| Report Date | Rebalance Date | Issuer | Coupon in % | Maturity Date | Index Weight in % |
| 02-May-24 | 30-Apr-24 | Aareal Bank AG | 10.8060 | 30-Apr-25 | 0.3121 |
| 02-May-24 | 30-Apr-24 | Abanca Corp Bancaria SA | 6.0000 | 20-Jan-26 | 0.4706 |
| 02-May-24 | 30-Apr-24 | Abanca Corp Bancaria SA | 10.6250 | 14-Jul-28 | 0.3610 |
| 02-May-24 | 30-Apr-24 | ABN AMRO Bank NV | 4.3750 | 22-Sep-25 | 1.2713 |
| 02-May-24 | 30-Apr-24 | ABN AMRO Bank NV | 4.7500 | 22-Sep-27 | 1.2179 |
| 02-May-24 | 30-Apr-24 | ABN AMRO Bank NV | 6.8750 | 22-Sep-31 | 0.9996 |
| 02-May-24 | 30-Apr-24 | Achmea BV | 4.6250 | 24-Mar-29 | 0.5819 |
| 02-May-24 | 30-Apr-24 | Aegon Ltd | 5.6250 | 15-Oct-29 | 0.6239 |
| 02-May-24 | 30-Apr-24 | Ageas SA/NV | 3.8750 | 10-Dec-29 | 0.8537 |
| 02-May-24 | 30-Apr-24 | AIB Group Plc | 5.2500 | 09-Apr-25 | 0.6525 |
| 02-May-24 | 30-Apr-24 | AIB Group Plc | 6.2500 | 23-Jun-25 | 0.8283 |
| 02-May-24 | 30-Apr-24 | Allianz SE | 2.6000 | 30-Oct-31 | 1.2116 |
| 02-May-24 | 30-Apr-24 | Allianz SE | 2.6250 | 30-Oct-30 | 1.2465 |
| 02-May-24 | 30-Apr-24 | Alpha Services and Holdings SA | 11.8750 | 08-Feb-28 | 0.5806 |
| 02-May-24 | 30-Apr-24 | ASR Nederland NV | 4.6250 | 19-Oct-27 | 0.6007 |
| 02-May-24 | 30-Apr-24 | ASR Nederland NV | 6.6250 | 27-Dec-31 | 0.6385 |
| 02-May-24 | 30-Apr-24 | Athora Netherlands NV | 7.0000 | 19-Jun-25 | 0.3966 |
| 02-May-24 | 30-Apr-24 | AXA SA | 6.3750 | 16-Jul-33 | 2.0348 |
| 02-May-24 | 30-Apr-24 | Banco Bilbao Vizcaya Argentaria SA | 6.0000 | 15-Jan-26 | 1.2931 |
| 02-May-24 | 30-Apr-24 | Banco Bilbao Vizcaya Argentaria SA | 8.3750 | 21-Jun-28 | 1.4093 |
| 02-May-24 | 30-Apr-24 | Banco BPM SpA | 6.1250 | 21-Jan-25 | 0.5252 |
| 02-May-24 | 30-Apr-24 | Banco BPM SpA | 6.5000 | 19-Jan-26 | 0.5260 |
| 02-May-24 | 30-Apr-24 | Banco BPM SpA | 7.0000 | 12-Apr-27 | 0.3899 |
| 02-May-24 | 30-Apr-24 | Banco BPM SpA | 9.5000 | 24-May-29 | 0.4406 |
| 02-May-24 | 30-Apr-24 | Banco Comercial Portugues SA | 8.1250 | 18-Jul-29 | 0.5279 |
| 02-May-24 | 30-Apr-24 | Banco de Sabadell SA | 5.0000 | 19-May-27 | 0.9139 |
| 02-May-24 | 30-Apr-24 | Banco de Sabadell SA | 5.7500 | 15-Mar-26 | 0.6382 |
| 02-May-24 | 30-Apr-24 | Banco de Sabadell SA | 9.3750 | 18-Oct-29 | 0.7139 |
| 02-May-24 | 30-Apr-24 | Banco Santander SA | 3.6250 | 21-Mar-29 | 1.0069 |
| 02-May-24 | 30-Apr-24 | Banco Santander SA | 4.1250 | 12-Nov-27 | 0.8611 |
| 02-May-24 | 30-Apr-24 | Banco Santander SA | 4.3750 | 14-Jan-26 | 1.8225 |
| 02-May-24 | 30-Apr-24 | Banco Santander SA | 4.7500 | 19-Mar-25 | 1.8756 |
| 02-May-24 | 30-Apr-24 | Bank of Cyprus Holdings Plc | 11.8750 | 21-Jun-28 | 0.3259 |
| 02-May-24 | 30-Apr-24 | Bank of Ireland Group Plc | 6.0000 | 01-Mar-26 | 0.3897 |
| 02-May-24 | 30-Apr-24 | Bank of Ireland Group Plc | 7.5000 | 19-Nov-25 | 0.9214 |
| 02-May-24 | 30-Apr-24 | Bankinter SA | 6.2500 | 17-Jan-26 | 0.4527 |
| 02-May-24 | 30-Apr-24 | Bankinter SA | 7.3750 | 15-Aug-28 | 0.4049 |
| 02-May-24 | 30-Apr-24 | Banque Internationale a Luxembourg SA | 5.2500 | 14-May-25 | 0.2090 |
| 02-May-24 | 30-Apr-24 | BAWAG Group AG | 5.0000 | 14-May-25 | 0.3799 |
| 02-May-24 | 30-Apr-24 | BAWAG Group AG | 5.1250 | 01-Oct-25 | 0.2192 |
| 02-May-24 | 30-Apr-24 | Belfius Bank SA/NV | 3.6250 | 16-Apr-25 | 0.6121 |
| 02-May-24 | 30-Apr-24 | BFF Bank SpA | 5.8750 | 19-Jan-27 | 0.1892 |
| 02-May-24 | 30-Apr-24 | BNP Paribas SA | 6.8750 | 06-Dec-29 | 1.3883 |
| 02-May-24 | 30-Apr-24 | BNP Paribas SA | 7.3750 | 11-Jun-30 | 1.7808 |
| 02-May-24 | 30-Apr-24 | BPCE SA | 1.5000 | 13-Oct-26 | 1.0762 |
| 02-May-24 | 30-Apr-24 | BPCE SA | 2.1250 | 13-Jul-31 | 0.9076 |
| 02-May-24 | 30-Apr-24 | BPER Banca | 8.3750 | 16-Jan-29 | 0.6887 |
| 02-May-24 | 30-Apr-24 | CaixaBank SA | 3.6250 | 14-Sep-28 | 0.8014 |
| 02-May-24 | 30-Apr-24 | CaixaBank SA | 5.2500 | 23-Mar-26 | 1.5613 |
| 02-May-24 | 30-Apr-24 | CaixaBank SA | 5.8750 | 09-Oct-27 | 0.9547 |