Please ensure Javascript is enabled for purposes of website accessibility Asset-Backed Securities ETF - Janus Henderson Investors - LatAm Chile PA
For qualified investors in Chile

Asset-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of June 26, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 62,990 $3,191,703 $3,191,703 2.37 $3,191,703
Janus Henderson AA-A CLO ETF JA US 47103U613 - 59,750 $3,001,242 $3,001,242 2.23 $3,001,242
VERTICAL BRIDGE LLC 2016-1 5.602% 55, 5.60%, 08/16/55 VBTOW 2025-1A 92535VAS1 - 3,000,000 $2,989,405 $2,989,405 2.22 $2,982,869
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,862,000 $2,813,103 $2,813,103 2.09 $2,807,226
Sound Point CLO XXXIII C 5.91659% 25-APR-2035, 5.92%, 04/25/35 SNDPT 2022-1A 83616KAE7 - 2,700,000 $2,738,862 $2,738,862 2.04 $2,710,906
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 2,610,000 $2,586,562 $2,586,562 1.93 $2,580,112
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 2,153,308 $2,165,706 $2,165,706 1.60 $2,156,394
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.28%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 2,000,000 $2,004,558 $2,004,558 1.48 $2,003,401
Exeter Select Automobile Receivables Trust 2025-2 C 4.91% 15-DEC-2031, 4.91%, 12/15/31 ESART 2025-2 30185EAE3 - 2,000,000 $1,999,010 $1,999,010 1.48 $1,995,191
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,000,000 $1,997,827 $1,997,827 1.48 $1,996,680
SCCU Auto Receivables Trust 2025-1 (Space Coast Credit Union) C 5.08% 15-FEB-2032, 5.08%, 02/17/32 SCCU 2025-1A 80620BAF4 - 2,000,000 $1,996,854 $1,996,854 1.48 $1,992,903
OCCU Auto Receivables Trust 2025-1 (Oregon Community Credit Union) D 5.6% 15-NOV-2034, 5.60%, 11/15/34 OCCU 2025-1A 67098SAG5 - 2,000,000 $1,995,304 $1,995,304 1.48 $1,990,949
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 2,000,000 $1,975,952 $1,975,952 1.46 $1,973,567
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 1,931,437 $1,931,408 $1,931,408 1.43 $1,923,195
HILTON GRAND VACATIONS TRUS 4.73% 44, 4.73%, 05/25/44 HGVT 2025-2A 43285JAB0 - 1,926,505 $1,909,503 $1,909,503 1.41 $1,908,491
Lyra MUSIC Assets, Series 2025-1 A2 5.604% 20-SEP-2065, 5.60%, 09/20/65 LYRA 2025-1A 552339AD5 - 1,750,375 $1,765,793 $1,765,793 1.31 $1,763,340
Affirm Master Trust Series 2025-1 B 5.13% 15-FEB-2033, 5.13%, 02/15/33 AFRMT 2025-1A 00833BAB4 - 1,641,000 $1,648,657 $1,648,657 1.22 $1,645,383
BGSL Big Sky Funding LLC|5.5|12/31/2027, 5.50%, 12/31/27 BigSky - 1,600,000 $1,600,000 $1,600,000 1.18 $1,600,000
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF3 69382WAC6 - 1,646,000 $1,593,759 $1,593,759 1.18 $1,587,998
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 1,569,161 $1,573,237 $1,573,237 1.16 $1,570,281
Voya CLO 2024-7 C 5.52523% 20-JAN-2038, 5.53%, 01/20/38 VOYA 2024-7A 92920XAL5 - 1,500,000 $1,517,755 $1,517,755 1.12 $1,501,640
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 1,500,000 $1,506,425 $1,506,425 1.12 $1,505,593
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 1,500,000 $1,504,453 $1,504,453 1.11 $1,502,428
GM Financial Automobile Leasing Trust 2025-3 C 4.6% 20-JAN-2030, 4.60%, 01/21/30 GMALT 2025-3 379965AG1 - 1,500,000 $1,498,054 $1,498,054 1.11 $1,496,329
FHF Issuer Trust 2025-1 (First Help Financial Trust) C 5.69% 15-AUG-2031, 5.69%, 08/15/31 FHF 2025-1A 30340RAE6 - 1,500,000 $1,491,975 $1,491,975 1.10 $1,488,656
Western Funding Auto Loan Trust 2025-1 C 5.34% 15-NOV-2035, 5.34%, 11/15/35 WEFUN 2025-1 958250AC6 - 1,500,000 $1,490,719 $1,490,719 1.10 $1,487,604
OCCU Auto Receivables Trust 2025-1 (Oregon Community Credit Union) C 5.2% 15-OCT-2031, 5.20%, 10/15/31 OCCU 2025-1A 67098SAF7 - 1,480,000 $1,484,869 $1,484,869 1.10 $1,481,876
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 B1 4.835% 20-SEP-2033, 4.83%, 09/20/33 HACLN 2025-2 44644NAN9 - 1,437,774 $1,436,457 $1,436,457 1.06 $1,434,719
Avis Budget Rental Car Funding (AESOP) Series 2024-1 B 5.85% 20-JUN-2030, 5.85%, 06/20/30 AESOP 2024-1A 05377RHZ0 - 1,350,000 $1,378,543 $1,378,543 1.02 $1,376,568
AQUA FINANCE ISSUER TRUST 2 5.24% 51, 5.24%, 05/17/51 AQFIT 2025-B 03837GAC1 - 1,376,039 $1,363,651 $1,363,651 1.01 $1,361,248
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 1,283,071 $1,281,897 $1,281,897 0.95 $1,281,222
United Auto Credit Securitization Trust 2025-1 C 5.15% 10-JUN-2030, 5.15%, 06/10/30 UACST 2025-1 90945JAC1 - 1,250,000 $1,255,897 $1,255,897 0.93 $1,252,500
FOUNDATION FINANCE TRUST 20 5.07% 52, 5.07%, 08/15/52 FFIN 2025-3A 35042TAC6 - 1,250,000 $1,245,338 $1,245,338 0.92 $1,242,874
AQUA FINANCE ISSUER TRUST 2 4.79% 51, 4.79%, 05/17/51 AQFIT 2025-B 03837GAA5 - 1,087,536 $1,079,805 $1,079,805 0.80 $1,078,069
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,000,000 $1,012,453 $1,012,453 0.75 $1,010,069
Fidium and Fidium Fiber Finance Holdco, Series 2025-4 A2_254 5.522% 20-DEC-2055, 5.52%, 12/20/55 CNSL 2025-4A 315961AA0 - 1,000,000 $1,008,110 $1,008,110 0.75 $1,006,730
Business Jet Securities AB 0% 41, 5.46%, 06/15/41 BJETS 2026-1 12013JAA6 - 1,000,000 $1,006,565 $1,006,565 0.75 $1,004,440
ZAYO ISSUER LLC 5.546% 56, 5.55%, 04/20/56 ZAYO 2026-1A 98919WAU7 - 1,000,000 $1,005,775 $1,005,775 0.74 $1,004,389
SCG Trust 2025-SNIP C 5.52539% 15-SEP-2042, 5.53%, 09/15/42 SCG 2025-SNIP 78398JAE4 - 1,000,000 $1,004,290 $1,004,290 0.74 $1,002,142
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 1,000,000 $1,002,814 $1,002,814 0.74 $1,002,193
Tesla Lease Electric Vehicle Securitization 2025-A LLC 20-JUN-2029, 4.79%, 06/20/29 TLEVS 2025-A 88162VAF7 - 1,000,000 $1,001,346 $1,001,346 0.74 $1,000,149
Aligned Data Centers Issuer LLC|5.909|06/15/2056, 5.91%, 06/15/56 ADC 2026-1A 01627AAF5 - 1,000,000 $999,971 $999,971 0.74 $999,971
SoFi Consumer Loan Program 2025-3 Trust C 5.04% 25-AUG-2034, 5.04%, 08/15/34 SCLP 2025-3 83390JAC6 - 1,000,000 $999,550 $999,550 0.74 $998,990
Firstlight Issuer LLC|5.873|06/20/2056, 5.87%, 06/20/56 FLF 2026-1A 33769GAA4 - 1,000,000 $999,257 $999,257 0.74 $999,257
Sotheby's ArtFi Master Trust Series 2026-1 C 5.0% 20-JUN-2033, 5.00%, 06/20/33 ARTFI 2026-1A 83589DAD8 - 1,000,000 $999,256 $999,256 0.74 $998,006
CarMax Select Receivables Trust 2025-B C 4.83% 15-JUN-2031, 4.83%, 06/16/31 CMXS 2025-B 14320BAE9 - 1,000,000 $998,673 $998,673 0.74 $996,794
Credibly Asset Securitization II, Series 2026-1 A 5.4% 15-MAR-2032, 5.40%, 03/15/32 CRDBL 2026-1A 22530DAA2 - 1,000,000 $998,649 $998,649 0.74 $996,549
LMRK Issuer Co. 2 , Series 2025-1 A2 5.52% 15-SEP-2055, 5.52%, 09/15/55 LMRK 2025-1A 50209AAH4 - 1,000,000 $998,273 $998,273 0.74 $996,127
Upgrade Master Pass-Thru Trust, Series 2026-ST1 C 5.13% 15-MAR-2034, 5.13%, 03/15/34 UMPT 2026-ST1 91533VAC0 - 1,000,000 $997,889 $997,889 0.74 $995,894
Upstart Securitization Trust 2025-3 B 5.02% 20-SEP-2035, 5.02%, 09/20/35 UPST 2025 91684FAC2 - 1,000,000 $997,240 $997,240 0.74 $995,985
ARIVO ACCEPT AUTO LOAN 2025-1 C, 5.42%, 12/15/31 ARIVO 2025-1A 039962AC9 - 1,000,000 $996,931 $996,931 0.74 $994,823
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 1,000,000 $996,824 $996,824 0.74 $996,274
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 1,000,000 $996,595 $996,595 0.74 $995,585
SOFI CONSUMER LOAN PROGRAM 4.91% 35, 4.91%, 08/25/35 SCLP 2025-4 83405UAC4 - 1,000,000 $996,481 $996,481 0.74 $995,936
United Auto Credit Securitization Trust 2026-1 C 5.06% 10-JUN-2031, 5.06%, 06/10/31 UACST 2026-1 90945FAC9 - 1,000,000 $994,969 $994,969 0.74 $992,298
DELL EQUIPMENT FINANCE TRUS 5.23% 32, 4.83%, 03/22/32 DEFT 2025-2 24703VAL5 - 1,000,000 $994,491 $994,491 0.74 $993,552
Sabey Data Center Issuer, Series 2026-1 A2_2026_1 5.482% 20-JAN-2051, 5.48%, 01/20/51 SDCP 2026-1 78520EAK2 - 1,000,000 $993,565 $993,565 0.74 $992,195
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,000,000 $993,534 $993,534 0.74 $991,547
Corporate One Auto Receivables Trust 2026-1 C 4.84% 15-APR-2031, 4.84%, 04/15/31 COART 2026-1A 22004UAF0 - 1,000,000 $992,989 $992,989 0.74 $991,107
NMEF Funding 2026-A (North Mill Equipment Finance) C 4.71% 15-FEB-2034, 4.71%, 02/15/34 NMEF 2026-A 62919FAE6 - 1,000,000 $992,821 $992,821 0.74 $990,989
Affirm Master Trust Series 2025-3 C 4.89% 15-OCT-2034, 4.89%, 10/16/34 AFRMT 2025-3A 00833BAQ1 - 1,000,000 $992,707 $992,707 0.73 $990,805
Wingspire Equipment Finance 2025-1 C 4.76% 20-SEP-2033, 4.76%, 09/20/33 WEF 2025-1A 97415CAD0 - 1,000,000 $991,470 $991,470 0.73 $990,280
Merchants Fleet Funding Series 2025-1 C 5.21% 20-JAN-2039, 5.21%, 01/20/39 MFF 2025-1A 588926AN5 - 1,000,000 $990,909 $990,909 0.73 $989,606
AutoNation Finance Trust 2026-1 (DRVPNK 2026-1) C 4.56% 11-OCT-2031, 4.56%, 10/14/31 DRVPNK 2026-1A 05330WAF6 - 1,000,000 $990,463 $990,463 0.73 $988,183
Switch ABS Issuer, Series 2024-2 A2_2402 5.436% 25-MAY-2054, 5.44%, 06/25/54 SWTCH 2024-2A 871044AE3 - 1,000,000 $990,424 $990,424 0.73 $989,820
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 1,000,000 $990,392 $990,392 0.73 $989,752
Reach ABS Trust 2026-1 C 4.8% 15-FEB-2033, 4.80%, 02/15/33 REACH 2026-1A 75526XAC8 - 1,000,000 $989,511 $989,511 0.73 $987,645
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $988,462 $988,462 0.73 $985,828
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 1,000,000 $988,304 $988,304 0.73 $987,708
Exeter Automobile Receivables Trust 2026-1 C 4.4% 15-MAY-2032, 4.40%, 05/17/32 EART 2026-1A 30168HAE7 - 1,000,000 $987,275 $987,275 0.73 $985,564
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 1,000,000 $986,310 $986,310 0.73 $985,712
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 1,000,000 $982,944 $982,944 0.73 $979,581
PRM7 Trust 2025-PRM7 C 4.94108% 10-NOV-2042, 5.11%, 11/10/42 PRM7 2025-PRM7 74290HAE6 - 1,000,000 $976,701 $976,701 0.72 $972,729
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 1,000,000 $972,930 $972,930 0.72 $972,374
Extended Stay America Trust 2025-ESH C 5.47539% 15-OCT-2042, 5.48%, 10/15/42 ESA 2025-ESH 30227TAE0 - 963,133 $968,601 $968,601 0.72 $966,550
TRACKSIDE RAIL 2026 1 0%56 A, 4.89%, 03/20/56 MWCX 2026-1A 89239YAA9 - 996,773 $966,220 $966,220 0.72 $965,001
Castlelake Aircraft Securitization Trust 2015-1, 5.07%, 03/15/51 CLAST 2026-1A 148924AA1 - 979,219 $966,094 $966,094 0.72 $964,162
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 975,000 $939,501 $939,501 0.70 $936,797
Westgate Resorts 2026-1 B 5.47% 20-OCT-2039, 5.47%, 10/20/39 WESTR 2026-1A 959921AB3 - 929,559 $934,012 $934,012 0.69 $930,057
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 930,594 $932,333 $932,333 0.69 $930,339
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 925,413 $928,421 $928,421 0.69 $926,582
UPX HIL 2025-1 ISSUER TR FLT 2047 A, 5.16%, 01/25/47 UPXHI 2025-1 916925AA8 - 887,110 $914,787 $914,787 0.68 $883,379
GoodLeap Home Improvement Solutions Trust 2026-1 A 5.31% 20-DEC-2049, 5.31%, 12/20/49 GDLP 381951AA0 - 910,255 $910,315 $910,315 0.67 $909,107
SIERRA TIMESHARE 2025-3 4.64%44 B, 4.64%, 08/22/44 SRFC 2025-3A 82650FAB3 - 808,360 $805,288 $805,288 0.60 $804,350
UPG HI 2025-2 ISSUER TRUST 0%47 A, 5.00%, 09/25/47 UPGHI 2025-2A 90321EAA0 - 794,371 $789,737 $789,737 0.58 $789,295
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 777,273 $779,894 $779,894 0.58 $779,405
Channel EF (Channel Partners Equipment Finance) 2026-1 C 5.69% 15-JAN-2034, 5.69%, 01/17/34 CPEF 2026-1A 15915AAD1 - 750,000 $754,658 $754,658 0.56 $752,998
GWT Commercial Mortgage Trust 2024-WLF2 A 5.31663% 15-MAY-2041, 5.32%, 05/15/41 GWT 2024-WLF2 362414AA2 - 750,000 $752,875 $752,875 0.56 $751,324
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 750,000 $752,271 $752,271 0.56 $750,723
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 735,250 $734,426 $734,426 0.54 $733,125
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 726,048 $725,877 $725,877 0.54 $724,322
BX Commercial Mortgage Trust 2026-CSMO C 5.62539% 15-FEB-2043, 5.63%, 02/15/43 BX 2026-CSMO 12433LAE5 - 700,000 $707,208 $707,208 0.52 $705,677
Lendbuzz Securitization Trust 2023-3 B 9.17% 15-APR-2029, 9.17%, 04/16/29 LBZZ 2023-3A 525931AC5 - 651,000 $679,365 $679,365 0.50 $677,044
Bayview Opportunity Master Fund VII 2025-EDU1 B 5.3121% 25-JUL-2048, 5.33%, 07/27/48 BVCLN 2025-EDU1 07337GAB9 - 678,896 $678,544 $678,544 0.50 $678,142
Gracie Point International Funding, Series 2025-1 B 5.59301% 15-AUG-2028, 5.59%, 08/15/28 GPIF 2025-1A 38411WAB8 - 650,000 $654,718 $654,718 0.48 $651,891
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 648,000 $647,918 $647,918 0.48 $646,541
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) C2_2024_1 5.553939% 15-MAY-2054, 5.59%, 05/15/54 VBTEL 2024-1A 91823ABC4 - 600,000 $607,233 $607,233 0.45 $605,929
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 600,000 $600,563 $600,563 0.44 $599,413
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 598,620 $600,051 $600,051 0.44 $598,832
Hilton Grand Vacations Trust 2024-3 B 5.27% 25-AUG-2040, 5.27%, 08/27/40 HGVT 2024-3A 43283NAB3 - 492,609 $512,708 $512,708 0.38 $494,136
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 500,000 $504,693 $504,693 0.37 $502,623
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 500,000 $502,102 $502,102 0.37 $499,885
FORA FINANCIAL ASSET SE 5.85%32 A, 5.85%, 06/15/32 FORA 2026-1A 34513LAA0 - 500,000 $501,884 $501,884 0.37 $500,422
PFDR Trust 2026-DLVR C 6.12539% 15-JUN-2043, 6.11%, 06/15/43 PFDR 2026-DLVR 69415PAE8 - 500,000 $500,876 $500,876 0.37 $499,688
GGAM Master Trust International Ltd|5.861|09/30/2060, 5.86%, 09/30/60 GGAMMT 2026-1A 36173XAE2 - 500,000 $500,063 $500,063 0.37 $499,982
Kapitus Asset Securitization VI, Series 2026-1 A 5.36% 10-MAY-2033, 5.36%, 05/10/33 KAPT 2026-1A 48554WAA6 - 500,000 $499,164 $499,164 0.37 $497,750
Upgrade Auto Receivables Trust 2025-1 C 5.55% 15-APR-2032, 5.55%, 04/15/32 UPGA 2025-1A 91531AAF1 - 500,000 $498,087 $498,087 0.37 $497,008
Carvana Auto Receivables Trust 2023-P3 C 6.09% 10-NOV-2029, 6.09%, 11/13/29 CRVNA 2023-P3 14688GAF1 - 427,000 $439,645 $439,645 0.33 $438,273
Trackside Rail, Series 2026-1 B_2026_1 5.07% 20-MAR-2056, 5.07%, 03/20/56 MWCX 89239YAB7 - 400,000 $392,898 $392,898 0.29 $392,391
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) C21_2022_1 3.042933% 15-FEB-2052, 3.16%, 02/15/52 VBTEL 2022-1A 91823AAU5 - 400,000 $392,728 $392,728 0.29 $392,237
OneMain Financial Issuance Trust 2020-2 B 2.21% 14-SEP-2035, 2.21%, 09/14/35 OMFIT 682696AB5 - 381,000 $370,387 $370,387 0.27 $370,037
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 352,901 $356,455 $356,455 0.26 $355,681
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) B 6.211% 25-JUL-2034, 6.21%, 07/25/34 RPM 2026-R1A 76089TAB6 - 350,000 $350,983 $350,983 0.26 $350,741
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 520,000 $310,457 $310,457 0.23 $308,716
FHF Issuer Trust 2024-2 (First Help Financial) C 6.43% 15-JUL-2030, 6.43%, 07/15/30 FHF 2024-2A 30336NAG6 - 200,000 $202,228 $202,228 0.15 $201,728
Hotwire Funding, Series 2021-1 A2_2021_1 2.311% 20-NOV-2051, 2.31%, 11/20/51 HWIRE 2021-1 44148JAA7 - 200,000 $198,291 $198,291 0.15 $198,176
Aqua Finance Trust 2021-A A 1.54% 17-JUL-2046, 1.54%, 07/17/46 AQFIT 2021-A 03842VAA5 - 207,221 $189,570 $189,570 0.14 $189,464
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 172,709 $173,153 $173,153 0.13 $172,939
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - 147,715 $148,735 $148,735 0.11 $148,396
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.83%, 05/25/45 CAS 2025-R04 20755TAB7 - 141,596 $141,750 $141,750 0.10 $141,675
MVW 2023-1 B 5.42% 20-OCT-2040, 5.42%, 10/20/40 MVWOT 2023-1A 62848PAB6 - 113,018 $113,747 $113,747 0.08 $113,594
Marlette Funding Trust 2025-1 B 4.95% 15-JUL-2035, 4.95%, 07/16/35 MFT 2025-1A 570920AB4 - 110,000 $110,159 $110,159 0.08 $109,948
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.8121% 25-MAY-2045, 4.83%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 108,614 $108,672 $108,672 0.08 $108,614
SCCU Auto Receivables Trust 2023-1 (Space Coast Credit Union) A3 5.7% 15-OCT-2028, 5.70%, 10/16/28 SCCU 2023-1A 805922AE1 - 96,108 $96,588 $96,588 0.07 $96,375
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 89,048 $90,192 $90,192 0.07 $89,990
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 84,677 $85,519 $85,519 0.06 $85,389
Lendbuzz Securitization Trust 2023-1 A2 6.92% 15-AUG-2028, 6.92%, 08/15/28 LBZZ 2023-1A 52608LAB6 - 65,148 $65,813 $65,813 0.05 $65,638
DLLMT 2023-1 A3 5.34% 20-APR-2027, 5.34%, 03/22/27 DLLMT 2023-1A 232989AC7 - 26,868 $26,933 $26,933 0.02 $26,898
DLLST 2024-1 A3 5.05% 20-AUG-2027, 5.05%, 08/20/27 DLLST 2024-1A 23346HAC1 - 5,792 $5,811 $5,811 0.00 $5,803
Carvana Auto Receivables Trust 2023-P2 A3 5.42% 10-AUG-2028, 5.42%, 04/10/28 CRVNA 2023-P2 14686TAC2 - 5,074 $5,091 $5,091 0.00 $5,076
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - -4.00 $-825,375 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -18.00 $-2,032,031 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - 45.00 $4,961,953 $0 0.00 $0
US DOLLARS USD MD_142224 - 3,866,402 $3,866,402 $3,866,402 2.86 $3,866,402
SEGREGATED CASH SEGCASH $0.00 260,000 $260,000 $260,000 0.19 $260,000