Constituents: Markit iBoxx $ Contingent Convertible Liquid Developed Market AT1

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Report Date

Rebalance Date

Issuer

Coupon in %

Maturity Date

Index Weight in %

03-May-24

30-Apr-24

Australia & New Zealand Banking Group Ltd

6.7500

15-Jun-26

1.0237

03-May-24

30-Apr-24

Banco Bilbao Vizcaya Argentaria SA

6.1250

16-Nov-27

0.9074

03-May-24

30-Apr-24

Banco Bilbao Vizcaya Argentaria SA

6.5000

05-Mar-25

0.9933

03-May-24

30-Apr-24

Banco Bilbao Vizcaya Argentaria SA

9.3750

19-Mar-29

1.0587

03-May-24

30-Apr-24

Banco Santander SA

4.7500

12-May-27

0.8679

03-May-24

30-Apr-24

Banco Santander SA

9.6250

21-May-29

1.2246

03-May-24

30-Apr-24

Banco Santander SA

9.6250

21-Nov-33

1.4640

03-May-24

30-Apr-24

Barclays PLC

4.3750

15-Mar-28

1.2283

03-May-24

30-Apr-24

Barclays PLC

6.1250

15-Dec-25

1.4548

03-May-24

30-Apr-24

Barclays Plc

8.0000

15-Jun-24

2.0148

03-May-24

30-Apr-24

Barclays PLC

8.0000

15-Sep-29

1.9835

03-May-24

30-Apr-24

Barclays PLC

9.6250

15-Dec-29

1.8479

03-May-24

30-Apr-24

BNP Paribas SA

4.5000

25-Feb-30

1.4047

03-May-24

30-Apr-24

BNP Paribas SA

4.6250

12-Jan-27

1.1260

03-May-24

30-Apr-24

BNP Paribas SA

4.6250

25-Feb-31

1.0107

03-May-24

30-Apr-24

BNP Paribas SA

5.1250

15-Nov-27

0.6779

03-May-24

30-Apr-24

BNP Paribas SA

7.0000

16-Aug-28

0.7426

03-May-24

30-Apr-24

BNP Paribas SA

7.3750

19-Aug-25

1.5188

03-May-24

30-Apr-24

BNP Paribas SA

7.7500

16-Aug-29

2.0422

03-May-24

30-Apr-24

BNP Paribas SA

8.0000

22-Aug-31

1.5112

03-May-24

30-Apr-24

BNP Paribas SA

8.5000

14-Aug-28

1.5754

03-May-24

30-Apr-24

BNP Paribas SA

9.2500

17-Nov-27

1.0988

03-May-24

30-Apr-24

Commerzbank AG

7.0000

09-Apr-25

0.9869

03-May-24

30-Apr-24

Credit Agricole SA

4.7500

23-Mar-29

1.0697

03-May-24

30-Apr-24

Credit Agricole SA

6.8750

23-Sep-24

1.2564

03-May-24

30-Apr-24

Credit Agricole SA

8.1250

23-Dec-25

1.2761

03-May-24

30-Apr-24

Danske Bank A/S

4.3750

18-May-26

0.7050

03-May-24

30-Apr-24

Danske Bank A/S

7.0000

26-Jun-25

0.7599

03-May-24

30-Apr-24

Deutsche Bank AG

4.7661

30-Apr-25

1.1513

03-May-24

30-Apr-24

Deutsche Bank AG

6.0000

30-Oct-25

1.1550

03-May-24

30-Apr-24

Deutsche Bank AG

7.5000

30-Apr-25

1.4616

03-May-24

30-Apr-24

HSBC Holdings PLC

4.0000

09-Mar-26

0.9282

03-May-24

30-Apr-24

HSBC Holdings PLC

4.6000

17-Jun-31

1.2616

03-May-24

30-Apr-24

HSBC Holdings PLC

4.7000

09-Mar-31

0.8240

03-May-24

30-Apr-24

HSBC Holdings PLC

6.0000

22-May-27

2.9318

03-May-24

30-Apr-24

HSBC Holdings PLC

6.3750

17-Sep-24

2.2529

03-May-24

30-Apr-24

HSBC Holdings PLC

6.3750

30-Mar-25

2.4346

03-May-24

30-Apr-24

HSBC Holdings PLC

6.5000

23-Mar-28

1.7319

03-May-24

30-Apr-24

HSBC Holdings PLC

8.0000

07-Sep-28

2.0818

03-May-24

30-Apr-24

ING Groep NV

3.8750

16-May-27

0.8398

03-May-24

30-Apr-24

ING Groep NV

4.2500

16-May-31

0.7535

03-May-24

30-Apr-24

ING Groep NV

4.8750

16-May-29

0.6438

03-May-24

30-Apr-24

ING Groep NV

5.7500

16-Nov-26

1.4547

03-May-24

30-Apr-24

ING Groep NV

6.5000

16-Apr-25

1.2312

03-May-24

30-Apr-24

ING Groep NV

7.5000

16-Nov-28

1.0131

03-May-24

30-Apr-24

ING Groep NV

8.0000

16-Nov-30

1.2678

03-May-24

30-Apr-24

Lloyds Banking Group Plc

7.5000

27-Jun-24

1.6855

03-May-24

30-Apr-24

Lloyds Banking Group Plc

7.5000

27-Sep-25

1.4937

03-May-24

30-Apr-24

Lloyds Banking Group PLC

8.0000

27-Mar-30

1.2419

03-May-24

30-Apr-24

NatWest Group plc

4.6000

28-Jun-31

0.5738