| Report Date | Rebalance Date | Issuer | Coupon in % | Maturity Date | Index Weight in % |
| 15-Jan-21 | 31-Dec-20 | Australia & New Zealand Banking Group Ltd | 6.7500 | 15-Jun-26 | 1.8930 |
| 15-Jan-21 | 31-Dec-20 | Banco Bilbao Vizcaya Argentaria SA | 6.1250 | 16-Nov-27 | 1.7101 |
| 15-Jan-21 | 31-Dec-20 | Banco Bilbao Vizcaya Argentaria SA | 6.5000 | 05-Mar-25 | 1.7343 |
| 15-Jan-21 | 31-Dec-20 | Banco Santander SA | 7.5000 | 08-Feb-24 | 2.1679 |
| 15-Jan-21 | 31-Dec-20 | Barclays PLC | 6.1250 | 15-Dec-25 | 0.9997 |
| 15-Jan-21 | 31-Dec-20 | Barclays PLC | 7.7500 | 15-Sep-23 | 1.6541 |
| 15-Jan-21 | 31-Dec-20 | Barclays PLC | 7.8750 | 15-Mar-22 | 0.9700 |
| 15-Jan-21 | 31-Dec-20 | Barclays Plc | 8.0000 | 15-Jun-24 | 1.3763 |
| 15-Jan-21 | 31-Dec-20 | BNP Paribas | 6.7500 | 14-Mar-22 | 0.6894 |
| 15-Jan-21 | 31-Dec-20 | BNP PARIBAS | 7.3750 | 19-Aug-25 | 1.5322 |