The VettaFi Future of Defence Ex US Index tracks the market performance of companies, listed globally on recognized exchanges, that provide exposure to NATO and select non-NATO ally (NATO+) defense and cyber-defense spending excluding US companies. Companies are screened for controversial weapons exposure of above 20% of revenue. The total weight for European issuers must be at least 90%.

The Credit Suisse Liquid European High Yield (LEHY) is a market cap weighted benchmark index that track the liquid portion of the euro- and sterling-denominated high yield bond markets. This index tracks larger issuances and focuses on the liquid portion of the market (Note: The index will be rebranded in May of 2025 to: VettaFi Liquid Western European HY GBP)

The Credit Suisse Liquid European High Yield (LEHY) is a market cap weighted benchmark index that track the liquid portion of the euro- and sterling-denominated high yield bond markets. This index tracks larger issuances and focuses on the liquid portion of the market (Note: The index will be rebranded in May of 2025 to: VettaFi Liquid Western European HY)

The Credit Suisse European Corporate Hybrid Index tracks a portfolio of non-bullet, unsecured, subordinated debt issued by Investment Grade corporations. (Note: The index will be rebranded in May of 2025 to: VettaFi European Corp Hybrid GBP)

The Credit Suisse European Corporate Hybrid Index tracks a portfolio of non-bullet, unsecured, subordinated debt issued by Investment Grade corporations. (Note: The index will be rebranded in May of 2025 to: VettaFi European Corp Hybrid USD)

The Credit Suisse Insurance Capital Index aims to capture the performance of fixed rate insurance debt and capital securities denominated in Euros, Sterling an USD and issued by the most actively traded European insurance companies. European insurance capital securities offer investors the opportunity to gain exposure to high quality credit names with attractive spreads as compensation subordinated debt (Note: The index will be rebranded in May of 2025 to: VettaFi Insurance Capital Dollar Index)

The Credit Suisse Insurance Capital Index aims to capture the performance of fixed rate insurance debt and capital securities denominated in Euros, Sterling an USD and issued by the most actively traded European insurance companies. European insurance capital securities offer investors the opportunity to gain exposure to high quality credit names with attractive spreads as compensation subordinated debt (Note: The index will be rebranded in May of 2025 to: VettaFi Insurance Capital Sterling Index)

The Credit Suisse European Corporate Hybrid Index tracks a portfolio of non-bullet, unsecured, subordinated debt issued by Investment Grade corporations. (Note: The index will be rebranded in May of 2025 to: VettaFi European Corp Hybrid Index)

The Credit Suisse CoCo Family of Indices consists of three separate euro-, sterling- , and dollar-denominated indices of contingent convertible securities issued by European banks. CoCo bonds provide an additional capital cushion for banks under either the Pillar 1 or Pillar 2 regulatory framework; forming a capital pool which will support banks’ capital levels on a going-concern or gone-concern basis. Each CoCo bond includes contractual terms that require write-down or conversion into equity in the event of a specific trigger. (Note: The index will be rebranded in May of 2025 to: VettaFi BCI COCO Sterling Index)

The Credit Suisse CoCo Family of Indices consists of three separate euro-, sterling- , and dollar-denominated indices of contingent convertible securities issued by European banks. CoCo bonds provide an additional capital cushion for banks under either the Pillar 1 or Pillar 2 regulatory framework; forming a capital pool which will support banks’ capital levels on a going-concern or gone-concern basis. Each CoCo bond includes contractual terms that require write-down or conversion into equity in the event of a specific trigger. (Note: The index will be rebranded in May of 2025 to: VettaFi BCI COCO Euro Index)