| Report Date | Rebalance Date | Issuer | Coupon in % | Maturity Date | Index Weight in % |
| 02-May-24 | 30-Apr-24 | 2i Rete Gas SpA | 0.5790 | 29-Jan-31 | 0.0147 |
| 02-May-24 | 30-Apr-24 | 2i Rete Gas SpA | 1.6080 | 31-Oct-27 | 0.0249 |
| 02-May-24 | 30-Apr-24 | 2i Rete Gas SpA | 2.1950 | 11-Sep-25 | 0.0180 |
| 02-May-24 | 30-Apr-24 | 2i Rete Gas SpA | 4.3750 | 06-Jun-33 | 0.0210 |
| 02-May-24 | 30-Apr-24 | 3i Group Plc | 4.8750 | 14-Jun-29 | 0.0195 |
| 02-May-24 | 30-Apr-24 | 3M Co | 1.5000 | 09-Nov-26 | 0.0260 |
| 02-May-24 | 30-Apr-24 | 3M Co | 1.5000 | 02-Jun-31 | 0.0158 |
| 02-May-24 | 30-Apr-24 | 3M Co | 1.7500 | 15-May-30 | 0.0165 |
| 02-May-24 | 30-Apr-24 | A1 Towers Holding GmbH | 5.2500 | 13-Jul-28 | 0.0197 |
| 02-May-24 | 30-Apr-24 | A2A SpA | 0.6250 | 15-Jul-31 | 0.0145 |
| 02-May-24 | 30-Apr-24 | A2A SpA | 0.6250 | 28-Oct-32 | 0.0137 |
| 02-May-24 | 30-Apr-24 | A2A SpA | 1.0000 | 02-Nov-33 | 0.0138 |
| 02-May-24 | 30-Apr-24 | A2A SpA | 1.5000 | 16-Mar-28 | 0.0167 |
| 02-May-24 | 30-Apr-24 | A2A SpA | 2.5000 | 15-Jun-26 | 0.0216 |
| 02-May-24 | 30-Apr-24 | A2A SpA | 4.3750 | 03-Feb-34 | 0.0186 |
| 02-May-24 | 30-Apr-24 | A2A SpA | 4.5000 | 19-Sep-30 | 0.0249 |
| 02-May-24 | 30-Apr-24 | Aareal Bank AG | 0.0500 | 02-Sep-26 | 0.0162 |
| 02-May-24 | 30-Apr-24 | Aareal Bank AG | 0.2500 | 23-Nov-27 | 0.0231 |
| 02-May-24 | 30-Apr-24 | Aareal Bank AG | 0.5000 | 07-Apr-27 | 0.0159 |
| 02-May-24 | 30-Apr-24 | Aareal Bank AG | 0.7500 | 18-Apr-28 | 0.0154 |
| 02-May-24 | 30-Apr-24 | Aareal Bank AG | 4.5000 | 25-Jul-25 | 0.0187 |
| 02-May-24 | 30-Apr-24 | Abanca Corp Bancaria SA | 0.5000 | 08-Sep-26 | 0.0168 |
| 02-May-24 | 30-Apr-24 | Abanca Corp Bancaria SA | 5.2500 | 14-Sep-27 | 0.0193 |
| 02-May-24 | 30-Apr-24 | Abanca Corp Bancaria SA | 5.5000 | 18-May-25 | 0.0193 |
| 02-May-24 | 30-Apr-24 | Abanca Corp Bancaria SA | 5.8750 | 02-Apr-29 | 0.0194 |
| 02-May-24 | 30-Apr-24 | ABB Finance BV | 0.0000 | 19-Jan-30 | 0.0241 |
| 02-May-24 | 30-Apr-24 | ABB Finance BV | 3.1250 | 15-Jan-29 | 0.0182 |
| 02-May-24 | 30-Apr-24 | ABB Finance BV | 3.2500 | 16-Jan-27 | 0.0183 |
| 02-May-24 | 30-Apr-24 | ABB Finance BV | 3.3750 | 16-Jan-31 | 0.0274 |
| 02-May-24 | 30-Apr-24 | ABB Finance BV | 3.3750 | 15-Jan-34 | 0.0271 |
| 02-May-24 | 30-Apr-24 | Abbott Ireland Financing DAC | 0.3750 | 19-Nov-27 | 0.0194 |
| 02-May-24 | 30-Apr-24 | Abbott Ireland Financing DAC | 1.5000 | 27-Sep-26 | 0.0399 |
| 02-May-24 | 30-Apr-24 | AbbVie Inc | 0.7500 | 18-Nov-27 | 0.0249 |
| 02-May-24 | 30-Apr-24 | AbbVie Inc | 1.2500 | 18-Nov-31 | 0.0203 |
| 02-May-24 | 30-Apr-24 | AbbVie Inc | 2.1250 | 17-Nov-28 | 0.0259 |
| 02-May-24 | 30-Apr-24 | AbbVie Inc | 2.1250 | 01-Jun-29 | 0.0176 |
| 02-May-24 | 30-Apr-24 | Abeille Vie | 6.2500 | 09-Sep-27 | 0.0207 |
| 02-May-24 | 30-Apr-24 | Abertis Infraestructuras SA | 0.6250 | 15-Jul-25 | 0.0177 |
| 02-May-24 | 30-Apr-24 | Abertis Infraestructuras SA | 1.0000 | 27-Feb-27 | 0.0169 |
| 02-May-24 | 30-Apr-24 | Abertis Infraestructuras SA | 1.1250 | 26-Mar-28 | 0.0279 |
| 02-May-24 | 30-Apr-24 | Abertis Infraestructuras SA | 1.2500 | 07-Feb-28 | 0.0198 |
| 02-May-24 | 30-Apr-24 | Abertis Infraestructuras SA | 1.3750 | 20-May-26 | 0.0314 |
| 02-May-24 | 30-Apr-24 | Abertis Infraestructuras SA | 1.6250 | 15-Jul-29 | 0.0198 |
| 02-May-24 | 30-Apr-24 | Abertis Infraestructuras SA | 1.8750 | 26-Mar-32 | 0.0201 |
| 02-May-24 | 30-Apr-24 | Abertis Infraestructuras SA | 2.2500 | 29-Mar-29 | 0.0304 |
| 02-May-24 | 30-Apr-24 | Abertis Infraestructuras SA | 2.3750 | 27-Sep-27 | 0.0351 |
| 02-May-24 | 30-Apr-24 | Abertis Infraestructuras SA | 3.0000 | 27-Mar-31 | 0.0342 |
| 02-May-24 | 30-Apr-24 | Abertis Infraestructuras SA | 4.1250 | 31-Jan-28 | 0.0184 |
| 02-May-24 | 30-Apr-24 | Abertis Infraestructuras SA | 4.1250 | 07-Aug-29 | 0.0230 |
| 02-May-24 | 30-Apr-24 | ABN AMRO Bank NV | 0.5000 | 15-Apr-26 | 0.0257 |