.05 |
| ORLANDO FL UTILITIES COMMISSIO REGD V/R B/E 4.15000000 (ORLANDO FL UTILIT V/R 10/01/33) | Long | Debt | US | $16M | 16M | 2.14 |
| OSCAR US FUNDING XI LLC SER 2019-2A CL A4 REGD 144A P/P 2.68000000 (OSCAR 2019-2A 2.68% 08/12/24) | Long | ABS-collateralized bond/debt obligation | JP | $9K | 9K | 0.00 |
| PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUG SER 2005-WCW2 CL M2 V/R REGD 6.25471000 (PPSI 2005-WCW2 M V/R 07/25/35) | Long | ABS-collateralized bond/debt obligation | US | $322K | 326K | 0.04 |
| PAWNEEE EQUIPMENT RECEIVABLES SERIES 2021-1 LLC SER 2021-1 CL A2 REGD 144A P/P 1.10000000 (PWNE 2021-1 A2 1.1% 02/15/25) | Long | ABS-collateralized bond/debt obligation | US | $139K | 140K | 0.02 |
| PENNSYLVANIA ST ECON DEV FINGA REGD N/C B/E AGM 5.00000000 (PENNSYLVANIA ST EC 5% 01/01/25) | Long | Short-term investment vehicle | US | $2M | – | 0.28 |
| PENNSYLVANIA ST REGD N/C B/E 5.00000000 (PENNSYLVANIA ST 5% 09/15/26) | Long | Debt | US | $2M | 2M | 0.29 |
| PHILADELPHIA PA ARPT REVENUE REGD N/C B/E AMT 5.00000000 (PHILADELPHIA PA AR 5% 07/01/26) | Long | Debt | US | $10M | 10M | 1.37 |
| PHILADELPHIA PA ARPT REVENUE REGD N/C B/E AMT 5.00000000 (PHILADELPHIA PA AR 5% 07/01/26) | Long | Debt | US | $3M | 3M | 0.35 |
| PHILADELPHIA PA WTR & WSTWTR R REGD N/C B/E 5.00000000 (PHILADELPHIA PA WT 5% 06/01/25) | Long | Debt | US | $1M | 1M | 0.19 |
| PHILADELPHIA PA WTR & WSTWTR R REGD N/C B/E AGM 5.00000000 (PHILADELPHIA PA WT 5% 09/01/26) | Long | Debt | US | $3M | 3M | 0.36 |
| PLANO TX INDEP SCH DIST REGD N/C B/E 5.00000000 (PLANO TX INDEP SCH 5% 02/15/25) | Long | Debt | US | $4M | 4M | 0.50 |
| PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E AMT 5.00000000 (PORT AUTH OF NEW Y 5% 12/01/25) | Long | Debt | US | $5M | 5M | 0.70 |
| PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E AMT 5.00000000 (PORT AUTH OF NEW Y 5% 09/15/24) | Long | Debt | US | $3M | 3M | 0.41 |
| PORT OF SEATTLE WA REGD N/C B/E 5.00000000 (PORT OF SEATTLE WA 5% 06/01/27) | Long | Debt | US | $8M | 7M | 1.06 |
| PORT OF SEATTLE WA REVENUE REGD N/C B/E AMT 5.00000000 (PORT OF SEATTLE WA 5% 09/01/25) | Long | Debt | US | $7M | 7M | 0.96 |
| PORT OF SEATTLE WA REVENUE REGD N/C B/E AMT 5.00000000 (PORT OF SEATTLE WA 5% 08/01/25) | Long | Debt | US | $2M | 2M | 0.24 |
| PORTLAND OR CMNTY CLG DIST REGD N/C B/E 5.00000000 (PORTLAND OR CMNTY 5% 06/15/25) | Long | Debt | US | $3M | 3M | 0.45 |
| PREREF CITIZENS PROPERTY INSURANCE CO REGD B/E PREREFUNDED 12/01/24 @ 100 5.00000000 (CITIZENS PROPERTY 5% 06/01/25) | Long | Debt | US | $1M | 1M | 0.14 |
| PRET 2021-NPL3 LLC SER 2021-NPL3 CL A1 V/R REGD 144A P/P 1.86770000 (PRET 2021-NPL3 A V/R 07/25/24) | Long | ABS-collateralized bond/debt obligation | US | $596K | 607K | 0.08 |
| PRET 2021-NPL6 LLC SER 2021-NPL6 CL A1 V/R REGD 144A P/P 2.48710000 (PRET 2021-NPL6 A V/R 11/25/54) | Long | ABS-collateralized bond/debt obligation | US | $209K | 213K | 0.03 |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC SER 2021-RN1 CL A1 V/R REGD 144A P/P 4.99170000 (PRET 2021-RN1 A1 V/R 07/25/24) | Long | ABS-collateralized bond/debt obligation | US | $177K | 179K | 0.02 |
| PRIV CLGS & UNIVS AUTH GA REGD N/C B/E 5.00000000 (PRIV CLGS & UNIVS 5% 09/01/25) | Long | Debt | US | $1M | 1M | 0.14 |
| RALEIGH NC LTD OBLIG REGD N/C B/E 5.00000000 (RALEIGH NC LTD OBL 5% 10/01/26) | Long | Debt | US | $8M | 7M | 1.04 |
| RENESAS ELECTRONICS CORP REGD 144A P/P 1.54300000 (RENESAS ELECTR 1.543% 11/26/24) | Long | Debt | JP | $2M | 2M | 0.28 |
| ROCHESTER MN HLTH CARE FACS RE REGD V/R B/E 3.70000000 (ROCHESTER MN HLTH V/R 11/15/38) | Long | Debt | US | $13M | 13M | 1.79 |
| ROCHESTER MN HLTH CARE FACS RE REGD V/R B/E 3.70000000 (ROCHESTER MN HLTH V/R 11/15/38) | Long | Debt | US | $4M | 4M | 0.54 |
| ROGERS COMMUNICATIONS IN REGD 2.95000000 (ROGERS COMMUNIC 2.95% 03/15/25) | Long | Debt | CA | $1M | 1M | 0.16 |
| SABINE PASS LIQUEFACTION REGD SER WI 5.62500000 (SABINE PASS LI 5.625% 03/01/25) | Long | Debt | US | $952K | 954K | 0.13 |
| SAGE AR FUNDING NO 1 PLC SER 1A CL A V/R REGD 144A P/P /GBP/ 6.46484000 (SGSHR 1A A V/R 11/17/25 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $1M | 800K | 0.14 |
| SAINT LOUIS MO ARPT REVENUE REGD N/C B/E AGM 5.00000000 (SAINT LOUIS MO ARP 5% 07/01/24) | Long | Debt | US | $2M | 2M | 0.28 |
| SALES TAX SECURITIZATION CORP REGD N/C B/E 5.00000000 (SALES TAX SECURITI 5% 01/01/25) | Long | Debt | US | $3M | 3M | 0.45 |
| SALT LAKE CITY UT PUBLIC UTILS REGD N/C B/E 5.00000000 (SALT LAKE CITY UT 5% 02/01/25) | Long | Debt | US | $2M | 2M | 0.22 |
| SAN ANTONIO TX INDEP SCH DIST REGD N/C B/E PSF-GTD 5.00000000 (SAN ANTONIO TX IND 5% 08/15/24) | Long | Debt | US | $1M | 1M | 0.19 |
| SAN FRANCISCO CALIF CITY &CNTY REGD N/C B/E AMT 5.00000000 (SAN FRANCISCO CALI 5% 05/01/25) | Long | Debt | US | $3M | 3M | 0.42 |
| SANTANDER HOLDINGS USA REGD 3.45000000 (SANTANDER HOLDI 3.45% 06/02/25) | Long | Debt | US | $1M | 2M | 0.20 |
| SARASOTA CNTY FL SCH BRD COPS REGD N/C B/E 5.00000000 (SARASOTA CNTY FL S 5% 07/01/26) | Long | Debt | US | $1M | 1M | 0.18 |
| SKANDINAVISKA ENSKILDA REGD 144A P/P 1.40000000 (SKANDINAVISKA EN 1.4% 11/19/25) | Long | Debt | SE | $2M | 2M | 0.27 |
| SLM STUDENT LOAN TRUST 2004-10 SER 2004-10 CL A7B V/R 144A P/P 6.20948000 (SLMA 2004-10 A7B V/R 10/25/29) | Long | ABS-collateralized bond/debt obligation | US | $213K | 213K | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRUST 2016-C SER 2016-C CL A2A REGD 144A P/P 2.34000000 (SMB 2016-C A2A 2.34% 08/15/25) | Long | ABS-collateralized bond/debt obligation | US | $95K | 96K | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PT-A SER 2020-PTA CL A2A REGD 144A P/P 1.60000000 (SMB 2020-PTA A2 1.6% 09/15/54) | Long | ABS-collateralized bond/debt obligation | US | $324K | 355K | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-C SER 2022-C CL A1B V/R REGD 144A P/P 7.18303000 (SMB 2022-C A1B V/R 11/15/31) | Long | ABS-collateralized bond/debt obligation | US | $279K | 274K | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-A SER 2023-A CL A1A REGD 144A P/P 5.38000000 (SMB 2023-A A1A 5.38% 01/15/53) | Long | ABS-collateralized bond/debt obligation | US | $156K | 157K | 0.02 |
| SOCIETE GENERAL REGD V/R REG S 6.40815500 (SOCIETE GENERALE V/R 01/21/26) | Long | Debt | FR | $801K | 800K | 0.11 |
| SOCIETE GENERALE REGD 144A P/P 2.62500000 (SOCIETE GENERA 2.625% 10/16/24) | Long | Debt | FR | $297K | 300K | 0.04 |
| SOCIETE GENERALE REGD V/R 144A P/P 6.40815500 (SOCIETE GENERALE V/R 01/21/26) | Long | Debt | FR | $801K | 800K | 0.11 |
| SREIT TRUST 2021-IND SER 2021-IND CL A V/R REGD 144A P/P 6.14348000 (SREIT 2021-IND A V/R 10/15/23) | Long | ABS-collateralized bond/debt obligation | US | $99K | 100K | 0.01 |
| STANDARD CHARTERED PLC REGD V/R 144A P/P 7.11582600 (STANDARD CHARTERE V/R 03/30/26) | Long | Debt | GB | $503K | 500K | 0.07 |
| STANDARD CHARTERED PLC REGD V/R P/P 7.77600000 (STANDARD CHARTERE V/R 11/16/25) | Long | Debt | GB | $403K | 400K | 0.06 |
| STANDARD CHARTERED PLC REGD V/R REG S 2.81900000 (STANDARD CHARTERE V/R 01/30/26) | Long | Debt | GB | $786K | 800K | 0.11 |
| STANDARD CHARTERED PLC REGD V/R REG S 6.29887800 (STANDARD CHARTERE V/R 11/23/25) | Long | Debt | GB | $400K | 400K | 0.06 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 SER 2020-3 CL A1 V/R REGD 144A P/P 1.48600000 (STAR 2020-3 A1 V/R 04/25/65) | Long | ABS-collateralized bond/debt obligation | US | $162K | 170K | 0.02 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.94300000 (STAR 2021-2 A1 V/R 05/25/65) | Long | ABS-collateralized bond/debt obligation | US | $212K | 232K | 0.03 |
| SUMITOMO MITSUI FINL GRP /AUD/ REGD V/R REG S EMTN 5.60550000 (SUMITOMO MIT V/R 10/16/24/AUD/) | Long | Debt | JP | $2M | 2M | 0.22 |
| SUMITOMO MITSUI FINL GRP REGD V/R 6.65492600 (SUMITOMO MITSUI F V/R 07/13/26) | Long | Debt | JP | $710K | 700K | 0.10 |
| SUMITOMO MITSUI TR BK LT REGD 144A P/P MTN 0.80000000 (SUMITOMO MITSUI 0.8% 09/16/24) | Long | Debt | JP | $396K | 400K | 0.05 |
| SWEDBANK AB REGD 144A P/P 6.13600000 (SWEDBANK AB 6.136% 09/12/26) | Long | Debt | SE | $3M | 3M | 0.41 |
| SYDNEY AIRPORT FINANCE REGD REG S 3.62500000 (SYDNEY AIRPORT 3.625% 04/28/26) | Long | Debt | AU | $2M | 2M | 0.28 |
| SYNCHRONY CARD FUNDING LLC SER 2023-A1 CL A REGD 5.54000000 (SYNIT 2023-A1 5.54% 07/15/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.14 |
| T-MOBILE USA INC REGD 3.50000000 (T-MOBILE USA INC 3.5% 04/15/25) | Long | Debt | US | $983K | 1M | 0.14 |
| TESLA AUTO LEASE TRUST 2023-B SER 2023-B CL A2 REGD 144A P/P 6.02000000 (TESLA 2023-B A 6.02% 02/20/25) | Long | ABS-collateralized bond/debt obligation | US | $484K | 483K | 0.07 |
| TESLA AUTO LEASE TRUST 2024-A SER 2024-A CL A2A REGD 144A P/P 5.37000000 (TESLA 2024-A A 5.37% 09/20/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.25 |
| TEXAS ST A & M UNIV REVENUES REGD N/C B/E 5.00000000 (TEXAS ST A & M UNI 5% 05/15/25) | Long | Debt | US | $3M | 3M | 0.42 |
| TEXAS ST PUBLIC FIN AUTH LEASE REGD N/C B/E 5.00000000 (TEXAS ST PUBLIC FI 5% 02/01/25) | Long | Debt | US | $3M | 3M | 0.41 |
| TEXAS ST REGD N/C B/E 5.00000000 (TEXAS ST 5% 04/01/25) | Long | Debt | US | $3M | 3M | 0.42 |
| TOWD POINT ASSET TRUST 2021-SL1 SER 2021-SL1 CL A2 V/R REGD 144A P/P 6.15315000 (TPAT 2021-SL1 A2 V/R 11/20/26) | Long | ABS-collateralized bond/debt obligation | US | $114K | 115K | 0.02 |
| TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 0.00000000 (TPMF 2024-G V/R 10/20/29 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $1M | 1M | 0.19 |
| TOWD POINT MORTGAGE FUNDING SER 2019-A13A CL A1 V/R REGD 144A P/P /GBP/ 6.57395000 (TPMF 2019-A V/R 07/20/45 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $535K | 423K | 0.07 |
| TOWD POINT MORTGAGE TRUST 2019-HY2 SER 2019-HY2 CL A1 V/R REGD 144A P/P 6.45971000 (TPMT 2019-HY2 A1 V/R 05/25/58) | Long | ABS-collateralized bond/debt obligation | US | $209K | 205K | 0.03 |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2020-1 SER 2020-1A CL A REGD 144A P/P 1.35000000 (TALNT 2020-1A 1.35% 05/27/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.24 |
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST SER 2022-C CL A3 REGD 3.76000000 (TAOT 2022-C A3 3.76% 12/15/25) | Long | ABS-collateralized bond/debt obligation | US | $986K | 1M | 0.14 |
| TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST SER 2023-C CL A2A REGD 5.60000000 (TAOT 2023-C A2A 5.6% 04/15/25) | Long | ABS-collateralized bond/debt obligation | US | $352K | 352K | 0.05 |
| TOYOTA LEASE OWNER TRUST 2023-B SER 2023-B CL A2A REGD 144A P/P 5.73000000 (TLOT 2023-B A2 5.73% 08/20/25) | Long | ABS-collateralized bond/debt obligation | US | $903K | 903K | 0.12 |
| TRANSURBAN QLD FINANCE /AUD/ REGD V/R REG S MTN 6.42090000 (TRANSURBAN Q V/R 12/16/24/AUD/) | Long | Debt | AU | $670K | 1M | 0.09 |
| TRIBOROUGH NY BRIDGE & TUNNEL REGD N/C B/E 5.00000000 (TRIBOROUGH NY BRID 5% 11/15/25) | Long | Debt | US | $7M | 6M | 0.91 |
| TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 6.17717100 (TCCT 2023-3A A V/R 08/26/25) | Long | ABS-collateralized bond/debt obligation | CA | $2M | 2M | 0.28 |
| UBS AG AUSTRALIA /AUD/ REGD V/R REG S SER . 5.27860000 (UBS AG AUSTR V/R 07/30/25/AUD/) | Long | Debt | CH | $1M | 2M | 0.20 |
| UBS AG STAMFORD CT REGD MTN 3.62500000 (UBS AG STAMFOR 3.625% 09/09/24) | Long | Debt | CH | $597K | 600K | 0.08 |
| UBS GROUP AG REGD V/R 144A P/P 4.49000000 (UBS GROUP AG V/R 08/05/25) | Long | Debt | CH | $699K | 700K | 0.10 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 09/19/24) | Long | Short-term investment vehicle | US | $42K | – | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 (US TIPS 2.125% 04/15/29) | Long | Debt | US | $5M | 5M | 0.67 |
| UNITED STATES TREASURY NOTE 0.00000000 (WI TREASURY SE 4.5% 05/31/29) | Long | Debt | US | $5M | 5M | 0.69 |
| UNIV OF NEW MEXICO NM REGD V/R B/E 3.90000000 (UNIV OF NEW MEXIC V/R 06/01/26) | Long | Debt | US | $4M | 4M | 0.50 |
| UNIV OF TEXAS TX REGD V/R B/E 3.85000000 (UNIV OF TEXAS TX V/R 08/01/39) | Long | Debt | US | $16M | 16M | 2.21 |
| UNIV OF UTAH UT REVENUES REGD N/C B/E 5.00000000 (UNIV OF UTAH UT RE 5% 08/01/25) | Long | Debt | US | $943K | 925K | 0.13 |
| UTAH ST REGD N/C B/E 5.00000000 (UTAH ST 5% 07/01/26) | Long | Debt | US | $5M | 5M | 0.71 |
| VERIZON MASTER TRUST SER 2024-1 CL A1A REGD 5.00000000 (VZMT 2024-1 A1A 5% 12/20/28) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.27 |
| VMC FINANCE 2021-FL4 LLC SER 2021-FL4 CL A V/R REGD 144A P/P 6.54640000 (VMC 2021-FL4 A V/R 06/16/36) | Long | ABS-collateralized bond/debt obligation | US | $32K | 32K | 0.00 |
| VMWARE LLC REGD 1.00000000 (VMWARE LLC 1% 08/15/24) | Long | Debt | US | $795K | 800K | 0.11 |
| VOLKSWAGEN AUTO LEASE TRUST 2023-A SER 2023-A CL A2A REGD 5.87000000 (VWALT 2023-A A 5.87% 01/20/26) | Long | ABS-collateralized bond/debt obligation | US | $708K | 708K | 0.10 |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 SER 2023-1 CL A2A REGD 5.50000000 (VALET 2023-1 A2 5.5% 12/21/26) | Long | ABS-collateralized bond/debt obligation | US | $619K | 619K | 0.09 |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 SER 2023-2 CL A2A REGD 5.72000000 (VALET 2023-2 A 5.72% 10/20/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.29 |
| VOLKSWAGEN GROUP AMERICA REGD V/R 144A P/P 6.20426000 (VOLKSWAGEN GROUP V/R 03/20/26) | Long | Debt | US | $602K | 600K | 0.08 |
| VOLKSWAGEN GROUP AMERICA REGD V/R 144A P/P 6.30174200 (VOLKSWAGEN GROUP V/R 09/12/25) | Long | Debt | US | $2M | 2M | 0.21 |
| WARNERMEDIA HOLDINGS INC REGD SER WI 3.63800000 (WARNERMEDIA HO 3.638% 03/15/25) | Long | Debt | US | $1M | 1M | 0.16 |
| WASHINGTON DC MET AREA TRANSIT REGD N/C B/E 5.00000000 (WASHINGTON DC MET 5% 07/15/26) | Long | Debt | US | $1M | 1M | 0.18 |
| WASHINGTON DC MET AREA TRANSIT REGD N/C B/E 5.00000000 (WASHINGTON DC MET 5% 07/15/25) | Long | Debt | US | $1M | 1M | 0.18 |
| WELLS FARGO & COMPANY REGD V/R MTN 2.40600000 (WELLS FARGO & COM V/R 10/30/25) | Long | Debt | US | $890K | 900K | 0.12 |
| WELLS FARGO & COMPANY REGD V/R MTN 6.67993600 (WELLS FARGO & COM V/R 04/25/26) | Long | Debt | US | $1M | 1M | 0.17 |
| WICHITA FALLS TX WTR & SWR REV REGD N/C B/E 5.00000000 (WICHITA FALLS TX W 5% 08/01/24) | Long | Debt | US | $2M | 2M | 0.21 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-A SER 2023-A CL A2A REGD 5.18000000 (WOART 2023-A A 5.18% 12/15/24) | Long | ABS-collateralized bond/debt obligation | US | $321K | 322K | 0.04 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-B SER 2023-B CL A2A REGD 5.25000000 (WOART 2023-B A 5.25% 02/18/25) | Long | ABS-collateralized bond/debt obligation | US | $456K | 457K | 0.06 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-B SER 2024-B CL A2A REGD 5.48000000 (WOART 2024-B A 5.48% 09/15/27) | Long | ABS-collateralized bond/debt obligation | US | $600K | 600K | 0.08 |
Address
Six Circles Trust
383 Madison Avenue
New York
New York
10179-0001
United States of America
Websites
Directors
Lauren K. Stack
Kevin Klingert
James P. Donovan
Lisa M. Borders
Neil Medugno
Mary E. Savino
Transfer Agents
DST Asset Manager Solutions, Inc.
Pricing Services
Refinitiv US LLC
Intercontinental Exchange, Inc.
Custodians
BROWN BROTHERS HARRIMAN AND CO
Shareholder Servicing Agents
N/A
Admins
BROWN BROTHERS HARRIMAN & CO.
Brokers
CITIGROUP GLOBAL MARKETS INC.
JEFFERIES LLC
GOLDMAN SACHS & CO, LLC
UBS SECURITIES LLC
WELLS FARGO SECURITIES LLC
MERRILL LYNCH, PIERCE, FENNER & SMITH INC.
INSTINET, LLC
MORGAN STANLEY & CO. LLC
BNY MELLON CAPITAL MARKETS, LLC
BARCLAYS CAPITAL INC.