| Report Date | Rebalance Date | Issuer | Coupon in % | Maturity Date | Index Weight in % |
| 21-Feb-25 | 31-Jan-25 | Aareal Bank AG | 9.8750 | 31-Jul-30 | 0.3320 |
| 21-Feb-25 | 31-Jan-25 | Allianz SE | 3.2000 | 30-Apr-28 | 0.8808 |
| 21-Feb-25 | 31-Jan-25 | Allianz SE | 3.5000 | 30-Apr-26 | 0.9694 |
| 21-Feb-25 | 31-Jan-25 | Australia & New Zealand Banking Group Ltd | 6.7500 | 15-Jun-26 | 0.7944 |
| 21-Feb-25 | 31-Jan-25 | Banco Bilbao Vizcaya Argentaria SA | 6.1250 | 16-Nov-27 | 0.7660 |
| 21-Feb-25 | 31-Jan-25 | Banco Bilbao Vizcaya Argentaria SA | 6.5000 | 05-Mar-25 | 0.7823 |
| 21-Feb-25 | 31-Jan-25 | Banco Bilbao Vizcaya Argentaria SA | 7.7500 | 14-Jan-32 | 0.7792 |
| 21-Feb-25 | 31-Jan-25 | Banco Bilbao Vizcaya Argentaria SA | 9.3750 | 19-Mar-29 | 0.8542 |
| 21-Feb-25 | 31-Jan-25 | Banco Santander SA | 4.7500 | 12-May-27 | 0.7510 |
| 21-Feb-25 | 31-Jan-25 | Banco Santander SA | 5.1790 | 19-Nov-25 | 1.1750 |
| 21-Feb-25 | 31-Jan-25 | Banco Santander SA | 8.0000 | 01-Feb-34 | 1.2339 |
| 21-Feb-25 | 31-Jan-25 | Banco Santander SA | 9.6250 | 21-May-29 | 0.9982 |
| 21-Feb-25 | 31-Jan-25 | Banco Santander SA | 9.6250 | 21-Nov-33 | 1.2240 |
| 21-Feb-25 | 31-Jan-25 | Bank Hapoalim BM | 3.2550 | 21-Jan-27 | 0.7380 |
| 21-Feb-25 | 31-Jan-25 | Bank Leumi Le-Israel BM | 3.2750 | 29-Jan-26 | 0.5646 |
| 21-Feb-25 | 31-Jan-25 | Bank Leumi Le-Israel BM | 7.1290 | 18-Apr-28 | 0.3966 |
| 21-Feb-25 | 31-Jan-25 | Barclays PLC | 4.3750 | 15-Mar-28 | 1.0720 |
| 21-Feb-25 | 31-Jan-25 | Barclays PLC | 6.1250 | 15-Dec-25 | 1.1739 |
| 21-Feb-25 | 31-Jan-25 | Barclays PLC | 8.0000 | 15-Sep-29 | 1.6308 |
| 21-Feb-25 | 31-Jan-25 | Barclays PLC | 9.6250 | 15-Dec-29 | 1.5297 |
| 21-Feb-25 | 31-Jan-25 | BNP Paribas SA | 4.5000 | 25-Feb-30 | 1.2048 |
| 21-Feb-25 | 31-Jan-25 | BNP Paribas SA | 4.6250 | 12-Jan-27 | 0.9267 |
| 21-Feb-25 | 31-Jan-25 | BNP Paribas SA | 4.6250 | 25-Feb-31 | 0.8573 |
| 21-Feb-25 | 31-Jan-25 | BNP Paribas SA | 5.1250 | 15-Nov-27 | 0.5564 |
| 21-Feb-25 | 31-Jan-25 | BNP Paribas SA | 7.0000 | 16-Aug-28 | 0.6018 |
| 21-Feb-25 | 31-Jan-25 | BNP Paribas SA | 7.3750 | 19-Aug-25 | 1.2075 |
| 21-Feb-25 | 31-Jan-25 | BNP Paribas SA | 7.3750 | 10-Sep-34 | 0.8008 |
| 21-Feb-25 | 31-Jan-25 | BNP Paribas SA | 7.7500 | 16-Aug-29 | 1.6589 |
| 21-Feb-25 | 31-Jan-25 | BNP Paribas SA | 8.0000 | 22-Aug-31 | 1.2566 |
| 21-Feb-25 | 31-Jan-25 | BNP Paribas SA | 8.5000 | 14-Aug-28 | 1.2723 |
| 21-Feb-25 | 31-Jan-25 | BNP Paribas SA | 9.2500 | 17-Nov-27 | 0.8466 |
| 21-Feb-25 | 31-Jan-25 | CNP Assurances | 4.8750 | 07-Oct-30 | 0.4881 |
| 21-Feb-25 | 31-Jan-25 | Commerzbank AG | 7.0000 | 09-Apr-25 | 0.3908 |
| 21-Feb-25 | 31-Jan-25 | Commerzbank AG | 7.5000 | 09-Oct-30 | 0.5974 |
| 21-Feb-25 | 31-Jan-25 | Credit Agricole SA | 4.7500 | 23-Mar-29 | 0.8932 |
| 21-Feb-25 | 31-Jan-25 | Credit Agricole SA | 6.7000 | 23-Sep-34 | 0.9368 |
| 21-Feb-25 | 31-Jan-25 | Credit Agricole SA | 8.1250 | 23-Dec-25 | 0.9987 |
| 21-Feb-25 | 31-Jan-25 | Danske Bank A/S | 4.3750 | 18-May-26 | 0.5753 |
| 21-Feb-25 | 31-Jan-25 | Danske Bank A/S | 7.0000 | 26-Jun-25 | 0.5880 |
| 21-Feb-25 | 31-Jan-25 | Deutsche Bank AG | 4.7661 | 30-Apr-25 | 0.9934 |
| 21-Feb-25 | 31-Jan-25 | Deutsche Bank AG | 6.0000 | 30-Oct-25 | 1.0073 |
| 21-Feb-25 | 31-Jan-25 | Deutsche Bank AG | 7.5000 | 30-Apr-25 | 1.2318 |
| 21-Feb-25 | 31-Jan-25 | DNB BANK ASA | 7.3750 | 30-May-29 | 0.5610 |
| 21-Feb-25 | 31-Jan-25 | EFG International AG | 5.5000 | 25-Jul-27 | 0.3102 |
| 21-Feb-25 | 31-Jan-25 | HSBC Holdings PLC | 4.0000 | 09-Mar-26 | 0.7726 |
| 21-Feb-25 | 31-Jan-25 | HSBC Holdings PLC | 4.6000 | 17-Jun-31 | 1.0391 |
| 21-Feb-25 | 31-Jan-25 | HSBC Holdings PLC | 4.7000 | 09-Mar-31 | 0.7050 |
| 21-Feb-25 | 31-Jan-25 | HSBC Holdings PLC | 6.0000 | 22-May-27 | 2.3408 |
| 21-Feb-25 | 31-Jan-25 | HSBC Holdings PLC | 6.3750 | 30-Mar-25 | 1.9408 |
| 21-Feb-25 | 31-Jan-25 | HSBC Holdings PLC | 6.5000 | 23-Mar-28 | 1.4245 |