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

Asset-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of June 30, 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 $3,192,985 $3,192,985 2.38 $3,180,365
Janus Henderson AA-A CLO ETF JA US 47103U613 - 59,750 $3,003,556 $3,003,556 2.24 $2,990,488
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,862,000 $2,812,420 $2,812,420 2.10 $2,805,704
Sound Point CLO XXXIII C 5.91659% 25-APR-2035, 5.92%, 04/25/35 SNDPT 2022-1A 83616KAE7 - 2,700,000 $2,739,538 $2,739,538 2.05 $2,710,695
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 2,610,000 $2,584,505 $2,584,505 1.92 $2,577,133
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 2,153,308 $2,162,178 $2,162,178 1.61 $2,152,201
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.28%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 2,000,000 $2,004,417 $2,004,417 1.49 $2,002,681
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 $1,996,258 $1,996,258 1.48 $1,991,893
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,000,000 $1,995,882 $1,995,882 1.48 $1,994,162
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 $1,995,196 $1,995,196 1.48 $1,990,680
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 $1,992,095 $1,992,095 1.48 $1,987,118
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 2,000,000 $1,973,495 $1,973,495 1.47 $1,970,580
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 1,931,437 $1,929,568 $1,929,568 1.43 $1,920,768
HILTON GRAND VACATIONS TRUS 4.73% 44, 4.73%, 05/25/44 HGVT 2025-2A 43285JAB0 - 1,926,505 $1,906,473 $1,906,473 1.42 $1,904,954
Lyra MUSIC Assets, Series 2025-1 A2 5.604% 20-SEP-2065, 5.60%, 09/20/65 LYRA 2025-1A 552339AD5 - 1,750,375 $1,759,870 $1,759,870 1.31 $1,756,873
Affirm Master Trust Series 2025-1 B 5.13% 15-FEB-2033, 5.13%, 02/15/33 AFRMT 2025-1A 00833BAB4 - 1,641,000 $1,648,684 $1,648,684 1.23 $1,644,942
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 1.19 $1,600,000
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF3 69382WAC6 - 1,646,000 $1,591,294 $1,591,294 1.18 $1,585,121
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 $1,572,591 $1,572,591 1.17 $1,569,213
Voya CLO 2024-7 C 5.52523% 20-JAN-2038, 5.53%, 01/20/38 VOYA 2024-7A 92920XAL5 - 1,500,000 $1,520,315 $1,520,315 1.13 $1,503,740
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 1,500,000 $1,505,574 $1,505,574 1.12 $1,504,326
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 1,500,000 $1,504,035 $1,504,035 1.12 $1,501,560
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 $1,496,998 $1,496,998 1.11 $1,494,889
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 $1,491,744 $1,491,744 1.11 $1,487,951
VERTICAL BRIDGE LLC 2016-1 5.602% 55, 5.60%, 08/16/55 VBTOW 2025-1A 92535VAS1 - 1,500,000 $1,491,250 $1,491,250 1.11 $1,487,515
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 $1,489,270 $1,489,270 1.11 $1,485,710
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 $1,482,669 $1,482,669 1.10 $1,479,248
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 $1,435,486 $1,435,486 1.07 $1,433,362
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 $1,376,647 $1,376,647 1.02 $1,374,234
AQUA FINANCE ISSUER TRUST 2 5.24% 51, 5.24%, 05/17/51 AQFIT 2025-B 03837GAC1 - 1,376,039 $1,363,710 $1,363,710 1.01 $1,360,906
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 $1,281,256 $1,281,256 0.95 $1,280,245
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 $1,256,155 $1,256,155 0.93 $1,252,400
FOUNDATION FINANCE TRUST 20 5.07% 52, 5.07%, 08/15/52 FFIN 2025-3A 35042TAC6 - 1,250,000 $1,243,835 $1,243,835 0.92 $1,241,019
RCKT Mortgage Trust 2025-CES9 A3 5.198% 25-SEP-2055, 5.20%, 09/25/55 RCKT 2025-CES9 74942JAD6 - 1,093,501 $1,083,607 $1,083,607 0.81 $1,078,870
AQUA FINANCE ISSUER TRUST 2 4.79% 51, 4.79%, 05/17/51 AQFIT 2025-B 03837GAA5 - 1,087,536 $1,078,447 $1,078,447 0.80 $1,076,421
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,000,000 $1,012,241 $1,012,241 0.75 $1,009,460
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 $1,005,095 $1,005,095 0.75 $1,003,408
SCG Trust 2025-SNIP C 5.52539% 15-SEP-2042, 5.53%, 09/15/42 SCG 2025-SNIP 78398JAE4 - 1,000,000 $1,004,574 $1,004,574 0.75 $1,002,119
Business Jet Securities AB 0% 41, 5.46%, 06/15/41 BJETS 2026-1 12013JAA6 - 1,000,000 $1,004,294 $1,004,294 0.75 $1,001,866
ZAYO ISSUER LLC 5.546% 56, 5.55%, 04/20/56 ZAYO 2026-1A 98919WAU7 - 1,000,000 $1,002,792 $1,002,792 0.75 $1,001,097
Aligned Data Centers Issuer LLC|5.909|06/15/2056, 5.91%, 06/15/56 ADC 2026-1A 01627AAF5 - 1,000,000 $1,000,696 $1,000,696 0.74 $1,000,696
Tesla Lease Electric Vehicle Securitization 2025-A LLC 20-JUN-2029, 4.79%, 06/20/29 TLEVS 2025-A 88162VAF7 - 1,000,000 $1,000,560 $1,000,560 0.74 $999,096
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 1,000,000 $1,000,137 $1,000,137 0.74 $999,204
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
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 $998,644 $998,644 0.74 $997,804
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 $997,836 $997,836 0.74 $996,309
CarMax Select Receivables Trust 2025-B C 4.83% 15-JUN-2031, 4.83%, 06/16/31 CMXS 2025-B 14320BAE9 - 1,000,000 $997,595 $997,595 0.74 $995,448
Upstart Securitization Trust 2025-3 B 5.02% 20-SEP-2035, 5.02%, 09/20/35 UPST 2025 91684FAC2 - 1,000,000 $997,352 $997,352 0.74 $995,818
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 $997,217 $997,217 0.74 $994,817
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 $997,188 $997,188 0.74 $994,908
ARIVO ACCEPT AUTO LOAN 2025-1 C, 5.42%, 12/15/31 ARIVO 2025-1A 039962AC9 - 1,000,000 $996,276 $996,276 0.74 $993,868
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 1,000,000 $996,002 $996,002 0.74 $995,177
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 $995,944 $995,944 0.74 $993,491
SOFI CONSUMER LOAN PROGRAM 4.91% 35, 4.91%, 08/25/35 SCLP 2025-4 83405UAC4 - 1,000,000 $995,457 $995,457 0.74 $994,638
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 1,000,000 $995,304 $995,304 0.74 $994,007
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 $994,523 $994,523 0.74 $991,572
DELL EQUIPMENT FINANCE TRUS 5.23% 32, 4.83%, 03/22/32 DEFT 2025-2 24703VAL5 - 1,000,000 $993,595 $993,595 0.74 $992,387
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 $992,014 $992,014 0.74 $990,339
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,000,000 $991,828 $991,828 0.74 $989,556
Wingspire Equipment Finance 2025-1 C 4.76% 20-SEP-2033, 4.76%, 09/20/33 WEF 2025-1A 97415CAD0 - 1,000,000 $991,469 $991,469 0.74 $990,015
Affirm Master Trust Series 2025-3 C 4.89% 15-OCT-2034, 4.89%, 10/16/34 AFRMT 2025-3A 00833BAQ1 - 1,000,000 $991,455 $991,455 0.74 $989,282
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 $991,431 $991,431 0.74 $989,280
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 1,000,000 $990,899 $990,899 0.74 $990,005
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 1,000,000 $990,440 $990,440 0.74 $989,480
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 $990,347 $990,347 0.74 $987,814
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 $990,276 $990,276 0.74 $988,182
Merchants Fleet Funding Series 2025-1 C 5.21% 20-JAN-2039, 5.21%, 01/20/39 MFF 2025-1A 588926AN5 - 1,000,000 $990,209 $990,209 0.74 $988,617
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 $988,179 $988,179 0.73 $987,273
Reach ABS Trust 2026-1 C 4.8% 15-FEB-2033, 4.80%, 02/15/33 REACH 2026-1A 75526XAC8 - 1,000,000 $988,133 $988,133 0.73 $985,999
Exeter Automobile Receivables Trust 2026-1 C 4.4% 15-MAY-2032, 4.40%, 05/17/32 EART 2026-1A 30168HAE7 - 1,000,000 $986,977 $986,977 0.73 $985,022
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $986,367 $986,367 0.73 $983,456
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 1,000,000 $983,884 $983,884 0.73 $982,988
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 1,000,000 $980,601 $980,601 0.73 $976,958
PRM7 Trust 2025-PRM7 C 4.94108% 10-NOV-2042, 5.11%, 11/10/42 PRM7 2025-PRM7 74290HAE6 - 1,000,000 $974,525 $974,525 0.72 $970,270
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 1,000,000 $970,280 $970,280 0.72 $969,447
Extended Stay America Trust 2025-ESH C 5.47539% 15-OCT-2042, 5.48%, 10/15/42 ESA 2025-ESH 30227TAE0 - 963,133 $968,668 $968,668 0.72 $966,324
Castlelake Aircraft Securitization Trust 2015-1, 5.07%, 03/15/51 CLAST 2026-1A 148924AA1 - 979,219 $964,005 $964,005 0.72 $961,797
TRACKSIDE RAIL 2026 1 0%56 A, 4.89%, 03/20/56 MWCX 2026-1A 89239YAA9 - 993,713 $962,896 $962,896 0.72 $961,411
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 975,000 $938,851 $938,851 0.70 $935,954
Westgate Resorts 2026-1 B 5.47% 20-OCT-2039, 5.47%, 10/20/39 WESTR 2026-1A 959921AB3 - 929,559 $933,290 $933,290 0.69 $929,053
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 930,594 $931,890 $931,890 0.69 $929,611
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 925,413 $927,960 $927,960 0.69 $925,858
GoodLeap Home Improvement Solutions Trust 2026-1 A 5.31% 20-DEC-2049, 5.31%, 12/20/49 GDLP 381951AA0 - 910,255 $908,845 $908,845 0.68 $907,368
UPX HIL 2025-1 ISSUER TR FLT 2047 A, 5.16%, 01/25/47 UPXHI 2025-1 916925AA8 - 887,110 $882,672 $882,672 0.66 $881,910
SIERRA TIMESHARE 2025-3 4.64%44 B, 4.64%, 08/22/44 SRFC 2025-3A 82650FAB3 - 808,360 $804,718 $804,718 0.60 $803,572
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 $780,466 $780,466 0.58 $779,733
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 $753,910 $753,910 0.56 $752,013
GWT Commercial Mortgage Trust 2024-WLF2 A 5.31663% 15-MAY-2041, 5.32%, 05/15/41 GWT 2024-WLF2 362414AA2 - 750,000 $753,203 $753,203 0.56 $751,431
UPG HI 2025-2 ISSUER TRUST 0%47 A, 5.00%, 09/25/47 UPGHI 2025-2A 90321EAA0 - 757,656 $752,346 $752,346 0.56 $751,714
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 750,000 $752,214 $752,214 0.56 $750,444
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 735,250 $734,348 $734,348 0.55 $732,861
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 726,048 $725,547 $725,547 0.54 $723,769
BX Commercial Mortgage Trust 2026-CSMO C 5.62539% 15-FEB-2043, 5.63%, 02/15/43 BX 2026-CSMO 12433LAE5 - 700,000 $707,865 $707,865 0.53 $706,114
Lendbuzz Securitization Trust 2023-3 B 9.17% 15-APR-2029, 9.17%, 04/16/29 LBZZ 2023-3A 525931AC5 - 651,000 $679,394 $679,394 0.51 $676,741
Bayview Opportunity Master Fund VII 2025-EDU1 B 5.32776% 25-JUL-2048, 5.33%, 07/27/48 BVCLN 2025-EDU1 07337GAB9 - 678,896 $678,747 $678,747 0.50 $678,144
Gracie Point International Funding, Series 2025-1 B 5.59301% 15-AUG-2028, 5.59%, 08/15/28 GPIF 2025-1A 38411WAB8 - 650,000 $654,911 $654,911 0.49 $651,882
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 648,000 $647,331 $647,331 0.48 $645,758
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 $606,445 $606,445 0.45 $604,954
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 600,000 $600,424 $600,424 0.45 $599,109
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 598,620 $600,064 $600,064 0.45 $598,669
Hilton Grand Vacations Trust 2024-3 B 5.27% 25-AUG-2040, 5.27%, 08/27/40 HGVT 2024-3A 43283NAB3 - 492,609 $509,735 $509,735 0.38 $493,252
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 500,000 $503,101 $503,101 0.37 $500,873
PFDR Trust 2026-DLVR C 6.12539% 15-JUN-2043, 6.11%, 06/15/43 PFDR 2026-DLVR 69415PAE8 - 500,000 $501,202 $501,202 0.37 $499,844
FORA FINANCIAL ASSET SE 5.85%32 A, 5.85%, 06/15/32 FORA 2026-1A 34513LAA0 - 500,000 $501,186 $501,186 0.37 $499,561
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 500,000 $500,683 $500,683 0.37 $498,308
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 $498,460 $498,460 0.37 $496,896
Upgrade Auto Receivables Trust 2025-1 C 5.55% 15-APR-2032, 5.55%, 04/15/32 UPGA 2025-1A 91531AAF1 - 500,000 $497,144 $497,144 0.37 $495,911
Carvana Auto Receivables Trust 2023-P3 C 6.09% 10-NOV-2029, 6.09%, 11/13/29 CRVNA 2023-P3 14688GAF1 - 427,000 $439,221 $439,221 0.33 $437,704
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 $392,543 $392,543 0.29 $391,982
Trackside Rail, Series 2026-1 B_2026_1 5.07% 20-MAR-2056, 5.07%, 03/20/56 MWCX 89239YAB7 - 400,000 $390,446 $390,446 0.29 $389,826
OneMain Financial Issuance Trust 2020-2 B 2.21% 14-SEP-2035, 2.21%, 09/14/35 OMFIT 682696AB5 - 381,000 $370,220 $370,220 0.28 $369,822
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 $356,388 $356,388 0.27 $355,503
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 $351,031 $351,031 0.26 $350,669
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 520,000 $310,705 $310,705 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 $202,220 $202,220 0.15 $201,648
Hotwire Funding, Series 2021-1 A2_2021_1 2.311% 20-NOV-2051, 2.31%, 11/20/51 HWIRE 2021-1 44148JAA7 - 200,000 $198,322 $198,322 0.15 $198,181
Aqua Finance Trust 2021-A A 1.54% 17-JUL-2046, 1.54%, 07/17/46 AQFIT 2021-A 03842VAA5 - 207,221 $189,362 $189,362 0.14 $189,238
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 $173,069 $173,069 0.13 $172,808
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 $148,749 $148,749 0.11 $148,362
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.83%, 05/25/45 CAS 2025-R04 20755TAB7 - 141,596 $141,795 $141,795 0.11 $141,681
MVW 2023-1 B 5.42% 20-OCT-2040, 5.42%, 10/20/40 MVWOT 2023-1A 62848PAB6 - 113,018 $113,644 $113,644 0.08 $113,457
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 $109,917
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.82776% 25-MAY-2045, 4.83%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 108,614 $108,715 $108,715 0.08 $108,628
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 $96,605 $96,605 0.07 $96,362
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 $90,167 $90,167 0.07 $89,936
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 $85,502 $85,502 0.06 $85,343
Lendbuzz Securitization Trust 2023-1 A2 6.92% 15-AUG-2028, 6.92%, 08/15/28 LBZZ 2023-1A 52608LAB6 - 65,148 $65,832 $65,832 0.05 $65,632
DLLMT 2023-1 A3 5.34% 20-APR-2027, 5.34%, 03/22/27 DLLMT 2023-1A 232989AC7 - 26,868 $26,940 $26,940 0.02 $26,896
DLLST 2024-1 A3 5.05% 20-AUG-2027, 5.05%, 08/20/27 DLLST 2024-1A 23346HAC1 - 5,792 $5,812 $5,812 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 $5,092 $5,092 0.00 $5,076
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - -4.00 $-824,531 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - 45.00 $4,945,078 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -18.00 $-2,024,438 $0 0.00 $0
US DOLLARS USD MD_142224 - 3,865,495 $3,865,495 $3,865,495 2.87 $3,865,495
SEGREGATED CASH SEGCASH $0.00 260,000 $260,000 $260,000 0.19 $260,000