| Report Date | Rebalance Date | Issuer | Coupon in % | Maturity Date | Index Weight in % |
| 02-May-24 | 30-Apr-24 | ABN AMRO Bank NV | 4.3750 | 22-Sep-25 | 1.8749 |
| 02-May-24 | 30-Apr-24 | ABN AMRO Bank NV | 4.7500 | 22-Sep-27 | 1.7962 |
| 02-May-24 | 30-Apr-24 | ABN AMRO Bank NV | 6.8750 | 22-Sep-31 | 1.4742 |
| 02-May-24 | 30-Apr-24 | AIB Group Plc | 5.2500 | 09-Apr-25 | 0.9623 |
| 02-May-24 | 30-Apr-24 | AIB Group Plc | 6.2500 | 23-Jun-25 | 1.2216 |
| 02-May-24 | 30-Apr-24 | Banco Bilbao Vizcaya Argentaria SA | 6.0000 | 15-Jan-26 | 1.9071 |
| 02-May-24 | 30-Apr-24 | Banco Bilbao Vizcaya Argentaria SA | 8.3750 | 21-Jun-28 | 2.0784 |
| 02-May-24 | 30-Apr-24 | Banco de Sabadell SA | 5.0000 | 19-May-27 | 1.3478 |
| 02-May-24 | 30-Apr-24 | Banco de Sabadell SA | 5.7500 | 15-Mar-26 | 0.9412 |
| 02-May-24 | 30-Apr-24 | Banco de Sabadell SA | 9.3750 | 18-Oct-29 | 1.0528 |
| 02-May-24 | 30-Apr-24 | Banco Santander SA | 3.6250 | 21-Mar-29 | 1.4849 |
| 02-May-24 | 30-Apr-24 | Banco Santander SA | 4.1250 | 12-Nov-27 | 1.2699 |
| 02-May-24 | 30-Apr-24 | Banco Santander SA | 4.3750 | 14-Jan-26 | 2.6878 |
| 02-May-24 | 30-Apr-24 | Banco Santander SA | 4.7500 | 19-Mar-25 | 2.7662 |
| 02-May-24 | 30-Apr-24 | BNP Paribas SA | 6.8750 | 06-Dec-29 | 2.0474 |
| 02-May-24 | 30-Apr-24 | BNP Paribas SA | 7.3750 | 11-Jun-30 | 2.6263 |
| 02-May-24 | 30-Apr-24 | CaixaBank SA | 3.6250 | 14-Sep-28 | 1.1819 |
| 02-May-24 | 30-Apr-24 | CaixaBank SA | 5.2500 | 23-Mar-26 | 2.3026 |
| 02-May-24 | 30-Apr-24 | CaixaBank SA | 5.8750 | 09-Oct-27 | 1.4080 |
| 02-May-24 | 30-Apr-24 | CaixaBank SA | 7.5000 | 16-Jul-30 | 1.4968 |
| 02-May-24 | 30-Apr-24 | CaixaBank SA | 8.2500 | 13-Mar-29 | 1.5371 |
| 02-May-24 | 30-Apr-24 | Commerzbank AG | 4.2500 | 09-Oct-27 | 0.8317 |
| 02-May-24 | 30-Apr-24 | Commerzbank AG | 6.1250 | 09-Oct-25 | 2.3609 |
| 02-May-24 | 30-Apr-24 | Commerzbank AG | 6.5000 | 09-Oct-29 | 0.9297 |
| 02-May-24 | 30-Apr-24 | Cooperatieve Rabobank UA | 3.1000 | 29-Jun-28 | 1.2620 |
| 02-May-24 | 30-Apr-24 | Cooperatieve Rabobank UA | 3.2500 | 29-Dec-26 | 2.2253 |
| 02-May-24 | 30-Apr-24 | Cooperatieve Rabobank UA | 4.3750 | 29-Dec-27 | 1.8510 |
| 02-May-24 | 30-Apr-24 | Cooperatieve Rabobank UA | 4.6250 | 29-Dec-25 | 1.9049 |
| 02-May-24 | 30-Apr-24 | Cooperatieve Rabobank UA | 4.8750 | 29-Jun-29 | 1.8145 |
| 02-May-24 | 30-Apr-24 | Credit Agricole SA | 4.0000 | 23-Dec-27 | 1.3429 |
| 02-May-24 | 30-Apr-24 | Credit Agricole SA | 6.5000 | 23-Sep-29 | 2.4364 |
| 02-May-24 | 30-Apr-24 | Credit Agricole SA | 7.2500 | 23-Sep-28 | 2.5259 |
| 02-May-24 | 30-Apr-24 | Deutsche Bank AG | 4.5000 | 30-Nov-26 | 2.0399 |
| 02-May-24 | 30-Apr-24 | Deutsche Bank AG | 4.6250 | 30-Oct-27 | 2.0146 |
| 02-May-24 | 30-Apr-24 | Deutsche Bank AG | 6.7500 | 30-Oct-28 | 1.3622 |
| 02-May-24 | 30-Apr-24 | Deutsche Bank AG | 10.0000 | 30-Nov-27 | 2.5707 |
| 02-May-24 | 30-Apr-24 | Erste Group Bank AG | 3.3750 | 15-Apr-27 | 0.8329 |
| 02-May-24 | 30-Apr-24 | Erste Group Bank AG | 4.2500 | 15-Oct-27 | 1.2802 |
| 02-May-24 | 30-Apr-24 | Erste Group Bank AG | 5.1250 | 15-Oct-25 | 0.9324 |
| 02-May-24 | 30-Apr-24 | Erste Group Bank AG | 8.5000 | 15-Oct-28 | 1.0256 |
| 02-May-24 | 30-Apr-24 | HSBC Holdings Plc | 4.7500 | 04-Jul-29 | 2.2642 |
| 02-May-24 | 30-Apr-24 | Intesa Sanpaolo SpA | 3.7500 | 27-Feb-25 | 1.3969 |
| 02-May-24 | 30-Apr-24 | Intesa Sanpaolo SpA | 4.1250 | 27-Feb-30 | 1.2386 |
| 02-May-24 | 30-Apr-24 | Intesa Sanpaolo SpA | 5.5000 | 01-Mar-28 | 1.3831 |
| 02-May-24 | 30-Apr-24 | Intesa Sanpaolo SpA | 5.8750 | 01-Sep-31 | 1.3511 |
| 02-May-24 | 30-Apr-24 | Intesa Sanpaolo SpA | 6.3750 | 30-Mar-28 | 1.8953 |
| 02-May-24 | 30-Apr-24 | Intesa Sanpaolo SpA | 7.7500 | 11-Jan-27 | 2.5179 |
| 02-May-24 | 30-Apr-24 | Intesa Sanpaolo SpA | 9.1250 | 07-Mar-30 | 2.6921 |
| 02-May-24 | 30-Apr-24 | KBC Group NV | 4.2500 | 24-Oct-25 | 1.8279 |
| 02-May-24 | 30-Apr-24 | KBC Group NV | 8.0000 | 05-Sep-28 | 1.5459 |