| Report Date | Rebalance Date | Issuer | Coupon in % | Maturity Date | Index Weight in % |
| 03-May-24 | 30-Apr-24 | Allianz SE | 3.2000 | 30-Apr-28 | 0.8459 |
| 03-May-24 | 30-Apr-24 | Allianz SE | 3.5000 | 30-Apr-26 | 0.9616 |
| 03-May-24 | 30-Apr-24 | Australia & New Zealand Banking Group Ltd | 6.7500 | 15-Jun-26 | 0.8622 |
| 03-May-24 | 30-Apr-24 | Banco Bilbao Vizcaya Argentaria SA | 6.1250 | 16-Nov-27 | 0.7642 |
| 03-May-24 | 30-Apr-24 | Banco Bilbao Vizcaya Argentaria SA | 6.5000 | 05-Mar-25 | 0.8366 |
| 03-May-24 | 30-Apr-24 | Banco Bilbao Vizcaya Argentaria SA | 9.3750 | 19-Mar-29 | 0.8917 |
| 03-May-24 | 30-Apr-24 | Banco Santander SA | 4.7500 | 12-May-27 | 0.7310 |
| 03-May-24 | 30-Apr-24 | Banco Santander SA | 5.1790 | 19-Nov-25 | 1.2724 |
| 03-May-24 | 30-Apr-24 | Banco Santander SA | 9.6250 | 21-May-29 | 1.0314 |
| 03-May-24 | 30-Apr-24 | Banco Santander SA | 9.6250 | 21-Nov-33 | 1.2331 |
| 03-May-24 | 30-Apr-24 | Bank Hapoalim BM | 3.2550 | 21-Jan-27 | 0.7577 |
| 03-May-24 | 30-Apr-24 | Bank Leumi Le-Israel BM | 3.2750 | 29-Jan-26 | 0.5879 |
| 03-May-24 | 30-Apr-24 | Bank Leumi Le-Israel BM | 7.1290 | 18-Apr-28 | 0.4162 |
| 03-May-24 | 30-Apr-24 | Barclays PLC | 4.3750 | 15-Mar-28 | 1.0345 |
| 03-May-24 | 30-Apr-24 | Barclays PLC | 6.1250 | 15-Dec-25 | 1.2253 |
| 03-May-24 | 30-Apr-24 | Barclays Plc | 8.0000 | 15-Jun-24 | 1.6969 |
| 03-May-24 | 30-Apr-24 | Barclays PLC | 8.0000 | 15-Sep-29 | 1.6706 |
| 03-May-24 | 30-Apr-24 | Barclays PLC | 9.6250 | 15-Dec-29 | 1.5564 |
| 03-May-24 | 30-Apr-24 | BNP Paribas SA | 4.5000 | 25-Feb-30 | 1.1831 |
| 03-May-24 | 30-Apr-24 | BNP Paribas SA | 4.6250 | 12-Jan-27 | 0.9484 |
| 03-May-24 | 30-Apr-24 | BNP Paribas SA | 4.6250 | 25-Feb-31 | 0.8513 |
| 03-May-24 | 30-Apr-24 | BNP Paribas SA | 5.1250 | 15-Nov-27 | 0.5710 |
| 03-May-24 | 30-Apr-24 | BNP Paribas SA | 7.0000 | 16-Aug-28 | 0.6255 |
| 03-May-24 | 30-Apr-24 | BNP Paribas SA | 7.3750 | 19-Aug-25 | 1.2792 |
| 03-May-24 | 30-Apr-24 | BNP Paribas SA | 7.7500 | 16-Aug-29 | 1.7200 |
| 03-May-24 | 30-Apr-24 | BNP Paribas SA | 8.0000 | 22-Aug-31 | 1.2728 |
| 03-May-24 | 30-Apr-24 | BNP Paribas SA | 8.5000 | 14-Aug-28 | 1.3269 |
| 03-May-24 | 30-Apr-24 | BNP Paribas SA | 9.2500 | 17-Nov-27 | 0.9255 |
| 03-May-24 | 30-Apr-24 | CNP Assurances | 4.8750 | 07-Oct-30 | 0.4837 |
| 03-May-24 | 30-Apr-24 | Commerzbank AG | 7.0000 | 09-Apr-25 | 0.8312 |
| 03-May-24 | 30-Apr-24 | Credit Agricole SA | 4.7500 | 23-Mar-29 | 0.9009 |
| 03-May-24 | 30-Apr-24 | Credit Agricole SA | 6.8750 | 23-Sep-24 | 1.0582 |
| 03-May-24 | 30-Apr-24 | Credit Agricole SA | 8.1250 | 23-Dec-25 | 1.0748 |
| 03-May-24 | 30-Apr-24 | Danske Bank A/S | 4.3750 | 18-May-26 | 0.5938 |
| 03-May-24 | 30-Apr-24 | Danske Bank A/S | 7.0000 | 26-Jun-25 | 0.6400 |
| 03-May-24 | 30-Apr-24 | Deutsche Bank AG | 4.7661 | 30-Apr-25 | 0.9697 |
| 03-May-24 | 30-Apr-24 | Deutsche Bank AG | 6.0000 | 30-Oct-25 | 0.9728 |
| 03-May-24 | 30-Apr-24 | Deutsche Bank AG | 7.5000 | 30-Apr-25 | 1.2310 |
| 03-May-24 | 30-Apr-24 | DNB BANK ASA | 4.8750 | 12-Nov-24 | 0.7212 |
| 03-May-24 | 30-Apr-24 | EFG International AG | 5.5000 | 25-Jul-27 | 0.2945 |
| 03-May-24 | 30-Apr-24 | HSBC Holdings PLC | 4.0000 | 09-Mar-26 | 0.7818 |
| 03-May-24 | 30-Apr-24 | HSBC Holdings PLC | 4.6000 | 17-Jun-31 | 1.0626 |
| 03-May-24 | 30-Apr-24 | HSBC Holdings PLC | 4.7000 | 09-Mar-31 | 0.6940 |
| 03-May-24 | 30-Apr-24 | HSBC Holdings PLC | 6.0000 | 22-May-27 | 2.4693 |
| 03-May-24 | 30-Apr-24 | HSBC Holdings PLC | 6.3750 | 17-Sep-24 | 1.8975 |
| 03-May-24 | 30-Apr-24 | HSBC Holdings PLC | 6.3750 | 30-Mar-25 | 2.0506 |
| 03-May-24 | 30-Apr-24 | HSBC Holdings PLC | 6.5000 | 23-Mar-28 | 1.4587 |
| 03-May-24 | 30-Apr-24 | HSBC Holdings PLC | 8.0000 | 07-Sep-28 | 1.7534 |
| 03-May-24 | 30-Apr-24 | ING Groep NV | 3.8750 | 16-May-27 | 0.7073 |
| 03-May-24 | 30-Apr-24 | ING Groep NV | 4.2500 | 16-May-31 | 0.6346 |