Evergreen Responsible Growth Model

Evergreen Responsible Growth Model

September 2021

SecurityJanus Henderson Horizon Emerging Market Corporate Bond Fund Z3q HAUDJanus Henderson Horizon Global High Yield Bond Fund Z3q HAUDJanus Henderson Secured Loans Fund Z IncPendal Stable Cash Plus FundRWC China Equity Fund Class ZF USDCharter Hall Social Infrastructure REITDexus Wholesale Property Fund 4.25% 2022Dexus Wholesale Property Fund 4.75% 2025Firstmac Mortgage Funding Trust No 4 Series 1-2015 0.9833% 2046 (FMACB 2015-1 A)Firstmac Mortgage Funding Trust No 4 Series 1-2015 1.6533% 2046 (FMACB 2015-1 A)Firstmac Mortgage Funding Trust No 4 Series 2-2014 0.9068% 2045 (FMACB 2014-2 A)Firstmac Mortgage Funding Trust No. 4 Series 2021-2 0.74% 2052 (FMACB 2021-2 A1)Firstmac Mortgage Funding Trust No. 4 Series 2021-2 0.91% 2052 (FMACB 2021-2 A2)Firstmac Mortgage Funding Trust No. 4 Series 2021-2 1.06% 2052 (FMACB 2021-2 A3)Firstmac Mortgage Funding Trust No.4 Series 2020-3 1.61% 2051 (FMACB 2020-3 A2)General Property Trust 2.849% 2032General Property Trust 3.657% 2026General Property Trust 3.6725% 2024Gpt Wholesale Office Fund No1GPT Wholesale Office Fund No1 2.525% 2026GPT Wholesale Office Fund No1 4.00% 2022GPT Wholesale Office Fund No1 4.52% 2027GPT Wholesale Shopping Centre Fund No 1 3.993% 2024GPT Wholesale Shopping Centre Fund No 1 4.49% 2028Spdr Gold Shares EtpSPI 200 FUTURES DEC211300 Smiles Limited1319_360620_.200 18/10/2021 Call 99.06031319_360620_.200 18/10/2021 Put 99.06031319_460620_.300 11/10/2021 Call 94.20931319_460620_.300 11/10/2021 Put 94.20933352_400515_1.12 06/12/2021 Call 86.71853352_400515_1.12 06/12/2021 Put 86.71853352_400515_1.12 13/10/2021 Call 87.89733352_400515_1.12 13/10/2021 Put 87.89733352_400515_1.12 14/10/2021 Call 87.963352_400515_1.12 14/10/2021 Put 87.963352_400515_1.12 18/10/2021 Call 90.0253352_400515_1.12 18/10/2021 Put 90.0253413_271115_0 02/11/2021 Call 102.90093413_271115_0 02/11/2021 Put 102.90093M CO3P Learning Ltd.

4DMEDICAL LTD90-DAY BANK BILL Dec2190DAY EURO$ FUTR Dec2390DAY EURO$ FUTR Jun2290DAY EURO$ FUTR Jun2590DAY EURO$ FUTR Mar2290DAY EURO$ FUTR Mar2590DAY EURO$ FUTR Sep22A.O. SmithA2 MILK CO LTD/THEABBVIE INCABCAM PLCABN AMRO Bank NV 0.5 15/04/2026ABN AMRO Bank NV 0.875 22/04/2025ABN AMRO BANK NV CVAABRDN PLCAcademies AustralasiaACCENTURE PLC CL AACCTON TECHNOLOGY CORPACG_321121_1.75 04/11/2021 Call 102.233ACG_321121_1.75 04/11/2021 Put 102.233ACG_321121_1.75 27/10/2021 Call 101.8656ACG_321121_1.75 27/10/2021 Put 101.8656ACG_330421_4.500 03/12/2021 Call 129.558ACG_330421_4.500 03/12/2021 Put 129.558ACG_330421_4.500 19/10/2021 Call 133.7697ACG_330421_4.500 19/10/2021 Put 133.7697ACG_330421_4.500 22/10/2021 Call 132.533ACG_330421_4.500 22/10/2021 Put 132.533ACG_330421_4.500 25/10/2021 Call 134.845ACG_330421_4.500 25/10/2021 Put 134.845ACG_350621_2.750 07/12/2021 Call 111.5652ACG_350621_2.750 07/12/2021 Put 111.5652ACG_350621_2.750 08/12/2021 Call 111.495ACG_350621_2.750 08/12/2021 Put 111.495ACG_350621_2.750 12/10/2021 Call 114.349ACG_350621_2.750 12/10/2021 Put 114.349ACG_370421_3.750 02/11/2021 Call 128.9227ACG_370421_3.750 02/11/2021 Put 128.9227ACG_370421_3.750 07/12/2021 Call 123.977ACG_370421_3.750 07/12/2021 Put 123.977ACG_370421_3.750 10/12/2021 Call 122.147ACG_370421_3.750 10/12/2021 Put 122.147ACG_370421_3.750 20/10/2021 Call 128.4606ACG_370421_3.750 20/10/2021 Put 128.4606ACG_370421_3.750 26/10/2021 Call 129.43ACG_370421_3.750 26/10/2021 Put 129.43ACG_370421_3.750 27/10/2021 Call 129.188

ACG_370421_3.750 27/10/2021 Put 129.188ACG_370421_3.750 28/10/2021 Call 128.6ACG_370421_3.750 28/10/2021 Put 128.6ACG_410521_2.75 09/11/2021 Call 112.593ACG_410521_2.75 09/11/2021 Put 112.593ACG_470321_3.0 01/12/2021 Call 112.257ACG_470321_3.0 01/12/2021 Put 112.257ACG_470321_3.0 08/11/2021 Call 117.6117ACG_470321_3.0 08/11/2021 Put 117.6117ACG_470321_3.0 20/10/2021 Call 120.055ACG_470321_3.0 20/10/2021 Put 120.055ACG_470321_3.0 25/10/2021 Call 118.0171ACG_470321_3.0 25/10/2021 Put 118.0171ACS Servicios Comunicaciones y Energia S 1.875 20/04/2026Action Logement Services 0.5 30/10/2034ACTIVISION BLIZZARD INCADECCO GROUP AG REGADIDAS AGAdif Alta Velocidad 0.55 30/04/2030Adif Alta Velocidad 0.55 31/10/2031ADOBE INCAdvanced Drainage SystemsADVANCED MICRO DEVICESADVANTEST CORPADYEN NVAEGON NVAEON CO LTDAeroports de ParisAFLAC INCAFRICAN DEVELOPMENT BANK SUPRA SOCIAL BOND 1.1000% 16/12/2026AfterpayAfya Limited Class AAGI FINANCE MTN FLOAT BBSW3M+100bps 08/01/2026AGILENT TECHNOLOGIES INCAgnico Eagle Mines LAI MediaAIA GROUP LTDAin HoldingsAIR LIQUIDE SAAIR WATER INCAirservices AustraliaAirservices Australia 2.20% 2030Airservices Australia 2.75% 2023AKZO NOBEL N.V.ALBEMARLE CORPAlconAle Direct Property Trust 4.00% 2022Alexandria Real Estate Equities Inc.

Alfen NVAlibaba Group HoldinALIGN TECHNOLOGY INCALLEGION PLCAlliander NV 0.375 10/06/2030Alliant EnergyALLIANZ SE REGALLSTATE CORPALLY FINANCIAL INCALPHA HPA LTDALPHABET INC CL AALS ALSTOMALTEN SAALTIUM LTDAMADEUS IT GROUP SAAMAZON.COM INCAMC ENTERTAINMENT HLDS CL AAmcor LimitedAmerican Campus Communities Inc.AMERICAN EXPRESS COAMERICAN FINANCIAL GROUP INCAMERICAN INTERNATIONAL GROUPAmerican Tower CorporationAMERICAN WATER WORKS CO INCAmericold Realty TrustAMERIPRISE FINANCIAL INCAMERISOURCEBERGEN CORPAMGEN INCAMP Life 3.3104% 2035AMPHENOL CORP-CL AAMUNDI SAANALOG DEVICES INCAnchor Hanover Group 2 21/07/2051Andorra International Bond 1.25 06/05/2031ANSARADA GRP ESCROWANSELL LTDANSYS, Inc.ANTHEM INCANZ Capital Notes 2 (ANZPE) Basel III T1AON PLC CLASS AAPOLLO GLOBAL MANAGEMENT INCAPPEN LTDApple 3.35% 2024Apple 3.60% 2026Apple 3.70% 2022APPLE INCAPPLIED MATERIALS INC

APTIV PLCAquafin NV 0.875 10/06/2030Arcadis PlcARENA REITARGENX SEARISTA NETWORKS INCASHTEAD GROUP PLCAsian Development Bank 0.80% 2025Asian Development Bank 2.125 19/03/2025Asian Development Bank 2.375 10/08/2027Asian Development Bank 3.125 26/09/2028Asian Development Bank 3.40% 2027ASIAN DEVELOPMENT BANK SUPRA GREEN BOND 2.4500% 17/01/2024ASIAN INFRASTRUCTURE INV SUPRA SDB BOND 1.0000% 6/05/2026ASM INTERNATIONAL NVASML HOLDING NVAssa Abloy Ab CommonASSICURAZIONI GENERALI SPAAssura PlcASSURANT INCASTELLAS PHARMA INCASTRAZENECA PLCASX Australia 10y Bond Sep21 (15/09/2021)ASX Australia 3yr Bond Sep21 (15/09/2021)ASX Australia 5yr Bond Sep21 (15/09/2021)ASX LTDAT+T INCAtlas ArteriaAtlas CopcoATO RECEIVABLE/-Deposit AccountsATOS SEAUB GROUP LTDAUCKLAND INTL AIRPORT LTDAUD - AUSTRALIA DOLLARAudearaAUSGRID FINANCE PTY LTD CORP 1.8140% 05/02/2027AUSGRID FINANCE PTY LTD CORP 3.7500% 30/07/2024 (30/10/2024)AUSNET SERVICES HOLDINGS Sub FRN BBSW3M+310 bps 06/10/2080 (07/10/2025)AUSSIE BROADBAND LTDAUST & NZ BANKING GROUP FLOAT (sub) SDG FRN BBSW3M +185.00bps 26/02/2031 (26/02/2026)AUST & NZ BANKING GROUP FLOAT BBSW3M (sub) +200.00bps 26/07/2029 (26/07/2024)AUST & NZ BANKING GROUP FLOAT BBSW3M +58.00bps 29/08/2022AUST 10Y BOND FUT Dec21AUST 10Y BOND FUT Dec21-DAUST 20Y BOND FUT Dec21AUST 3YR BOND FUT Dec21AUST 5YR BOND FUT Dec21AUST 5YR BOND FUT Dec21 - D

AUST CAPITAL TERRITORY SEMI 1.2500% 22/05/2025Aust Comwealth Govt Ind Bond 2.5% 20/09/2030 - CIBAust Comwealth Govt Ind Bond 3% 20/09/2025 - CIBAustco Healthcare LimitedAustralia & New Zealand Banking GroupAustralia & New Zealand Banking Group 1.042% 2023Australia & New Zealand Banking Group 2.95% 2030Australia & New Zealand Banking Group 5.00% 2023Australia Government Bond .25% 21/11/2032 CIB- SENAustralia Government Bond .75% 21/11/2027 CIB REPOAustralia Government Bond .75% 21/11/2027 CIB- SENAustralia Government Bond 0.25% 2024Australia Government Bond 0.25% 2025Australia Government Bond 0.50% 2026Australia Government Bond 1.00% 2031Australia Government Bond 1.00% 21/02/2050 CIB- SEAustralia Government Bond 1.00% 21/12/2030 GOVT UNAustralia Government Bond 1.25% 2032Australia Government Bond 1.25% 21/08/2040 CIB- SEAustralia Government Bond 1.50% 2031Australia Government Bond 1.75% 2051Australia Government Bond 2.00% 2035Australia Government Bond 2.00% 21/08/2035 CI REPOAustralia Government Bond 2.25% 2028Australia Government Bond 2.50% 21/05/2030 GOVT SEAustralia Government Bond 2.75% 2041Australia Government Bond 3.00% 2047Australia Government Bond 3.25% 21/04/2025 GOVT SEAustralia Government Bond 3.25% 21/06/2039 GOVT SEAustralia Government Bond 3.75% 21/04/2037 GOVT SEAustralia Government Bond 4.25% 21/04/2026 GOVT SEAustralia Government Bond 4.50% 21/04/2033 GOVT SEAustralia Pacific Airports Melbourne Pty 3.75% 2026Australia Pacific Airports Melbourne Pty 4.00% 2022Australia Pacific Airports Melbourne Pty 4.55% 2025Australian Capital Territo 00% 12/06/2048 IIA-Australian Capital Territo 1.75% 17/05/2030 GOVT SAustralian Capital Territory 1.75% 2031Australian Capital Territory 2.25% 2029Australian Capital Territory 3.00% 2028AUSTRALIAN CATHOLIC UNI CORP SUSTAINABLE BOND 3.7000% 03/08/2027Australian Clinical LabsAUSTRALIAN ETHICAL INVESTMENTAustralian Finance Group Ltd.Australian Gas Networks 0.4396% 2026AUSTRALIAN GOVERNMENT CGL 2.7500% 21/11/2027AUSTRALIAN GOVERNMENT CGL 3.2500% 21/04/2029AUSTRALIAN GOVERNMENT CGL 4.7500% 21/04/2027

Australian Pharmaceutical Industries LtdAuswide Bank Ltd.AUTODESK INCAutolus Therapeutics Plc Sponsored ADRAUTOMATIC DATA PROCESSINGAutonomous Community of Madrid Spain 1.571 30/04/2029AVALONBAY COMMUNITIES INCAVERY DENNISON CORPAveva Group Plc CommAvita Medical LtdAVIVA PLCAXA SAAZBIL CORPAzek Co Inc/the CommBaidu, Inc. Class ABAKER HUGHES COBANCO BILBAO VIZCAYA ARGENTABanco Bradesco SA PfdBanco Santander SA 0.3 04/10/2026BANDAI NAMCO HOLDINGS INCBank Central Asia TbBANK HAPOALIM BMBANK LEUMI LE ISRAELBANK OF AMERICA CORPBank of America Corp 2.456 22/10/2025BANK OF MONTREALBANK OF NEW YORK MELLON CORPBANK OF NOVA SCOTIABank of Queensland 1.0857% 2025Bank of Queensland 1.6702% 2031Bank of Queensland LimitedBank Rakyat IndonesiBanque Federative du Credit Mutuel SA 0.25 29/06/2028Barclays 1.26% 2027Barclays 4.00% 2029BARCLAYS PLCBarrick Gold Corp CoBasque Government 0.45 30/04/2032BATH + BODY WORKS INCBAYERISCHE MOTOREN WERKE AGBAYERISCHE MOTOREN WERKE PRFBazalgette Finance Plc 2.375 29/11/2027BCE INCBeamtreeBECTON DICKINSON AND COBefesa SABEGA CHEESE LTDBEIERSDORF AG

Bendigo & Adelaide BankBendigo & Adelaide Bank 2.4616% 2028Bendigo & Adelaide Bank Ltd.Bendigo And Adelaide Bank Limited % CD 12-08-21-11-11-21Bendigo And Adelaide Bank Limited % CD 24/06/21-20/12/21BENDIGO AND ADELAIDE BK FLOAT BBSW3M +52.00bps 02/12/2025BERKELEY GROUP HOLDINGS/THEBerlin Hyp AG 0.5 05/11/2029Berlin Hyp AG 1.5 18/04/2028BEST BUY CO INCBGP HOLDINGS PLCBig Yellow Group PLCBigtincan Holdings LtdBilibili, Inc. Class ZBIOGEN INCBIOMARIN PHARMACEUTICAL INCbioMerieuxBIO-RAD LABORATORIES INCBKW AGBlackmores LimitedBLACKROCK INCBluescope Steel LimitedBNG Bank 3.30% 2028BNP PARIBASBNP Paribas SA 0.375 14/10/2027BNP Paribas SA 0.5 04/06/2026BNP Paribas SA 1.125 28/08/2024BOOKING HOLDINGS INCBOOZ ALLEN HAMILTON HOLDINGSBORGWARNER INCBOSTON PROPERTIES INCBOSTON SCIENTIFIC CORPBOUYGUES SABp Plc Common StockBPI NO 1 PTY LTD FLOAT BBSW3M +215bps 9/9/2025BRAMBLES LTDBravura Solutions LimitedBRISBANE AIRPORT CORP LT MTN 4.5000% 30/12/2030Brisbane Airport Corp Pty 3.90% 2025BRISTOL MYERS SQUIBB COBRITISH LAND CO PLCBrookfield Renewables PartnersBROWN FORMAN CORP CLASS BBT GROUP PLCBUBS AUSTRALIA LTDBundesrepublik Deutschland 00% 15/11/2027 GOVT SOVBundesrepublik Deutschland 00% 15/11/2028 GOVT SOVBUNZL PLC

BURBERRY GROUP PLCBureau Veritas Sa CoBURLINGTON STORES INCBuy Aud:sell Cad 29/10/2021Buy Aud:sell Eur 01/10/2021Buy Aud:sell Gbp 29/10/2021Buy Aud:sell Jpy 05/10/2021Buy Aud:sell Usd 05/10/2021Buy Eur:sell Aud 01/10/2021Buy Gbp:sell Aud 01/10/2021Buy Hkd:sell Aud 05/10/2021Buy Usd:sell Aud 04/10/2021BWP Trust 2.20% 2028BWP Trust 3.30% 2026BWP Trust 3.50% 2022BWX LTDC.H. ROBINSON WORLDWIDE INCCAD - CANADA DOLLARCADENCE DESIGN SYS INCCAE INCCAESARS ENTERTAINMENT INCCaixaBank SA 0.5 09/02/2029CaixaBank SA 0.75 10/07/2026CaixaBank SA 0.75 26/05/2028Caja Rural de Navarra SCC 0.875 08/05/2025Calix LimitedCamden Property TrustCAMECO CORPCAN 10YR BOND FUT Dec21CAN IMPERIAL BK OF COMMERCECanadian Apartment Properties REITCanadian Government Bond .50% 01/12/2030 GOVT SOVECanadian Imperial Bank of Commerce 0.5617% 2022CANADIAN NATL RAILWAY COCANADIAN PACIFIC RAILWAY LTDCANADIAN TIRE CORP CLASS ACAPGEMINI SECAPITAL ONE FINANCIAL CORPCapitol Health LimitedCARDINAL HEALTH INCCarl Zeiss Meditec AGCARLISLE COS INCCARLYLE GROUP INC/THECARREFOUR SACARRIER GLOBAL CORPCARSALES.COM LTDCARVANA COCash AUD

Cash Backing Futures AUDCash Backing Futures EURCash Backing Futures GBPCash Backing Futures USDCash CADCash EURCash GBPCash JPYCash NZDCash USDCash-chfCash-dkkCash-hkdCash-nokCash-twdCassa Depositi e Prestiti SpA 0.75 30/06/2029CBA Perls VII (CBAPD) Basel III T1Cbot US 10yr Note Dec21 (30/11/2021)Cbot US 5yr Note Dec21 (30/11/2021)CBRE GROUP INC ACDS Merrill Lynch 20/06/2026CDW CORP/DECellnexCemex SAB de CV Cert Part Ord Repr 2 ShsA & 1 ShsBCENTENE CORPCenterPoint EnergyCENTRAL JAPAN RAILWAY COCERNER CORPChallengerCHARLES SCHWAB CORP/THECHARTER COMMUNICATIONS INC ACharter Hall Exchange Finance Pty 2.317% 2030CHARTER HALL GROUPCharter Hall LWR Pty 2.656% 2029Charter Hall LWR Pty 2.787% 2031CHECK POINT SOFTWARE TECHCheniereCHF - SWISS FRANCChina Construction Bank Corp/Hong Kong 1.25 04/08/2025China Development Bank 2.750000 16/11/2022CHINA RAILWAY SIGNAL & COM-HChina Southern Airlines Company Limited Class HCHIPOTLE MEXICAN GRILL INCCHORUS LTDChr. HansenCHUBB LTDCHUGAI PHARMACEUTICAL CO LTDCHURCH + DWIGHT CO INC

CIGNA CORPCINCINNATI FINANCIAL CORPCISCO SYSTEMS INCCitibank NA 0.7357% 2022Citibank NA 0.76% 2022Citibank NA 0.8957% 2024CITIGROUP INCCitigroup Inc 0.776 30/10/2024CITIZENS FINANCIAL GROUPCITRIX SYSTEMS INCCITY CHIC COLLECTIVE LTDCity of Gothenburg Sweden 1.00 05/11/2024City of Oslo Norway 2.35 04/09/2024CK ASSET HOLDINGS LTDClarityCLARIVATE PLCCLEANAWAY WASTE MANAGEMENT LTDCleanSpace Holdings Ltd.Clearway EnergyCLOUDFLARE INC CLASS AClover Corporation LimitedCME GROUP INCCMS Energy CorporationCNH INDUSTRIAL NVCNP ASSURANCESCOCA COLA CO/THECochlear LimitedCognexCOGNIZANT TECH SOLUTIONS ACogstate LtdColes Group Treasury Pty 2.10% 2030Coles Group Treasury Pty 2.65% 2029COLES GROUP TREASURY PTY LTD CORP 2.2000% 06/11/2026COLGATE PALMOLIVE COCollateral-AUD-Merrill Lynch & Co IncColoplastCOMCAST CORP CLASS ACOMMERZBANK AGCOMMONWEALTH BANK AUST CORP Climate Bond 3.2500% 31/03/2022COMMONWEALTH BANK AUST FLOAT (SUB) BBSW3M +132.00bps 20/08/2031 (20/08/2026)COMMONWEALTH BANK AUST FLOAT GREEN BBSW3M +41.00bps 23/12/2026Commonwealth Bank of AustraliaCommonwealth Bank of Australia 1.155% 2024Commonwealth Bank of Australia 1.813% 2030Commonwealth Bank of Australia 3.00% 2024Commonwealth Bank of Australia 3.25% 2023Commonwealth Bank of Australia 3.25% 2026Commonwealth Bank of Australia 3.90% 2028

Commonwealth Bank of Australia 4.75% 2024Commonwealth Bank of Australia LimitedCOMPAGNIE DE SAINT GOBAINCOMPASS GROUP PLCComputershareCOMSYS HOLDINGS CORPCONNECTEAST FINANCE PTY CORP 3.4000% 25/12/2025 (25/03/2026)CONSTELLATION BRANDS INC AConstellation SoftwareContact Energy LimitedCONTROL BIONICS LTDCooper Companies Inc.Cooperatieve Rabobank UA 0.8059% 2022Cooperatieve Rabobank UA 1.004 24/09/2026Cooperatieve Rabobank UA 1.106 24/02/2027COPART INCCorp Andina de Fomento 0.625 20/11/2026Corp Andina de Fomento 1.625 03/06/2025Costa Group Holdings LimitedCOSTA GROUP HOLDINGS LTDCOSTAR GROUP INCCOSTCO WHOLESALE CORPCOUPA SOFTWARE INCCOVIVIOCovivio 1.125 17/09/2031CPIF Finance Pty 2.485% 2030CPPIB CAPITAL INC SUPRA GREEN BOND 1.5000% 23/06/2028CREDIT AGRICOLE SACredit Mutuel Arkea SA .875 11/03/2033Credit Suisse 1.1634% 2023CROWDSTRIKE HOLDINGS INC ACROWN CASTLE INTL CORPCSL LimitedCSRCSXCubeSmartCUMMINS INCCVS HEALTH CORPCyclopharm LimitedCyrusOne Inc.DAI ICHI LIFE HOLDINGS INCDaifuku Co. LimitedDAIICHI SANKYO CO LTDDaikin Industries LimitedDAIMLER AG REGISTERED SHARESDAIWA HOUSE INDUSTRY CO LTDDANAHER CORPDASSAULT SYSTEMES

DATADOG INC CLASS ADAVITA INCDBS Group 0.7041% 2023DBS Group 0.85% 2023DBS Group 1.5927% 2028DBS Group 1.9237% 2031Dbs Group Holdings LDe Memde Volksbank NV 0.25 22/06/2026Deere & Co Common StDefence Bank 3.1643% 2031Delivery Hero SEDELL TECHNOLOGIES CDENSO CORPDenso Corp 1.239 16/09/2026DENTSU GROUP INCDerwent London PLCDEUTSCHE BANK AG REGISTEREDDEUTSCHE TELEKOM AG REGDEXCOM INCDexusDEXUS Finance Pty 2.50% 2029DEXUS Finance Pty 3.00% 2032DEXUS Finance Pty 4.25% 2027Dexus Finance Pty LtdDiageo Plc Common StDiagnosticos da America S.A.DiaSorinDigital Dutch Finco BV 0.625 15/07/2025Digital Dutch Finco BV 1 15/01/2032Digital Dutch Finco BV 1.5 15/03/2030Digital Euro Finco LLC 2.5 16/01/2026DiplomaDISCOVERY INC CDKK - DANISH KRONEDLF LimitedDOCTOR CARE ANYWHERE GRO-CDIDOCUSIGN INCDomain Holdings Australia LimitedDominion EnergyDoosan Fuel Cell Co., Ltd.DorsaViDowner EDI LimitedDRAFTKINGS INC CL ADriver Australia Five Trust 0.94% 2026 (DAOT 5 A)Driver Australia Six Trust 0.91% 2027 (DAOT 6 A)Durr AGDWPF Finance Pty 1.90% 2028

DWPF Finance Pty 2.60% 2032DWR Cymru Financing UK PLC 1.375 31/03/2033EAST JAPAN RAILWAY COEasterly Government Properties Inc.EBAY INCECOLAB INCEDENREDEDH3 13/03/2023 P 99.75Edith Cowan University 2.741% 2033Edith Cowan University 3.40% 2041EDP Finance BV 1.71 24/01/2028EDP RENOVAVEIS SAEDU3 18/09/2023 C 99.375EDU3 18/09/2023 C 99.625EDWARDS LIFESCIENCES CORPEIFFAGEEISAI CO LTDELECTRANET CORP 2.4737% 15/12/2028ELECTRONIC ARTS INCELI LILLY + COEMCOR GROUP INCEmpire State Realty TrustEmpired LtdEmpresa de Transporte de Pasajeros Metro 4.750000 04/02/2024Enbridge IncEndeavour Mining CorporationEnel Finance International NV 1.125 16/09/2026Enel Finance International NV 1.5 21/07/2025Energias de PortugalEnexis Holding NV 0.625 17/06/2032ENPHASE ENERGY INCEntergyEnvirosuite LTDENW Finance PLC 1.415 30/07/2030EQT ABEquinix IncEquinor Asa Common SEQUITABLE HOLDINGS INCEquity CommonwealthEquity Lifestyle Properties Inc.Equity ResidentialERG SpA 0.5 11/09/2027ERICSSON LM B SHSEROAD LTDERSTE GROUP BANK AGESSENTIAL UTILITIES INCESSEX PROPERTY TRUST INCEssilorluxottica Sa

ESTEE LAUDER COMPANIES CL AETSA UTILITIES FINANCE CORP 3.5000% 29/05/2024 (29/08/2024)ETSY INCEurobank Ergasias SAEURO-BOBL FUTURE Dec21EURO-BUND FUTURE Dec21EUROFIMA 5.5 07/06/2032Eurofima 6.0 30/03/2022European Investment Bank 1.375 12/05/2028European Investment Bank 1.5 02/03/2027European Investment Bank 1.70% 2024European Investment Bank 2.125 13/04/2026European Investment Bank 2.375 24/05/2027European Investment Bank 2.75 13/11/2023European Investment Bank 5.625 07/06/2032European Investment Bank 8.5 17/09/2024EUROPEAN INVESTMENT BANK SUPRA CLIMATE AWARENESS BOND 0.7500% 15/07/2027EUROPEAN INVESTMENT BANK SUPRA CLIMATE AWARENESS BOND 2.7000% 12/01/2023European Union .20% 04/06/2036 GOVT SOVEux Euro Bund Sep21 (08/09/2021)Evolution Mining LimitedEvoqua Water Technologies CorpExelon CorpEXPEDIA GROUP INCEXPEDITORS INTL WASH INCEXPERIAN PLCExport Finance & Insurance 0.515% 2024Export Finance & Insurance 1.465% 2031Export Finance & Insurance 4.28% 2026Export-Import Bank of Korea 0.829 27/04/2025EXTRA SPACE STORAGE INCF5 NETWORKS INCFACEBOOK INC CLASS AFanuc Corp Common StFAST RETAILING CO LTDFASTENAL COFAURECIAFCC Servicios Medio Ambiente Holding SA 0.815 04/12/2023FERGUSON PLCFerrovialFerrovie dello Stato Italiane SpA 0.375 25/03/2028Ferrovie dello Stato Italiane SpA 0.875 07/12/2023Fidelity NationalFIFTH THIRD BANCORPFirst Quantum Minerals Ltd.FIRST REPUBLIC BANK/CAFIRST SOLAR INCFirstRand Limited

FISERV INCFISHER + PAYKEL HEALTHCARE CFix Price Group Ltd. Sponsored GDRFixed Deposit-AUD-04/06/21-03/12/21-0.14%-Commonwealth Bank Of Australia/New YorFLETCHER BUILDING LTDFLUTTER ENTERTAINMENT PLC DIFMC CORPFORD MOTOR COFortescue Metals Group LimitedFortinetFORTIVE CORPForward Fx AUDForward Fx EURForward Fx GBPForward Fx USDFRANCO NEVADA CORPFRANKLIN RESOURCES INCFrench Republic Government Bond OAT 1.75 25/06/2039FUJITSU LTDFUTU HOLDINGS LTD ADRFXF EUR/AUD 28-10-2021FXF GBP/AUD 28-10-2021FXF JPY/AUD 01-12-2021FXF JPY/AUD 20-12-2021FXF NZD/AUD 28-10-2021FXF NZD/USD 28-10-2021FXF USD/AUD 05-11-2021FXF USD/AUD 09-09-2022FXF USD/AUD 28-10-2021FXF USD/CAD 28-10-2021FXF USD/JPY 01-06-2022FXF USD/JPY 04-01-2022FXF USD/JPY 11-05-2022FXF USD/JPY 12-01-2022FXF USD/JPY 13-01-2022FXF USD/JPY 14-01-2022FXF USD/JPY 16-05-2022FXF USD/JPY 17-08-2022FXF USD/JPY 18-01-2022FXF USD/JPY 19-01-2022FXF USD/JPY 23-05-2022FXF USD/JPY 24-05-2022FXF USD/JPY 26-05-2022G8 EDUCATION LTDGAIF Bond Issuer Pty 1.90% 2028Galaxy Entertainment Group LimitedGARMIN LTDGECINA SA

Geely Automobile Holdings LimitedGENERAL ELECTRIC COGENERAL MOTORS COGENETIC SIGNATURES LTDGenex Power LimitedGENTHERM INCGentrack Group LtdGenworth Mortgage Insurance Australia LtdGETLINK SEGILEAD SCIENCES INCGinlong Technologies Co LtdGIVAUDAN REGGLAXOSMITHKLINE PLCGLOBAL PAYMENTS INCGN STORE NORD A/SGodrej Consumer ProductsGold Fields LimitedGoldman Sachs Group 0.9659% 2027GOLDMAN SACHS GROUP INCGoodman GroupGPT GROUP/THEGpt Re LtdGraincorp Limited Class AGrainger plcGrand Canyon Education IncGRAPHIC PACKAGING HOLDING COGREAT WEST LIFECO INCGST RECEIVABLE AUD-Deposit AccountsGTA Finance Co Pty 2.20% 2027GUARDANT HEALTH INCGWA GROUP LTDH & M HENNES & MAURITZ ABHalmaHANG SENG BANK LTDHannon Armstrong Sustainable Infrastructure Capital, Inc.Hapvida Participacoes e Investimentos SAHARTFORD FINANCIAL SVCS GRPHASBRO INCHBS Trust 2014-1 0.96% 2045 (HBS 2014-1 A)HCA HEALTHCARE INCHdfc Bank Ltd Adr UsHealius LimitedHealthcare Realty Trust IncorporatedHealthpeak Properties IncHeathrow Funding 1.875% 2032Heathrow Funding 4.15% 2028Heathrow Funding 6.45% 2031HEINEKEN HOLDING NV

HELLA GmbH & Co. KGaAHelloFresh SEHENKEL AG + CO KGAAHENKEL AG + CO KGAA VOR PREFHENNES + MAURITZ AB B SHSHENRY SCHEIN INCHera SpA 0.875 05/07/2027Hera SpA 2.375 04/07/2024HERSHEY CO/THEHEWLETT PACKARD ENTERPRISEHexagon Ab Common StHikma Pharmaceuticals PLCHindustan Unilever LimitedHINO MOTORS LTDHIPAGES GROUP HOLDINGS LTD ESCROWHITACHI LTDHoa Phat Group JSCHochschild Mining plcHoffmann Green Cement Technologies SAHOLOGIC INCHOME DEPOT INCHome REIT PLCHONDA MOTOR CO LTDHoneywell InternatioHONG KONG + CHINA GASHONG KONG EXCHANGES & CLEARINGHONG KONG EXCHANGES + CLEARHong Kong Government International Bond 1.375 02/02/2031Horiba , Ltd.Host Hotels & Resorts Inc.Housing Development Finance Corp LtdHoyaHP INCHSBC HOLDINGS PLCHSBC LTD/SYDNEY FLOAT BBSW3M +42.00bps 28/05/2024Huazhu Group Ltd.HUBSPOT INCHufvudstaden ABHUMANA INCHUNTINGTON BANCSHARES INCHysan Development Co. Ltd.HYUNDAI MOBIS CO LTDIAC/INTERACTIVECORPIberdrola Sa CommonICA GRUPPEN ABICADE 1.5 13/09/2027Icade Sante SAS 1.375 17/09/2030Ice Long Gilt Dec21 (29/11/2021)

ICICI Lombard General Insurance Co. Ltd.Icon PlcIDEXX LABORATORIES INCIDOL 2016-1 Trust 1.47% 2047 (IDOLT 2016-1 A)IDOL 2019-1 Trust 1.0033% 2051 (IDOLT 2019-1 A)IDP EDUCATION LTDIGM FINANCIAL INCIGO LimitedIHS MARKIT LTDIle-de-France Mobilites 0.4 28/05/2031Ilika plcILLINOIS TOOL WORKS INCILLUMINA INCIMMUTEP LTDImpedimed LimitedIMRICOR MEDICAL SYSTEMS-CDIInactive Australia & New Zealand Banking Group Ltd % CD 01/06/21-01/10/21Inactive Australia & New Zealand Banking Group Ltd % CD 18-08-21-18-10-21Inactive Australia & New Zealand Banking Group Ltd % CD 24/08/21-20/09/21Inactive Australia & New Zealand Banking Group Ltd % CD 24/08/21-27/09/21Inactive Australia & New Zealand Banking Group Ltd % CD 29-07-21-29-09-21Inactive Bank Of Queensland % CD 07/04/21-07/10/21Inactive Bendigo And Adelaide Bank Limited % CD 25/03/21-27/09/21Inactive Commonwealth Bank Of Australia % CD 01/06/21-01/10/21Inactive Commonwealth Bank Of Australia % CD 06/07/21-07/09/21Inactive Commonwealth Bank Of Australia % CD 24/08/21-25/10/21Inactive Members Equity Bank Limited % CD 13-04-21-13-10-21Inactive Mufg Bank Ltd % CD 01/03/21-01/09/21Inactive Mufg Bank Ltd % CD 19/04/21-19/10/21Inactive National Australia Bank Ltd % CD 01/03/21-01/09/21Inactive National Australia Bank Ltd % CD 06/07/21-07/09/21Inactive National Australia Bank Ltd % CD 08/07/21-08/09/21Inactive National Australia Bank Ltd % CD 09/03/21-09/09/21Inactive National Australia Bank Ltd % CD 25/08/21-25/10/21Inactive Paccar 0% Cp 24/08/21-27/09/21Inactive Suncorp-Metway Ltd % CD 02/03/21-02/09/21Inactive Suncorp-Metway Ltd % CD 08/03/21-08/09/21Inactive Westpac Banking Corporation % CD 10/06/21-09/09/21Inactive Westpac Banking Corporation % CD 13-07-21-14-09-21Inactive Westpac Banking Corporation % CD 15/07/21-15/09/21Inactive Westpac Banking Corporation % CD 22/07/21-22/09/21INCYTE CORPIndian Hotels Co Ltd/TheIndustria De DisenoIndustrial & Commercial Bank of China Lt 2.875 12/10/2022Industrial Bank of Korea 1.04 22/06/2025Infineon TechnologieINFORMA PLC

ING BANK (AUSTRALIA) LTD NCD 21/12/2021 0.76%ING Bank Australia 0.4123% 2026ING Bank Australia 0.68% 2024ING Bank Australia 1.45% 2024ING Bank Australia 3.00% 2023ING GROEP NVING Groep NV 4.625 06/01/2026INGENIA COMMUNITIES GROUPInitial Margin AUDInitial Margin USDINSPIRE MEDICAL SYSTEMS INCINSULET CORPINSURANCE AUSTRALIA GROUP LTDINSURANCE AUSTRALIA GRP MTN (sub) BBSW3M +245.00bps 15/12/2036 (15/12/2026)INTACT FINANCIAL CORPINTEGRAL DIAGNOSTICS LTDINTEL CORPINTER-AMERICAN DEVEL BK SUPRA EYE SOCIAL BOND 1.95% 23/04/2024Intercontinental ExcInterGlobe Aviation LtdInternational Bank for Reconstruction & 0.625 22/04/2025International Bank for Reconstruction & 0.875 14/05/2030International Bank for Reconstruction & 1.75 13/03/2025International Bank for Reconstruction & 2 18/02/2026International Bank for Reconstruction & 3.125 20/11/2025International Bank for Reconstruction & Development 3.00% 2026International Bank for Reconstruction 2.125 03/03/2025International Development Association 0.75 10/06/2027International Development Association 0.75 21/09/2028International Development Association 0.875 28/04/2026International Development Association 1 03/12/2030International Development Association 2.75 24/04/2023International Finance 0.75% 2028International Finance Corp 1.13 12/11/2029International Finance Corp 1.25 05/04/2027International Finance Facility for Immun 0.5 24/06/2024International Finance Facility for Immun 0.5 29/06/2027International Finance Facility for Immun 1 21/04/2026INTERPUBLIC GROUP OF COS INCInterstar Millennium Series 2006-1 Trust 0.43% 2038 (IMT 2006-1 A)Intertek Group Plc CINTESA SANPAOLOIntesa Sanpaolo SpA 0.75 16/03/2028INTL BK RECON & DEVELOP SUPRA GREEN BOND 2.9000% 26/11/2025INTL BK RECON & DEVELOP SUPRA SUSTAINABLE DEVELOPMENT BOND 0.50% 18/05/2026INTL BUSINESS MACHINES CORPINTL FINANCE CORP SUPRA SOCIAL BOND 2.7000% 15/03/2023INTL FLAVORS & FRAGRANCES

INTL FLAVORS + FRAGRANCESINTUIT INCINTUITIVE SURGICAL INCINVESCO LTDInvitation Homes Inc.INVOCARE LTDIONEER LTDIPH LTDIQVIA HOLDINGS INCIRESS LTDIRS ANZ Bank New Zealand 15/05/2030IRS ANZ Bank New Zealand 16/02/2031IRS ANZ Bank New Zealand 17/02/2026IRS ANZ Bank New Zealand 17/02/2031IRS ANZ Bank New Zealand 22/07/2032IRS ANZ Bank New Zealand 25/02/2031IRS ANZ Bank New Zealand 28/07/2028IRS ANZ Bank New Zealand 28/07/2029IRS Westpac Banking 15/07/2041IRS Westpac Banking 16/02/2026IRS Westpac Banking 18/02/2026IRS Westpac Banking 18/02/2031IRS Westpac Banking 22/07/2030IRS Westpac Banking 22/07/2031IRS Westpac Banking 25/02/2031Isdb Trust Services NO 2 SARL 1.262 31/03/2026ISRACARD LTDIvanhoe Mines Ltd. Class AJack Henry & AssociatesJACKSON FINANCIAL INCJames HardieJanison Education Group Ltd.Japan Finance Organization for Municipal 0.049 28/06/2029Japan Finance Organization for Municipal 0.095 28/02/2030Japan Finance Organization for Municipal 0.145 27/09/2030Japan Finance Organization for Municipal 0.155 26/01/2029Japan Finance Organization for Municipal 0.155 26/04/2030Japan Finance Organization for Municipal 0.155 28/01/2030Japan Finance Organization for Municipal 0.185 28/04/2031Japan Finance Organization for Municipal 1.687 28/06/2032Japan Finance Organization for Municipal 2.39 20/12/2033Japan Government Five Year .00% 20/06/2026 GOVT SOJapan Government Forty Yea 2.20% 20/03/2051 GOVTJapan Government Forty Year 2.40% 20/03/2048 GOVTJapan Government Ten Year .10% 20/03/2031 GOVT SOJapan Government Ten Year 1.00% 20/12/2021 GOVTJB Hi-Fi LimitedJB Hunt Transport Services Plc

Johnson & Johnson CoJohnson ControlsJohnson Controls International plc / Tyc 1.75 15/09/2030JOHNSON MATTHEY PLCJPMORGAN CHASE + COJPMorgan Chase 4.215% 2029JPN 10Y BOND(OSE) Dec21JULIUS BAER GROUP LTDJUNIPER NETWORKS INCKAJIMA CORPKakaoBank Corp.KANDENKO CO LTDKansai Paint Co LtdKANSAS CITY SOUTHERNKao Corp Common StocKATHMANDU HOLDINGS LTDKBC GROUP NVKBC Group NV 0.375 16/06/2027KDDI CORPKEISEI ELECTRIC RAILWAY COKERINGKerry Group Plc CommKESKO OYJ B SHSKEYCORPKeyence CorpKeysight TechnologieKFW CORP GREEN BOND 1.5000% 24/07/2024Kia CorporationKIKKOMAN CORPKilroy Realty Corp.KINDER MORGAN INCKingdom of Belgium Governm 00% 22/10/2031 GOVT UNSKINGFISHER PLCKingfisher Trust 2016-1 1.08% 2048 (KINGF 2016-1 A1)Kion Group AGKip McGrath Education CentreKirkland Lake Gold LKiwibank 0.7155% 2025KKR + CO INCKLEPIERREKommunalbanken 0.60% 2026Kommunalbanken 3.40% 2028Kommunalbanken AS 2 29/11/2027Kommunalbanken AS 2.125 11/02/2025Kommuninvest I Sverige AB 0.125 15/12/2021Kommuninvest I Sverige AB 0.25 26/11/2027Kommuninvest I Sverige AB 1.625 24/04/2023KONINKLIJKE AHOLD DELHAIZE N

Koninklijke DSMKONINKLIJKE KPN NVKONINKLIJKE PHILIPS NVKookmin Bank 0.052 15/07/2025Kookmin Bank 1.375 06/05/2026Kookmin Bank 1.75 04/05/2025Kookmin Bank 3.625000 23/10/2021Korea Water Resources Corp 3.875 15/05/2023Kotak Mahindra BankKreditanstalt fuer Wiederaufbau 0.75 19/02/2026Kreditanstalt fuer Wiederaufbau 0.75 30/09/2030Kreditanstalt fuer Wiederaufbau 1.375 02/02/2028Kreditanstalt fuer Wiederaufbau 2 29/09/2022Kreditanstalt fuer Wiederaufbau 2.7 25/03/2024Kreditanstalt fuer Wiederaufbau 3.20% 2028KROGER COKRW - KOREAN WONKYUDENKO CORPL OREALL3HARRIS TECHNOLOGIES INCLA FRANCAISE DES JEUX SAEMLaboratory Corp OfLAKE RESOURCES NLLAM RESEARCH CORPLAND SECURITIES GROUP PLCLandesbank Baden-Wuerttemberg 0.25 21/07/2028Landesbank Baden-Wuerttemberg 0.375 21/02/2031LANDWIRTSCH. RENTENBANK SUPRA GREEN BOND 0.4000% 23/09/2024Landwirtschaftliche Rentenbank 2.60% 2027Landwirtschaftliche Rentenbank 4.75% 2026LAS VEGAS SANDS CORPLAWSON INCLEAR CORPLEG Immobilien AGLEGAL + GENERAL GROUP PLCLEGRAND SALEIDOS HOLDINGS INCLENDLEASE FINANCE LTD CORP GREEN BOND 3.4000% 27/10/2027 (27/07/2027)LENDLEASE FINANCE LTD CORP GREEN BOND 3.7000% 31/03/2031Lennox International IncLenzing AGLHC GroupLIBERTY BROADBAND CORPLIBERTY GLOBAL PLC CLietuvos Energija UAB 1.875 10/07/2028Lifestyle Communities LimitedLIMEADE INC-CDILimeade, Inc. Shs Chess Depository Interests Repr 1 Sh

LINCOLN NATIONAL CORPLinde Plc Common StoLink Administration Holdings Ltd.Link Real Estate Investment TrustLITTELFUSE INCLIVE NATION ENTERTAINMENT INCLiveTiles LimitedLKQ CORPLlitst Finance Pty 2.85% 2030Lloyds Bank 0.914% 2022Lloyds Banking Group 4.00% 2025Lloyds Banking Group 4.25% 2027LLOYDS BANKING GROUP PLCLOBLAW COMPANIES LTDLOGITECH INTERNATIONAL REGLOGITECH INTERNATIONAL SALONDON STOCK EXCHANGE GROUPLONGi Green Energy Technology Co Ltd Class ALonsdale Finance Pty 2.10% 2027Lonza Group AGLOWE S COS INCLULULEMON ATHLETICA INCLuxshare Precision Industry Co. Ltd. Class ALvmh Moet Hennessy LLYFT INC ALynas M3 INCMACH7 TECHNOLOGIES LTDMacquarie Bank 0.4904% 2025Macquarie Bank 0.7622% 2022Macquarie Bank 1.5635% 2031Macquarie Bank 1.75% 2024Macquarie Bank 2.30% 2025Macquarie Bank 2.9116% 2030Macquarie Bank 4.875% 2025Macquarie Bank 6.125% 2170MACQUARIE BANK LTD FLOAT BBSW3M +80.00bps 07/08/2024Macquarie GroupMacquarie Group 1.161% 2022Macquarie Group 3.25% 2022Macquarie Group LimitedMacquarie Telecom Group LimitedMACQUARIE UNIVERSITY CORP SUSTAINABLE BOND 2.2500% 22/02/2030 (22/05/2030)MACQUARIE UNIVERSITY CORP SUSTAINABLE BOND 3.5000% 07/06/2028 (07/09/2028)MAF Sukuk Ltd 4.638 14/05/2029MAGELLAN FINANCIAL GROUP LTDMANULIFE FINANCIAL CORPMarico

MARKETAXESS HOLDINGS INCMARLEY SPOON AGMARSH + MCLENNAN COSMARVELL TECHNOLOGY INCMasimoMASTERCARD INC AMATCH GROUP INCMayfield Childcare LimitedMayne PharmaMCAFEE CORP - CLASS AMCCORMICK & CO INC/MDMCDONALD S CORPMCDONALD'S CORP CORP 3.0000% 08/02/2024 (08/03/2024)MCKESSON CORPMedadvisorMedallion Trust Series 2012-1 1.41% 2044 (MEDL 2012-1 A)Medallion Trust Series 2014-1 0.9049% 2046 (MEDL 2014-1 A2)Medallion Trust Series 2014-2 0.84% 2046 (MEDL 2014-2 A1-R)Medallion Trust Series 2015-1 0.91% 2047 (MEDL 2015-1 A1-R)Medallion Trust Series 2015-2 0.84% 2047 (MEDL 2015-2 A1R)Medallion Trust Series 2016-1 1.4117% 2048 (MEDL 2016-1 A1A)Medallion Trust Series 2016-2 1.12% 2049 (MEDL 2016-2 A1A)Medallion Trust Series 2018-1 1.76% 2053 (MEDL 2018-1 A2)Medallion Trust Series 2018-1 2.01% 2053 (MEDL 2018-1 B)Medallion Trust Series 2019-1 1.28% 2052 (MEDL 2019-1 A1)MediaTek IncMedibank Private Ltd.Medical Developments International LtdMEDTRONIC PLCMEGAPORT LTDMeituan Dianping Class BMELCO RESORTS + ENTERT ADRMembers Equity BankMembers Equity Bank 5.012% 2170Members Equity Bank Limited % CD 13-07-21-13-01-22Members Equity Bank Pty 0% CD 13/07/21-13/01/22Memo Cash AUDMERCADOLIBRE INCMERCK + CO. INC.MERCURY NZ LTDMERIDIAN ENERGY LTDMETLIFE INCMETTLER TOLEDO INTERNATIONALMGM RESORTS INTERNATIONALMICROSOFT CORPMicro-X LimitedMineral ResourcesMirvac Group

Mirvac Group Finance 2.60% 2029Mirvac Group Finance 3.50% 2023Mirvac Group Finance 3.625% 2027Mitsubishi Estate Co. Ltd.MITSUBISHI UFJ FIN GRP FLOAT GREEN BBSW3M +125.00bps 01/10/2024MITSUBISHI UFJ FINANCIAL GROMitsubishi UFJ Financial Group Inc 0.978 09/06/2024MITSUI FUDOSAN CO LTDMIZUHO FINANCIAL GROUP INCMNF Group LimitedMODERNA INCMOLINA HEALTHCARE INCMonde Nissan CorpMONDI PLCMONGODB INCMonotaROMOODY S CORPMORGAN STANLEYMorhomes PLC 3.4 19/02/2038Motability Operations Group PLC 1.5 20/01/2041MOTOROLA SOLUTIONS INCMOWI ASAMS+AD INSURANCE GROUP HOLDINMSA SafetyMSCI INCMTR CORPMTR Corp Ltd 1.625 19/08/2030MTR Corp Ltd 2.9 24/03/2024MTU AERO ENGINES AGMUENCHENER RUECKVER AG REGMufg Bank Ltd % CD 03-08-21-03-02-22Mufg Bank Ltd % CD 07/07/21-12/01/22Mufg Bank Ltd % CD 20/05/21-23/11/21NANOSONICS LTDNapier Port Holdings LtdNational Atomic Company Kazatomprom JSCNational Australia Bank 0.6627% 2023National Australia Bank 2.03% 2031National Australia Bank 2.1643% 2029National Australia Bank 2.4281% 2026National Australia Bank 2.50% 2026National Australia Bank 3.00% 2023National Australia Bank 3.225% 2031National Australia Bank 3.25% 2022National Australia Bank 4.0341% 2170NATIONAL AUSTRALIA BANK FLOAT (sub) BBSW3M +170.00bps 18/11/2030 (18/11/2025)NATIONAL AUSTRALIA BANK FLOAT BBSW3M +104.00bps 26/02/2024National Australia Bank Limited

National Australia Bank Ltd 4.0 16/12/2021National Bank of Abu Dhabi PJSC 3.0 30/03/2022NATIONAL BANK OF CANADANational Commercial Bank CJSCNational Green RMBS Trust MORTR BBSW1M +85.00bps 24/01/2026 (24/08/2049)National GridNational Housing Finance and Investment 0.1994% 2031National Housing Finance and Investment 1.41% 2032National Housing Finance and Investment 1.74% 2031National Housing Finance and Investment 2.335% 2036National Rmbs Trust 2012-2 1.1125% 2044 (NRMBS 2012-2 A1)National RMBS Trust 2015-1 0.81% 2046 (NRMBS 2015-1 A)National RMBS Trust 2016-1 1.28% 2047 (NRMBS 2016-1 A)National RMBS Trust 2018-1 0.86% 2049 (NRMBS 2018-1 A1A)NATIONL HOUSING FIN INVT SOCIAL BOND 1.5200% 27/05/2030NATIONL HOUSING FIN INVT SOCIAL BOND 2.3800% 28/03/2029NaturaNAVER Corp.NBN 0.4104% 2024NBN 2.15% 2028NCSOFT CORPNEC CORPNederlandse Financierings-Maatschappij v 2.75 20/02/2024Nederlandse Waterschapsbank NV 1 28/05/2030Nederlandse Waterschapsbank NV 2.125 15/11/2021Nederlandse Waterschapsbank NV 2.375 24/03/2026NESTE OYJNestle Sa Common StoNETAPP INCNETFLIX INCNetherlands Government Bond 0.5 15/01/2040NETWEALTH GROUP LTDNETWORK FINANCE CO PTY LTD (ENDEAVOUR ENERGY) CORP 3.5000% 07/09/2024 (06/12/2024)NEW ENERGY SOLARNEW S WALES TREASURY CRP SEMI GREEN BOND 1.2500% 20/11/2030New South Wales Treasury 1.00% 2024New South Wales Treasury 1.25% 2025New South Wales Treasury 1.50% 2032New South Wales Treasury 2.00% 2031New South Wales Treasury 2.00% 2033New South Wales Treasury 3.00% 2027New South Wales Treasury 3.00% 2028New South Wales Treasury 3.50% 2037New South Wales Treasury 4.00% 2026New South Wales Treasury C 1.75% 20/03/2034 GOVT GNew South Wales Treasy Corp 2.75% 20/11/2025 - CIBNew South Wales Treasy Corp 2.75% 20/11/2025 REPONew Terminal Financing Co Pty 1.475% 2024

NEW YORK LIFE GLOBAL FUNDINGFLOAT BBSWM +55.00bps 08/09/2026New Zealand Government Bon .25% 15/05/2028 GOVT SENew Zealand Government Bon 3.50% 14/04/2033 GOVT SNewmont Corp CommonNEWS CORP CLASS ANEXT SCIENCE LTDNextdc LimitedNextera Energy Inc CNGK INSULATORS LTDNIB HOLDINGS LTDNIBE INDUSTRIER AB B SHSNICE LTDNIHON KOHDEN CORPNIKE INC CL BNine Entertainment Co LtdNippon Accommodations Fund Inc.Nippon Prologis REIT Inc.NISSAN MOTOR CO LTDNitro Software Ltd.NMC HEALTH PLCNN GROUP NVNOKIA OYJNOMURA HOLDINGS INCNOMURA REAL ESTATE HOLDINGSNOMURA RESEARCH INSTITUTE LTNORD/LB Luxembourg SA Covered Bond Bank 0.05 28/01/2025Nordea Bank Abp 0.375 28/05/2026NordsonNorthern Star ResourcesNorthern Territory Treasur 3.75% 21/04/2033 GOVT GNorthern Territory Treasury 2.75% 2027NORTHERN TRUST CORPNORTONLIFELOCK INCNotice Account-AUD-0.01%-31 Days-Commonwealth Bank Of AustraliaNotice Account-AUD-0.35%-60 Days-Commonwealth Bank Of AustraliaNotre Dame Intermedica ParticiNova Eye Medical LtdNOVARTIS AG REGNOVAVAX INCNOVO NORDISK A/S BNOVOZYMES A/S B SHARESNTT DATA CORPNUANCE COMMUNICATIONS INCNuheara LtdNutrien Ltd Common SNVIDIA CORPOBAYASHI CORPOCADO GROUP PLC

OCBC/SYDNEY FLOAT GREEN BBSW3M +26.00bps 12/08/2024ODAKYU ELECTRIC RAILWAY COOFX Group Ltd.OKTA INCOLYMPUS CORPOMNI BRIDGEWAY LTDOMNICOM GROUPOncoSil Medical LtdONO PHARMACEUTICAL CO LTDOP Corporate Bank plc 0.375 26/02/2024Opthea LimitedORACLE CORPORANGEORIENTAL LAND CO LTD/JAPANOROCOBRE LTDOrora LimitedOrpeaOrstedOrsted A/S 2.5 16/05/2033Oversea-Chinese Banking 0.642% 2022Oz Minerals LimitedPACCAR Financial Pty 0.75% 2024PACCAR Financial Pty 0.90% 2024PACCAR FINANCIAL PTY LTD CORP 3.0000% 13/09/2022PACCAR INCPACIFIC EDGE LTDPACT GROUP HOLDINGS LTDPALANTIR TECHNOLOGIES INC APalla Pharma Ltd.PALO ALTO NETWORKS INCPan American Silver Corp.PARKLAND CORPPAYCHEX INCPAYCOM SOFTWARE INCPAYPAL HOLDINGS INCPearl GlobalPEARSON PLCPembina PipelinePENDAL GROUP LTDPENNON GROUP PLCPEOPLE INFRASTRUCTURE LTDPepper Money LtdPERKINELMER INCPERNOD RICARD SAPERPETUAL LTDPerth Airport Pty 2.066% 2024PEXA GROUP LTDPFIZER INC

Pharmaxis LimitedPhilipsPHOSLOCK ENVIRONMENTAL TECHNOLPilbara Minerals LimitedPing An Insurance (Group) Company of China, Ltd. Class HPINTEREST INC CLASS APLUG POWER INCPnc Financial ServicPOLA ORBIS HOLDINGS INCPOLYNOVO LTDPOOL CORPPORSCHE AUTOMOBIL HLDG PRFPOWER ASSETS HOLDINGS LTDPOWER CORP OF CANADAPPG INDUSTRIES INCPremier IncPrescient Therapeutics Ltd Warrant 2019-31.03.23 on Prescient TheraPRINCIPAL FINANCIAL GROUPPRO MEDICUS LTDProbiotec LtdProCredit Holding AG & Co. KGaAPROCTER + GAMBLE CO/THEProgress 2012-2 Trust 1.5617% 2044 (PROGS 2012-2 A)Progress 2013-1 Trust 1.01% 2044 (PROGS 2013-1 A)Progress 2014-2 Trust 0.81% 2046 (PROGS 2014-2 A)Progress 2019-1 Trust 1.06% 2050 (PROGS 2019-1 A)PROGRESSIVE CORPPROLOGIS INCPrologis International Funding II SA 1.75 15/03/2028ProteomicsProvince of Ontario Canada 1.55 01/11/2029Province of Quebec Canada 1.85 13/02/2027Province of Quebec Canada 3.70% 20/05/2026 GOVT SEPRUDENTIAL FINANCIAL INCPRUDENTIAL PLCPT Bank Rakyat Indonesia (Persero) Tbk Class BPTC INCPublic Services Enterprise GroupPUBLICIS GROUPEPUMA SEPUMA Series 2019-1 0.9917% 2050 (PUMA 2019-1 A)PUMA SERIES 2021-2 0.5617% 2053 (PUMA 2021-2 A)PUSHPAY HOLDINGS LTDQantas Airways 2.95% 2029Qantas Airways 5.25% 2030Qantas Airways LimitedQBE Insurance Group LimitedQIAGEN NV

QIC Finance Shopping Center Fund Pty 1.2857% 2025QIC Finance Shopping Center Fund Pty 2.00% 2025QPH Finance Co Pty 2.85% 2031QuakeSafe Technologies Co LtdQUALCOMM INCQube Holdings Ltd.Queensland Treasury 1.50% 2032Queensland Treasury 1.75% 2031Queensland Treasury 3.25% 2026Queensland Treasury 4.20% 2047Queensland Treasury 4.75% 2025Queensland Treasury 6.50% 2033Queensland Treasury Corp 1.2510/03/2031Queensland Treasury Corp 1.50% 02/03/2032 GOVT GGQueensland Treasury Corp 1.75% 20/07/2034 GOVT SENQueensland Treasury Corp 2.75% 20/08/2030 - CIBQueensland Treasury Corp 3.00 22/03/2024QUEST DIAGNOSTICS INCRAIFFEISEN BANK INTERNATIONARamsay Health Care LimitedRationalRAYMOND JAMES FINANCIAL INCRaytron Technology Co., Ltd. Class AREA Group LtdREALTEK SEMICONDUCTOR CORPReckitt Benckiser GrReckon LimitedRECRUIT HOLDINGS CO LTDRedhill EducationREECE LTDRegency Centers Corp.REGENERON PHARMACEUTICALSRegie Autonome des Transports Parisiens 0.35 20/06/2029Regie Autonome des Transports Parisiens 0.875 25/05/2027REGIONS FINANCIAL CORPRegnan Credit Impact TrustReliance IndustriesRELX PLCRemy Cointreau Sa CoRENAULT SARentokil Initial PlcREPUBLIC SERVICES INCResimac Group LimitedRESMED INCRhipe LimitedRINGCENTRAL INC CLASS AROBERT HALF INTL INCROCHE HOLDING AG GENUSSCHEIN

Rockwell AutomationROGERS COMMUNICATIONS INC BROKU INCROLLS ROYCE HOLDINGS PLCRosneft Oil Co.ROSS STORES INCROYAL BANK OF CANADARoyal Bank of Canada 1.042% 2023Royal Bank of Scotland Group PLC 0.75 15/11/2025Royal Dutch Shell PlRumo SAS+P GLOBAL INCSAINSBURY (J) PLCSALESFORCE.COM INCSalt Lake Potash LimitedSalute Series 2021-1 0.71% 2053 (SALUT 2021-1 A)SAMPO OYJSAMSUNG BIOLOGICS Co., Ltd.Samsung Electro-Mechanics Co LtdSangfor Technologies Inc. Class ASANOFISAP SESartorius Stedim Biotech SASBA COMMUNICATIONS CORPSBAB Bank AB 0.125 27/08/2026Sberbank Russia OJSCSBI Cards & Payment Services Ltd (IPO)Scentre GroupSCHLUMBERGER LTDSchneider Electric SSCHRODERS PLCSCHWAB (CHARLES) CORPScottish Hydro Electric Transmission PLC 2.25 27/09/2035SDI LtdSEAGATE TECHNOLOGY HOLDINGSSEALINK TRAVEL GROUP LTDSecuritised Australian Mortgage Trust 2014-1 0.79% 2046 (SAMT 2014-1 A)SEEK LTDSegro PLCSEK - SWEDISH KRONASEKISUI CHEMICAL CO LTDSEKISUI HOUSE LTDSELECT HARVESTS LTDSell Aud:buy Eur 01/10/2021Sell Aud:buy Gbp 01/10/2021Sell Aud:buy Hkd 05/10/2021Sell Aud:buy Usd 04/10/2021Sell Cad:buy Aud 29/10/2021

Sell Eur:buy Aud 01/10/2021Sell Gbp:buy Aud 29/10/2021Sell Jpy:buy Aud 05/10/2021Sell Usd:buy Aud 05/10/2021Series 2012-1E REDS Trust 1.36% 2044 (REDS 2012-1E A1)Series 2013-1 WST Trust 0.86% 2044 (WST 2013-1 A)Series 2013-2 WST Trust 0.86% 2044 (WST 2013-2 A)Series 2014-1 WST Trust 0.79% 2045 (WST 2014-1 A)Series 2019-1 WST Trust 1.0917% 2050 (WST 2019-1 A)Series 2020-1 WST Trust 0.9617% 2051 (WST 2020-1 A)SERVICENOW INCSEVEN + I HOLDINGS CO LTDSEVEN WEST MEDIA LTDSEVERN TRENT PLCSGD - SINGAPORE DOLLARSGS SA REGSGSP AUSTRALIA ASSETS CORP 3.7500% 27/09/2024Shaftesbury PLCShenzhen Kangtai Biological Products Co. Ltd. Class ASHERWIN WILLIAMS CO/THESHIMADZU CORPSHIMIZU CORPSHIN-ETSU CHEMICAL CO LTDSHIONOGI & CO LTDSHISEIDO CO LTDSHOPIFY INC CLASS ASHOPPING CENTRES AUSTRALASIA PShopping Centres Australasia Property Retail Trust 3.25% 2030Shriro Holdings Ltd.Shurgard Self-Storage SASibanye Stillwater LimitedSIEMENS AG REGSiemens Gamesa RenewSiemens HealthineersSIG COMBIBLOC GROUP AGSIKA AG REGSilicon Laboratories IncSilver Arrow Australia Series 2019-1 Trust 0.86% 2027 (SAA 2019-1 A)SIMON PROPERTY GROUP INCSims Ltd.SINGAPORE TECH ENGINEERINGSINGAPORE TELECOMMUNICATIONSSK Telecom Co., Ltd.SKANDINAVISKA ENSKILDA BAN ASMARTGROUP CORP LTDSMHL Securitisation Fund 2016-1 1.19% 2048 (SMHL 2016-1 A1)SMHL Series Securitisation Fund 2015-1 0.96% 2047 (SMHL 2015-1 A1)SMHL Series Securitisation Fund 2017-1 0.99% 2049 (SMHL 2017-1 A)

SMHL Series Securitisation Fund 2018-2 1.12% 2050 (SMHL 2018-2 A)SMHL Series Securitisation Fund 2019-1 1.06% 2051 (SMHL 2019-1 A)SMHL Series Securitisation Fund 2020-1 0.71% 2052 (SMHL 2020-1 A)SMITH + NEPHEW PLCSmurfit Kappa Group Plc IncSNAP INC ASNCF Reseau 1 09/11/2031SNOWFLAKE INC CLASS ASociedad Quimica y Minera de Chile SA Pfd Series BSOCIETE GENERALE SASociete Generale SFH SA 0.125 18/07/2029SOFTBANK GROUP CORPSOHGO SECURITY SERVICES COSOLAREDGE TECHNOLOGIES INCSomnomed LimitedSOMPO HOLDINGS INCSongcheng Performance Development Co., Ltd. Class ASONIC HEALTHCARE LTDSONOVA HOLDING AG REGSONY GROUP CORPSOUTH AUST GOVT FIN AUTH SEMI 2.0000% 23/05/2036SOUTH AUST GOVT FIN AUTH SEMI 2.2500% 15/08/2024SOUTH AUST GOVT FIN AUTH SEMI 3.0000% 20/07/2026South Australian Governmen 1.75% 24/05/2032 GOVT GSouth Australian Governmen 1.75% 24/05/2034 GOVT GSouth Australian Government Financing Authority 2.75% 2025South Australian Government Financing Authority 3.00% 2027South Australian Government Financing Authority 3.00% 2028Southern CompanySOUTHERN CROSS MEDIA GROUP LTDSpain Government Bond 1 30/07/2042Spark Infrastructure GroupSPARK NEW ZEALAND LTDSpectrisSpirax-Sarco EngineeringSPLUNK INCSpot Fx AUDSpot Fx GBPSPROUTS FARMERS MARKET INCSQUARE INC ASS&C TECHNOLOGIES HOLDINGS INCSSESSE PLC 1.375 04/09/2027STANDARD CHARTERED PLCSTARBUCKS CORPState of North Rhine-Westp 2.15% 21/03/2119 GOVT SState of North Rhine-Westphalia Germany 0 26/11/2029STATE STREET CORP

STEADFAST GROUP LTDSteris PlcSTOCKLANDStockland Trust 2.30% 2028Stockland Trust 3.30% 2024Stockland Trust 4.50% 2022STORE Capital CorporationStraker Translations Ltd.Strategic EducationSTRYKER CORPSUEZSUMITOMO DAINIPPON PHARMA COSumitomo Mitsui Financial Group Inc 0.465 30/05/2024Sumitomo Mitsui Financial Group Inc 0.934 11/10/2024SUMITOMO MITSUI TRUST HOLDINSun Hung Kai Properties Ltd.SUN LIFE FINANCIAL INCSuncorp Group 2.162% 2028Suncorp Group 2.2625% 2035Suncorp Group LimitedSuncorp-Metway 0.7816% 2023Suncorp-Metway 0.9857% 2022Suncorp-Metway 1.1593% 2025Suncorp-Metway 3.00% 2023Suncorp-Metway 3.25% 2026Suncorp-Metway Ltd % CD 03-08-21-03-02-22Suncorp-Metway Ltd % CD 09/07/21-13/01/22Suncorp-Metway Ltd % CD 17/06/21-16/12/21Suncorp-Metway Ltd % CD 17-08-21-17-02-22Suncorp-Metway Ltd % CD 20/07/21-20/01/22SUNRUN INCSUPERLOOP LTDSUZUKI MOTOR CORPSVB FINANCIAL GROUPSvenska Handelsbanken 0.462% 2026Svenska Handelsbanken 0.7121% 2022Svenska Handelsbanken 3.25% 2023SVENSKA HANDELSBANKEN A SHSSvenska Handelsbanken AB 0.01 02/12/2027SWAP FXR / 20230528SWAP FXR / 20230818SWAP FXR / 20240514 CBASYD_SWAPSWAP FXR / 20240521SWAP FXR / 20240524SWAP FXR / 20240525SWAP FXR / 20240528SWAP FXR / 20240528 MSLN_SWAPSWAP FXR / 20240714 MSLN_SWAP

SWAP FXR / 20240718SWAP FXR / 20240719 BNPPA_SWAPSWAP FXR / 20240818SWAP FXR / 20240913SWAP FXR / 20251127SWAP FXR / 20260226SWAP FXR / 20260505 JPMLON_SWAPSWAP FXR / 20260510SWAP FXR / 20260514SWAP FXR / 20260607SWAP FXR / 20260721 MSLN_SWAPSWAP FXR / 20260722SWAP FXR / 20260816SWAP FXR / 20270218SWAP FXR / 20271006SWAP FXR / 20271016SWAP FXR / 20280729SWAP FXR / 20280803 UBSLON_SWAPSWAP FXR / 20280804SWAP FXR / 20280824 JPMLON_SWAPSWAP FXR / 20280825SWAP FXR / 20290515SWAP FXR / 20290528SWAP FXR / 20290718SWAP FXR / 20291209SWAP FXR / 20301127SWAP FXR / 20301229SWAP FXR / 20310104SWAP FXR / 20310226SWAP FXR / 20310323SWAP FXR / 20310505 JPMLON_SWAPSWAP FXR / 20310510 MSLN_SWAPSWAP FXR / 20310511SWAP FXR / 20310513SWAP FXR / 20310514SWAP FXR / 20310515SWAP FXR / 20310607SWAP FXR / 20410226SWAP FXR / 20410323SWAP FXR / 20510226SWAP FXR / 20510323SWAP IRS X AUD/ 20220405SWAP IRS X AUD/ 20220919SWAP IRS X AUD/ 20221121SWAP IRS X AUD/ 20230202SWAP IRS X AUD/ 20240207SWAP IRS X AUD/ 20240813SWAP IRS X AUD/ 20240827

SWAP IRS X AUD/ 20240828SWAP IRS X AUD/ 20250125SWAP IRS X AUD/ 20250905SWAP IRS X AUD/ 20251214SWAP IRS X AUD/ 20260706SWAP IRS X AUD/ 20261028SWAP IRS X AUD/ 20261103SWAP IRS X AUD/ 20261130SWAP IRS X AUD/ 20270216SWAP IRS X AUD/ 20270623SWAP IRS X AUD/ 20280107SWAP IRS X AUD/ 20280706SWAP IRS X AUD/ 20280803SWAP IRS X AUD/ 20280829SWAP IRS X AUD/ 20290207SWAP IRS X AUD/ 20290320SWAP IRS X AUD/ 20290328SWAP IRS X AUD/ 20290729SWAP IRS X AUD/ 20300311SWAP IRS X AUD/ 20300312SWAP IRS X AUD/ 20311127SWAP IRS X AUD/ 20460404SWAP IRS X AUD/ 20460406SWAP IRS X AUD/ 20481015SWAP IRSTM AUD/ 20220617SWAP IRSTM AUD/ 20230704SWAP IRSTM AUD/ 20230812SWAP IRSTM AUD/ 20230919SWAP IRSTM AUD/ 20230923SWAP IRSTM AUD/ 20240226SWAP IRSTM AUD/ 20240520SWAP IRSTM AUD/ 20240706SWAP IRSTM AUD/ 20240719SWAP IRSTM AUD/ 20240806SWAP IRSTM AUD/ 20240808SWAP IRSTM AUD/ 20240809SWAP IRSTM AUD/ 20240826SWAP IRSTM AUD/ 20250507SWAP IRSTM AUD/ 20250619SWAP IRSTM AUD/ 20250809SWAP IRSTM AUD/ 20260320SWAP IRSTM AUD/ 20260507SWAP IRSTM AUD/ 20260526SWAP IRSTM AUD/ 20260717SWAP IRSTM AUD/ 20270320SWAP IRSTM AUD/ 20270618SWAP IRSTM AUD/ 20270920SWAP IRSTM AUD/ 20270921

SWAP IRSTM AUD/ 20280318SWAP IRSTM AUD/ 20281113SWAP IRSTM AUD/ 20290620SWAP IRSTM AUD/ 20290705SWAP IRSTM AUD/ 20290911SWAP IRSTM AUD/ 20291209SWAP IRSTM AUD/ 20300107SWAP IRSTM AUD/ 20310212SWAP IRSTM AUD/ 20310222SWAP IRSTM AUD/ 20310226SWAP IRSTM AUD/ 20310315SWAP IRSTM AUD/ 20310528SWAP IRSTM AUD/ 20310607SWAP IRSTM AUD/ 20310729SWAP IRSTM AUD/ 20310830SWAP IRSTM AUD/ 20330322SWAP IRSTM AUD/ 20330414SWAP IRSTM AUD/ 20330621SWAP IRSTM AUD/ 20390416SWAP IRSTM AUD/ 20410121SWAP IRSTM AUD/ 20410122SWAP IRSTM AUD/ 20410420SWAP IRSTM AUD/ 20410421SWAP IRSTM AUD/ 20410921SWAP IRSTM AUD/ 20481220SWAP IRSTM AUD/ 20481221SWAP IRSTM AUD/ 20490226SWAP IRSTM AUD/ 20500109SWAP IRSTM AUD/ 20500228SWAP IRSTM AUD/ 20500302SWAP IRSTM AUD/ 20510419SWAP IRSTM AUD/ 20510701SWAP IRSTM CAD/ 20230316SWAP IRSTM CAD/ 20230318SWAP IRSTM CAD/ 20240409SWAP IRSTM CAD/ 20240621SWAP IRSTM CAD/ 20250315SWAP IRSTM CAD/ 20250619SWAP IRSTM CAD/ 20250719SWAP IRSTM CAD/ 20270909SWAP IRSTM CAD/ 20271221SWAP IRSTM CAD/ 20280319SWAP IRSTM CAD/ 20280617SWAP IRSTM CAD/ 20310621SWAP IRSTM CAD/ 20360618SWAP IRSTM EUR/ 20251014SWAP IRSTM EUR/ 20260917SWAP IRSTM EUR/ 20310920

SWAP IRSTM EUR/ 20311013SWAP IRSTM EUR/ 20331013SWAP IRSTM EUR/ 20360618SWAP IRSTM EUR/ 20360917SWAP IRSTM EUR/ 20411013SWAP IRSTM EUR/ 20510609SWAP IRSTM EUR/ 20510619SWAP IRSTM EUR/ 20510918SWAP IRSTM EUR/ 20700316SWAP IRSTM EUR/ 20710921SWAP IRSTM GBP/ 20310621SWAP IRSTM GBP/ 20360615SWAP IRSTM JPY/ 20310715SWAP IRSTM JPY/ 20310716SWAP IRSTM JPY/ 20310720SWAP IRSTM JPY/ 20310721SWAP IRSTM JPY/ 20310722SWAP IRSTM NZD/ 20260619SWAP IRSTM NZD/ 20260918SWAP IRSTM NZD/ 20310621SWAP IRSTM USD/ 20230615SWAP IRSTM USD/ 20230921SWAP IRSTM USD/ 20231221SWAP IRSTM USD/ 20240315SWAP IRSTM USD/ 20240621SWAP IRSTM USD/ 20240920SWAP IRSTM USD/ 20241221SWAP IRSTM USD/ 20250918SWAP IRSTM USD/ 20260320SWAP IRSTM USD/ 20260917SWAP IRSTM USD/ 20271218SWAP IRSTM USD/ 20280917SWAP IRSTM USD/ 20321215SWAP IRSTM USD/ 20360917SWAP OISTM GBP/ 20250804SWAP OISTM GBP/ 20250807SWAP OISTM GBP/ 20280804SWAP OISTM GBP/ 20280806SWAP OISTM JPY/ 20250730SWAP OISTM JPY/ 20260802SWAP OISTM JPY/ 20310816SWAP OISTM USD/ 20410803SWAP ZCS AUD/ 20211215SWAP ZCS AUD/ 20220315SWAP ZCS AUD/ 20220615SWAP ZCS AUD/ 20221215SWAP ZCS AUD/ 20230315SWAP ZCS AUD/ 20230615

SWAP ZCS AUD/ 20230915SWAP ZCS AUD/ 20240315SWAP ZCS AUD/ 20240615SWAP ZCS AUD/ 20240922SWAP ZCS AUD/ 20241215SWAP ZCS AUD/ 20250315SWAP ZCS AUD/ 20250615SWAP ZCS AUD/ 20250915SWAP ZCS AUD/ 20251215SWAP ZCS AUD/ 20260315SWAP ZCS AUD/ 20260615SWAP ZCS AUD/ 20270615SWAP ZCS AUD/ 20270915SWAP ZCS AUD/ 20271215SWAP ZCS AUD/ 20280315SWAP ZCS AUD/ 20280615SWAP ZCS AUD/ 20290615SWAP ZCS AUD/ 20290915SWAP ZCS AUD/ 20291215SWAP ZCS AUD/ 20300315SWAP ZCS AUD/ 20310315SWAP ZCS AUD/ 20310915SWAP ZCS AUD/ 20320615SWAP ZCS AUD/ 20330315SWAP ZCS AUD/ 20330615SWAP ZCS AUD/ 20340315SWAP ZCS AUD/ 20341215SWAP ZCS AUD/ 20350315SWAP ZCS AUD/ 20360915SWAP ZCS AUD/ 20361215SWAP ZCS AUD/ 20370315SWAP ZCS AUD/ 20370529SWAP ZCS AUD/ 20370915SWAP ZCS AUD/ 20380615SWAP ZCS AUD/ 20420315SWAP ZCS AUD/ 20420915SWAP ZCS AUD/ 20421215SWAP ZCS AUD/ 20421217SWAP ZCS AUD/ 20430315SWAP ZCS GBP /20330413SWAP ZCS GBP/ 15/09/2029SWAP ZCS GBP/ 15/09/2059SWAP ZCS GBP/ 20290915SWAP ZCS GBP/ 20321109SWAP ZCS GBP/ 20321115SWAP ZCS GBP/ 20371109SWAP ZCS GBP/ 20371115SWAP ZCS GBP/ 20421115

SWAP ZCS GBP/ 2044 09 15SWAP ZCS GBP/ 20440915SWAP ZCS GBP/ 20471115SWAP ZCS GBP/ 20580413SWAP ZCS GBP/ 20590915SWAP ZCS USD/ 20230529SWAP ZCS USD/ 20260302SWAP ZCS USD/ 20260624SWAP ZCS USD/ 20270817SWAP ZCS USD/ 20270914SWAP ZCS USD/ 20270918SWAP ZCS USD/ 20290227 CITIGMLTD_SWAPSSWAP ZCS USD/ 20290307 CITIGMLTD_SWAPSSWAP ZCS USD/ 20290312SWAP ZCS USD/ 20300115SWAP ZCS USD/ 20300316SWAP ZCS USD/ 20300321SWAP ZCS USD/ 20430321SWAP ZCS USD/ 20430529SWAP ZCS USD/ 20430815SWAP ZCS USD/ 20460302SWAP ZCS USD/ 20460624SWAP ZCS USD/ 20470817SWAPTION AUD 01/09/2023 1.5000 BARCLON_SWAPSWAPTION AUD 02/06/2022 2.0000 JPMLON_SWAPSWAPTION AUD 02/06/2022 2.0275 GSINT_SWAPSWAPTION AUD 02/10/2024 1.6000 BOA_SWAPSWAPTION AUD 02/10/2029 1.7900 BOA_SWAPSWAPTION AUD 03/06/2022 1.9400 JPMLON_SWAPSWAPTION AUD 04/05/2022 1.6650 NAB_SWAPSWAPTION AUD 05/11/2021 0.8800 GSINT_SWAPSWAPTION AUD 05/11/2021 0.8900 GSINT_SWAPSWAPTION AUD 08/09/2022 2.1500 CBASYD_SWAPSWAPTION AUD 08/10/2029 1.7550 JPMLON_SWAPSWAPTION AUD 09/02/2033 3.44 ANZM_SWAPSWAPTION AUD 10/02/2023 1.6160 BOA_SWAPSWAPTION AUD 10/11/2017 3.59 ANZ_SWAPSWAPTION AUD 11/08/2022 0.1940 BNPPA_SWAPSWAPTION AUD 13/02/2023 1.6450 BOA_SWAPSWAPTION AUD 13/03/2023 0.3500 ANZM_SWAPSWAPTION AUD 14/02/2030 1.9160 BNPPA_SWAPSWAPTION AUD 14/05/2025 4.2500 DEUTF_SWAPSWAPTION AUD 15/01/2030 1.9630 BARCLON_SWAPSWAPTION AUD 15/03/2024 1.1200 JPMLON_SWAPSWAPTION AUD 15/03/2024 1.1200 WBCSYD_SWAPSWAPTION AUD 16/09/2022 0.0005 BNPPA_SWAPSWAPTION AUD 16/09/2022 1.9000 JPMLON_SWAPSWAPTION AUD 17/03/2031 3.1300 BOA_SWAP

SWAPTION AUD 19/03/2024 2.0000 WBCSWAPTION AUD 19/09/2022 0.3500 NAB_SWAPSWAPTION AUD 20/01/2025 3.82 DEUTF_SWAPSWAPTION AUD 22/09/2022 0.0005 BNPPA_SWAPSWAPTION AUD 23/01/2040 1.5228 JPMLON_SWAPSWAPTION AUD 23/01/2040 1.7728 JPMLON_SWAPSWAPTION AUD 26/08/2030 3.5200 ANZM_SWAPSWAPTION AUD 26/09/2022 4.55 WBC_ACLR(WPAC21)SWAPTION AUD 27/11/2023 2.6500 BNPPA_SWAPSWAPTION AUD 28/02/2022 1.3800 BOA_SWAPSWAPTION AUD 30/01/2025 3.5100 DEUTF_SWAPSWAPTION AUD 31/08/2022 2.9475 CBASYD_SWAPSWAPTION AUD 31/08/2022 2.9475 NAB_SWAPSWAPTION AUD 31/08/2026 6.2000 ANZM_SWAPSWAPTION JPY 11/05/2028 0.6080 JPMLON_SWAPSWAPTION USD 07/04/2022 0.8220 BOA_SWAPSWAPTION USD 08/02/2023 1.9200 DEUTF_SWAPSWAPTION USD 09/02/2024 1.0700 MSLN_SWAPSWAPTION USD 09/02/2024 1.0900 MSLN_SWAPSWAPTION USD 10/03/2022 0.5300 DEUTF_SWAPSWAPTION USD 12/02/2024 1.0070 UBSLON_SWAPSWAPTION USD 14/06/2022 0.6700 DEUTF_SWAPSWAPTION USD 14/06/2022 0.7500 MSLN_SWAPSWAPTION USD 16/02/2024 1.1670 UBSLON_SWAPSWAPTION USD 17/02/2022 1.9200 BNPPA_SWAPSWAPTION USD 17/02/2022 1.9600 GSINT_SWAPSWAPTION USD 17/02/2022 1.9650 DEUTF_SWAPSWAPTION USD 17/02/2023 2.0330 DEUTF_SWAPSWAPTION USD 19/03/2024 0.9900 MSLN_SWAPSWAPTION USD 19/03/2024 1.0650 MSLN_SWAPSWAPTION USD 19/03/2024 1.1000 JPMLON_SWAPSWISS LIFE HOLDING AGSWISS RE AGSWISSCOM AG REGSWP ZCISTM GBP/0.0333 20401015SWP ZCISTM GBP/0.0349 20321015SWP ZCISTM GBP/0.0353 20301015SWP ZCISTM GBP/3.1835 20451015SWP ZCISTM GBP/3.33 20401015SWP ZCISTM GBP/3.34 20401015SWP ZCISTM GBP/3.49 20321015SWP ZCISTM GBP/3.515 20321015SWP ZCISTM GBP/3.53 20301015SWP ZCISTM GBP/3.56 20301015SWP ZCISTM USD/0.015835 20221021SWP ZCISTM USD/0.01655 20220911SWP ZCISTM USD/0.018 20221208SWP ZCISTM USD/0.0185905 20221215

SWP ZCISTM USD/0.0186 20221215SWP ZCISTM USD/0.018638 20221215SWP ZCISTM USD/0.018902 20271021SWP ZCISTM USD/0.01892 20270911SWP ZCISTM USD/0.020217 20271207SWP ZCISTM USD/0.0204594 20271215SWP ZCISTM USD/0.020595 20271210SWP ZCISTM USD/0.021257 20321207SWP ZCISTM USD/0.0215755 20321207SWP ZCISTM USD/0.0216 20401210SWP ZCISTM USD/0.0217505 20401215SWP ZCISTM USD/0.0217505 20401217SWP ZCISTM USD/0.0218197 20401207SWP ZCISTM USD/0.0218816 20401215SWP ZCISTM USD/0.021935 20401210SWP ZCISTM USD/0.022525 20230129SWP ZCISTM USD/0.022575 20280129SWP ZCISTM USD/0.022913 20410129SWP ZCISTM USD/0.022916 20280129SWP ZCISTM USD/0.022937 20410129SWP ZCISTM USD/0.023267 20230129SWP ZCISTM USD/0.0251005 20260323SWP ZCISTM USD/0.0257 20310803SWP ZCISTM USD/0.02575 20310812SWP ZCISTM USD/0.02645 20310728SWP ZCISTM USD/0.0265 20280812SWP ZCISTM USD/0.0267 20280803SWP ZCISTM USD/0.0272389 20260812SWP ZCISTM USD/0.0275588 20260803SWP ZCISTM USD/0.02771 20280728SWP ZCISTM USD/0.02908 20260728SWP ZCISTM USD/0.0291 20230812SWP ZCISTM USD/0.03115 20230803SWP ZCISTM USD/0.03425 20230728SWP ZCISTM USD/1.68750 20220813SWP ZCISTM USD/1.80500 20270813Sydney AirportSydney Airport Finance Co Pty 3.625% 2026SYNCHRONY FINANCIALSyncona Ltd GBPSynopsysSYSCO CORPSYSMEX CORPT MOBILE US INCT ROWE PRICE GROUP INCTaiwan Semiconductor Manufacturing Co., Ltd.TAKEDA PHARMACEUTICAL CO LTDTAKE-TWO INTERACTIVE SOFTWARE

TARGET CORPTasmanian Public Finance C 2.00% 24/01/2030 GOVT STASMANIAN PUBLIC FINANCE SEMI 2.2500% 22/01/2032TASMANIAN PUBLIC FINANCE SEMI 4.0000% 11/06/2024Tata Consultancy Services LimitedTE CONNECTIVITY LTDTecanTECHNOLOGY ONE LTDTELADOC HEALTH INCTELEFONICA SATELEPERFORMANCETELIA CO ABTELIX PHARMACEUTICALS LTDTelstra 4.00% 2022Telstra Corporation LimitedTELUS CORPTencent Holdings LtdTerna Rete Elettrica Nazionale SpA 0.75 24/07/2032TERNA SPATerna SPA 0.375 23/06/2029Terreno Realty CorporationTERUMO CORPTESCO PLCTESLA INCTexas Instruments InThe a2 Milk CompanyThermo Fisher ScientificThink Childcare LtdTHOMSON REUTERS CORPTJX COMPANIES INCTOBU RAILWAY CO LTDTOKIO MARINE HOLDINGS INCTOKYO ELECTRON LTDTOMRA Systems ASATOMTOM NVTORONTO DOMINION BANKTORRENS Series 2013-1 Trust 0.9533% 2044 (TORR 2013-1 A)TORRENS Series 2014-2 Trust 0.8533% 2046 (TORR 2014-2 A)TORRENS Series 2016-1 Trust 1.3417% 2048 (TORR 2016-1 A)Total BrainTOTALENERGIES SETOTO LTDToyota Finance Australia 0.5669% 2024Toyota Finance Australia 0.79% 2021Toyota Finance Australia 3.10% 2022Toyota Finance Australia 3.30% 2023Toyota Finance Australia LtdTOYOTA MOTOR CORP

TPG TELECOM LTDTPI CompositesTRADE DESK INC/THE CLASS ATRANE TECHNOLOGIES PLCTRANSDIGM GROUP INCTransport for London 2.125 24/04/2025TRANSUNIONTransurban GroupTransurban Queensland Finance Pty 4.50% 2028TRAVELERS COS INC/THETreasury Corp of Victoria 1.50% 10/09/2031 GOVT GGTreasury Corp of Victoria 1.50% 2030Treasury Corp of Victoria 2.00% 17/09/2035 GOVT GGTreasury Corp of Victoria 2.25% 15/09/2033 GOVT GGTreasury Corp of Victoria 2.25% 20/11/2034 GOVT GGTreasury Corp of Victoria 2.25% 2040Treasury Corp of Victoria 4.00% 2047Treasury Corp of Victoria 4.25% 20/12/2032 GOVT GGTreasury Corp of Victoria 5.00% 2040TREASURY CORP VICTORIA SEMI 3.0000% 20/10/2028TRIMBLE INCTritax Big Box REIT PLC 1.5 27/11/2033Tritax EuroBox PLC 0.95 02/06/2026Truist Financial CorTrustee for Medallion Trust Series 2017-1 0.99% 2049 (MEDL 2017-1 A1)Tullow Oil plcTurkiye Garanti Bankasi Anonim SirketiTWILIO INC ATWITTER INCUBISOFT ENTERTAINMENTUBS 0.9402% 2025UBS 1.06% 2022UBS 1.20% 2025UBS GROUP AG REGUCB SAUCWUDR INCUMICOREUNIBAIL RODAMCO WESTFIELDUnicharmUNILEVER PLCUnion PacificUNITE Group plcUnited Energy Distribution Pty 1.015% 2023UNITED RENTALS INCUnited States Treasury Not 1.12% 15/05/2040 GOVTUnited States Treasury Not 1.62% 30/04/2023 GOVTUnited States Treasury Not 2.25% 15/05/2041 GOVT

United States Treasury Not 4.25% 15/11/2040 GOVTUNITED UTILITIES GROUP PLCUNITEDHEALTH GROUP INCUNITI GROUP LTDUNIVERSAL MUSIC GROUP NVUniversity Of Melbourne 1.97% 2031Urban Edge PropertiesUS 10YR NOTE (CBT)Dec21US 10yr Ultra Fut Dec21US BANCORPUS LONG BOND(CBT) Dec21US ULTRA BOND CBT Dec21USD - UNITED STATES DOLLARValeo SEVariation Margin AUDVariation Margin EURVariation Margin GBPVariation Margin USDVasakronan AB 0.11 13/03/2030VEEVA SYSTEMS INC CLASS AVERISK ANALYTICS INCVERIZON COMMUNICATIONS INCVERTEX PHARMACEUTICALS INCVestas Wind SystemsVF CORPVF Corp 0.25 25/02/2028VIACOMCBS INC CLASS BVIATRIS INCVICINITY CENTRESVicinity Centres Trust 1.4369% 2025Vicinity Centres Trust 2.60% 2025Vicinity Centres Trust 4.00% 2027Victoria Power Networks Finance Pty 0.305% 2022Victoria Power Networks Finance Pty 0.8404% 2026VICTORIA S SECRET + COVinciVincom Retail JSCVirgin Money UKVISA INC CLASS A SHARESVitasoyVIVENDI SEVMWARE INC CLASS AVODAFONE GROUP PLCVOLKSWAGEN AGVolkswagen Aust 0% Cp 23/08/21-22/11/21Volkswagen Financial Services Australia Pty LtdVolpara Health Technologies LimitedVonovia SE

VORNADO REALTY TRUSTVOYA FINANCIAL INCVULCAN ENERGY RESOURCES LTDWABTEC CORPWALGREENS BOOTS ALLIANCE INCWALMART INCWALT DISNEY CO/THEWASTE CONNECTIONS INCWaste Management IncWATERS CORPWAYFAIR INC CLASS AWaypoint REIT LimitedWebjetWEGWesfarmers 2.55% 2031WESFARMERS LTD CORP SUSTAINABILITY-LINKED BOND 1.9410% 23/06/2028WEST FRASER TIMBER CO LTDWestern Australian Treasur 1.75% 22/10/2031 GOVT GWestern Australian Treasur 2.00% 24/10/2034 GOVT GWestern Australian Treasur 5.00% 23/07/2025 GOVTWestern Australian Treasury 2.50% 2024Western Australian Treasury 3.00% 2026Western Australian Treasury 3.00% 2027Western Australian Treasury 3.25% 2028Western Sydney University 1.606% 2027WESTON (GEORGE) LTDWestpac BankingWestpac Banking 0.7721% 2022Westpac Banking 2.85% 2026Westpac Banking 4.125% 2026Westpac Banking 4.334% 2029Westpac Banking 5.25% 2023WESTPAC BANKING CORP (SUB) FLOAT BBSW3M +155.00bps 29/01/2031 (29/01/2026)WESTPAC BANKING CORP FLOAT BBSW3M +62.00bps 16/05/2022Westpac Banking CorporationWestpac Capital Notes (WBCPE) Basel III T1WESTROCK COWEYERHAEUSER COWHEATON PRECIOUS METALS CORPWHITBREAD PLCWide Open AgWingtech Technology Co., Ltd. Class AWISETECH GLOBAL LTDWisr LTDWIX.COM LTDWM MORRISON SUPERMARKETSWolters Kluwer Nv CoWoolworths

Woolworths Group 2.80% 2030WOOLWORTHS GROUP LTD CORP GREEN BOND 2.8500% 23/04/2024WOOLWORTHS GROUP LTD MTN 1.8500% 20/05/2025WOOLWORTHS GROUP LTD SUSTAINABILITY-LINKED BOND 1.8500% 15/11/2027WORKDAY INC CLASS AWORLDLINE SAWORLDLINE SA/FRANCEWP CAREY INCWPP PLCWSO Finance Pty 2.027% 2026WSO Finance Pty 2.70% 2030WSO Finance Pty 4.50% 2027WSP GLOBAL INCWST 2015-1 Class A MORTR BBSW1M +80.00bps 18/12/2023 (18/01/2047)WW GRAINGER INCXero LimitedXYLEM INCYandex NV Class AYASKAWA ELECTRIC CORPYDUQS Participacoes SAYorkshire Water Finance PLC 2.75 18/04/2041Yuan Longping High-Tech Agriculture Co., Ltd. Class AZ HOLDINGS CORPZALANDO SEZEBRA TECHNOLOGIES CORPZENDESK INCZILLOW GROUP INC AZIMMER BIOMET HOLDINGS INCZip Master Trust Series 2020-1 1.61% 2030 (ZMT 2020-1 A1)Zip Master Trust Series 2020-1 2.16% 2030 (ZMT 2020-1 A2)Zip Master Trust Series 2021-1 1.01% 2033 (ZMT 2021-1 A1)Zip Master Trust Series 2021-1 1.31% 2033 (ZMT 2021-1 A2)ZOETIS INCZOOM VIDEO COMMUNICATIONS AZSCALER INCZUORA INC - CLASS AZURICH INSURANCE GROUP AG