EUR AAA CLO Active Core UCITS ETF

EUR AAA CLO Active Core UCITS ETF Holdings

Full Portfolio Holdings (As of 24/08/2026)	ISIN	Asset Class	Dirty Price	Nominal	Market Value	Market Currency	Weight (%)
GROSVENO FRN 15/08/2039	XS3396008990	Mortgage Bonds	100.94	646904.06	653009.37	EUR	0.035269
APNA PAR FRN 15/12/2038	XS3199102396	Mortgage Bonds	101.06	616461.52	623014.59	EUR	0.033649
ROCKFORD FRN 15/10/2039	XS3111858455	Mortgage Bonds	101.01	601240.24	607283.20	EUR	0.0328
GROSVENO FRN 15/08/2039	XS3396008990	Mortgage Bonds	100.94	52397.57	52892.08	EUR	0.032504
AVOCA CL FRN 15/04/2039	XS3183182636	Mortgage Bonds	100.75	578408.34	582759.55	EUR	0.031475
APNA PAR FRN 15/12/2038	XS3199102396	Mortgage Bonds	101.06	49931.80	50462.58	EUR	0.031011
PENTA CL FRN 18/10/2039	XS3193899203	Mortgage Bonds	100.82	556718.02	561295.79	EUR	0.030316
ROCKFORD FRN 15/10/2039	XS3111858455	Mortgage Bonds	101.01	48698.92	49188.38	EUR	0.030228
GROSVENO FRN 15/08/2039	XS3396008990	Mortgage Bonds	100.94	88545.35	89381.02	EUR	0.030209
GROSVENO FRN 15/08/2039	XS3396008990	Mortgage Bonds	100.94	14678521.31	14817053.28	EUR	0.030209
CVC CORD FRN 17/03/2039	XS3263946454	Mortgage Bonds	102.03	532744.52	543567.49	EUR	0.029358
AVOCA CL FRN 15/04/2039	XS3183182636	Mortgage Bonds	100.75	46849.59	47202.03	EUR	0.029007
APNA PAR FRN 15/12/2038	XS3199102396	Mortgage Bonds	101.06	84378.51	85275.47	EUR	0.028822
APNA PAR FRN 15/12/2038	XS3199102396	Mortgage Bonds	101.06	13987767.37	14136459.35	EUR	0.028822
PALMER S FRN 15/04/2039	XS3276225102	Mortgage Bonds	101.72	523231.22	532230.29	EUR	0.028746
ROCKFORD FRN 15/10/2039	XS3111858455	Mortgage Bonds	101.01	13642390.39	13779507.49	EUR	0.028094
ROCKFORD FRN 15/10/2039	XS3111858455	Mortgage Bonds	101.01	82295.09	83122.22	EUR	0.028094
PENTA CL FRN 18/10/2039	XS3193899203	Mortgage Bonds	100.82	45092.73	45463.52	EUR	0.027939
CAIRN CLO FRN 15/04/2039	XS2911713118	Mortgage Bonds	100.61	511815.27	514959.82	EUR	0.027813
AURIUM C FRN 15/10/2038	XS3147435120	Mortgage Bonds	100.75	506107.29	509914.37	EUR	0.027541
ARINI EU FRN 15/01/2039	XS3253380672	Mortgage Bonds	100.82	504204.64	508318.44	EUR	0.027455
CVC CORD FRN 17/03/2039	XS3263946454	Mortgage Bonds	102.03	43150.94	44027.57	EUR	0.027056
AVOCA CL FRN 15/04/2039	XS3183182636	Mortgage Bonds	100.75	79169.96	79765.53	EUR	0.026959
AVOCA CL FRN 15/04/2039	XS3183182636	Mortgage Bonds	100.75	13124324.94	13223055.74	EUR	0.026959
ARES EUR FRN 15/04/2038	XS3277829597	Mortgage Bonds	100.60	494691.34	497653.11	EUR	0.026879
PALMER S FRN 15/04/2039	XS3276225102	Mortgage Bonds	101.72	42380.39	43109.29	EUR	0.026492
GROSVENO FRN 15/08/2039	XS3396008990	Mortgage Bonds	100.94	1533631.54	1548105.55	EUR	0.026268
PENTA CL FRN 18/10/2039	XS3193899203	Mortgage Bonds	100.82	12632162.75	12736034.08	EUR	0.025966
PENTA CL FRN 18/10/2039	XS3193899203	Mortgage Bonds	100.82	76201.09	76827.67	EUR	0.025966
CAIRN CLO FRN 15/04/2039	XS2911713118	Mortgage Bonds	100.61	41455.72	41710.42	EUR	0.025632
AURIUM C FRN 15/10/2038	XS3147435120	Mortgage Bonds	100.75	40993.39	41301.76	EUR	0.025381
ARINI EU FRN 15/01/2039	XS3253380672	Mortgage Bonds	100.82	40839.28	41172.49	EUR	0.025302
VOYA EUR FRN 15/01/2039	XS2925020872	Mortgage Bonds	100.75	464248.80	467727.89	EUR	0.025262
CVC CORD FRN 17/03/2039	XS3263946454	Mortgage Bonds	102.03	12088194.02	12333771.79	EUR	0.025146
CVC CORD FRN 17/03/2039	XS3263946454	Mortgage Bonds	102.03	72919.70	74401.10	EUR	0.025146
APNA PAR FRN 15/12/2038	XS3199102396	Mortgage Bonds	101.06	1461460.64	1476996.18	EUR	0.025062
ARES EUR FRN 15/04/2038	XS3277829597	Mortgage Bonds	100.60	40068.73	40308.63	EUR	0.024771
PALMER S FRN 15/04/2039	XS3276225102	Mortgage Bonds	101.72	11872333.41	12076525.87	EUR	0.024622
PALMER S FRN 15/04/2039	XS3276225102	Mortgage Bonds	101.72	71617.56	72849.31	EUR	0.024622
ROCKFORD FRN 15/10/2039	XS3111858455	Mortgage Bonds	101.01	1425375.20	1439701.37	EUR	0.024429
CAIRN CLO FRN 15/04/2039	XS2911713118	Mortgage Bonds	100.61	70055.00	70485.41	EUR	0.023823
CAIRN CLO FRN 15/04/2039	XS2911713118	Mortgage Bonds	100.61	11613300.68	11684651.71	EUR	0.023823
AURIUM C FRN 15/10/2038	XS3147435120	Mortgage Bonds	100.75	11483784.32	11570168.35	EUR	0.023589
AURIUM C FRN 15/10/2038	XS3147435120	Mortgage Bonds	100.75	69273.71	69794.81	EUR	0.023589
ARINI EU FRN 15/01/2039	XS3253380672	Mortgage Bonds	100.82	11440612.20	11533956.21	EUR	0.023516
ARINI EU FRN 15/01/2039	XS3253380672	Mortgage Bonds	100.82	69013.29	69576.37	EUR	0.023516
AVOCA CL FRN 15/04/2039	XS3183182636	Mortgage Bonds	100.75	1371247.02	1381562.55	EUR	0.023442
VOYA EUR FRN 15/01/2039	XS2925020872	Mortgage Bonds	100.75	37602.96	37884.76	EUR	0.023281
ARES EUR FRN 15/04/2038	XS3277829597	Mortgage Bonds	100.60	67711.15	68116.54	EUR	0.023022
ARES EUR FRN 15/04/2038	XS3277829597	Mortgage Bonds	100.60	11224751.59	11291955.49	EUR	0.023022
FIDELITY FRN 15/04/2038	XS2854942658	Mortgage Bonds	100.69	422390.30	425294.76	EUR	0.02297
PENTA CL FRN 18/10/2039	XS3193899203	Mortgage Bonds	100.82	1319825.26	1330677.88	EUR	0.022579
CVC CORD FRN 17/03/2039	XS3263946454	Mortgage Bonds	102.03	1262990.68	1288648.97	EUR	0.021866
VOYA EUR FRN 15/01/2039	XS2925020872	Mortgage Bonds	100.75	63544.31	64020.51	EUR	0.021638
VOYA EUR FRN 15/01/2039	XS2925020872	Mortgage Bonds	100.75	10533997.65	10612939.78	EUR	0.021638
PALMER S FRN 15/04/2039	XS3276225102	Mortgage Bonds	101.72	1240437.27	1261771.58	EUR	0.02141
FIDELITY FRN 15/04/2038	XS2854942658	Mortgage Bonds	100.69	34212.53	34447.78	EUR	0.021169
CONTEGO FRN 15/04/2040	XS3290525917	Mortgage Bonds	101.33	380531.80	385580.43	EUR	0.020825
LEGATO E FRN 16/05/2040	XS3278754851	Mortgage Bonds	101.30	380531.80	385487.14	EUR	0.02082
JUBILEE FRN 15/01/2041	XS3377446995	Mortgage Bonds	100.81	380531.80	383622.65	EUR	0.02072
CAIRN CLO FRN 15/04/2039	XS2911713118	Mortgage Bonds	100.61	1213373.19	1220828.04	EUR	0.020715
CVC CORD FRN 23/01/2039	XS3244866748	Mortgage Bonds	100.62	380531.80	382905.88	EUR	0.020681
BILBAO C FRN 15/10/2040	XS3384756162	Mortgage Bonds	100.53	380531.80	382544.38	EUR	0.020661
AURIUM C FRN 15/10/2038	XS3147435120	Mortgage Bonds	100.75	1199841.15	1208866.67	EUR	0.020512
ARINI EU FRN 15/01/2039	XS3253380672	Mortgage Bonds	100.82	1195330.47	1205083.17	EUR	0.020448
ARES EUR FRN 15/04/2038	XS3277829597	Mortgage Bonds	100.60	1172777.06	1179798.61	EUR	0.020019
FIDELITY FRN 15/04/2038	XS2854942658	Mortgage Bonds	100.69	57814.90	58212.45	EUR	0.019675
FIDELITY FRN 15/04/2038	XS2854942658	Mortgage Bonds	100.69	9584210.97	9650114.35	EUR	0.019675
PENTA CL FRN 15/02/2039	XS3289697776	Mortgage Bonds	100.17	358080.42	358687.85	EUR	0.019373
CONTEGO FRN 15/04/2040	XS3290525917	Mortgage Bonds	101.33	30822.10	31231.03	EUR	0.019193
LEGATO E FRN 16/05/2040	XS3278754851	Mortgage Bonds	101.30	30822.10	31223.47	EUR	0.019188
JUBILEE FRN 15/01/2041	XS3377446995	Mortgage Bonds	100.81	30822.10	31072.45	EUR	0.019095
AB CARVA FRN 30/07/2039	XS3391768333	Mortgage Bonds	100.41	351991.91	353439.24	EUR	0.019089
CVC CORD FRN 23/01/2039	XS3244866748	Mortgage Bonds	100.62	30822.10	31014.39	EUR	0.019059
BILBAO C FRN 15/10/2040	XS3384756162	Mortgage Bonds	100.53	30822.10	30985.11	EUR	0.019041
VOYA EUR FRN 15/01/2039	XS2925020872	Mortgage Bonds	100.75	1100606.16	1108854.14	EUR	0.018815
ADAGIO X FRN 25/07/2038	XS3444901717	Mortgage Bonds	100.45	336770.64	338301.07	EUR	0.018272
PENTA CL FRN 15/02/2039	XS3289697776	Mortgage Bonds	100.17	29003.60	29052.80	EUR	0.017854
CONTEGO FRN 15/04/2040	XS3290525917	Mortgage Bonds	101.33	8634424.30	8748979.89	EUR	0.017838
CONTEGO FRN 15/04/2040	XS3290525917	Mortgage Bonds	101.33	52085.50	52776.53	EUR	0.017838
LEGATO E FRN 16/05/2040	XS3278754851	Mortgage Bonds	101.30	52085.50	52763.76	EUR	0.017833
LEGATO E FRN 16/05/2040	XS3278754851	Mortgage Bonds	101.30	8634424.30	8746862.98	EUR	0.017833
ARMADA E FRN 30/10/2039	XS3148251799	Mortgage Bonds	100.69	327257.35	329515.57	EUR	0.017797
RRE 28 L FRN 15/04/2039	XS3298378236	Mortgage Bonds	101.65	323452.03	328802.63	EUR	0.017759
JUBILEE FRN 15/01/2041	XS3377446995	Mortgage Bonds	100.81	52085.50	52508.56	EUR	0.017747
JUBILEE FRN 15/01/2041	XS3377446995	Mortgage Bonds	100.81	8634424.30	8704556.98	EUR	0.017747
CVC CORD FRN 23/01/2039	XS3244866748	Mortgage Bonds	100.62	52085.50	52410.45	EUR	0.017714
CVC CORD FRN 23/01/2039	XS3244866748	Mortgage Bonds	100.62	8634424.30	8688293.23	EUR	0.017714
BILBAO C FRN 15/10/2040	XS3384756162	Mortgage Bonds	100.53	52085.50	52360.97	EUR	0.017697
BILBAO C FRN 15/10/2040	XS3384756162	Mortgage Bonds	100.53	8634424.30	8680090.62	EUR	0.017697
SEABURY FRN 20/07/2040	XS3366237157	Mortgage Bonds	100.73	323452.03	325802.06	EUR	0.017597
AB CARVA FRN 30/07/2039	XS3391768333	Mortgage Bonds	100.41	28510.44	28627.67	EUR	0.017593
FIDELITY FRN 15/04/2038	XS2854942658	Mortgage Bonds	100.69	1001371.18	1008256.85	EUR	0.017108
ADAGIO X FRN 25/07/2038	XS3444901717	Mortgage Bonds	100.45	27277.56	27401.52	EUR	0.016839
POLUS EU FRN 25/04/2039	XS3331471493	Mortgage Bonds	101.26	304425.44	308248.88	EUR	0.016649
PENTA CL FRN 15/02/2039	XS3289697776	Mortgage Bonds	100.17	8124993.27	8138775.92	EUR	0.016593
PENTA CL FRN 15/02/2039	XS3289697776	Mortgage Bonds	100.17	49012.46	49095.60	EUR	0.016593
AURIUM C FRN 20/07/2038	XS3087699842	Mortgage Bonds	100.79	304425.44	306836.86	EUR	0.016572
CONTEGO FRN 20/11/2038	XS2929408669	Mortgage Bonds	100.41	304425.44	305680.35	EUR	0.01651
ARMADA E FRN 30/10/2039	XS3148251799	Mortgage Bonds	100.69	26507.01	26689.92	EUR	0.016402
RRE 28 L FRN 15/04/2039	XS3298378236	Mortgage Bonds	101.65	26198.78	26632.17	EUR	0.016366
HARVEST FRN 15/04/2039	XS3289001490	Mortgage Bonds	101.37	298717.46	302823.62	EUR	0.016356
AB CARVA FRN 30/07/2039	XS3391768333	Mortgage Bonds	100.41	48179.09	48377.19	EUR	0.016351
AB CARVA FRN 30/07/2039	XS3391768333	Mortgage Bonds	100.41	7986842.48	8019682.78	EUR	0.016351
SEABURY FRN 20/07/2040	XS3366237157	Mortgage Bonds	100.73	26198.78	26389.13	EUR	0.016217
ARMADA E FRN 15/10/2037	XS2909705472	Mortgage Bonds	100.82	293009.49	295421.82	EUR	0.015956
AURIUM C FRN 17/10/2037	XS2856814137	Mortgage Bonds	100.81	293009.49	295373.95	EUR	0.015953
ADAGIO X FRN 25/07/2038	XS3444901717	Mortgage Bonds	100.45	7641465.51	7676191.55	EUR	0.01565
ADAGIO X FRN 25/07/2038	XS3444901717	Mortgage Bonds	100.45	46095.67	46305.15	EUR	0.01565
VOYA EUR FRN 15/10/2038	XS3109451610	Mortgage Bonds	100.87	285398.85	287884.49	EUR	0.015549
FAIR OAK FRN 15/07/2039	XS3356030448	Mortgage Bonds	100.82	285398.85	287732.88	EUR	0.015541
CONTEGO FRN 15/04/2040	XS3290525917	Mortgage Bonds	101.33	902136.20	914105.12	EUR	0.01551
LEGATO E FRN 16/05/2040	XS3278754851	Mortgage Bonds	101.30	902136.20	913883.94	EUR	0.015507
JUBILEE FRN 15/01/2041	XS3377446995	Mortgage Bonds	100.81	902136.20	909463.76	EUR	0.015432
CVC CORD FRN 23/01/2039	XS3244866748	Mortgage Bonds	100.62	902136.20	907764.50	EUR	0.015403
BILBAO C FRN 15/10/2040	XS3384756162	Mortgage Bonds	100.53	902136.20	906907.48	EUR	0.015388
POLUS EU FRN 25/04/2039	XS3331471493	Mortgage Bonds	101.26	24657.68	24967.37	EUR	0.015343
AURIUM C FRN 20/07/2038	XS3087699842	Mortgage Bonds	100.79	24657.68	24853.00	EUR	0.015273
ARMADA E FRN 30/10/2039	XS3148251799	Mortgage Bonds	100.69	44793.53	45102.62	EUR	0.015244
ARMADA E FRN 30/10/2039	XS3148251799	Mortgage Bonds	100.69	7425604.90	7476844.83	EUR	0.015244
CONTEGO FRN 20/11/2038	XS2929408669	Mortgage Bonds	100.41	24657.68	24759.32	EUR	0.015215
RRE 28 L FRN 15/04/2039	XS3298378236	Mortgage Bonds	101.65	7339260.66	7460668.02	EUR	0.015211
RRE 28 L FRN 15/04/2039	XS3298378236	Mortgage Bonds	101.65	44272.68	45005.04	EUR	0.015211
HARVEST FRN 15/04/2039	XS3289001490	Mortgage Bonds	101.37	24195.35	24527.94	EUR	0.015073
SEABURY FRN 20/07/2040	XS3366237157	Mortgage Bonds	100.73	44272.68	44594.34	EUR	0.015072
SEABURY FRN 20/07/2040	XS3366237157	Mortgage Bonds	100.73	7339260.66	7392583.73	EUR	0.015072
SOUND PO FRN 20/01/2039	XS2930105528	Mortgage Bonds	100.51	272080.24	273470.04	EUR	0.01477
ARMADA E FRN 15/10/2037	XS2909705472	Mortgage Bonds	100.82	23733.02	23928.41	EUR	0.014705
AURIUM C FRN 17/10/2037	XS2856814137	Mortgage Bonds	100.81	23733.02	23924.53	EUR	0.014702
PENTA CL FRN 17/10/2038	XS2993870208	Mortgage Bonds	100.52	266372.26	267768.18	EUR	0.014462
PENTA CL FRN 15/02/2039	XS3289697776	Mortgage Bonds	100.17	848910.16	850350.19	EUR	0.014429
VOYA EUR FRN 15/10/2038	XS3109451610	Mortgage Bonds	100.87	23116.58	23317.91	EUR	0.01433
FAIR OAK FRN 15/07/2039	XS3356030448	Mortgage Bonds	100.82	23116.58	23305.63	EUR	0.014322
POLUS EU FRN 25/04/2039	XS3331471493	Mortgage Bonds	101.26	6907539.44	6994294.84	EUR	0.01426
POLUS EU FRN 25/04/2039	XS3331471493	Mortgage Bonds	101.26	41668.40	42191.74	EUR	0.01426
AB CARVA FRN 30/07/2039	XS3391768333	Mortgage Bonds	100.41	834475.98	837907.18	EUR	0.014218
AURIUM C FRN 20/07/2038	XS3087699842	Mortgage Bonds	100.79	41668.40	41998.46	EUR	0.014195
AURIUM C FRN 20/07/2038	XS3087699842	Mortgage Bonds	100.79	6907539.44	6962255.60	EUR	0.014195
CONTEGO FRN 20/11/2038	XS2929408669	Mortgage Bonds	100.41	41668.40	41840.17	EUR	0.014141
CONTEGO FRN 20/11/2038	XS2929408669	Mortgage Bonds	100.41	6907539.44	6936013.85	EUR	0.014141
ARINI EU FRN 15/10/2038	XS3133390925	Mortgage Bonds	100.81	258761.62	260865.24	EUR	0.014089
HARVEST FRN 15/04/2039	XS3289001490	Mortgage Bonds	101.37	6778023.08	6871193.44	EUR	0.014009
HARVEST FRN 15/04/2039	XS3289001490	Mortgage Bonds	101.37	40887.12	41449.15	EUR	0.014009
ELM PARK FRN 15/01/2038	XS3224514581	Mortgage Bonds	100.66	256858.96	258544.32	EUR	0.013964
ARMADA E FRN 15/10/2037	XS2909705472	Mortgage Bonds	100.82	40105.83	40436.02	EUR	0.013667
ARMADA E FRN 15/10/2037	XS2909705472	Mortgage Bonds	100.82	6648506.71	6703243.62	EUR	0.013667
AURIUM C FRN 17/10/2037	XS2856814137	Mortgage Bonds	100.81	6648506.71	6702157.47	EUR	0.013664
AURIUM C FRN 17/10/2037	XS2856814137	Mortgage Bonds	100.81	40105.83	40429.47	EUR	0.013664
SOUND PO FRN 20/01/2039	XS2930105528	Mortgage Bonds	100.51	22037.80	22150.37	EUR	0.013612
ADAGIO X FRN 25/07/2038	XS3444901717	Mortgage Bonds	100.45	798390.54	802018.76	EUR	0.013609
PENTA CL FRN 17/10/2038	XS2993870208	Mortgage Bonds	100.52	21575.47	21688.54	EUR	0.013328
VOYA EUR FRN 15/10/2038	XS3109451610	Mortgage Bonds	100.87	39064.12	39404.35	EUR	0.013318
VOYA EUR FRN 15/10/2038	XS3109451610	Mortgage Bonds	100.87	6475818.22	6532218.33	EUR	0.013318
FAIR OAK FRN 15/07/2039	XS3356030448	Mortgage Bonds	100.82	6475818.22	6528778.36	EUR	0.013311
FAIR OAK FRN 15/07/2039	XS3356030448	Mortgage Bonds	100.82	39064.12	39383.60	EUR	0.013311
ARMADA E FRN 30/10/2039	XS3148251799	Mortgage Bonds	100.69	775837.13	781190.75	EUR	0.013255
INDIGO C FRN 20/04/2038	XS3194914738	Mortgage Bonds	100.75	243540.35	245360.96	EUR	0.013252
RRE 28 L FRN 15/04/2039	XS3298378236	Mortgage Bonds	101.65	766815.77	779500.57	EUR	0.013227
SEABURY FRN 20/07/2040	XS3366237157	Mortgage Bonds	100.73	766815.77	772387.04	EUR	0.013106
ARINI EU FRN 15/10/2038	XS3133390925	Mortgage Bonds	100.81	20959.03	21129.42	EUR	0.012985
ELM PARK FRN 15/01/2038	XS3224514581	Mortgage Bonds	100.66	20804.92	20941.43	EUR	0.012869
SOUND PO FRN 20/01/2039	XS2930105528	Mortgage Bonds	100.51	37241.13	37431.36	EUR	0.012651
SOUND PO FRN 20/01/2039	XS2930105528	Mortgage Bonds	100.51	6173613.37	6205148.61	EUR	0.012651
PROVIDUS FRN 18/04/2040	XS3276171686	Mortgage Bonds	101.72	228319.08	232248.46	EUR	0.012544
POLUS EU FRN 25/04/2039	XS3331471493	Mortgage Bonds	101.26	721708.96	730773.28	EUR	0.0124
HENLEY C FRN 20/07/2040	XS3278773059	Mortgage Bonds	100.53	228319.08	229538.41	EUR	0.012397
PENTA CL FRN 17/10/2038	XS2993870208	Mortgage Bonds	100.52	6044097.01	6075770.96	EUR	0.012387
PENTA CL FRN 17/10/2038	XS2993870208	Mortgage Bonds	100.52	36459.85	36650.92	EUR	0.012387
AURIUM C FRN 20/07/2038	XS3087699842	Mortgage Bonds	100.79	721708.96	727425.78	EUR	0.012343
CONTEGO FRN 20/11/2038	XS2929408669	Mortgage Bonds	100.41	721708.96	724684.00	EUR	0.012296
INDIGO C FRN 20/04/2038	XS3194914738	Mortgage Bonds	100.75	19726.14	19873.61	EUR	0.012213
HARVEST FRN 15/04/2039	XS3289001490	Mortgage Bonds	101.37	708176.92	717911.48	EUR	0.012181
ARINI EU FRN 15/10/2038	XS3133390925	Mortgage Bonds	100.81	35418.14	35706.07	EUR	0.012068
ARINI EU FRN 15/10/2038	XS3133390925	Mortgage Bonds	100.81	5871408.52	5919140.43	EUR	0.012068
ELM PARK FRN 15/01/2038	XS3224514581	Mortgage Bonds	100.66	5828236.40	5866477.83	EUR	0.011961
ELM PARK FRN 15/01/2038	XS3224514581	Mortgage Bonds	100.66	35157.71	35388.40	EUR	0.011961
BAIN CAP FRN 25/01/2038	XS3025330914	Mortgage Bonds	100.33	220708.44	221445.44	EUR	0.01196
ARMADA E FRN 15/10/2037	XS2909705472	Mortgage Bonds	100.82	694644.87	700363.86	EUR	0.011884
AURIUM C FRN 17/10/2037	XS2856814137	Mortgage Bonds	100.81	694644.87	700250.38	EUR	0.011882
ARINI EU FRN 15/01/2039	XS3190381676	Mortgage Bonds	100.82	216332.33	218099.63	EUR	0.01178
VOYA EUR FRN 15/10/2038	XS3109451610	Mortgage Bonds	100.87	676602.15	682494.91	EUR	0.011581
FAIR OAK FRN 15/07/2039	XS3356030448	Mortgage Bonds	100.82	676602.15	682135.50	EUR	0.011574
PROVIDUS FRN 18/04/2040	XS3276171686	Mortgage Bonds	101.72	18493.26	18811.53	EUR	0.01156
HENLEY C FRN 20/07/2040	XS3278773059	Mortgage Bonds	100.53	18493.26	18592.02	EUR	0.011425
INDIGO C FRN 20/04/2038	XS3194914738	Mortgage Bonds	100.75	33334.72	33583.92	EUR	0.011351
INDIGO C FRN 20/04/2038	XS3194914738	Mortgage Bonds	100.75	5526031.55	5567341.99	EUR	0.011351
BLACKROC FRN 15/01/2039	XS3220578655	Mortgage Bonds	100.71	205487.17	206942.14	EUR	0.011177
BAIN CAP FRN 25/01/2038	XS3025330914	Mortgage Bonds	100.33	17876.82	17936.51	EUR	0.011023
SOUND PO FRN 20/01/2039	XS2930105528	Mortgage Bonds	100.51	645027.38	648322.23	EUR	0.011001
AURIUM C FRN 18/04/2038	XS3035746034	Mortgage Bonds	100.41	201681.85	202505.92	EUR	0.010937
ARINI EU FRN 15/01/2039	XS3190381676	Mortgage Bonds	100.82	17522.36	17665.51	EUR	0.010856
CONTEGO FRN 23/10/2039	XS3212401197	Mortgage Bonds	100.80	197876.54	199461.68	EUR	0.010773
PENTA CL FRN 17/10/2038	XS2993870208	Mortgage Bonds	100.52	631495.34	634804.68	EUR	0.010771
ARINI EU FRN 15/10/2038	XS3215544407	Mortgage Bonds	100.75	197876.54	199365.18	EUR	0.010768
PROVIDUS FRN 18/04/2040	XS3276171686	Mortgage Bonds	101.72	31251.30	31789.14	EUR	0.010744
PROVIDUS FRN 18/04/2040	XS3276171686	Mortgage Bonds	101.72	5180654.58	5269813.82	EUR	0.010744
CVC CORD FRN 15/05/2037	XS3230493358	Mortgage Bonds	100.21	197876.54	198298.93	EUR	0.01071
HENLEY C FRN 20/07/2040	XS3278773059	Mortgage Bonds	100.53	5180654.58	5208321.58	EUR	0.010619
HENLEY C FRN 20/07/2040	XS3278773059	Mortgage Bonds	100.53	31251.30	31418.20	EUR	0.010619
ARINI EU FRN 15/10/2038	XS3133390925	Mortgage Bonds	100.81	613452.62	618439.71	EUR	0.010494
THISTLE FRN 15/10/2038	XS3303587185	Mortgage Bonds	101.27	190265.90	192673.41	EUR	0.010406
ELM PARK FRN 15/01/2038	XS3224514581	Mortgage Bonds	100.66	608941.94	612937.45	EUR	0.0104
CAIRN CL FRN 25/01/2038	XS3107178785	Mortgage Bonds	100.88	190265.90	191945.42	EUR	0.010367
BBAM EUR FRN 26/01/2040	XS3223930671	Mortgage Bonds	100.76	190265.90	191707.45	EUR	0.010354
HENLEY C FRN 25/07/2039	XS3233871170	Mortgage Bonds	100.72	190265.90	191626.26	EUR	0.01035
BAIN CAP FRN 24/10/2039	XS3194944214	Mortgage Bonds	100.68	190265.90	191558.06	EUR	0.010346
CAPITAL FRN 25/01/2039	XS3214803739	Mortgage Bonds	100.67	190265.90	191541.12	EUR	0.010345
ARES EUR FRN 15/10/2038	XS2862971376	Mortgage Bonds	100.63	190265.90	191470.28	EUR	0.010341
NORTH WE FRN 25/04/2038	XS3123472451	Mortgage Bonds	100.58	190265.90	191366.61	EUR	0.010336
NORTH WE FRN 20/11/2038	XS3211783835	Mortgage Bonds	100.35	190265.90	190932.71	EUR	0.010312
BLACKROC FRN 15/01/2039	XS3220578655	Mortgage Bonds	100.71	16643.93	16761.78	EUR	0.010301
BAIN CAP FRN 25/01/2038	XS3025330914	Mortgage Bonds	100.33	30209.59	30310.47	EUR	0.010244
BAIN CAP FRN 25/01/2038	XS3025330914	Mortgage Bonds	100.33	5007966.09	5024688.94	EUR	0.010244
ARINI EU FRN 15/01/2039	XS3190381676	Mortgage Bonds	100.82	29610.61	29852.51	EUR	0.01009
ARINI EU FRN 15/01/2039	XS3190381676	Mortgage Bonds	100.82	4908670.21	4948771.13	EUR	0.01009
AURIUM C FRN 18/04/2038	XS3035746034	Mortgage Bonds	100.41	16335.71	16402.46	EUR	0.01008
CONTEGO FRN 23/10/2039	XS3212401197	Mortgage Bonds	100.80	16027.49	16155.88	EUR	0.009928
ARINI EU FRN 15/10/2038	XS3215544407	Mortgage Bonds	100.75	16027.49	16148.07	EUR	0.009924
CVC CORD FRN 15/05/2037	XS3230493358	Mortgage Bonds	100.21	16027.49	16061.70	EUR	0.00987
INDIGO C FRN 20/04/2038	XS3194914738	Mortgage Bonds	100.75	577367.17	581683.34	EUR	0.00987
THISTLE FRN 15/10/2038	XS3303587185	Mortgage Bonds	101.27	15411.05	15606.05	EUR	0.00959
BLACKROC FRN 15/01/2039	XS3220578655	Mortgage Bonds	100.71	4662589.12	4695602.97	EUR	0.009573
BLACKROC FRN 15/01/2039	XS3220578655	Mortgage Bonds	100.71	28126.17	28325.32	EUR	0.009573
CAIRN CL FRN 25/01/2038	XS3107178785	Mortgage Bonds	100.88	15411.05	15547.09	EUR	0.009554
BBAM EUR FRN 26/01/2040	XS3223930671	Mortgage Bonds	100.76	15411.05	15527.81	EUR	0.009542
HENLEY C FRN 25/07/2039	XS3233871170	Mortgage Bonds	100.72	15411.05	15521.24	EUR	0.009538
BAIN CAP FRN 24/10/2039	XS3194944214	Mortgage Bonds	100.68	15411.05	15515.71	EUR	0.009535
CAPITAL FRN 25/01/2039	XS3214803739	Mortgage Bonds	100.67	15411.05	15514.34	EUR	0.009534
ARES EUR FRN 15/10/2038	XS2862971376	Mortgage Bonds	100.63	15411.05	15508.60	EUR	0.009531
NORTH WE FRN 25/04/2038	XS3123472451	Mortgage Bonds	100.58	15411.05	15500.20	EUR	0.009525
NORTH WE FRN 20/11/2038	XS3211783835	Mortgage Bonds	100.35	15411.05	15465.06	EUR	0.009504
AVOCA CL FRN 15/07/2038	XS2868165502	Mortgage Bonds	100.44	175044.63	175817.72	EUR	0.009496
AURIUM C FRN 18/04/2038	XS3035746034	Mortgage Bonds	100.41	27605.31	27718.11	EUR	0.009368
AURIUM C FRN 18/04/2038	XS3035746034	Mortgage Bonds	100.41	4576244.88	4594943.29	EUR	0.009368
PROVIDUS FRN 18/04/2040	XS3276171686	Mortgage Bonds	101.72	541281.72	550597.20	EUR	0.009342
HENLEY C FRN 20/07/2040	XS3278773059	Mortgage Bonds	100.53	541281.72	544172.41	EUR	0.009233
CONTEGO FRN 23/10/2039	XS3212401197	Mortgage Bonds	100.80	27084.46	27301.43	EUR	0.009227
CONTEGO FRN 23/10/2039	XS3212401197	Mortgage Bonds	100.80	4489900.64	4525868.25	EUR	0.009227
ARES EUR FRN 15/07/2038	XS3031607792	Mortgage Bonds	100.87	169336.65	170808.14	EUR	0.009225
ARINI EU FRN 15/10/2038	XS3215544407	Mortgage Bonds	100.75	27084.46	27288.22	EUR	0.009223
ARINI EU FRN 15/10/2038	XS3215544407	Mortgage Bonds	100.75	4489900.64	4523678.50	EUR	0.009223
TIKEHAU FRN 15/04/2038	XS3229444206	Mortgage Bonds	100.62	169336.65	170381.12	EUR	0.009202
CVC CORD FRN 15/05/2037	XS3230493358	Mortgage Bonds	100.21	27084.46	27142.28	EUR	0.009174
CVC CORD FRN 15/05/2037	XS3230493358	Mortgage Bonds	100.21	4489900.64	4499484.92	EUR	0.009174
THISTLE FRN 15/10/2038	XS3303587185	Mortgage Bonds	101.27	4317212.15	4371839.56	EUR	0.008913
THISTLE FRN 15/10/2038	XS3303587185	Mortgage Bonds	101.27	26042.75	26372.28	EUR	0.008913
BAIN CAP FRN 25/01/2038	XS3025330914	Mortgage Bonds	100.33	523239.00	524986.22	EUR	0.008908
CAIRN CL FRN 25/01/2038	XS3107178785	Mortgage Bonds	100.88	26042.75	26272.63	EUR	0.00888
CAIRN CL FRN 25/01/2038	XS3107178785	Mortgage Bonds	100.88	4317212.15	4355321.11	EUR	0.00888
BBAM EUR FRN 26/01/2040	XS3223930671	Mortgage Bonds	100.76	26042.75	26240.06	EUR	0.008869
BBAM EUR FRN 26/01/2040	XS3223930671	Mortgage Bonds	100.76	4317212.15	4349921.63	EUR	0.008869
HENLEY C FRN 25/07/2039	XS3233871170	Mortgage Bonds	100.72	26042.75	26228.95	EUR	0.008865
HENLEY C FRN 25/07/2039	XS3233871170	Mortgage Bonds	100.72	4317212.15	4348079.19	EUR	0.008865
BAIN CAP FRN 24/10/2039	XS3194944214	Mortgage Bonds	100.68	4317212.15	4346531.78	EUR	0.008862
BAIN CAP FRN 24/10/2039	XS3194944214	Mortgage Bonds	100.68	26042.75	26219.62	EUR	0.008862
CAPITAL FRN 25/01/2039	XS3214803739	Mortgage Bonds	100.67	26042.75	26217.30	EUR	0.008861
CAPITAL FRN 25/01/2039	XS3214803739	Mortgage Bonds	100.67	4317212.15	4346147.50	EUR	0.008861
ARES EUR FRN 15/10/2038	XS2862971376	Mortgage Bonds	100.63	26042.75	26207.60	EUR	0.008858
ARES EUR FRN 15/10/2038	XS2862971376	Mortgage Bonds	100.63	4317212.15	4344539.98	EUR	0.008858
NORTH WE FRN 25/04/2038	XS3123472451	Mortgage Bonds	100.58	26042.75	26193.41	EUR	0.008853
NORTH WE FRN 25/04/2038	XS3123472451	Mortgage Bonds	100.58	4317212.15	4342187.68	EUR	0.008853
NORTH WE FRN 20/11/2038	XS3211783835	Mortgage Bonds	100.35	26042.75	26134.02	EUR	0.008833
NORTH WE FRN 20/11/2038	XS3211783835	Mortgage Bonds	100.35	4317212.15	4332342.35	EUR	0.008833
RRE 18 L FRN 15/04/2038	XS3277098870	Mortgage Bonds	100.56	161726.02	162637.91	EUR	0.008784
ARINI EU FRN 15/01/2039	XS3190381676	Mortgage Bonds	100.82	512864.43	517054.23	EUR	0.008773
AVOCA CL FRN 15/07/2038	XS2868165502	Mortgage Bonds	100.44	14178.17	14240.78	EUR	0.008751
ARES EUR FRN 15/07/2038	XS3031607792	Mortgage Bonds	100.87	13715.83	13835.02	EUR	0.008502
TIKEHAU FRN 15/04/2038	XS3229444206	Mortgage Bonds	100.62	13715.83	13800.43	EUR	0.008481
BLACKROC FRN 15/01/2039	XS3220578655	Mortgage Bonds	100.71	487153.55	490602.88	EUR	0.008325
CAPITAL FRN 15/04/2038	XS3010566217	Mortgage Bonds	100.56	152212.72	153067.25	EUR	0.008267
HARVEST FRN 15/10/2037	XS2903416712	Mortgage Bonds	100.55	152212.72	153045.43	EUR	0.008266
POLUS EU FRN 25/10/2039	XS3423386583	Mortgage Bonds	100.00	152212.72	152212.72	EUR	0.008221
HAYFIN E FRN 15/10/2039	XS3455088214	Mortgage Bonds	100.00	152212.72	152212.72	EUR	0.008221
AURIUM C FRN 18/04/2038	XS3035746034	Mortgage Bonds	100.41	478132.19	480085.82	EUR	0.008146
AVOCA CL FRN 15/07/2038	XS2868165502	Mortgage Bonds	100.44	3971835.18	3989376.99	EUR	0.008134
AVOCA CL FRN 15/07/2038	XS2868165502	Mortgage Bonds	100.44	23959.33	24065.15	EUR	0.008134
RRE 18 L FRN 15/04/2038	XS3277098870	Mortgage Bonds	100.56	13099.39	13173.25	EUR	0.008095
PROVIDUS FRN 15/11/2039	XS3196134392	Mortgage Bonds	100.40	148407.40	148999.45	EUR	0.008048
CONTEGO FRN 23/10/2039	XS3212401197	Mortgage Bonds	100.80	469110.82	472868.77	EUR	0.008024
ARINI EU FRN 15/10/2038	XS3215544407	Mortgage Bonds	100.75	469110.82	472639.98	EUR	0.00802
CVC CORD FRN 15/05/2037	XS3230493358	Mortgage Bonds	100.21	469110.82	470112.20	EUR	0.007977
ARES EUR FRN 15/07/2038	XS3031607792	Mortgage Bonds	100.87	3842318.81	3875707.45	EUR	0.007902
ARES EUR FRN 15/07/2038	XS3031607792	Mortgage Bonds	100.87	23178.05	23379.46	EUR	0.007902
TIKEHAU FRN 15/04/2038	XS3229444206	Mortgage Bonds	100.62	23178.05	23321.01	EUR	0.007882
TIKEHAU FRN 15/04/2038	XS3229444206	Mortgage Bonds	100.62	3842318.81	3866018.20	EUR	0.007882
THISTLE FRN 15/10/2038	XS3303587185	Mortgage Bonds	101.27	451068.10	456775.65	EUR	0.007751
CAIRN CL FRN 25/01/2038	XS3107178785	Mortgage Bonds	100.88	451068.10	455049.78	EUR	0.007721
BBAM EUR FRN 26/01/2040	XS3223930671	Mortgage Bonds	100.76	451068.10	454485.63	EUR	0.007712
HENLEY C FRN 25/07/2039	XS3233871170	Mortgage Bonds	100.72	451068.10	454293.13	EUR	0.007708
BAIN CAP FRN 24/10/2039	XS3194944214	Mortgage Bonds	100.68	451068.10	454131.45	EUR	0.007706
CAPITAL FRN 25/01/2039	XS3214803739	Mortgage Bonds	100.67	451068.10	454091.30	EUR	0.007705
ARES EUR FRN 15/10/2038	XS2862971376	Mortgage Bonds	100.63	451068.10	453923.35	EUR	0.007702
NORTH WE FRN 25/04/2038	XS3123472451	Mortgage Bonds	100.58	451068.10	453677.58	EUR	0.007698
NORTH WE FRN 20/11/2038	XS3211783835	Mortgage Bonds	100.35	451068.10	452648.92	EUR	0.007681
CAPITAL FRN 15/04/2038	XS3010566217	Mortgage Bonds	100.56	12328.84	12398.05	EUR	0.007619
HARVEST FRN 15/10/2037	XS2903416712	Mortgage Bonds	100.55	12328.84	12396.29	EUR	0.007618
HAYFIN E FRN 15/10/2039	XS3455088214	Mortgage Bonds	100.00	12328.84	12328.84	EUR	0.007576
POLUS EU FRN 25/10/2039	XS3423386583	Mortgage Bonds	100.00	12328.84	12328.84	EUR	0.007576
RRE 18 L FRN 15/04/2038	XS3277098870	Mortgage Bonds	100.56	3669630.33	3690321.65	EUR	0.007524
RRE 18 L FRN 15/04/2038	XS3277098870	Mortgage Bonds	100.56	22136.34	22261.15	EUR	0.007524
SOUND PO FRN 20/07/2039	XS3053398817	Mortgage Bonds	100.67	136610.92	137528.30	EUR	0.007428
PROVIDUS FRN 15/11/2039	XS3196134392	Mortgage Bonds	100.40	12020.62	12068.57	EUR	0.007417
SOUND PO FRN 05/09/2037	XS2859421104	Mortgage Bonds	100.42	133186.13	133744.53	EUR	0.007224
TIKEHAU FRN 20/10/2038	XS2845221683	Mortgage Bonds	100.39	133186.13	133701.94	EUR	0.007221
TIKEHAU FRN 20/10/2038	XS3485477981	Mortgage Bonds	100.00	133186.13	133186.13	EUR	0.007193
CVC CORD FRN 15/01/2038	XS2958383379	Mortgage Bonds	100.54	131283.47	131994.66	EUR	0.007129
CAPITAL FRN 15/04/2038	XS3010566217	Mortgage Bonds	100.56	3453769.72	3473159.34	EUR	0.007081
CAPITAL FRN 15/04/2038	XS3010566217	Mortgage Bonds	100.56	20834.20	20951.16	EUR	0.007081
HARVEST FRN 15/10/2037	XS2903416712	Mortgage Bonds	100.55	20834.20	20948.18	EUR	0.00708
HARVEST FRN 15/10/2037	XS2903416712	Mortgage Bonds	100.55	3453769.72	3472664.28	EUR	0.00708
AVOCA CL FRN 15/07/2038	XS2868165502	Mortgage Bonds	100.44	414982.65	416815.44	EUR	0.007072
POLUS EU FRN 25/10/2039	XS3423386583	Mortgage Bonds	100.00	20834.20	20834.20	EUR	0.007042
POLUS EU FRN 25/10/2039	XS3423386583	Mortgage Bonds	100.00	3453769.72	3453769.72	EUR	0.007042
HAYFIN E FRN 15/10/2039	XS3455088214	Mortgage Bonds	100.00	20834.20	20834.20	EUR	0.007042
HAYFIN E FRN 15/10/2039	XS3455088214	Mortgage Bonds	100.00	3453769.72	3453769.72	EUR	0.007042
PROVIDUS FRN 15/10/2038	XS2905436650	Mortgage Bonds	100.42	129380.81	129920.73	EUR	0.007017
TULLY PA FRN 15/07/2038	XS3046361906	Mortgage Bonds	100.82	127478.15	128528.50	EUR	0.006942
PROVIDUS FRN 15/11/2039	XS3196134392	Mortgage Bonds	100.40	3367425.48	3380859.38	EUR	0.006893
PROVIDUS FRN 15/11/2039	XS3196134392	Mortgage Bonds	100.40	20313.35	20394.38	EUR	0.006893
ARES EUR FRN 15/07/2038	XS3031607792	Mortgage Bonds	100.87	401450.61	404939.10	EUR	0.006871
TIKEHAU FRN 15/04/2038	XS3229444206	Mortgage Bonds	100.62	401450.61	403926.75	EUR	0.006854
SOUND PO FRN 20/07/2039	XS3053398817	Mortgage Bonds	100.67	11065.13	11139.44	EUR	0.006846
SOUND PO FRN 05/09/2037	XS2859421104	Mortgage Bonds	100.42	10787.74	10832.96	EUR	0.006657
TIKEHAU FRN 20/10/2038	XS2845221683	Mortgage Bonds	100.39	10787.74	10829.51	EUR	0.006655
BAIN CAP FRN 17/07/2034	XS2393317933	Mortgage Bonds	100.53	136991.45	122831.48	EUR	0.006634
TIKEHAU FRN 20/10/2038	XS3485477981	Mortgage Bonds	100.00	10787.74	10787.74	EUR	0.006629
CVC CORD FRN 15/01/2038	XS2958383379	Mortgage Bonds	100.54	10633.62	10691.23	EUR	0.00657
RRE 18 L FRN 15/04/2038	XS3277098870	Mortgage Bonds	100.56	383407.89	385569.74	EUR	0.006542
PROVIDUS FRN 15/10/2038	XS2905436650	Mortgage Bonds	100.42	10479.51	10523.25	EUR	0.006467
TULLY PA FRN 15/07/2038	XS3046361906	Mortgage Bonds	100.82	10325.40	10410.48	EUR	0.006398
SOUND PO FRN 20/07/2039	XS3053398817	Mortgage Bonds	100.67	3099758.32	3120574.06	EUR	0.006362
SOUND PO FRN 20/07/2039	XS3053398817	Mortgage Bonds	100.67	18698.69	18824.26	EUR	0.006362
CAIRN CL FRN 18/01/2039	XS3013058006	Mortgage Bonds	100.51	114159.54	114743.29	EUR	0.006197
SOUND PO FRN 05/09/2037	XS2859421104	Mortgage Bonds	100.42	3022048.50	3034718.91	EUR	0.006187
SOUND PO FRN 05/09/2037	XS2859421104	Mortgage Bonds	100.42	18229.92	18306.36	EUR	0.006187
TIKEHAU FRN 20/10/2038	XS2845221683	Mortgage Bonds	100.39	3022048.50	3033752.45	EUR	0.006185
TIKEHAU FRN 20/10/2038	XS2845221683	Mortgage Bonds	100.39	18229.92	18300.53	EUR	0.006185
TIKEHAU FRN 20/10/2038	XS3485477981	Mortgage Bonds	100.00	18229.92	18229.92	EUR	0.006161
TIKEHAU FRN 20/10/2038	XS3485477981	Mortgage Bonds	100.00	3022048.50	3022048.50	EUR	0.006161
CAPITAL FRN 15/04/2038	XS3010566217	Mortgage Bonds	100.56	360854.48	362880.33	EUR	0.006157
HARVEST FRN 15/10/2037	XS2903416712	Mortgage Bonds	100.55	360854.48	362828.61	EUR	0.006156
POLUS EU FRN 25/10/2039	XS3423386583	Mortgage Bonds	100.00	360854.48	360854.48	EUR	0.006123
HAYFIN E FRN 15/10/2039	XS3455088214	Mortgage Bonds	100.00	360854.48	360854.48	EUR	0.006123
BAIN CAP FRN 17/07/2034	XS2393317933	Mortgage Bonds	100.53	11095.96	9949.04	EUR	0.006114
CVC CORD FRN 15/01/2038	XS2958383379	Mortgage Bonds	100.54	2978876.38	2995013.50	EUR	0.006106
CVC CORD FRN 15/01/2038	XS2958383379	Mortgage Bonds	100.54	17969.50	18066.84	EUR	0.006106
PROVIDUS FRN 15/10/2038	XS2905436650	Mortgage Bonds	100.42	17709.07	17782.97	EUR	0.00601
PROVIDUS FRN 15/10/2038	XS2905436650	Mortgage Bonds	100.42	2935704.26	2947955.25	EUR	0.00601
PROVIDUS FRN 15/11/2039	XS3196134392	Mortgage Bonds	100.40	351833.12	353236.71	EUR	0.005994
TULLY PA FRN 15/07/2038	XS3046361906	Mortgage Bonds	100.82	17448.64	17592.41	EUR	0.005946
TULLY PA FRN 15/07/2038	XS3046361906	Mortgage Bonds	100.82	2892532.14	2916364.90	EUR	0.005946
SOUND PO FRN 15/04/2039	XS3029435164	Mortgage Bonds	100.30	106548.90	106870.80	EUR	0.005772
CAIRN CL FRN 18/01/2039	XS3013058006	Mortgage Bonds	100.51	9246.63	9293.91	EUR	0.005711
BAIN CAP FRN 17/07/2034	XS2393317933	Mortgage Bonds	100.53	3108392.75	2787097.31	EUR	0.005682
BAIN CAP FRN 17/07/2034	XS2393317933	Mortgage Bonds	100.53	18750.78	16812.63	EUR	0.005682
SOUND PO FRN 20/07/2039	XS3053398817	Mortgage Bonds	100.67	323866.90	326041.75	EUR	0.005532
SOUND PO FRN 05/09/2037	XS2859421104	Mortgage Bonds	100.42	315747.67	317071.49	EUR	0.00538
TIKEHAU FRN 20/10/2038	XS2845221683	Mortgage Bonds	100.39	315747.67	316970.51	EUR	0.005378
TRINITAS FRN 15/11/2038	XS3176121179	Mortgage Bonds	100.50	98938.27	99437.27	EUR	0.005371
TIKEHAU FRN 20/10/2038	XS3485477981	Mortgage Bonds	100.00	315747.67	315747.67	EUR	0.005358
SOUND PO FRN 15/04/2039	XS3029435164	Mortgage Bonds	100.30	8630.19	8656.26	EUR	0.00532
CVC CORD FRN 15/01/2038	XS2958383379	Mortgage Bonds	100.54	311236.99	312923.02	EUR	0.00531
CAIRN CL FRN 18/01/2039	XS3013058006	Mortgage Bonds	100.51	2590327.29	2603572.77	EUR	0.005308
CAIRN CL FRN 18/01/2039	XS3013058006	Mortgage Bonds	100.51	15625.65	15705.55	EUR	0.005308
PROVIDUS FRN 15/10/2038	XS2905436650	Mortgage Bonds	100.42	306726.31	308006.31	EUR	0.005226
PALMER S FRN 15/01/2038	XS3248398441	Mortgage Bonds	100.80	95132.95	95896.09	EUR	0.005179
TULLY PA FRN 15/07/2038	XS3046361906	Mortgage Bonds	100.82	302215.63	304705.71	EUR	0.00517
AVOCA CL FRN 15/10/2037	XS2902695043	Mortgage Bonds	100.54	95132.95	95644.47	EUR	0.005166
TRINITAS FRN 15/11/2038	XS3176121179	Mortgage Bonds	100.50	8013.75	8054.16	EUR	0.00495
SOUND PO FRN 15/04/2039	XS3029435164	Mortgage Bonds	100.30	2417638.80	2424942.78	EUR	0.004944
SOUND PO FRN 15/04/2039	XS3029435164	Mortgage Bonds	100.30	14583.94	14628.00	EUR	0.004944
BAIN CAP FRN 17/07/2034	XS2393317933	Mortgage Bonds	100.53	324769.03	291199.66	EUR	0.004941
PALMER S FRN 15/01/2038	XS3248398441	Mortgage Bonds	100.80	7705.52	7767.34	EUR	0.004773
AVOCA CL FRN 15/10/2037	XS2902695043	Mortgage Bonds	100.54	7705.52	7746.96	EUR	0.004761
CAIRN CL FRN 18/01/2039	XS3013058006	Mortgage Bonds	100.51	270640.86	272024.77	EUR	0.004616
TRINITAS FRN 15/11/2038	XS3176121179	Mortgage Bonds	100.50	2244950.32	2256272.90	EUR	0.0046
TRINITAS FRN 15/11/2038	XS3176121179	Mortgage Bonds	100.50	13542.23	13610.53	EUR	0.0046
PALMER S FRN 15/01/2038	XS3248398441	Mortgage Bonds	100.80	2158606.08	2175921.95	EUR	0.004436
PALMER S FRN 15/01/2038	XS3248398441	Mortgage Bonds	100.80	13021.38	13125.83	EUR	0.004436
AVOCA CL FRN 15/10/2037	XS2902695043	Mortgage Bonds	100.54	13021.38	13091.39	EUR	0.004425
AVOCA CL FRN 15/10/2037	XS2902695043	Mortgage Bonds	100.54	2158606.08	2170212.75	EUR	0.004425
RRE 30 L FRN 15/07/2041	XS3397079958	Mortgage Bonds	100.73	79911.68	80498.63	EUR	0.004348
SOUND PO FRN 15/04/2039	XS3029435164	Mortgage Bonds	100.30	252598.14	253361.27	EUR	0.004299
RRE 30 L FRN 15/07/2041	XS3397079958	Mortgage Bonds	100.73	6472.64	6520.18	EUR	0.004007
TRINITAS FRN 15/11/2038	XS3176121179	Mortgage Bonds	100.50	234555.41	235738.41	EUR	0.004
PALMER S FRN 15/01/2038	XS3248398441	Mortgage Bonds	100.80	225534.05	227343.24	EUR	0.003858
AVOCA CL FRN 15/10/2037	XS2902695043	Mortgage Bonds	100.54	225534.05	226746.73	EUR	0.003847
NORTH WE FRN 20/07/2038	XS3328003960	Mortgage Bonds	100.60	68876.26	69287.33	EUR	0.003742
RRE 30 L FRN 15/07/2041	XS3397079958	Mortgage Bonds	100.73	10937.95	11018.29	EUR	0.003724
RRE 30 L FRN 15/07/2041	XS3397079958	Mortgage Bonds	100.73	1813229.10	1826547.21	EUR	0.003724
NORTH WE FRN 20/07/2038	XS3328003960	Mortgage Bonds	100.60	5578.80	5612.10	EUR	0.003449
RRE 30 L FRN 15/07/2041	XS3397079958	Mortgage Bonds	100.73	189448.60	190840.10	EUR	0.003238
NORTH WE FRN 20/07/2038	XS3328003960	Mortgage Bonds	100.60	9427.48	9483.74	EUR	0.003205
NORTH WE FRN 20/07/2038	XS3328003960	Mortgage Bonds	100.60	1562830.80	1572158.22	EUR	0.003205
VESEY PA FRN 19/12/2038	XS3249821169	Mortgage Bonds	101.00	57079.77	57648.10	EUR	0.003114
VESEY PA FRN 19/12/2038	XS3249821169	Mortgage Bonds	101.00	4623.31	4669.35	EUR	0.002869
NORTH WE FRN 20/07/2038	XS3328003960	Mortgage Bonds	100.60	163286.65	164261.19	EUR	0.002787
VESEY PA FRN 19/12/2038	XS3249821169	Mortgage Bonds	101.00	1295163.65	1308059.40	EUR	0.002667
VESEY PA FRN 19/12/2038	XS3249821169	Mortgage Bonds	101.00	7812.82	7890.62	EUR	0.002667
VESEY PA FRN 19/12/2038	XS3249821169	Mortgage Bonds	101.00	135320.43	136667.80	EUR	0.002319
AURIUM C FRN 17/04/2037	XS2892326724	Mortgage Bonds	100.67	38053.18	38309.58	EUR	0.002069
CAPITAL FRN 15/07/2040	XS3410931631	Mortgage Bonds	100.62	38053.18	38290.15	EUR	0.002068
AURIUM C FRN 17/04/2037	XS2892326724	Mortgage Bonds	100.67	3082.21	3102.98	EUR	0.001907
CAPITAL FRN 15/07/2040	XS3410931631	Mortgage Bonds	100.62	3082.21	3101.40	EUR	0.001906
HARVEST FRN 15/07/2034	XS2370602703	Mortgage Bonds	100.44	38053.18	33615.95	EUR	0.001816
AURIUM C FRN 17/04/2037	XS2892326724	Mortgage Bonds	100.67	5208.55	5243.64	EUR	0.001772
AURIUM C FRN 17/04/2037	XS2892326724	Mortgage Bonds	100.67	863442.43	869260.23	EUR	0.001772
CAPITAL FRN 15/07/2040	XS3410931631	Mortgage Bonds	100.62	863442.43	868819.28	EUR	0.001771
CAPITAL FRN 15/07/2040	XS3410931631	Mortgage Bonds	100.62	5208.55	5240.98	EUR	0.001771
HARVEST FRN 15/07/2034	XS2370602703	Mortgage Bonds	100.44	3082.21	2722.81	EUR	0.001673
PROVIDUS FRN 18/07/2034	XS2356223607	Mortgage Bonds	100.35	38053.18	29038.96	EUR	0.001568
HARVEST FRN 15/07/2034	XS2370602703	Mortgage Bonds	100.44	863442.43	762759.76	EUR	0.001555
HARVEST FRN 15/07/2034	XS2370602703	Mortgage Bonds	100.44	5208.55	4601.20	EUR	0.001555
AURIUM C FRN 17/04/2037	XS2892326724	Mortgage Bonds	100.67	90213.62	90821.47	EUR	0.001541
CAPITAL FRN 15/07/2040	XS3410931631	Mortgage Bonds	100.62	90213.62	90775.40	EUR	0.00154
PROVIDUS FRN 18/07/2034	XS2356223607	Mortgage Bonds	100.35	3082.21	2352.08	EUR	0.001445
HARVEST FRN 15/07/2034	XS2370602703	Mortgage Bonds	100.44	90213.62	79694.16	EUR	0.001352
PROVIDUS FRN 18/07/2034	XS2356223607	Mortgage Bonds	100.35	5208.55	3974.72	EUR	0.001343
PROVIDUS FRN 18/07/2034	XS2356223607	Mortgage Bonds	100.35	863442.43	658906.05	EUR	0.001343
PROVIDUS FRN 18/07/2034	XS2356223607	Mortgage Bonds	100.35	90213.62	68843.39	EUR	0.001168
CASH					-18218.81		-9.84E-4
CASH					-6037.04		-0.00204
CASH					-1001271.88		-0.002041
CASH					-15449.43		-0.009494
CASH					-971077.94		-0.016477

Quarterly update

Watch the investment team recap this quarter.

(Note: Filmed in July 2026).

Investment objective

About this fund

The Fund aims to provide a return from a combination of income and capital growth over the long term by investing in an actively managed portfolio of AAA-rated collateralised loan obligations (CLOs).

The Fund will invest at least 80% of its Net Asset Value in eligible CLOs of any maturity that are rated AAA (or equivalent by a nationally recognised ratings agency) at the time of purchase with a focus on European CLOs.

Why CLO investing at Janus Henderson

Specialised and experienced team

Janus Henderson has a long-standing history of CLO investing, supported by a global portfolio management team that combines the expertise of securitised and loan specialists.

Disciplined investment process

Rigorous CLO manager due diligence and portfolio construction seeking to deliver optimal risk-adjusted returns through different market environments.

Global CLO platform

Scale and expertise seeking to offer competitive investor advantages, from deep market access to efficient execution.

Portfolio characteristics

(As of 30/06/2026)

EUR Acc.

Number of holdings:	86
Average CLO rating:	AAA
Current yield (%) (EUR):	3.64
Yield to maturity (EUR) (based on cash rates):	3.70
Spread to maturity (%):	1.26
Yield to maturity (EUR) (based on forward rates):	3.81
Effective interest rate duration (years):	0.24
Weighted average life (years):	4.92

EUR Dist.

Number of holdings:	86
Average CLO rating:	AAA
Current yield (%) (EUR):	3.64
Yield to maturity (EUR) (based on cash rates):	3.70
Spread to maturity (%):	1.26
Yield to maturity (EUR) (based on forward rates):	3.81
Effective interest rate duration (years):	0.24
Weighted average life (years):	4.92

USD-Hedged Acc.

Number of holdings:	86
Average CLO rating:	AAA
Yield to maturity (USD):	5.18
Current yield (%) (USD):	5.12
Spread to maturity (%):	1.26
Effective interest rate duration (years):	0.24
Weighted average life (years):	4.92

GBP-Hedged Dist.

Number of holdings:	86
Average CLO rating:	AAA
Yield to maturity (GBP):	5.23
Current yield (%) (GBP):	5.17
Spread to maturity (%):	1.26
Effective interest rate duration (years):	0.24
Weighted average life (years):	4.92

CHF-Hedged-Acc.

Number of holdings:	86
Average CLO rating:	AAA
Yield to maturity (CHF):	1.46
Current yield (%) (CHF):	1.40
Spread to maturity (%):	1.26
Effective interest rate duration (years):	0.24
Weighted average life (years):	4.92

Distribution overview

EUR Dist.

Ex-Date	Record Date	Payable Date	ISIN Code	Currency	Rate
25/06/2026	26/06/2026	09/07/2026	LU2941599164	EUR	0.0747
26/03/2026	27/03/2026	09/04/2026	LU2941599164	EUR	0.0703
11/12/2025	12/12/2025	05/01/2026	LU2941599164	EUR	0.0612
25/09/2025	26/09/2025	09/10/2025	LU2941599164	EUR	0.0526

View full history

GBP-Hedged Dist.

Ex-Date	Record Date	Payable Date	ISIN Code	Currency	Rate
25/06/2026	26/06/2026	09/07/2026	LU2941599834	GBP	0.0759
26/03/2026	27/03/2026	09/04/2026	LU2941599834	GBP	0.0707
11/12/2025	12/12/2025	05/01/2026	LU2941599834	GBP	0.0627
25/09/2025	26/09/2025	09/10/2025	LU2941599834	GBP	0.0761
26/06/2025	27/06/2025	10/07/2025	LU2941599834	GBP	0.1012

View full history

Holding	% of Fund
Apna Park Clo DAC 3.691% 2038 (APNAP 1X A)	3.01
Avoca Clo Xxx DAC 3.711% 2039	2.82
CVC Cordatus Loan Fund XVI DAC 3.32% 2039 (CORDA 16X AR)	2.63
Palmer Square European Clo 2026-1 DAC 3.399% 2039 (PLMER 2026-1X A)	2.58
Cairn CLO 3.731% 2039 (CRNCL 2024-19X A)	2.49
Aurium CLO VII DAC 3.781% 2038 (ACLO 7X AR)	2.47
Ares European Clo XVI DAC 3.651% 2038 (ARESE 16X ARR)	2.41
Penta CLO 16 DAC 3.765% 2039	2.27
Voya Euro CLO VIII DAC 3.711% 2039 (VOYE 8X A)	2.26
Fidelity Grand Harbour Clo 2024-1 DAC 3.514% 2038 (FICLO 2024-1X A)	2.06
TOTAL	24.99

Holding

% of Fund

Apna Park Clo DAC 3.691% 2038 (APNAP 1X A)

3.01

Avoca Clo Xxx DAC 3.711% 2039

2.82

CVC Cordatus Loan Fund XVI DAC 3.32% 2039 (CORDA 16X AR)

2.63

Palmer Square European Clo 2026-1 DAC 3.399% 2039 (PLMER 2026-1X A)

2.58

Cairn CLO 3.731% 2039 (CRNCL 2024-19X A)

2.49

Aurium CLO VII DAC 3.781% 2038 (ACLO 7X AR)

2.47

Ares European Clo XVI DAC 3.651% 2038 (ARESE 16X ARR)

2.41

Penta CLO 16 DAC 3.765% 2039

2.27

Voya Euro CLO VIII DAC 3.711% 2039 (VOYE 8X A)

2.26

Fidelity Grand Harbour Clo 2024-1 DAC 3.514% 2038 (FICLO 2024-1X A)

2.06

TOTAL

24.99

Asset Class	Fixed Income
Product Structure	SICAV
SFDR Categorization	Article 8
Inception Date	18/12/2024
Base Currency	EUR
Fund Assets As of 31/07/2026	622.98M
Administrator	HSBC Continental Europe SA
Custodian	HSBC Continental Europe SA
Benchmark	J.P. Morgan European Collateralized Loan Obligation AAA Index

EUR AAA CLO Active Core UCITS ETF Holdings

Full Portfolio Holdings

Overview

Quarterly update

Investment objective

About this fund

Why CLO investing at Janus Henderson

Portfolio characteristics

Distribution overview

Portfolio Management

Denis Struc

Ian Bettney

Performance

Portfolio

Documents

When supply returns: Navigating a broader securitised opportunity set

EU securitisation reform marks progress, but the job is not yet done

JH Explorer: Takeaways from the Global ABS conference in Barcelona _ Test

EUR AAA CLO Active Core UCITS ETF Holdings

Full Portfolio Holdings

EUR AAA CLO Active Core UCITS ETF

Overview

Quarterly update

Investment objective

About this fund

Why CLO investing at Janus Henderson

Portfolio characteristics

Distribution overview

Portfolio Management

Denis Struc

Ian Bettney

Performance

Portfolio

Documents

Related Insights

When supply returns: Navigating a broader securitised opportunity set

EU securitisation reform marks progress, but the job is not yet done

JH Explorer: Takeaways from the Global ABS conference in Barcelona _ Test