Six Circles Funds > Six Circles Trust
Six Circles Ultra Short Duration Fund
$579.26M
Avg Monthly Net Assets
$660.89M
Total Assets
$28.65M
Total Liabilities
$632.24M
Net Assets
Six Circles 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 $579.26M.
On August 26th, 2024 it reported 515 holdings, the largest
being F/C US 2YR NOTE (CBT) SEP24 (10.1%), US TREAS NTS 2.75% 06/30/25 (3.7%) and US TREAS NTS 3.875% 04/30/25 (3.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Six Circles Ultra Short Duration Fund | C000199642 | CUSDX |
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 | 0.08 |
| ABBVIE INC REGD 3.60000000 (ABBVIE INC 3.6% 05/14/25) | Long | Debt | US | $984K | 1M | 0.16 |
| AERCAP IRELAND CAP/GLOBA REGD 1.65000000 (AERCAP IRELAND 1.65% 10/29/24) | Long | Debt | IE | $197K | 200K | 0.03 |
| AERCAP IRELAND CAP/GLOBA REGD 3.50000000 (AERCAP IRELAND C 3.5% 01/15/25) | Long | Debt | IE | $1M | 1M | 0.20 |
| AERCAP IRELAND CAP/GLOBA REGD SER 3NC1 1.75000000 (AERCAP IRELAND 1.75% 10/29/24) | Long | Debt | IE | $296K | 300K | 0.05 |
| ALLY FINANCIAL INC REGD 5.12500000 (ALLY FINANCIAL 5.125% 09/30/24) | Long | Debt | US | $2M | 2M | 0.27 |
| AMERICAN EXPRESS CO REGD V/R 6.30076300 (AMERICAN EXPRESS V/R 03/04/25) | Long | Debt | US | $1M | 1M | 0.18 |
| 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 | 0.19 |
| AMERICAN HONDA FINANCE REGD MTN 0.55000000 (AMERICAN HONDA 0.55% 07/12/24) | Long | Debt | US | $1M | 1M | 0.17 |
| AMERICAN HONDA FINANCE REGD V/R MTN 5.91439000 (AMERICAN HONDA FI V/R 02/12/25) | Long | Debt | US | $2M | 2M | 0.27 |
| AMERICAN HONDA FINANCE REGD V/R MTN 6.13859900 (AMERICAN HONDA FI V/R 04/23/25) | Long | Debt | US | $3M | 3M | 0.43 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1 CL A2B V/R REGD 6.06303000 (AMCAR 2023-1 A2B V/R 10/19/26) | Long | ABS-collateralized bond/debt obligation | US | $550K | 549K | 0.09 |
| AMGEN INC REGD 2.20000000 (AMGEN INC 2.2% 02/21/27) | Long | Debt | US | $2M | 2M | 0.24 |
| AMGEN INC REGD 5.25000000 (AMGEN INC 5.25% 03/02/25) | Long | Debt | US | $3M | 3M | 0.46 |
| AOZORA BANK REGD 1.05000000 (AOZORA BANK 1.05% 09/09/24) | Long | Debt | JP | $989K | 1M | 0.16 |
| 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 | $242K | 245K | 0.04 |
| ARROW ELECTRONICS INC REGD 3.25000000 (ARROW ELECTRONI 3.25% 09/08/24) | Long | Debt | US | $2M | 2M | 0.28 |
| 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 | $167K | 169K | 0.03 |
| AT&T INC REGD SER * 2.30000000 (AT&T INC 2.3% 06/01/27) | Long | Debt | US | $2M | 2M | 0.28 |
| ATLAS FUNDING 2024-1 PLC SER 2024-1 CL A V/R REGD REG S /GBP/ 0.00000000 (AFUND 2024- V/R 09/20/61 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $713K | 564K | 0.11 |
| AUD/USD FWD 20240702 000006038 USD | Derivative-foreign exchange | $-20K | – | -0.00 | ||
| AUD/USD FWD 20240702 000011553 USD | Derivative-foreign exchange | $-60K | – | -0.01 | ||
| AUD/USD FWD 20240702 000016440 USD | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| AUD/USD FWD 20240802 000011553 USD | Derivative-foreign exchange | $-31.21 | – | -0.00 | ||
| AUSGRID FINANCE PTY LTD /AUD/ REGD V/R REG S MTN 5.62860000 (AUSGRID FINA V/R 10/30/24/AUD/) | Long | Debt | AU | $1M | 2M | 0.16 |
| AUTOFLORENCE 2 SRL SER 2 CL A V/R REGD REG S /EUR/ 4.29800000 (AUTOF 2 A V/R 12/24/44 /EUR/) | Long | ABS-collateralized bond/debt obligation | IT | $370K | 345K | 0.06 |
| AUTOFLORENCE 2 SRL SER 2 CL B V/R REGD REG S /EUR/ 4.34800000 (AUTOF 2 B V/R 12/24/44 /EUR/) | Long | ABS-collateralized bond/debt obligation | IT | $76K | 72K | 0.01 |
| AUTOFLORENCE 3 SRL SER 3 CL A V/R REGD REG S /EUR/ 4.75500000 (AUTOF 3 A V/R 12/25/46 /EUR/) | Long | ABS-collateralized bond/debt obligation | IT | $1M | 1M | 0.17 |
| AUTOFLORENCE 3 SRL SER 3 CL B V/R REGD REG S /EUR/ 6.15500000 (AUTOF 3 B V/R 12/25/46 /EUR/) | Long | ABS-collateralized bond/debt obligation | IT | $109K | 100K | 0.02 |
| AUTONORIA SPAIN 2022 FT SER 2022-SP CL A V/R REGD REG S /EUR/ 4.44000000 (ANORI 2022- V/R 01/25/40 /EUR/) | Long | ABS-collateralized bond/debt obligation | ES | $586K | 545K | 0.09 |
| AUTONORIA SPAIN 2022 FT SER 2022-SP CL B V/R REGD REG S /EUR/ 5.60000000 (ANORI 2022- V/R 01/26/40 /EUR/) | Long | ABS-collateralized bond/debt obligation | ES | $74K | 68K | 0.01 |
| AUTONORIA SPAIN 2023 FT SER 2023-SP CL A V/R REGD REG S /EUR/ 4.30000000 (ANORI 2023- V/R 09/30/41 /EUR/) | Long | ABS-collateralized bond/debt obligation | ES | $704K | 656K | 0.11 |
| AUTONORIA SPAIN 2023 FT SER 2023-SP CL B V/R REGD REG S /EUR/ 4.75000000 (ANORI 2023- V/R 09/30/41 /EUR/) | Long | ABS-collateralized bond/debt obligation | ES | $101K | 94K | 0.02 |
| 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 | $1M | 2M | 0.24 |
| AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.87500000 (AVOLON HOLDING 2.875% 02/15/25) | Long | Debt | KY | $392K | 400K | 0.06 |
| 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 | $922K | 729K | 0.15 |
| AZURE FINANCE NO 3 PLC SER 3 CL A V/R REGD REG S /GBP/ 6.00232000 (AZURE 3 A V/R 06/20/34 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $256K | 202K | 0.04 |
| BA CREDIT CARD TRUST SER 2022-A2 CL A2 REGD 5.00000000 (BACCT 2022-A2 A2 5% 11/15/25) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.23 |
| BANCO SANTANDER 0% 04/07/25 0.00000000 | Long | Short-term investment vehicle | ES | $2M | – | 0.38 |
| BANCO SANTANDER SA REGD V/R 0.00000000 (BANCO SANTANDER S V/R 06/30/24) | Long | Debt | ES | $400K | 400K | 0.06 |
| 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 | 0.09 |
| 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 | 0.24 |
| BANK OF AMERICA CORP REGD V/R 5.08000000 (BANK OF AMERICA C V/R 01/20/27) | Long | Debt | US | $4M | 4M | 0.60 |
| BANK OF AMERICA CORP REGD V/R 5.93300000 (BANK OF AMERICA C V/R 09/15/27) | Long | Debt | US | $3M | 3M | 0.51 |
| BANK OF AMERICA CORP REGD V/R MTN 3.09300000 (BANK OF AMERICA C V/R 10/01/25) | Long | Debt | US | $1M | 1M | 0.22 |
| BANK OF AMERICA CORP REGD V/R MTN 4.82700000 (BANK OF AMERICA C V/R 07/22/26) | Long | Debt | US | $4M | 4M | 0.63 |
| BANK OF AMERICA CORP REGD V/R MTN 6.35916000 (BANK OF AMERICA C V/R 02/05/26) | Long | Debt | US | $401K | 400K | 0.06 |
| BANK OF MONTREA REGD MTN SER H 4.25000000 (BANK OF MONTREA 4.25% 09/14/24) | Long | Debt | CA | $2M | 2M | 0.32 |
| 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 | 0.21 |
| BANK OF QUEENSLAND LTD /AUD/ REGD V/R MTN 5.51110000 (BANK OF QUEE V/R 10/29/25/AUD/) | Long | Debt | AU | $469K | 700K | 0.07 |
| BANQUE FED CRED MUTUEL REGD 144A P/P 5.89600000 (BANQUE FED CRE 5.896% 07/13/26) | Long | Debt | FR | $1M | 1M | 0.21 |
| BANQUE FED CRED MUTUEL REGD REG S 0.99800000 (BANQUE FED CRE 0.998% 02/04/25) | Long | Debt | FR | $486K | 500K | 0.08 |
| BARCLAYS CAP I DISC 02/11/25 0.00000000 | Long | Short-term investment vehicle | US | $4M | – | 0.65 |
| BARCLAYS PLC REGD V/R 5.30400000 (BARCLAYS PLC V/R 08/09/26) | Long | Debt | GB | $4M | 4M | 0.66 |
| BARCLAYS PLC REGD V/R 7.32500000 (BARCLAYS PLC V/R 11/02/26) | Long | Debt | GB | $1M | 1M | 0.18 |
| BARINGS CLO LTD 2019-III SER 2019-3A CL A1R V/R REGD 144A P/P 6.65617000 (BABSN 2019-3A A1 V/R 04/20/31) | Long | ABS-collateralized bond/debt obligation | KY | $250K | 250K | 0.04 |
| BAT CAPITAL CORP REGD 3.21500000 (BAT CAPITAL CO 3.215% 09/06/26) | Long | Debt | US | $2M | 2M | 0.33 |
| BAT CAPITAL CORP REGD 3.22200000 (BAT CAPITAL CO 3.222% 08/15/24) | Long | Debt | US | $578K | 580K | 0.09 |
| BAT CAPITAL CORP REGD 4.70000000 (BAT CAPITAL CORP 4.7% 04/02/27) | Long | Debt | US | $3M | 3M | 0.43 |
| BATTALION CLO 18 LTD SER 2020-18A CL AR V/R REGD 144A P/P 6.79017000 (BATLN 2020-18A A V/R 10/15/36) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.16 |
| BAVARIAN SKY SA SER GE13 CL A V/R REGD REG S /EUR/ 4.03600000 (BSKY GE13 A V/R 03/20/32 /EUR/) | Long | ABS-collateralized bond/debt obligation | LU | $536K | 500K | 0.08 |
| BAVARIAN SKY UK 5 PLC SER UK5 CL A V/R REGD REG S /GBP/ 5.82232000 (BSKY UK5 A V/R 04/20/31 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $1M | 1M | 0.21 |
| BAXTER INTERNATIONAL INC REGD 1.32200000 (BAXTER INTERNA 1.322% 11/29/24) | Long | Debt | US | $2M | 2M | 0.28 |
| BAYER CORP DISC 07/09/24 0.00000000 | Long | Short-term investment vehicle | US | $2M | – | 0.32 |
| BAYER US FINANCE II LLC REGD 144A P/P 4.25000000 (BAYER US FINANC 4.25% 12/15/25) | Long | Debt | US | $2M | 2M | 0.28 |
| 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 | $701K | 700K | 0.11 |
| BENEFIT STREET PARTNERS CLO LTD SER 2015-6BR CL A V/R REGD 144A P/P 6.77617000 (BSP 2015-6BR A V/R 07/20/34) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.16 |
| BENEFIT STREET PARTNERS CLO VIII LTD SER 2015-8A CL A1AR V/R REGD 144A P/P 6.68617000 (BSP 2015-8A A1AR V/R 01/20/31) | Long | ABS-collateralized bond/debt obligation | KY | $669K | 667K | 0.11 |
| BERRY GLOBAL INC REGD 144A P/P 4.87500000 (BERRY GLOBAL I 4.875% 07/15/26) | Long | Debt | US | $823K | 838K | 0.13 |
| BLACK HILLS CORP REGD 1.03700000 (BLACK HILLS CO 1.037% 08/23/24) | Long | Debt | US | $1M | 2M | 0.24 |
| 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 | $198K | 271K | 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 | 0.08 |
| BMW US CAPITAL LLC REGD V/R 144A P/P 5.74439000 (BMW US CAPITAL LL V/R 08/12/24) | Long | Debt | US | $2M | 2M | 0.34 |
| BMW US CAPITAL LLC REGD V/R 144A P/P 6.19432000 (BMW US CAPITAL LL V/R 04/01/25) | Long | Debt | US | $1M | 1M | 0.17 |
| BMW VEHICLE OWNER TRUST 2023-A SER 2023-A CL A2B V/R REGD 5.76535000 (BMWOT 2023-A A2B V/R 01/27/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.33 |
| BNP PARIBAS REGD V/R 144A P/P 2.21900000 (BNP PARIBAS V/R 06/09/26) | Long | Debt | FR | $967K | 1M | 0.15 |
| BNP PARIBAS REGD V/R 144A P/P 2.81900000 (BNP PARIBAS V/R 11/19/25) | Long | Debt | FR | $889K | 900K | 0.14 |
| BOEING CO REGD 4.87500000 (BOEING CO 4.875% 05/01/25) | Long | Debt | US | $2M | 2M | 0.28 |
| BOFA SECURITIE DISC 06/06/25 0.00000000 | Long | Short-term investment vehicle | US | $2M | – | 0.30 |
| BPCE SA /AUD/ REGD V/R REG S MTN 5.79530000 (BPCE SA V/R 09/29/25/AUD/) | Long | Debt | FR | $403K | 600K | 0.06 |
| BPCE SA /AUD/ REGD V/R REG S MTN 5.95190000 (BPCE SA V/R 06/05/25/AUD/) | Long | Debt | FR | $739K | 1M | 0.12 |
| BPCE SA REGD V/R 144A P/P 6.33426000 (BPCE SA V/R 09/25/25) | Long | Debt | FR | $2M | 2M | 0.34 |
| BPCE SA REGD V/R REG S 5.92592800 (BPCE SA V/R 01/14/25) | Long | Debt | FR | $701K | 700K | 0.11 |
| BRIGNOLE CO SER 2024 CL A V/R REGD REG S /EUR/ 0.00000000 (BRICO 2024 V/R 02/24/42 /EUR/) | Long | ABS-collateralized bond/debt obligation | IT | $655K | 611K | 0.10 |
| BROADCOM INC REGD 3.62500000 (BROADCOM INC 3.625% 10/15/24) | Long | Debt | US | $994K | 1M | 0.16 |
| BSST 2021-SSCP MORTGAGE TRUST SER 2021-SSCP CL A V/R REGD 144A P/P 6.19348000 (BSST 2021-SSCP A V/R 04/15/26) | Long | ABS-collateralized bond/debt obligation | US | $571K | 579K | 0.09 |
| BUMPER DE SA/LUXEMBOURG SER 2023-DE1 CL A V/R REGD REG S /EUR/ 4.17800000 (BUMP 2023-D V/R 06/23/26 /EUR/) | Long | ABS-collateralized bond/debt obligation | LU | $548K | 511K | 0.09 |
| 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 | 0.08 |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO SER 2022-CSMO CL A V/R REGD 144A P/P 7.44364000 (BX 2022-CSMO A V/R 06/15/27) | Long | ABS-collateralized bond/debt obligation | US | $802K | 800K | 0.13 |
| BX COMMERCIAL MORTGAGE TRUST 2024-MF SER 2024-MF CL A V/R REGD 144A P/P 6.77045000 (BX 2024-MF A V/R 02/15/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.17 |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL4 SER 2024-XL4 CL A V/R REGD 144A P/P 6.77087000 (BX 2024-XL4 A V/R 02/15/26) | Long | ABS-collateralized bond/debt obligation | US | $899K | 902K | 0.14 |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL5 SER 2024-XL5 CL A V/R REGD 144A P/P 6.72049000 (BX 2024-XL5 A V/R 03/15/26) | Long | ABS-collateralized bond/debt obligation | US | $420K | 422K | 0.07 |
| BX TRUST 2024-CNYN SER 2024-CNYN CL A V/R REGD 144A P/P 6.77071800 (BX 2024-CNYN A V/R 04/15/29) | Long | ABS-collateralized bond/debt obligation | US | $153K | 153K | 0.02 |
| BX TRUST 2024-PAT SER 2024-PAT CL A V/R REGD 144A P/P 7.41884000 (BX 2024-PAT A V/R 03/15/26) | Long | ABS-collateralized bond/debt obligation | US | $270K | 270K | 0.04 |
| BX TRUST 2024-VLT4 SER 2024-VLT4 CL A V/R REGD 144A P/P 6.81140500 (BX 2024-VLT4 A V/R 07/15/29) | Long | ABS-collateralized bond/debt obligation | US | $554K | 555K | 0.09 |
| CAD/USD FWD 20240702 000011553 USD | Derivative-foreign exchange | $898.24 | – | 0.00 | ||
| CAD/USD FWD 20240801 000011343 USD | Derivative-foreign exchange | $-41K | – | -0.01 | ||
| CANADA T-BILL /CAD/ REGD ZCP 0.00000000 (CANADA T-BIL ZCP 08/01/24/CAD/) | Long | Short-term investment vehicle | CA | $9M | – | 1.38 |
| CANADIAN PACIFIC RAILWAY REGD 1.35000000 (CANADIAN PACIFI 1.35% 12/02/24) | Long | Debt | CA | $3M | 4M | 0.55 |
| 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 | $901K | 900K | 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 | 0.20 |
| 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 | 0.26 |
| 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 | 0.08 |
| 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 | $1M | 1M | 0.17 |
| CARMAX AUTO OWNER TRUST 2021-2 SER 2021-2 CL A3 REGD 0.52000000 (CARMX 2021-2 A 0.52% 02/17/26) | Long | ABS-collateralized bond/debt obligation | US | $177K | 179K | 0.03 |
| 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 | $84K | 84K | 0.01 |
| 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 | 0.11 |
| 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 | 0.17 |
| 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 | $998K | 1M | 0.16 |
| CARMAX AUTO OWNER TRUST 2024-1 SER 2024-1 CL A3 REGD 4.92000000 (CARMX 2024-1 A 4.92% 07/15/27) | Long | ABS-collateralized bond/debt obligation | US | $471K | 474K | 0.07 |
| 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 | $901K | 900K | 0.14 |
| CARS ALLIANCE AUTO LEASES FRANCE V 2023-1 SER 2023-1FRV CL A V/R REGD REG S /EUR/ 4.25800000 (CAR 2023-1F V/R 06/21/27 /EUR/) | Long | ABS-collateralized bond/debt obligation | FR | $967K | 900K | 0.15 |
| CARS ALLIANCE AUTO LEASES FRANCE V 2023-1 SER 2023-1FRV CL B V/R REGD REG S /EUR/ 4.90800000 (CAR 2023-1F V/R 06/21/27 /EUR/) | Long | ABS-collateralized bond/debt obligation | FR | $433K | 400K | 0.07 |
| 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 | 0.06 |
| CARVANA AUTO RECEIVABLES TRUST 2023-P5 SER 2023-P5 CL A2 REGD 144A P/P 5.77000000 (CRVNA 2023-P5 5.77% 09/10/25) | Long | ABS-collateralized bond/debt obligation | US | $832K | 833K | 0.13 |
| CASH COLLATERAL CME WFS /CCWFSXUS7 5.23000000 | Long | Short-term investment vehicle | US | $865K | 865K | 0.14 |
| CATERPILLAR FINL SERVICE REGD V/R MTN 5.89196200 (CATERPILLAR FINL V/R 06/13/25) | Long | Debt | US | $2M | 2M | 0.32 |
| CEDR COMMERCIAL MORTGAGE TRUST 2022-SNAI SER 2022-SNAI CL A V/R REGD 144A P/P 6.31724000 (CEDR 2022-SNAI A V/R 02/15/27) | Long | ABS-collateralized bond/debt obligation | US | $498K | 530K | 0.08 |
| CENT TRUST 2023-CITY SER 2023-CITY CL A V/R REGD 144A P/P 7.94884000 (CENT 2023-CITY A V/R 09/15/28) | Long | ABS-collateralized bond/debt obligation | US | $412K | 410K | 0.07 |
| 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 | $350K | 357K | 0.06 |
| CHARTER COMM OPT LLC/CAP REGD 6.15000000 (CHARTER COMM OP 6.15% 11/10/26) | Long | Debt | US | $3M | 3M | 0.51 |
| 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 | 0.07 |
| CIFC FUNDING 2014-V LTD SER 2014-5A CL A1R2 V/R REGD 144A P/P 6.77868000 (CIFC 2014-5A A1R V/R 10/17/31) | Long | ABS-collateralized bond/debt obligation | KY | $945K | 945K | 0.15 |
| 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 | $904K | 900K | 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 | 0.25 |
| CITIBANK NA REGD V/R SER BKNT 6.43076300 (CITIBANK NA V/R 12/04/26) | Long | Debt | US | $810K | 800K | 0.13 |
| 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 | 0.14 |
| CITIGROUP INC REGD V/R 2.01400000 (CITIGROUP INC V/R 01/25/26) | Long | Debt | US | $4M | 4M | 0.66 |
| CITIGROUP INC REGD V/R 3.10600000 (CITIGROUP INC V/R 04/08/26) | Long | Debt | US | $784K | 800K | 0.12 |
| CITIGROUP INC REGD V/R 3.29000000 (CITIGROUP INC V/R 03/17/26) | Long | Debt | US | $5M | 5M | 0.85 |
| CITIZEN IRISH AUTO RECEIVABLES TRUST SER 2023-1 CL A V/R REGD REG S /EUR/ 4.42400000 (CIART 2023- V/R 12/15/32 /EUR/) | Long | ABS-collateralized bond/debt obligation | IE | $522K | 486K | 0.08 |
| CITIZEN IRISH AUTO RECEIVABLES TRUST SER 2023-1 CL B V/R REGD REG S /EUR/ 5.05400000 (CIART 2023- V/R 12/15/32 /EUR/) | Long | ABS-collateralized bond/debt obligation | IE | $131K | 121K | 0.02 |
| 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 | 0.16 |
| 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 | $503K | 503K | 0.08 |
| CNH EQUIPMENT TRUST 2024-A SER 2024-A CL A3 REGD 4.77000000 (CNH 2024-A A3 4.77% 06/15/29) | Long | ABS-collateralized bond/debt obligation | US | $476K | 479K | 0.08 |
| COMCAST CORP REGD 2.35000000 (COMCAST CORP 2.35% 01/15/27) | Long | Debt | US | $3M | 3M | 0.46 |
| COMCAST CORP REGD 3.15000000 (COMCAST CORP 3.15% 03/01/26) | Long | Debt | US | $1M | 1M | 0.21 |
| COMM 2014-UBS3 MORTGAGE TRUST SER 2014-UBS3 CL A4 REGD 3.81900000 (COMM 2014-UBS 3.819% 05/10/24) | Long | ABS-collateralized bond/debt obligation | US | $658K | 659K | 0.10 |
| COMM 2015-LC19 MORTGAGE TRUST SER 2015-LC19 CL ASB REGD 3.04000000 (COMM 2015-LC19 3.04% 09/10/24) | Long | ABS-collateralized bond/debt obligation | US | $32K | 33K | 0.01 |
| COMM 2024-WCL1 MORTGAGE TRUST SER 2024-WCL1 CL A V/R REGD 144A P/P 7.14100000 (COMM 2024-WCL1 A V/R 06/15/29) | Long | ABS-collateralized bond/debt obligation | US | $418K | 420K | 0.07 |
| COMPARTMENT BL CONSUMER CREDIT 2024 SER 2024-1 CL A V/R REGD /EUR/ 4.23000000 (BLCON 2024- V/R 03/25/27 /EUR/) | Long | ABS-collateralized bond/debt obligation | LU | $690K | 642K | 0.11 |
| COMPARTMENT BL CONSUMER CREDIT 2024 SER 2024-1 CL B V/R REGD /EUR/ 4.50000000 (BLCON 2024- V/R 03/25/27 /EUR/) | Long | ABS-collateralized bond/debt obligation | LU | $313K | 292K | 0.05 |
| 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 | $934K | 1M | 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 | 0.08 |
| CSMC 2021-BHAR SER 2021-BHAR CL A V/R REGD 144A P/P 6.59348000 (CSMC 2021-BHAR A V/R 11/15/23) | Long | ABS-collateralized bond/debt obligation | US | $695K | 699K | 0.11 |
| 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 |
| CSMC 2022-NWPT SER 2022-NWPT CL A V/R REGD 144A P/P 8.47184000 (CSMC 2022-NWPT A V/R 09/09/24) | Long | ABS-collateralized bond/debt obligation | US | $117K | 116K | 0.02 |
| DAIMLER TRUCK FINAN NA REGD 144A P/P 5.20000000 (DAIMLER TRUCK FI 5.2% 01/17/25) | Long | Debt | US | $2M | 2M | 0.32 |
| 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 | $338K | 337K | 0.05 |
| DBGS 2018-BIOD MORTGAGE TRUST SER 2018-BIOD CL A V/R REGD 144A P/P 6.42802000 (DBGS 2018-BIOD A V/R 05/15/20) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.19 |
| 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 |
| DIAMONDBACK ENERGY INC REGD 5.20000000 (DIAMONDBACK ENER 5.2% 04/18/27) | Long | Debt | US | $2M | 2M | 0.38 |
| DNB BANK ASA REGD V/R 144A P/P 5.89600000 (DNB BANK ASA V/R 10/09/26) | Long | Debt | NO | $602K | 600K | 0.10 |
| DOWSON 2022-2 PLC SER 2022-2 CL B V/R REGD REG S /GBP/ 7.90232000 (DWSON 2022- V/R 05/20/25 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $635K | 500K | 0.10 |
| DRYDEN 49 SENIOR LOAN FUND SER 2017-49A CL AR V/R REGD 144A P/P 6.53854000 (DRSLF 2017-49A A V/R 07/18/30) | Long | ABS-collateralized bond/debt obligation | KY | $1M | 1M | 0.20 |
| DUKE ENERGY CORP REGD 2.65000000 (DUKE ENERGY COR 2.65% 09/01/26) | Long | Debt | US | $2M | 2M | 0.37 |
| DUTCH PROPERTY FINANCE 2022-1 BV SER 2022-1 CL A V/R REGD REG S /EUR/ 4.61400000 (DPF 2022-1 V/R 01/28/27 /EUR/) | Long | ABS-collateralized bond/debt obligation | NL | $765K | 712K | 0.12 |
| E-CARAT DE 2024-1 SER 2024-1 CL A V/R REGD REG S /EUR/ 0.00000000 (ECAR 2024-1 V/R 11/25/35 /EUR/) | Long | ABS-collateralized bond/debt obligation | LU | $857K | 800K | 0.14 |
| ECONOMIC MASTER ISSUER PLC SER 2023-1 CL A V/R REGD REG S /GBP/ 5.76070000 (EMI 2023-1 V/R 01/25/27 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $323K | 254K | 0.05 |
| ELEVANCE HEALTH INC REGD 1.50000000 (ELEVANCE HEALTH 1.5% 03/15/26) | Long | Debt | US | $2M | 2M | 0.28 |
| 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 | $561K | 652K | 0.09 |
| ELM TRUST 2024-ELM SER 2024-ELM CL A10 V/R REGD 144A P/P 5.80087000 (ELM 2024-ELM A10 V/R 06/10/27) | Long | ABS-collateralized bond/debt obligation | US | $801K | 800K | 0.13 |
| ELM TRUST 2024-ELM SER 2024-ELM CL A15 V/R REGD 144A P/P 5.80087000 (ELM 2024-ELM A15 V/R 06/10/27) | Long | ABS-collateralized bond/debt obligation | US | $801K | 800K | 0.13 |
| ENBRIDGE INC REGD 5.25000000 (ENBRIDGE INC 5.25% 04/05/27) | Long | Debt | CA | $1M | 1M | 0.20 |
| ENEL FINANCE INTL NV REGD 144A P/P 2.65000000 (ENEL FINANCE IN 2.65% 09/10/24) | Long | Debt | NL | $1M | 2M | 0.24 |
| ENEL FINANCE INTL NV REGD 144A P/P 4.50000000 (ENEL FINANCE INT 4.5% 06/15/25) | Long | Debt | NL | $296K | 300K | 0.05 |
| ENTERPRISE FLEET FINANCING 2023-1 LLC SER 2023-1 CL A2 REGD 144A P/P 5.51000000 (EFF 2023-1 A2 5.51% 03/20/26) | Long | ABS-collateralized bond/debt obligation | US | $600K | 601K | 0.09 |
| EUR/USD FWD 20240918 000004066 USD | Derivative-foreign exchange | $21K | – | 0.00 | ||
| EUR/USD FWD 20240918 000009605 USD | Derivative-foreign exchange | $-58.19 | – | -0.00 | ||
| EXPORT-IMPORT BANK KOREA REGD 4.87500000 (EXPORT-IMPORT 4.875% 01/11/26) | Long | Debt | KR | $499K | 500K | 0.08 |
| 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 | 0.19 |
| 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 | 0.16 |
| 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 | 0.15 |
| FCT AUTONORIA DE 2023 SER 2023-DE CL A V/R REGD REG S /EUR/ 4.07000000 (ANORI 2023- V/R 01/26/43 /EUR/) | Long | ABS-collateralized bond/debt obligation | FR | $926K | 864K | 0.15 |
| FCT AUTONORIA DE 2023 SER 2023-DE CL B V/R REGD REG S /EUR/ 4.75000000 (ANORI 2023- V/R 01/26/43 /EUR/) | Long | ABS-collateralized bond/debt obligation | FR | $233K | 216K | 0.04 |
| FED CAISSES DESJARDINS REGD 144A P/P 2.05000000 (FED CAISSES DES 2.05% 02/10/25) | Long | Debt | CA | $489K | 500K | 0.08 |
| FEDERAL HOME LOAN BANKS 0.45500000 (FHLB 0.455% 09/10/24) | Long | ABS-mortgage backed security | US | $2M | 3M | 0.39 |
| FEDERAL HOME LOAN BANKS 5.30000000 (FHLB 5.3% 12/06/24) | Long | ABS-mortgage backed security | US | $998K | 1M | 0.16 |
| FEDERAL HOME LOAN BANKS 5.50000000 (FHLB 5.5% 02/20/26) | Long | ABS-mortgage backed security | US | $800K | 800K | 0.13 |
| FEDERAL HOME LOAN MORTGAGE CORP MTN 5.08000000 (FHLMC 5.08% 10/25/24) | Long | ABS-mortgage backed security | US | $999K | 1M | 0.16 |
| FEDERAL HOME LOAN MORTGAGE CORP SER 0000 5.60000000 (FHLMC 5.6% 03/06/26) | Long | ABS-mortgage backed security | US | $999K | 1M | 0.16 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION SER 0000 4.00000000 (FNMA 4% 02/28/25) | Long | ABS-mortgage backed security | US | $992K | 1M | 0.16 |
| 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 | 0.07 |
| FISERV INC REGD 2.75000000 (FISERV INC 2.75% 07/01/24) | Long | Debt | US | $2M | 2M | 0.24 |
| 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 | $38K | 52K | 0.01 |
| 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 | $802K | 801K | 0.13 |
| FORD CREDIT AUTO OWNER TRUST 2022-D SER 2022-D CL A3 REGD 5.27000000 (FORDO 2022-D A 5.27% 02/15/26) | Long | ABS-collateralized bond/debt obligation | US | $110K | 110K | 0.02 |
| FORD CREDIT AUTO OWNER TRUST 2023-A SER 2023-A CL A2B V/R REGD 6.05303000 (FORDO 2023-A A2B V/R 12/15/24) | Long | ABS-collateralized bond/debt obligation | US | $750K | 750K | 0.12 |
| 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 | 0.24 |
| FORD CREDIT AUTO OWNER TRUST 2024-REV1 SER 2024-1 CL A S/UP REGD 144A P/P 4.87000000 (FORDR 2024-1 A S/UP 02/15/29) | Long | ABS-collateralized bond/debt obligation | US | $783K | 789K | 0.12 |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2023-1 CL A2 V/R REGD 144A P/P 6.58303000 (FORDF 2023-1 A2 V/R 05/15/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.21 |
| FORD MOTOR CREDIT CO LLC REGD 2.30000000 (FORD MOTOR CREDI 2.3% 02/10/25) | Long | Debt | US | $391K | 400K | 0.06 |
| FORD MOTOR CREDIT CO LLC REGD 2.70000000 (FORD MOTOR CREDI 2.7% 08/10/26) | Long | Debt | US | $1M | 1M | 0.17 |
| FORD MOTOR CREDIT CO LLC REGD 4.13400000 (FORD MOTOR CRE 4.134% 08/04/25) | Long | Debt | US | $196K | 200K | 0.03 |
| FORD MOTOR CREDIT CO LLC REGD 5.12500000 (FORD MOTOR CRE 5.125% 06/16/25) | Long | Debt | US | $198K | 200K | 0.03 |
| 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 7.35000000 (FORD MOTOR CRED 7.35% 11/04/27) | Long | Debt | US | $2M | 2M | 0.30 |
| FORD MOTOR CREDIT CO LLC REGD V/R 8.32108100 (FORD MOTOR CREDIT V/R 03/06/26) | Long | Debt | US | $311K | 300K | 0.05 |
| 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 | 0.08 |
| FRIARY NO 7 PLC SER 7 CL A V/R REGD /GBP/ 3.41661000 (FRIAR 7 A V/R 10/21/70 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $249K | 196K | 0.04 |
| FS RIALTO 2022-FL6 ISSUER LLC SER 2022-FL6 CL A V/R REGD 144A P/P 7.92225000 (FSRIA 2022-FL6 A V/R 05/17/27) | Long | ABS-collateralized bond/debt obligation | US | $301K | 300K | 0.05 |
| FUTURE CONTRACT ON AUST 10Y BOND FUT SEP24 /AUD/ 0.00000000 (F/C AUST 10Y BOND FUT SEP24) | Derivative-interest rate | AU | $6M | – | 0.91 | |
| FUTURE CONTRACT ON LONG GILT FUTURE SEP24 /GBP/ 0.00000000 (F/C LONG GILT FUTURE SEP24) | Derivative-interest rate | GB | $2M | – | 0.31 | |
| FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP24 0.00000000 (F/C US 10YR NOTE (CBT)SEP24) | Derivative-interest rate | US | $-6M | – | -1.01 | |
| FUTURE CONTRACT ON US 10YR ULTRA FUT SEP24 0.00000000 (F/C US 10YR ULTRA FUT SEP24) | Derivative-interest rate | US | $-10M | – | -1.56 | |
| FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP24 0.00000000 (F/C US 2YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $64M | – | 10.14 | |
| FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP24 0.00000000 (F/C US 2YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $-26M | – | -4.17 | |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP24 0.00000000 (F/C US 5YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $-49M | – | -7.80 | |
| FUTURE CONTRACT ON US ULTRA BOND CBT SEP24 0.00000000 (F/C US ULTRA BOND CBT SEP24) | Derivative-interest rate | US | $-1M | – | -0.22 | |
| GBP/USD FWD 20240702 000003534 USD | Derivative-foreign exchange | $40K | – | 0.01 | ||
| GBP/USD FWD 20240918 000005208 USD | Derivative-foreign exchange | $17K | – | 0.00 | ||
| GBP/USD FWD 20240918 000011343 USD | Derivative-foreign exchange | $6K | – | 0.00 | ||
| GENERAL MOTORS FINL CO REGD 3.50000000 (GENERAL MOTORS F 3.5% 11/07/24) | Long | Debt | US | $2M | 2M | 0.31 |
| GENERAL MOTORS FINL CO REGD V/R 6.65340600 (GENERAL MOTORS FI V/R 04/07/25) | Long | Debt | US | $704K | 700K | 0.11 |
| GILBERT PARK CLO LTD SER 2017-1A CL A V/R REGD 144A P/P 6.78017000 (GILBT 2017-1A A V/R 10/15/30) | Long | ABS-collateralized bond/debt obligation | KY | $854K | 853K | 0.14 |
| GLENCORE FUNDING LLC REGD 144A P/P 3.87500000 (GLENCORE FUNDI 3.875% 10/27/27) | Long | Debt | US | $713K | 747K | 0.11 |
| GLENCORE FUNDING LLC REGD 144A P/P 6.12500000 (GLENCORE FUNDI 6.125% 10/06/28) | Long | Debt | US | $2M | 2M | 0.27 |
| GLOBAL PAYMENTS INC REGD 1.20000000 (GLOBAL PAYMENTS 1.2% 03/01/26) | Long | Debt | US | $2M | 3M | 0.37 |
| GLOBAL PAYMENTS INC REGD 1.50000000 (GLOBAL PAYMENTS 1.5% 11/15/24) | Long | Debt | US | $1M | 2M | 0.23 |
| GLP CAPITAL LP / FIN II REGD 5.37500000 (GLP CAPITAL LP 5.375% 04/15/26) | Long | Debt | US | $4M | 4M | 0.66 |
| 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 | $53K | 53K | 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 | 0.07 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST SER 2023-3 CL A2B V/R REGD 5.80303000 (GMCAR 2023-3 A2B V/R 04/16/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.29 |
| 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 | $382K | 382K | 0.06 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2 CL A3 REGD 4.47000000 (GMCAR 2023-2 A 4.47% 02/16/28) | Long | ABS-collateralized bond/debt obligation | US | $424K | 429K | 0.07 |
| 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 | 0.12 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 SER 2024-1 CL A3 REGD 4.85000000 (GMCAR 2024-1 A 4.85% 12/18/28) | Long | ABS-collateralized bond/debt obligation | US | $934K | 940K | 0.15 |
| 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 | 0.12 |
| GOLDEN BAR SECURITISATION SRL 2023-2 SER 2023-2 CL B V/R REGD REG S /EUR/ 6.60000000 (GOLDB 2023- V/R 09/22/43 /EUR/) | Long | ABS-collateralized bond/debt obligation | IT | $357K | 328K | 0.06 |
| GOLDMAN SACHS BANK USA REGD V/R SER BKNT 5.28300000 (GOLDMAN SACHS BAN V/R 03/18/27) | Long | Debt | US | $2M | 2M | 0.33 |
| GOLDMAN SACHS GROUP INC REGD 5.70000000 (GOLDMAN SACHS GR 5.7% 11/01/24) | Long | Debt | US | $2M | 2M | 0.32 |
| GOLDMAN SACHS GROUP INC REGD V/R 3.27200000 (GOLDMAN SACHS GRO V/R 09/29/25) | Long | Debt | US | $894K | 900K | 0.14 |
| GOLDMAN SACHS GROUP INC REGD V/R 3.61500000 (GOLDMAN SACHS GRO V/R 03/15/28) | Long | Debt | US | $1M | 1M | 0.21 |
| GOLDMAN SACHS GROUP INC REGD V/R 5.84815500 (GOLDMAN SACHS GRO V/R 10/21/24) | Long | Debt | US | $900K | 900K | 0.14 |
| GOLDMAN SACHS GROUP INC REGD V/R 5.87130100 (GOLDMAN SACHS GRO V/R 09/10/24) | Long | Debt | US | $3M | 3M | 0.40 |
| 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 | 0.14 |
| 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 | $114K | 119K | 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 | 0.05 |
| 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 | $269K | 278K | 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 | 0.22 |
| 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 | 0.12 |
| 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 | $668K | 688K | 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 | $508K | 507K | 0.08 |
| 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 | 0.27 |
| 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 | $1M | 1M | 0.20 |
| 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 | 0.08 |
| 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 | 0.16 |
| 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 | 0.16 |
| 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 | $235K | 258K | 0.04 |
| HALEON UK CAPITAL PLC REGD 3.12500000 (HALEON UK CAPI 3.125% 03/24/25) | Long | Debt | GB | $982K | 1M | 0.16 |
| 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 | 0.16 |
| HCA INC REGD 3.12500000 (HCA INC 3.125% 03/15/27) | Long | Debt | US | $3M | 3M | 0.42 |
| HCA INC REGD 5.25000000 (HCA INC 5.25% 04/15/25) | Long | Debt | US | $1M | 1M | 0.17 |
| HCA INC REGD 5.37500000 (HCA INC 5.375% 09/01/26) | Long | Debt | US | $2M | 2M | 0.32 |
| 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 | 0.27 |
| HILL FL 2024-1BV SER 2024-1FL CL B V/R REGD REG S /EUR/ 4.67900000 (HILL 2024-1 V/R 02/18/32 /EUR/) | Long | ABS-collateralized bond/debt obligation | NL | $215K | 200K | 0.03 |
| HOLMES MASTER ISSUER PLC SER 2023-1X CL A1 V/R REGD REG S /GBP/ 5.80634000 (HMI 2023-1X V/R 01/15/28 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $845K | 666K | 0.13 |
| HONDA AUTO RECEIVABLES 2024-1 OWNER TRUST SER 2024-1 CL A2 REGD 5.36000000 (HAROT 2024-1 A 5.36% 08/15/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.33 |
| HSBC HOLDINGS PLC REGD V/R 4.18000000 (HSBC HOLDINGS PLC V/R 12/09/25) | Long | Debt | GB | $993K | 1M | 0.16 |
| HSBC HOLDINGS PLC REGD V/R 4.29200000 (HSBC HOLDINGS PLC V/R 09/12/26) | Long | Debt | GB | $786K | 800K | 0.12 |
| HSBC HOLDINGS PLC REGD V/R 5.88700000 (HSBC HOLDINGS PLC V/R 08/14/27) | Long | Debt | GB | $2M | 2M | 0.33 |
| HSBC USA INC DISC 10/11/24 0.00000000 | Long | Short-term investment vehicle | US | $2M | – | 0.31 |
| HSBC USA INC DISC 08/22/24 0.00000000 | Long | Short-term investment vehicle | US | $992K | – | 0.16 |
| HSBC USA INC DISCOUNT_________ COMMERCIAL PAPER 0.00000000 (HSBC USA INC DISC 09/09/24) | Long | Short-term investment vehicle | US | $2M | – | 0.34 |
| HSBC USA INC REGD 5.62500000 (HSBC USA INC 5.625% 03/17/25) | Long | Debt | US | $2M | 2M | 0.24 |
| HUMANA INC REGD 1.35000000 (HUMANA INC 1.35% 02/03/27) | Long | Debt | US | $816K | 900K | 0.13 |
| HYATT HOTELS CORP REGD 1.80000000 (HYATT HOTELS COR 1.8% 10/01/24) | Long | Debt | US | $495K | 500K | 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 | $285K | 285K | 0.05 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-A SER 2023-A CL A3 REGD 4.58000000 (HART 2023-A A3 4.58% 04/15/27) | Long | ABS-collateralized bond/debt obligation | US | $496K | 500K | 0.08 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B SER 2023-B CL A2B V/R REGD 5.81303000 (HART 2023-B A2B V/R 05/15/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.21 |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL A3 REGD 4.99000000 (HART 2024-A A3 4.99% 02/15/29) | Long | ABS-collateralized bond/debt obligation | US | $3M | 3M | 0.50 |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 1.00000000 (HYUNDAI CAPITAL AM 1% 09/17/24) | Long | Debt | US | $3M | 3M | 0.47 |
| HYUNDAI CAPITAL AMERICA REGD V/R 144A P/P 6.51205200 (HYUNDAI CAPITAL A V/R 08/04/25) | Long | Debt | US | $1M | 1M | 0.17 |
| ILPT COMMERCIAL MORTGAGE TRUST 2022-LPF2 SER 2022-LPF2 CL A V/R REGD 144A P/P 7.57384000 (ILPT 2022-LPF2 A V/R 10/15/24) | Long | ABS-collateralized bond/debt obligation | US | $477K | 480K | 0.08 |
| IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.12500000 (IMPERIAL BRAND 3.125% 07/26/24) | Long | Debt | GB | $1M | 1M | 0.17 |
| IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 (IMPERIAL BRANDS 3.5% 07/26/26) | Long | Debt | GB | $768K | 800K | 0.12 |
| INCITEC PIVOT LTD /AUD/ REGD REG S MTN 4.30000000 (INCITEC PIV 4.3% 03/18/26/AUD/) | Long | Debt | AU | $457K | 700K | 0.07 |
| 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 | 0.05 |
| ING GROEP NV REGD V/R 7.01583000 (ING GROEP NV V/R 03/28/26) | Long | Debt | NL | $1M | 1M | 0.16 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GDIF 0.65000000 (IBRD 0.65% 02/10/26) | Long | Debt | $3M | 3M | 0.46 | |
| INTOWN 2022-STAY MORTGAGE TRUST SER 2022-STAY CL A V/R REGD 144A P/P 7.81760000 (TOWN 2022-STAY A V/R 08/15/24) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.20 |
| ISRAEL ELECTRIC CORP LTD REGD SER 6 5.00000000 (ISRAEL ELECTRIC CO 5% 11/12/24) | Long | Debt | IL | $2M | 2M | 0.28 |
| JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1227 0.00000000 (JAPAN TREASU ZCP 07/29/24/JPY/) | Long | Short-term investment vehicle | JP | $4M | – | 0.66 |
| JDE PEET'S NV REGD 144A P/P 0.80000000 (JDE PEET'S NV 0.8% 09/24/24) | Long | Debt | NL | $395K | 400K | 0.06 |
| JM SMUCKER CO REGD SER WI 3.50000000 (JM SMUCKER CO 3.5% 03/15/25) | Long | Debt | US | $985K | 1M | 0.16 |
| JOHN DEERE CAPITAL CORP REGD MTN 1.75000000 (JOHN DEERE CAPI 1.75% 03/09/27) | Long | Debt | US | $1M | 1M | 0.22 |
| JPY/USD FWD 20240729 000004562 USD | Derivative-foreign exchange | $213K | – | 0.03 | ||
| JUPITER MORTGAGE NO 1 PLC SER 1X CL AR V/R REGD REG S /GBP/ 6.22395000 (JUPIT 1X AR V/R 07/20/55 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $845K | 666K | 0.13 |
| KANSAI ELECTRIC POWER CO REGD 2.55000000 (KANSAI ELECTRIC 2.55% 09/17/24) | Long | Debt | JP | $2M | 2M | 0.27 |
| KEURIG DR PEPPE DISC 07/19/24 0.00000000 | Long | Short-term investment vehicle | US | $1M | – | 0.19 |
| KOREA SOUTHERN POWER /AUD/ REGD V/R 5.37860000 (KOREA SOUTHE V/R 10/30/24/AUD/) | Long | Debt | KR | $333K | 500K | 0.05 |
| KOROMO ITALY SRL SER 1 CL A V/R REGD REG S /EUR/ 4.42200000 (KORIT 1 A V/R 02/26/35 /EUR/) | Long | ABS-collateralized bond/debt obligation | IT | $361K | 337K | 0.06 |
| KREF 2022-FL3 LTD SER 2022-FL3 CL A V/R REGD 144A P/P 6.78867000 (KREF 2022-FL3 A V/R 02/17/39) | Long | ABS-collateralized bond/debt obligation | KY | $264K | 265K | 0.04 |
| L3HARRIS TECH INC REGD 5.40000000 (L3HARRIS TECH IN 5.4% 01/15/27) | Long | Debt | US | $2M | 2M | 0.32 |
| LAS VEGAS SANDS CORP REGD 5.90000000 (LAS VEGAS SANDS 5.9% 06/01/27) | Long | Debt | US | $653K | 650K | 0.10 |
| LEASEPLAN CORPORATION NV REGD 144A P/P 2.87500000 (LEASEPLAN CORP 2.875% 10/24/24) | Long | Debt | NL | $1M | 2M | 0.24 |
| 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 | 0.16 |
| LLOYDS BANKING GROUP PLC REGD 4.45000000 (LLOYDS BANKING 4.45% 05/08/25) | Long | Debt | GB | $2M | 2M | 0.28 |
| LLOYDS BANKING GROUP PLC REGD V/R 2.43800000 (LLOYDS BANKING GR V/R 02/05/26) | Long | Debt | GB | $392K | 400K | 0.06 |
| LT AUTORAHOITUS IV DAC SER 4 CL A V/R REGD REG S /EUR/ 4.26900000 (TOMMI 4 A V/R 07/18/33 /EUR/) | Long | ABS-collateralized bond/debt obligation | IE | $432K | 402K | 0.07 |
| LT AUTORAHOITUS V DAC SER 5 CL B V/R REGD REG S /EUR/ 4.47900000 (TOMMI 5 B V/R 05/18/35 /EUR/) | Long | ABS-collateralized bond/debt obligation | IE | $425K | 400K | 0.07 |
| LUX 2023-LION SER 2023-LION CL A V/R REGD 144A P/P 8.01878000 (LUX 2023-LION A V/R 08/15/25) | Long | ABS-collateralized bond/debt obligation | US | $186K | 185K | 0.03 |
| LVMH MOET HEN DISC 11/15/24 0.00000000 | Long | Short-term investment vehicle | US | $5M | – | 0.77 |
| 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 | 0.08 |
| MADISON PARK FUNDING XXXIII LTD SER 2019-33A CL AR V/R REGD 144A P/P 6.61856000 (MDPK 2019-33A AR V/R 10/15/32) | Long | ABS-collateralized bond/debt obligation | KY | $250K | 250K | 0.04 |
| MASSMUTUAL GLOBAL FUNDIN REGD 144A P/P MTN 5.10000000 (MASSMUTUAL GLOBA 5.1% 04/09/27) | Long | Debt | US | $835K | 835K | 0.13 |
| 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 | 0.09 |
| 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 | $366K | 500K | 0.06 |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-2 SER 2023-2 CL A2 REGD 5.92000000 (MBART 2023-2 A 5.92% 11/16/26) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.16 |
| MERCEDES-BENZ FIN NA REGD 144A P/P 4.90000000 (MERCEDES-BENZ FI 4.9% 01/09/26) | Long | Debt | US | $2M | 2M | 0.33 |
| 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 | $1M | 1M | 0.18 |
| 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 | $260K | 295K | 0.04 |
| MITSUBISHI HC CAPITAL REGD 144A P/P 3.63700000 (MITSUBISHI HC 3.637% 04/13/25) | Long | Debt | JP | $295K | 300K | 0.05 |
| MITSUBISHI UFJ FIN GRP REGD V/R 3.83700000 (MITSUBISHI UFJ FI V/R 04/17/26) | Long | Debt | JP | $394K | 400K | 0.06 |
| MITSUBISHI UFJ FIN GRP REGD V/R 5.06300000 (MITSUBISHI UFJ FI V/R 09/12/25) | Long | Debt | JP | $699K | 700K | 0.11 |
| MITSUBISHI UFJ FIN GRP REGD V/R 6.30623000 (MITSUBISHI UFJ FI V/R 02/20/26) | Long | Debt | JP | $1M | 1M | 0.16 |
| MITSUBISHI UFJ FIN GRP REGD V/R 7.00748700 (MITSUBISHI UFJ FI V/R 07/18/25) | Long | Debt | JP | $1M | 1M | 0.21 |
| MIZUHO BANK LTD/SYDNEY VARIABLE SER TCD /AUD/ CTF OF DEPOSIT 4.92770000 (MIZUHO BANK V/R 08/07/24 /AUD/) | Long | Debt | JP | $667K | 1M | 0.11 |
| MIZUHO BANK LTD/SYDNEY________ VARIABLE SER TCD /AUD/ CTF OF DEPOSIT 5.21780000 (MIZUHO BANK V/R 09/14/26 /AUD/) | Long | Debt | JP | $334K | 500K | 0.05 |
| MIZUHO FINANCIAL GROUP REGD V/R 2.83900000 (MIZUHO FINANCIAL V/R 07/16/25) | Long | Debt | JP | $799K | 800K | 0.13 |
| MORGAN STANLEY BANK NA REGD SER BKNT 5.88200000 (MORGAN STANLEY 5.882% 10/30/26) | Long | Debt | US | $1M | 1M | 0.23 |
| MORGAN STANLEY BANK NA REGD V/R SER BKNT 4.95200000 (MORGAN STANLEY BA V/R 01/14/28) | Long | Debt | US | $5M | 5M | 0.76 |
| 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 | 0.09 |
| MORGAN STANLEY REGD V/R MTN 1.16400000 (MORGAN STANLEY V/R 10/21/25) | Long | Debt | US | $1M | 1M | 0.22 |
| MORGAN STANLEY REGD V/R MTN 5.65200000 (MORGAN STANLEY V/R 04/13/28) | Long | Debt | US | $2M | 2M | 0.35 |
| MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL A V/R REGD 144A P/P 6.72690000 (MTN 2022-LPFL A V/R 03/15/27) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.17 |
| 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 | 0.07 |
| NATIONAL AUSTRALIA BK/NY REGD 4.75000000 (NATIONAL AUSTRA 4.75% 12/10/25) | Long | Debt | AU | $1M | 1M | 0.23 |
| 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 | 0.10 |
| NATWEST MARKETS PLC REGD 144A P/P 3.47900000 (NATWEST MARKET 3.479% 03/22/25) | Long | Debt | GB | $2M | 2M | 0.28 |
| NATWEST MARKETS PLC REGD 144A P/P 5.41600000 (NATWEST MARKET 5.416% 05/17/27) | Long | Debt | GB | $700K | 700K | 0.11 |
| 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 | $283K | 284K | 0.04 |
| 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 | $1M | 1M | 0.20 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2 SER 2019-D CL A2B V/R REGD 144A P/P 6.49332000 (NAVSL 2019-D A2B V/R 09/15/29) | Long | ABS-collateralized bond/debt obligation | US | $244K | 244K | 0.04 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2 SER 2021-DA CL A V/R REGD 144A P/P 6.51000000 (NAVSL 2021-DA A V/R 04/15/32) | Long | ABS-collateralized bond/debt obligation | US | $283K | 294K | 0.04 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G SER 2019-GA CL A REGD 144A P/P 2.40000000 (NAVSL 2019-GA A 2.4% 05/15/28) | Long | ABS-collateralized bond/debt obligation | US | $113K | 120K | 0.02 |
| NAVIENT STUDENT LOAN TRUST 2019-B SER 2019-BA CL A2B V/R REGD 144A P/P 6.42332000 (NAVSL 2019-BA A2 V/R 02/15/28) | Long | ABS-collateralized bond/debt obligation | US | $166K | 166K | 0.03 |
| 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 | $553K | 554K | 0.09 |
| NELNET STUDENT LOAN TRUST 2021-C SER 2021-CA CL AFL V/R REGD 144A P/P 6.19315000 (NSLT 2021-CA AFL V/R 04/20/62) | Long | ABS-collateralized bond/debt obligation | US | $728K | 733K | 0.12 |
| 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 | $241K | 261K | 0.04 |
| 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 | $359K | 392K | 0.06 |
| NEW YORK LIFE GLOBAL FDG REGD 144A P/P MTN 5.45000000 (NEW YORK LIFE G 5.45% 09/18/26) | Long | Debt | US | $4M | 4M | 0.60 |
| NEWDAY FUNDING SER 2024-1X CL A V/R REGD REG S /GBP/ 6.38350000 (NDFT 2024-1 V/R 03/15/27 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $677K | 534K | 0.11 |
| NEXTERA ENERGY CAPITAL REGD 3.55000000 (NEXTERA ENERGY 3.55% 05/01/27) | Long | Debt | US | $1M | 2M | 0.23 |
| NEXTERA ENERGY CAPITAL REGD 4.25500000 (NEXTERA ENERGY 4.255% 09/01/24) | Long | Debt | US | $1M | 1M | 0.19 |
| NEXTERA ENERGY CAPITAL REGD 4.62500000 (NEXTERA ENERGY 4.625% 07/15/27) | Long | Debt | US | $1M | 1M | 0.19 |
| NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.12500000 (NISSAN MOTOR A 1.125% 09/16/24) | Long | Debt | US | $3M | 3M | 0.53 |
| NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.85000000 (NISSAN MOTOR AC 1.85% 09/16/26) | Long | Debt | US | $458K | 500K | 0.07 |
| NISSAN MOTOR CO REGD 144A P/P 3.52200000 (NISSAN MOTOR C 3.522% 09/17/25) | Long | Debt | JP | $582K | 600K | 0.09 |
| NOMURA HOLDINGS INC REGD 1.85100000 (NOMURA HOLDING 1.851% 07/16/25) | Long | Debt | JP | $2M | 2M | 0.29 |
| NORDEA BANK ABP REGD V/R 144A P/P 6.11383500 (NORDEA BANK ABP V/R 03/19/27) | Long | Debt | FI | $1M | 1M | 0.19 |
| NORDEA BANK ABP REGD V/R 144A P/P 6.33108100 (NORDEA BANK ABP V/R 06/06/25) | Long | Debt | FI | $503K | 500K | 0.08 |
| NORTHROP GRUMMAN CORP REGD 2.93000000 (NORTHROP GRUMMA 2.93% 01/15/25) | Long | Debt | US | $2M | 2M | 0.31 |
| NORTHROP GRUMMAN CORP REGD 3.20000000 (NORTHROP GRUMMAN 3.2% 02/01/27) | Long | Debt | US | $893K | 936K | 0.14 |
| NTT FINANCE CORP REGD 144A P/P 1.16200000 (NTT FINANCE CO 1.162% 04/03/26) | Long | Debt | JP | $3M | 4M | 0.53 |
| NTT FINANCE CORP REGD 144A P/P 4.14200000 (NTT FINANCE CO 4.142% 07/26/24) | Long | Debt | JP | $370K | 370K | 0.06 |
| OCBC/SYDNEY /AUD/ REGD V/R MTN 4.63040000 (OCBC/SYDNEY V/R 08/12/24/AUD/) | Long | Debt | SG | $667K | 1M | 0.11 |
| ONEMAIN DIRECT AUTO RECEIVABLES TR SER 2022-1A CL A2 V/R REGD 144A P/P 6.93303000 (ODART 2022-1A A2 V/R 10/14/25) | Long | ABS-collateralized bond/debt obligation | US | $839K | 835K | 0.13 |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL A2 V/R REGD 144A P/P 6.83303000 (OMFIT 2023-2A A2 V/R 11/14/27) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.26 |
| ONEOK INC REGD 5.55000000 (ONEOK INC 5.55% 11/01/26) | Long | Debt | US | $2M | 2M | 0.24 |
| OPTUS FINANCE PTY LTD /AUD/ REGD REG S MTN 1.60000000 (OPTUS FINAN 1.6% 07/01/25/AUD/) | Long | Debt | AU | $643K | 1M | 0.10 |
| ORACLE CORP REGD 2.80000000 (ORACLE CORP 2.8% 04/01/27) | Long | Debt | US | $1M | 1M | 0.22 |
| ORACLE CORP REGD 2.95000000 (ORACLE CORP 2.95% 11/15/24) | Long | Debt | US | $990K | 1M | 0.16 |
| ORACLE CORP REGD 2.95000000 (ORACLE CORP 2.95% 05/15/25) | Long | Debt | US | $977K | 1M | 0.15 |
| ORACLE CORP REGD 3.40000000 (ORACLE CORP 3.4% 07/08/24) | Long | Debt | US | $2M | 2M | 0.26 |
| ORIX CORP REGD 3.25000000 (ORIX CORP 3.25% 12/04/24) | Long | Debt | JP | $396K | 400K | 0.06 |
| 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 | $8K | 8K | 0.00 |
| PACIFIC GAS & ELECTRIC REGD 3.40000000 (PACIFIC GAS & EL 3.4% 08/15/24) | Long | Debt | US | $100K | 100K | 0.02 |
| PALMER SQUARE CLO 2018-3 LTD SER 2013-2A CL A1A3 V/R REGD 144A P/P 6.57868000 (PLMRS 2013-2A A1 V/R 10/17/31) | Long | ABS-collateralized bond/debt obligation | KY | $187K | 187K | 0.03 |
| 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 | $248K | 251K | 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 | $126K | 127K | 0.02 |
| PCL FUNDING VI PLC SER 2022-1 CL A V/R REGD REG S /GBP/ 6.60350000 (PCLF 2022-1 V/R 07/15/24 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $914K | 723K | 0.14 |
| PFIZER INVESTMENT ENTER REGD 4.65000000 (PFIZER INVESTME 4.65% 05/19/25) | Long | Debt | SG | $2M | 2M | 0.25 |
| PHILIP MORRIS INTL INC REGD 4.75000000 (PHILIP MORRIS I 4.75% 02/12/27) | Long | Debt | US | $2M | 2M | 0.24 |
| PONY SA COMPARTMENT GERMAN AUTO LOANS 2024-1 SER 2024-1 CL A V/R REGD REG S /EUR/ 0.00000000 (PONY 2024-1 V/R 08/14/28 /EUR/) | Long | ABS-collateralized bond/debt obligation | LU | $857K | 800K | 0.14 |
| PONY SA COMPARTMENT GERMAN AUTO LOANS 2024-1 SER 2024-1 CL B V/R REGD REG S /EUR/ 0.00000000 (PONY 2024-1 V/R 08/14/28 /EUR/) | Long | ABS-collateralized bond/debt obligation | LU | $107K | 100K | 0.02 |
| 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 | $530K | 540K | 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 | 0.03 |
| PRODIGY FINANCE CM2021-1 DAC SER 2021-1A CL A V/R REGD P/P 6.70971000 (PRDGY 2021-1A A V/R 07/25/51) | Long | ABS-collateralized bond/debt obligation | IE | $50K | 50K | 0.01 |
| RED & BLACK AUTO GERMANY 10 UG SER 10 CL B V/R REGD REG S /EUR/ 4.79900000 (RNBAG 10 B V/R 12/15/27 /EUR/) | Long | ABS-collateralized bond/debt obligation | DE | $107K | 100K | 0.02 |
| RED & BLACK AUTO GERMANY 8 UG SER 8 CL B V/R REGD REG S /EUR/ 4.34900000 (RNBAG 8 B V/R 09/15/30 /EUR/) | Long | ABS-collateralized bond/debt obligation | DE | $109K | 102K | 0.02 |
| RED & BLACK AUTO ITALY SRL SER 1 CL A V/R REGD REG S /EUR/ 4.50500000 (RNBAI 1 A V/R 09/28/25 /EUR/) | Long | ABS-collateralized bond/debt obligation | IT | $471K | 440K | 0.07 |
| RED & BLACK AUTO ITALY SRL SER 2 CL A1 V/R REGD REG S /EUR/ 4.64600000 (RNBAI 2 A1 V/R 02/28/28 /EUR/) | Long | ABS-collateralized bond/debt obligation | IT | $727K | 675K | 0.12 |
| RED & BLACK AUTO ITALY SRL SER 2 CL B V/R REGD REG S /EUR/ 5.44600000 (RNBAI 2 B V/R 02/28/28 /EUR/) | Long | ABS-collateralized bond/debt obligation | IT | $121K | 112K | 0.02 |
| RENESAS ELECTRONICS CORP REGD 144A P/P 1.54300000 (RENESAS ELECTR 1.543% 11/26/24) | Long | Debt | JP | $2M | 2M | 0.30 |
| RESIMAC BASTILLE TRUST SERIES 2021-2NC SER 2021-2NCA CL A1A V/R REGD 144A P/P 6.09366000 (RESI 2021-2NCA A V/R 02/03/53) | Long | ABS-collateralized bond/debt obligation | AU | $120K | 120K | 0.02 |
| REVOCAR 2024-1 UG SER 2024-1 CL A V/R REGD REG S /EUR/ 4.16800000 (REVOC 2024- V/R 02/21/37 /EUR/) | Long | ABS-collateralized bond/debt obligation | DE | $620K | 577K | 0.10 |
| ROCHE HOLDINGS INC REGD 144A P/P 2.62500000 (ROCHE HOLDINGS 2.625% 05/15/26) | Long | Debt | US | $2M | 2M | 0.28 |
| ROCKFORD TOWER CLO 2017-3 LTD SER 2017-3A CL A V/R REGD 144A P/P 6.77617000 (ROCKT 2017-3A A V/R 10/20/30) | Long | ABS-collateralized bond/debt obligation | KY | $155K | 155K | 0.02 |
| ROGERS COMMUNICATIONS IN REGD 2.95000000 (ROGERS COMMUNIC 2.95% 03/15/25) | Long | Debt | CA | $5M | 5M | 0.74 |
| ROGERS COMMUNICATIONS IN REGD 3.20000000 (ROGERS COMMUNICA 3.2% 03/15/27) | Long | Debt | CA | $2M | 2M | 0.33 |
| ROYAL BANK OF CANADA REGD MTN 5.66000000 (ROYAL BANK OF C 5.66% 10/25/24) | Long | Debt | CA | $980K | 980K | 0.15 |
| ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 6.43815400 (ROYAL BANK OF CAN V/R 07/20/26) | Long | Debt | CA | $2M | 2M | 0.32 |
| RR 3 LTD SER 2018-3A CL A1R2 V/R REGD 144A P/P 6.68017000 (RRAM 2018-3A A1R V/R 01/15/30) | Long | ABS-collateralized bond/debt obligation | KY | $418K | 417K | 0.07 |
| RTX CORP REGD 2.65000000 (RTX CORP 2.65% 11/01/26) | Long | Debt | US | $2M | 2M | 0.30 |
| RTX CORP REGD 3.12500000 (RTX CORP 3.125% 05/04/27) | Long | Debt | US | $1M | 1M | 0.16 |
| SABINE PASS LIQUEFACTION REGD 5.87500000 (SABINE PASS LI 5.875% 06/30/26) | Long | Debt | US | $2M | 2M | 0.24 |
| SABINE PASS LIQUEFACTION REGD SER WI 5.62500000 (SABINE PASS LI 5.625% 03/01/25) | Long | Debt | US | $2M | 2M | 0.31 |
| 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 | 0.16 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4 SER 2023-4 CL A2 REGD 6.18000000 (SDART 2023-4 A 6.18% 04/15/25) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.28 |
| SANTANDER HOLDINGS USA REGD V/R 6.12400000 (SANTANDER HOLDING V/R 05/31/27) | Long | Debt | US | $768K | 765K | 0.12 |
| SC GERMANY SA COMPARTMENT CONSUMER 2020-1 SER 2020-1 CL C V/R REGD REG S /EUR/ 5.38000000 (SCGC 2020-1 V/R 11/14/31 /EUR/) | Long | ABS-collateralized bond/debt obligation | LU | $142K | 132K | 0.02 |
| SEMPRA DISC 11/12/24 0.00000000 | Long | Short-term investment vehicle | US | $2M | – | 0.31 |
| SILVERSTONE MASTER ISSUER PLC SER 2022-1X CL 2A V/R REGD REG S /GBP/ 5.51395000 (SMI 2022-1X V/R 04/21/27 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $693K | 550K | 0.11 |
| SILVERSTONE MASTER ISSUER PLC SER 2023-1 CL 2A V/R REGD REG S /GBP/ 5.72395000 (SMI 2023-1 V/R 04/21/29 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $805K | 635K | 0.13 |
| SKANDINAVISKA ENSKILDA REGD 144A P/P 1.40000000 (SKANDINAVISKA EN 1.4% 11/19/25) | Long | Debt | SE | $2M | 2M | 0.28 |
| 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 | $191K | 191K | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRUST 2016-B SER 2016-B CL A2B V/R REGD 144A P/P 6.89332000 (SMB 2016-B A2B V/R 08/15/25) | Long | ABS-collateralized bond/debt obligation | US | $136K | 136K | 0.02 |
| 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 | $89K | 90K | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST 2017-A SER 2017-A CL A2B V/R REGD 144A P/P 6.34332000 (SMB 2017-A A2B V/R 09/15/34) | Long | ABS-collateralized bond/debt obligation | US | $444K | 443K | 0.07 |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-A SER 2020-A CL A2B V/R REGD 144A P/P 6.27332000 (SMB 2020-A A2B V/R 02/15/29) | Long | ABS-collateralized bond/debt obligation | US | $405K | 407K | 0.06 |
| 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 | $283K | 311K | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A SER 2021-A CL A2A1 V/R REGD 144A P/P 6.17332000 (SMB 2021-A A2A1 V/R 01/15/53) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.23 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A SER 2021-A CL APL V/R REGD 144A P/P 6.17332000 (SMB 2021-A APL V/R 01/15/53) | Long | ABS-collateralized bond/debt obligation | US | $172K | 173K | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D SER 2021-D CL A1B V/R REGD 144A P/P 6.04332000 (SMB 2021-D A1B V/R 08/15/30) | Long | ABS-collateralized bond/debt obligation | US | $152K | 154K | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 6.78303000 (SMB 2022-B A1B V/R 02/16/55) | Long | ABS-collateralized bond/debt obligation | US | $1M | 1M | 0.22 |
| 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 | $209K | 205K | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-D SER 2022-D CL A1B V/R REGD 144A P/P 7.13303000 (SMB 2022-D A1B V/R 10/15/58) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.34 |
| 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 |
| SMRT 2022-MINI SER 2022-MINI CL A V/R REGD 144A P/P 6.32900000 (SMRT 2022-MINI A V/R 01/15/24) | Long | ABS-collateralized bond/debt obligation | US | $346K | 350K | 0.05 |
| SOCIETE GENERAL REGD V/R REG S 6.40815500 (SOCIETE GENERALE V/R 01/21/26) | Long | Debt | FR | $1M | 1M | 0.17 |
| SOCIETE GENERALE REGD V/R 144A P/P 6.40815500 (SOCIETE GENERALE V/R 01/21/26) | Long | Debt | FR | $500K | 500K | 0.08 |
| SOUTHERN CAL EDISON REGD 5.85000000 (SOUTHERN CAL ED 5.85% 11/01/27) | Long | Debt | US | $856K | 840K | 0.14 |
| SPRINT LLC REGD 7.62500000 (SPRINT LLC 7.625% 03/01/26) | Long | Debt | US | $2M | 2M | 0.33 |
| 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 | $887K | 900K | 0.14 |
| STANDARD CHARTERED PLC REGD V/R 144A P/P 7.11582600 (STANDARD CHARTERE V/R 03/30/26) | Long | Debt | GB | $503K | 500K | 0.08 |
| STANDARD CHARTERED PLC REGD V/R REG S 2.81900000 (STANDARD CHARTERE V/R 01/30/26) | Long | Debt | GB | $1M | 1M | 0.17 |
| STANDARD CHARTERED PLC REGD V/R REG S 6.29887800 (STANDARD CHARTERE V/R 11/23/25) | Long | Debt | GB | $200K | 200K | 0.03 |
| 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 | $135K | 142K | 0.02 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV SER 2020-INV1 CL A1 V/R REGD 144A P/P 1.02700000 (STAR 2020-INV1 A V/R 11/25/55) | Long | ABS-collateralized bond/debt obligation | US | $78K | 85K | 0.01 |
| 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 | $188K | 207K | 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 | 0.24 |
| SUMITOMO MITSUI FINL GRP REGD V/R 6.65492600 (SUMITOMO MITSUI F V/R 07/13/26) | Long | Debt | JP | $406K | 400K | 0.06 |
| SUMITOMO MITSUI TR BK LT REGD 144A P/P MTN 0.80000000 (SUMITOMO MITSUI 0.8% 09/16/24) | Long | Debt | JP | $198K | 200K | 0.03 |
| SWEDBANK AB REGD 144A P/P 6.13600000 (SWEDBANK AB 6.136% 09/12/26) | Long | Debt | SE | $2M | 2M | 0.38 |
| SYDNEY AIRPORT FINANCE REGD REG S 3.62500000 (SYDNEY AIRPORT 3.625% 04/28/26) | Long | Debt | AU | $2M | 2M | 0.26 |
| 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 | 0.16 |
| T-MOBILE USA INC REGD 2.25000000 (T-MOBILE USA IN 2.25% 02/15/26) | Long | Debt | US | $4M | 4M | 0.67 |
| T-MOBILE USA INC REGD 2.62500000 (T-MOBILE USA I 2.625% 04/15/26) | Long | Debt | US | $2M | 2M | 0.35 |
| T-MOBILE USA INC REGD 3.50000000 (T-MOBILE USA INC 3.5% 04/15/25) | Long | Debt | US | $983K | 1M | 0.16 |
| T-MOBILE USA INC REGD SER WI 1.50000000 (T-MOBILE USA INC 1.5% 02/15/26) | Long | Debt | US | $507K | 540K | 0.08 |
| TAGUS - SOCIEDADE DE TITULARIZACAO DE CREDIT SER 1 CL B V/R REGD REG S /EUR/ 4.59600000 (VIRIF 1 B V/R 10/28/40 /EUR/) | Long | ABS-collateralized bond/debt obligation | PT | $282K | 270K | 0.04 |
| TARGA RESOURCES CORP REGD 5.20000000 (TARGA RESOURCES 5.2% 07/01/27) | Long | Debt | US | $2M | 2M | 0.31 |
| TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUS SER 2022-DPM CL A V/R REGD 144A P/P 7.51484000 (TCO 2022-DPM A V/R 05/15/24) | Long | ABS-collateralized bond/debt obligation | US | $523K | 520K | 0.08 |
| TCI-SYMPHONY CLO 2016-1 LTD SER 2016-1A CL AR2 V/R REGD 144A P/P 6.61017000 (TSYMP 2016-1A AR V/R 10/13/32) | Long | ABS-collateralized bond/debt obligation | KY | $235K | 234K | 0.04 |
| 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 | $403K | 403K | 0.06 |
| 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 | $1M | 2M | 0.24 |
| 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 | 0.20 |
| 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 | 0.08 |
| 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 | $1M | 2M | 0.23 |
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST SER 2022-C CL A2A REGD 3.83000000 (TAOT 2022-C A2 3.83% 04/15/24) | Long | ABS-collateralized bond/debt obligation | US | $62K | 62K | 0.01 |
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST SER 2022-C CL A2B V/R REGD 5.90303000 (TAOT 2022-C A2B V/R 04/15/24) | Long | ABS-collateralized bond/debt obligation | US | $82K | 82K | 0.01 |
| 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 | $788K | 800K | 0.12 |
| 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 | 0.06 |
| TOYOTA AUTO RECEIVABLES 2024-A OWNER TRUST SER 2024-A CL A3 REGD 4.83000000 (TAOT 2024-A A3 4.83% 10/16/28) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.65 |
| 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 | $828K | 827K | 0.13 |
| TOYOTA MOTOR CREDIT CORP REGD MTN 4.80000000 (TOYOTA MOTOR CRE 4.8% 01/05/26) | Long | Debt | US | $3M | 3M | 0.51 |
| TOYOTA MOTOR CREDIT CORP REGD V/R MTN 6.02228600 (TOYOTA MOTOR CRED V/R 09/11/25) | Long | Debt | US | $1M | 1M | 0.16 |
| TRANSURBAN QLD FINANCE /AUD/ REGD V/R REG S MTN 6.42090000 (TRANSURBAN Q V/R 12/16/24/AUD/) | Long | Debt | AU | $469K | 700K | 0.07 |
| 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 | 0.27 |
| 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 | 0.22 |
| UBS AG LONDON REGD V/R 144A P/P 5.81425000 (UBS AG LONDON V/R 08/09/24) | Long | Debt | CH | $2M | 2M | 0.26 |
| UBS AG STAMFORD CT REGD MTN 3.62500000 (UBS AG STAMFOR 3.625% 09/09/24) | Long | Debt | CH | $299K | 300K | 0.05 |
| UBS AG STAMFORD CT REGD MTN 3.70000000 (UBS AG STAMFORD 3.7% 02/21/25) | Long | Debt | CH | $1M | 2M | 0.23 |
| UBS GROUP AG REGD V/R 144A P/P 4.49000000 (UBS GROUP AG V/R 08/05/25) | Long | Debt | CH | $699K | 700K | 0.11 |
| UBS GROUP AG REGD V/R 144A P/P 6.32700000 (UBS GROUP AG V/R 12/22/27) | Long | Debt | CH | $1M | 1M | 0.23 |
| UK LOGISTICS 2024-1 DAC SER 2024-1X CL A V/R REGD REG S /GBP/ 0.00000000 (UKLOG 2024- V/R 05/17/29 /GBP/) | Long | ABS-collateralized bond/debt obligation | GB | $256K | 202K | 0.04 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 09/24/24) | Long | Short-term investment vehicle | US | $20M | – | 3.20 |
| UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 09/19/24) | Long | Short-term investment vehicle | US | $61K | – | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 (US TIPS 2.125% 04/15/29) | Long | Debt | US | $4M | 4M | 0.67 |
| UNITED STATES TREASURY NOTE 0.00000000 (WI TREASURY SE 4.5% 05/31/29) | Long | Debt | US | $5M | 5M | 0.80 |
| UNITED STATES TREASURY NOTE 0.37500000 (US TREAS NTS 0.375% 09/15/24) | Long | Debt | US | $9M | 9M | 1.41 |
| UNITED STATES TREASURY NOTE 1.37500000 (US TREAS NTS 1.375% 01/31/25) | Long | Debt | US | $8M | 9M | 1.34 |
| UNITED STATES TREASURY NOTE 1.50000000 (US TREAS NTS 1.5% 09/30/24) | Long | Debt | US | $990K | 1M | 0.16 |
| UNITED STATES TREASURY NOTE 1.87500000 (US TREAS NTS 1.875% 08/31/24) | Long | Debt | US | $11M | 11M | 1.73 |
| UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 06/30/25) | Long | Debt | US | $23M | 24M | 3.71 |
| UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 04/30/25) | Long | Debt | US | $21M | 21M | 3.33 |
| VENTURE XVIII CLO LTD SER 2014-18A CL AR V/R REGD P/P 6.81017000 (VENTR 2014-18A A V/R 10/15/29) | Long | ABS-collateralized bond/debt obligation | KY | $109K | 109K | 0.02 |
| 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 |
| VERIZON MASTER TRUST SER 2024-1 CL A1B V/R REGD 5.98303000 (VZMT 2024-1 A1B V/R 12/20/28) | Long | ABS-collateralized bond/debt obligation | US | $2M | 2M | 0.25 |
| VITA SCIENTIA 2022-1 DAC SER 2022-1X CL A V/R REGD REG S /EUR/ 5.10100000 (VISCI 2022- V/R 02/27/33 /EUR/) | Long | ABS-collateralized bond/debt obligation | IE | $1M | 1000K | 0.17 |
| VMWARE LLC REGD 1.00000000 (VMWARE LLC 1% 08/15/24) | Long | Debt | US | $1M | 2M | 0.24 |
| VMWARE LLC REGD 1.40000000 (VMWARE LLC 1.4% 08/15/26) | Long | Debt | US | $2M | 2M | 0.29 |
| VMWARE LLC REGD 3.90000000 (VMWARE LLC 3.9% 08/21/27) | Long | Debt | US | $720K | 750K | 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 | $630K | 629K | 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 | 0.10 |
| 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 | $1M | 1M | 0.22 |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 SER 2023-2 CL A2B V/R REGD 5.96300000 (VALET 2023-2 A2B V/R 10/20/25) | Long | ABS-collateralized bond/debt obligation | US | $4M | 4M | 0.60 |
| VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.80000000 (VOLKSWAGEN GROUP 5.8% 09/12/25) | Long | Debt | US | $221K | 221K | 0.04 |
| VOLKSWAGEN GROUP AMERICA REGD V/R 144A P/P 6.20426000 (VOLKSWAGEN GROUP V/R 03/20/26) | Long | Debt | US | $502K | 500K | 0.08 |
| VOLKSWAGEN GROUP AMERICA REGD V/R 144A P/P 6.30174200 (VOLKSWAGEN GROUP V/R 09/12/25) | Long | Debt | US | $1M | 1M | 0.16 |
| VOYA CLO 2017-2 SER 2017-2A CL A1R V/R REGD 144A P/P 6.57017000 (VOYA 2017-2A A1R V/R 06/07/30) | Long | ABS-collateralized bond/debt obligation | KY | $121K | 121K | 0.02 |
| VW CR INC DISC 08/21/24 0.00000000 | Long | Short-term investment vehicle | US | $297K | – | 0.05 |
| WARNERMEDIA HOLDINGS INC REGD SER WI 3.63800000 (WARNERMEDIA HO 3.638% 03/15/25) | Long | Debt | US | $985K | 1M | 0.16 |
| WELLS FARGO & COMPANY REGD V/R MTN 2.40600000 (WELLS FARGO & COM V/R 10/30/25) | Long | Debt | US | $2M | 2M | 0.28 |
| WELLS FARGO & COMPANY REGD V/R MTN 5.70700000 (WELLS FARGO & COM V/R 04/22/28) | Long | Debt | US | $1M | 1M | 0.20 |
| WELLS FARGO & COMPANY REGD V/R MTN 6.42815500 (WELLS FARGO & COM V/R 04/22/28) | Long | Debt | US | $749K | 745K | 0.12 |
| WELLS FARGO BANK NA REGD 4.81100000 (WELLS FARGO BA 4.811% 01/15/26) | Long | Debt | US | $3M | 3M | 0.40 |
| WELLS FARGO BANK NA REGD V/R SER BKNT 6.16215800 (WELLS FARGO BANK V/R 08/01/25) | Long | Debt | US | $3M | 3M | 0.42 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 SER 2015-NXS2 CL A2 REGD 3.02000000 (WFCM 2015-NXS2 3.02% 03/15/20) | Long | ABS-collateralized bond/debt obligation | US | $96K | 97K | 0.02 |
| WESTPAC SECS NZ LTD 0% 05/16/25 0.00000000 | Long | Short-term investment vehicle | NZ | $2M | – | 0.30 |
| WIND RIVER 2013-1 CLO LTD SER 2013-1A CL A1RR V/R REGD 144A P/P 6.56617000 (WINDR 2013-1A A1 V/R 07/20/30) | Long | ABS-collateralized bond/debt obligation | KY | $34K | 34K | 0.01 |
| 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 | $225K | 225K | 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 | 0.07 |
| 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 | $500K | 500K | 0.08 |
| YOUNI ITALY 2024-1 SRL SER 2024-1 CL A V/R REGD REG S /EUR/ 4.48000000 (YOUIT 2024- V/R 03/25/29 /EUR/) | Long | ABS-collateralized bond/debt obligation | IT | $611K | 569K | 0.10 |
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.