DISCLOSE REGISTER FULL PORTFOLIO HOLDINGS

Transcription

1 1 NZ Govt Stock 6.0% % NZGOVD0521C2 NZ Govt Stock 5.0% % NZGOVDT319C0 NZ Govt Stock 3.0% % NZGOVDT420C6 NZ Govt Stock 5.5% % NZGOVDT423C0 BNZ Registered Certificate of Deposit 1.22% NZBZFDI289F3 16/10/18 Rabobank Registered Certificate of 1.19% NZF05DT007C2 Deposit 21/12/18 ANZ Bank Floating Rate Note 22/03/ % NZANBDT015C5 ANZ Bank Floating Rate Note 21/12/ % NZANBDG030C9 BNZ Registered Certificate of Deposit 0.76% NZBZFDI333F9 29/11/18 BNZ Registered Certificate of Deposit 0.72% NZBZFDI311F5 07/11/18 NZ Govt Stock 4.5% % NZGOVDT427C1 NZ Govt Stock 14/4/ % 0.69% NZGOVDT433C9 ASB Floating Rate Note 19/1/ % NZABBDT041C5 ASB Registered Certificate of Deposit 0.59% NZF04DT015C6 9/11/18 ASB Registered Certificate of Deposit 0.57% NZAVFDI316F9 12/11/18 ASB Registered Certificate of Deposit 0.54% NZF04DT022C2 24/12/18 NZ Govt Stock 15/04/ % 0.54% NZGOVDT425C5 ANZ Bank Floating Rate Note 18/11/ % NZANBDG028C3 ASB Registered Certificate of Deposit 0.52% NZAVFDI323F5 19/11/18 KOMMUN Bank 20/8/ % NZKBNDT009C6 NZ Govt Stock 15/04/ % 0.48% NZGOVDT437C0 ASB Registered Certificate of Deposit 0.45% NZF04DT009C9 26/11/18 ANZ Term Deposit 01/05/19 3.2% 0.42% BNZ Registered Certificate of Deposit 0.41% NZBZFDI340F4 06/12/18 Cash Deposit (J.P. Morgan USD) 0.41% Bank OF NZ Floating Rate Note 14/9/ % NZBNZDT390C3 Westpac 7/6/ % 0.39% NZWNZD0622L9 ASB Registered Certificate of Deposit 0.38% NZF04DT033C9 14/01/2019 United States Treasury 2.25% 31DEC % United States Treasury 2.37% 31JAN % United States Treasury 2.00% 31DEC % NZGT Tributum 28/11/ % NZTMND1034R7 TOYOTA FINANCE Floating Rate Note 0.36% NZTFSDT695C4 06/09/19 ASB BANK Floating Rate Note 27/2/ % NZABBDT040C7 KOMMUN Bank Floating Rate Note 0.35% NZKBNDT003C9 26/5/21 Kiwibank Floating Rate Note 13/5/ % NZKIWD0519L9 United States Treasury 1.50% 31JAN % ANZ Bank Floating Rate Note 05/09/ % NZANBDT019C7 ASB Bank 24/2/22 4.2% 0.34% NZABBDG003C0 Rabobank Negotiable Certificate of 0.33% NZRAFDI281F1 Deposit 08/10/2018 TOYOTA FINANCE Floating Rate Note 0.32% NZTFSDT641C8 26/10/22 Westpac Term Deposit 27/12/ % Westpac Term Deposit 11/12/ % TRNSPW 15/3/ % NZTRPD0328L1 NGB 3.75% 25MAY % United States Treasury 1.00% 15NOV % Visa Inc 0.30% US92826C8394 Current Accounts 0.30% ANZ Interest Rate Swap 4.46% % SL572F1AR Cash Deposit (ANZ Bank) 0.29% Cash Deposit (J.P. Morgan AUD) 0.29% United States Treasury 1.62% 15OCT % United States Treasury 1.50% 15JUN % United States Treasury 1.87% 31OCT % ANZ Bank 11/5/ % 0.28% NZANBDG027C5 ANZ Term Deposit 05/2/ % Westpac Term Deposit 21/2/ % 0.28% Westpac Term Deposit 7/5/ % 0.28% Rabobank Floating Rate Note 22/3/ % NZRABDT017C7 United States Treasury 1.50% 31OCT % United States Treasury 2.62% 15JUL % United States Treasury 2.37% 15AUG % INTL FIN 9/8/ % NZIFCDT009C9 NZ Govt Stock 20/04/29 3% 0.26% NZGOVDT429C7 ANZ Term Deposit 10/10/ % ANZ Term Deposit 10/1/ % 0.25% Westpac Term Deposit 1/2/ % DGB 4.50% 15NOV % United States Treasury 3.75% 15NOV % HOUSING 12/6/ % NZHNZD0625L3 INTER-AMER.DEVL BANK 0.24% NZIDBDT004C3 United States Treasury 2.50% 31MAY % Rabobank 10/6/ % 0.24% NZRABDT014C4 United States Treasury 1.37% 30APR % United States Treasury 2.75% 15FEB % Precinct Property NZ Ltd 0.23% NZAPTE0001S3 Kiwi Income Property Trust 0.22% NZKPGE0001S9 United States Treasury 2.00% 31OCT % United States Treasury 2.62% 31JUL % Rabobank Registered Certificate of 0.22% NZF05DT003C1 Deposit 15/11/18 ANZ Banking Group Ltd 0.22% AU000000ANZ3 Westpac Registered Certificate of 0.22% NZF08DT020C2 Deposit 29/11/18 Fisher and Paykel Healthcare 0.22% NZFAPE0001S2 NORD INV BK 19/01/ % NZNIBDT011C6 United States Treasury 2.00% 30NOV % United States Treasury 1.37% 30SEP % SPGB 3.80% 30APR % MEDTRONIC PLC 0.21% IE00BTN1Y115 ANZ Term Deposit 6/11/ % 0.21% BNZ Term Deposit 18/10/ % ANZ Term Deposit 14/3/ % 0.21% Westpac Term Deposit 27/2/ % 0.21% OBL 0.00% 14APR % ANZ Bank Floating Rate Note 08/03/ % NZANBDT020C5 Westpac Term Deposit 14/3/ % 0.21% A2 CORP LIMITED 0.21% NZATME0002S8

2 2 Westpac Term Deposit 6/5/ % 0.21% Westpac NZ 28/4/ % NZWNZD0421L6 GBHK 2.93% 13JAN % United States Treasury 1.50% 31MAR % United States Treasury 2.75% 31AUG % SPGB 0.05% 31JAN % NZ Local Govt Funding Agency 0.20% NZLGFDT004C1 6.0% 2021 BNZ 25/6/ % 0.20% NZBNZDT353C1 Ryman Healthcare Ltd 0.19% NZRYME0001S4 ASB 26/05/ % 0.19% NZABBDT034C0 Spark New Zealand Ltd 0.19% NZTELE0001S4 Westpac Term Deposit 16/5/ % 0.19% Kiwibank 29/5/ % NZKIWD0520L7 NGB 2.00% 24MAY % United States Treasury 2.00% 15JAN % United States Treasury 1.62% 15FEB % Westpac Term Deposit 20/5/ % AIA Floating Rate Note 11/04/ % NZAIAD0420L7 Reckitt Benckiser 0.18% GB00B24CGK77 AKL CC 25/3/ % NZAKCDT324C3 DBR 0.25% 15FEB % United States Treasury 2.12% 15MAY % ANZ Term Deposit 24/10/ % SGB 3.50% 01JUN % United States Treasury 2.00% 31JUL % Westpac Term Deposit 20/12/ % Westpac Term Deposit 17/1/ % 0.18% Westpac Term Deposit 24/1/ % 0.18% United States Treasury 1.62% 15MAY % United States Treasury 2.25% 15NOV % ANZ Term Deposit 29/1/ % 0.17% Kiwibank Floating Rate Note 6/12/ % NZKIWD1219L5 GBHK 1.16% 18MAY % ANZ Term Deposit 22/2/ % 0.17% Westpac Term Deposit 05/04/ % BNZ 27/7/ % 0.17% NZBNZDT389C5 Metlifecare Ltd 0.17% NZMETE0001S2 ASB Registered Certificate of Deposit 0.17% NZF04DT025C5 03/12/18 ASB Registered Certificate of Deposit 0.17% NZF04DT031C3 10/12/2018 ACGB 4.25% 21APR % Thermo Fisher Scientific Inc 0.16% US Nestle SA 0.16% CH United States Treasury 2.25% 29FEB % HDFC BANK LTD ADR 0.16% US40415F1012 United States Treasury 1.62% 30NOV % ANZ Term Deposit 8/5/ % 0.16% NZGT Tributum 15/1/ % NZTMND1035RX United States Treasury 2.87% 15MAY % JGB 0.10% 20DEC % United States Treasury 1.75% 31JAN % United States Treasury 2.62% 28FEB % Westpac Banking Corporation 0.15% AU000000WBC1 Walt Disney Corporation 0.15% US United States Treasury 2.50% 30JUN % Auckland International Airport 0.15% NZAIAE0002S6 NETHER 1.75% 15JUL % Interest Rate Swap FI 15/5/ % 0.15% SL3L1QF2R NATIONAL AUSTRALIA BANK 0.15% AU000000NAB4 COMCAST CORP CLS A 0.15% US20030N1019 United States Treasury 1.37% 30APR % NORD INV BK 2/09/ % NZNIBDT009C0 Woodside Petroleum Ltd 0.14% AU000000WPL2 NGB 3.00% 14MAR % GBHK 2.46% 04AUG % KFW 29/5/ % 0.14% NZKFZDT001C5 INTL BK REC 22/01/ % NZIBDDT010C0 Fletcher Building Ltd 0.14% NZFBUE0001S0 ANZ Bank 01/9/ % 0.14% NZANBDT021C3 ANZ Term Deposit 8/11/ % 0.14% CAN 1.75% 01AUG % United States Treasury 1.12% 31AUG % Westpac Term Deposit 31/10/ % Westpac Term Deposit 19/11/ % TOYOTA FIN 11/08/ % NZTFSDT671C5 INTER-AMER DEV BANK 0.14% NZIDBDT005C0 Kiwibank Term Deposit 28/11/ % Westpac Term Deposit 20/3/ % Westpac Term Deposit 13/2/ % 0.14% Westpac Term Deposit 7/3/ % 0.14% Kiwibank Term Deposit 29/1/19 2.8% 0.14% Westpac Term Deposit 22/2/ % 0.14% Westpac Term Deposit 19/2/ % 0.14% NETHER 0.00% 15JAN % Westpac Term Deposit 21/11/ % Westpac Term Deposit 30/11/ % ANZ Term Deposit 14/2/ % 0.14% United States Treasury 1.50% 15AUG % ANZ Term Deposit 04/4/ % 0.14% NETHER 0.75% 15JUL % BNZ Term Deposit 03/05/ % Westpac Term Deposit 01/05/ % United Kingdom Treasury 4.75% 0.14% 07DEC30 SGB 1.50% 13NOV % United States Treasury 1.37% 31JAN % ACCENTURE PLC CL A 0.14% IE00B4BNMY34 United States Treasury 2.87% 31JUL % BNZ 18/6/ % 0.13% NZBNZDT380C4 ANZ Term Deposit 7/5/19 3.2% 0.13% United States Treasury 3.62% 15FEB % Interest Rate Swap FI 15/4/ % SL3L1RT0R Contact Energy Ltd 0.13% NZCENE0001S6 NGB 1.75% 13MAR % United Kingdom Treasury 3.50% 0.13% 22JAN45 SWISS 2.00% 25MAY % Westpac Term Deposit 10/1/ % 0.13% SGB 2.50% 12MAY % SGB 5.00% 01DEC %

3 3 MERIDIAN ENERGY LTD 0.13% NZMELE0002S7 LVMH MOET HENNESSY 0.13% FR DGB 3.00% 15NOV % Bayer AG 0.12% DE000BAY0017 United States Treasury 3.00% 15NOV % ILUKA RESOURCES LTD 0.12% AU000000ILU1 ANZ Term Deposit 19/3/ % 0.12% United States Treasury 2.25% 30APR % ANZ Term Deposit 6/5/19 3.2% 0.12% WESFARMERS LTD 0.12% AU000000WES1 United States Treasury 3.00% 15FEB % JGB 0.10% 20JUN % United States Treasury 2.75% 15FEB % United Kingdom Treasury 0.50% 0.11% 22JUL22 United States Treasury 2.37% 15MAY % BKO 0.00% 13MAR % DGB 1.75% 15NOV % GBHK 1.06% 05FEB % STRIDE STAPLED GROUP 0.11% NZSPGE0001S2 DBR 1.75% 04JUL % GBHK 0.91% 05NOV % Kiwibank Term Deposit 18/6/ % ANZ Term Deposit 9/5/19 3.1% 0.11% NZGT Tributum 29/10/ % NZTMND1031R3 OIL SEARCH LIMITED 0.11% PG DBR 3.00% 04JUL % OBL 0.00% 09APR % ANZ Term Deposit 17/12/18 3.3% 0.11% United Kingdom Treasury 1.75% 0.11% 07SEP37 CAN NATL RAILWAY CO 0.11% CA NGB 1.50% 19FEB % ZIMMER BIOMET HOLDGS 0.11% US98956P1021 MBONO 8.50% 31MAY % United States Treasury 2.25% 15NOV % ANZ Term Deposit 3/10/ % 0.11% ANZ Term Deposit 1/11/ % 0.11% Roche Holding AG 0.11% CH DBR 1.00% 15AUG % ANZ Term Deposit 30/10/ % Westpac Term Deposit 9/11/ % 0.11% RENTENBANK 23/4/ % NZLRBDT009C1 Westpac Term Deposit 18/3/19 3.2% 0.11% Kiwibank Term Deposit 19/2/ % ANZ Term Deposit 20/12/18 3.4% 0.11% Diageo PLC 0.11% GB OBL 0.00% 08APR % DBR 0.50% 15AUG % Westpac Term Deposit 21/3/ % 0.10% DBR 2.50% 04JUL % Westpac Term Deposit 10/1/ % 0.10% ARISTOCRAT LEISURE 0.10% AU000000ALL7 ANZ Term Deposit 28/3/19 3.3% 0.10% Westpac Term Deposit 25/2/ % Westpac Term Deposit 4/4/ % 0.10% ANZ Term Deposit 21/5/ % 0.10% ABBOTT LABORATORIES 0.10% US ASB Registered Certificate of Deposit 0.10% NZAVFDI306F0 02/11/18 STRYKER CORP 0.10% US SCENTRE GROUP 0.10% AU000000SCG8 SGB 1.00% 12NOV % Dexus Property Group 0.10% AU000000DXS1 ESSITY AKTIEBOLAG-B 0.10% SE Cash Deposit (J.P. Morgan EUR) 0.10% SCHNEIDER ELECTRIC 0.10% FR State Street Corporation 0.10% US DBR 4.75% 04JUL % United States Treasury 2.12% 31MAR % United States Treasury 1.25% 31MAR % MBONO 10.0% 05DEC % NETHER 3.50% 15JUL % BORAL LIMITED 0.10% AU000000BLD2 Interest Rate Swap FI 17/4/ % SL3H2G9BR JGB 0.10% 20SEP % JGB 0.10% 20SEP % JAMES HARDIE INDUSTR 0.10% AU000000JHX1 United States Treasury 1.37% 29FEB % ANZ Bank 30/5/23 3.7% 0.10% NZANBDT022C1 PERNOD-RICARD SA 0.10% FR SWISS 4.00% 08APR % ASB Registered Certificate of Deposit 0.10% NZF04DT012C3 31/10/18 Simon Property Group Inc 0.10% US United States Treasury 2.75% 15NOV % ANZ Bank 22/3/21 4.0% 0.10% NZANBDT016C3 Westpac Term Deposit 21/01/ % EQUINIX INC 0.10% US29444U7000 NZ TRSY BILL 13/2/ % NZRTBDTJBCC6 United States Treasury 1.50% 15APR % NETHER 3.75% 15JAN % United States Treasury 2.50% 15FEB % BLUESCOPE STEEL LTD 0.09% AU000000BSL0 KONINKLIJKE DSM NV 0.09% NL ORACLE CORP 0.09% US68389X1054 DBR 4.25% 04JUL % Schlumberger Ltd 0.09% AN NETHER 2.50% 15JAN % NGB 2.00% 26APR % JGB 0.10% 20SEP % United Kingdom Treasury 2.75% 0.09% 07SEP24 FRTR 0.00% 25MAR % DANONE 0.09% FR Prologis Inc 0.09% US74340W1036 UNITED PARCEL SRVCE 0.09% US QBE INSURANCE GROUP 0.09% AU000000QBE9 NGB 1.75% 17FEB % SWISS 2.00% 28APR % MBONO 6.50% 10JUN % DBR 4.00% 04JAN %

4 4 Mainfreight Ltd 0.09% NZMFTE0001S9 United States Treasury 3.12% 15AUG % VERISK ANALYTICS INC 0.09% US92345Y1064 SGB 0.75% 12MAY % SGB 3.50% 30MAR % KANSAS CITY SOUTHERN 0.09% US United States Treasury 2.87% 15AUG % United States Treasury 1.62% 15AUG % United States Treasury 2.00% 15NOV % MBONO 8.00% 11JUN % APTIV PLC 0.09% JE00B783TY65 KOMMUN Bank 14/2/ % NZKBNDT007C0 SHOPIFY INC 0.09% CA82509L1076 3M COMPANY 0.09% US88579Y1010 United Kingdom Treasury 1.50% 0.09% 22JAN21 APPLE INC 0.09% US ACGB 3.25% 21APR % Kiwibank Term Deposit 11/1/ % TPNZ 12/11/ % 0.09% NZ519D1119L7 United States Treasury 2.25% 15AUG % NETHER 0.00% 15JAN % SWISS 2.25% 22JUN % JGB 0.10% 20MAR % United States Treasury 2.12% 31JUL % United States Treasury 2.25% 15AUG % United States Treasury 2.00% 31MAY % FRTR 4.25% 25OCT % SPGB 2.35% 30JUL % BTPS 0.05% 15APR % FRTR 0.50% 25MAY % United States Treasury 1.62% 31OCT % TOY FIN /4/ % NZTFSDT539C4 AKL INT 2/11/ % NZAIADT210L1 BANK OF NEW YORK 0.08% US POLGB 2.25% 25APR % United States Treasury 2.87% 30APR % REGENERON PHARMACTLS 0.08% US75886F1075 United States Treasury 3.12% 15MAY % United States Treasury 3.62% 15FEB % MBONO 6.50% 09JUN % United Kingdom Treasury 2.00% 0.08% 22JUL20 United States Treasury 3.62% 15FEB % SWISS 3.50% 08APR % AMERICAN EXPRESS CO 0.08% US BRIGHT HORIZON FMLY 0.08% US SIGNATURE BANK 0.08% US82669G1040 DBR 3.25% 04JUL % FRTR 0.00% 25MAY % United States Treasury 2.00% 15FEB % United States Treasury 2.50% 15AUG % United States Treasury 4.37% 15MAY % Z ENERGY LTD 0.08% NZZELE0001S1 L-BANK % 0.08% NZLBKDT003C1 United States Treasury 1.62% 15NOV % MBONO 5.00% 11DEC % FERGUSON PLC 0.08% JE00BFYFZP55 IRISH 4.50% 18APR % AKZO NOBEL 0.08% NL DGB 0.50% 15NOV % DSV A/S 0.07% DK ROCKWELL AUTOMATION 0.07% US United States Treasury 1.87% 28FEB % United States Treasury 2.62% 15MAY % CISCO SYSTEMS 0.07% US17275R1023 HSBC NZ Floating Rate Note 10/12/ % NZHKBDT006C0 SWISS 1.25% 11JUN % BKO 0.00% 11SEP % OBL 0.00% 07OCT % INVESTORE PROPERTY 0.07% NZIPLE0001S3 MBONO 5.75% 05MAR % DBR 4.75% 04JUL % COSTAR GROUP INC 0.07% US22160N1090 United States Treasury 2.50% 15FEB % JGB 0.10% 15MAY % TRANSPOWER 16/9/ % NZTRPD0040L2 United States Treasury 2.87% 15NOV % Equity Residential Inc 0.07% US29476L1070 SALESFORCE.COM INC 0.07% US79466L3024 LINDE AG TENDER 0.07% DE000A2E4L75 United States Treasury 1.37% 31MAY % United Kingdom Treasury 1.25% 0.07% 22JUL27 FRTR 1.00% 25MAY % ASB Registered Certificate of Deposit 0.07% NZF04DT038C8 13/12/18 United Kingdom Treasury 4.50% 0.07% 07SEP34 ACGB 2.25% 21MAY % UMICORE 0.07% BE United States Treasury 1.87% 31AUG % United States Treasury 3.37% 15MAY % NZ Local Govt Funding Agency 0.07% NZLGFDT009C0 14/4/33 3.5% DANAHER CORP 0.07% US SOPHOS GROUP PLC 0.07% GB00BYZFZ918 ANZ Term Deposit 17/10/ % DBR 0.50% 15FEB % CHECK POINT SFTWARE 0.07% IL Westpac Term Deposit 23/10/ % BNZ Term Deposit 24/10/ % ANZ Term Deposit 10/12/ % Westpac Term Deposit 29/3/ % DBR 2.50% 15AUG % INTERCONTL EXCHANGE 0.07% US45866F1049 Kiwibank Term Deposit 22/3/19 2.8% 0.07% KOMMUN Bank 7/6/ % NZKBNDT010C4 ANZ Term Deposit 11/2/ % 0.07% Westpac Term Deposit 26/3/ % 0.07% ANZ Term Deposit 5/3/ % 0.07% JGB 1.50% 20JUN %

5 5 Westpac Term Deposit 6/5/ % 0.07% ANZ Term Deposit 20/5/19 3.1% 0.07% SWISS 1.25% 28MAY % TOYOTA FIN 18/10/ % NZTFSDT703C6 CC BANK Registered Certificate of 0.07% NZF06DT001C4 Deposit 1/11/18 FRTR 1.50% 25MAY % United States Treasury 1.75% 15MAY % UNILEVER NV-CVA 0.07% NL WPP GROUP PLC 0.07% JE00B8KF9B49 Sky City Entertainment Group 0.07% NZSKCE0001S2 United States Treasury 2.00% 15AUG % United Kingdom Treasury 1.50% 0.07% 22JUL47 PARTNERS GRP HLD AG 0.07% CH CORE LABORATORIES NV 0.07% NL ALKERMES PLC 0.07% IE00B56GVS15 SWISS 2.00% 25JUN % BTPS 2.00% 01FEB % FED HM LN % US313385H827 SGS SA REG 0.07% CH United Kingdom Treasury 0.75% 0.07% 22JUL23 United States Treasury 2.00% 15FEB % ACGB 4.50% 15APR % United States Treasury 2.00% 15NOV % United States Treasury 2.62% 30JUN % MERCADOLIBRE INC 0.07% US58733R1023 SWISS 1.25% 27JUN % JGB 0.10% 20MAR % JGB 0.10% 01JUL % GBHK 1.10% 17JAN % INTL BK REC 02/02/ % NZIBDDT012C6 United States Treasury 1.25% 31JAN % SPGB 1.45% 31OCT % ALIMENTATION COUCHE 0.07% CA01626P4033 CYBERAGENT INC 0.07% JP DGB 1.50% 15NOV % Infratil Ltd 0.06% NZIFTE0003S3 UNITEDHEALTH GROUP 0.06% US91324P1021 THE COOPER COMPANIES 0.06% US United States Treasury 2.50% 15MAY % MASTERCARD CLASS A 0.06% US57636Q1040 ACGB 1.75% 21NOV % GBHK 1.68% 21JAN % LAZARD LTD 0.06% BMG UBS GROUP AG 0.06% CH NETHER 2.75% 15JAN % MBONO 7.75% 13NOV % TYLER TECH INC 0.06% US SWISS 1.50% 30APR % Kiwibank Term Deposit 9/5/ % 0.06% Property for Industry Ltd 0.06% NZPFIE0001S5 BUNZL PLC 0.06% GB00B0744B38 United States Treasury 2.62% 15AUG % United States Treasury 3.00% 15NOV % United States Treasury 2.25% 15FEB % IRISH 3.40% 18MAR % JOHNSON & JOHNSON 0.06% US KUBOTA CORP 0.06% JP UNITED TECHNOLOGIES 0.06% US DBR 0.50% 15FEB % TAL EDUCATION GROUP 0.06% US COGNIZANT TECH 0.06% US COLGATE PALMOLIVE 0.06% US FRTR 4.75% 25APR % AENA S.M.E. S.A. 0.06% ES United States Treasury 2.25% 15FEB % United States Treasury 2.62% 15JUN % United States Treasury 4.37% 15NOV % IOOF HOLDINGS LTD 0.06% AU000000IFL2 AMAZON.COM INC 0.06% US NETHER 4.00% 15JAN % SWISS 2.50% 08MAR % Commonwealth Bank of Australia 0.06% AU000000CBA7 GBHK 2.22% 07AUG % United States Treasury 1.37% 31MAR % United States Treasury 2.50% 15MAY % JUST EAT PLC 0.06% GB00BKX5CN86 United Kingdom Treasury 1.75% 0.06% 07SEP22 United States Treasury 3.00% 15MAY % United States Treasury 1.87% 31MAR % LIVANOVA PLC 0.06% GB00BYMT0J19 ALPHABET INC CLS C 0.06% US02079K1079 KBC GROEP NV 0.06% BE United States Treasury 2.25% 15NOV % United States Treasury 1.75% 30JUN % United States Treasury 2.12% 30NOV % United States Treasury 1.75% 15MAY % POLGB 2.50% 25JUL % JGB 0.10% 20MAR % DBR 1.50% 15FEB % COMPASS GROUP PLC 0.06% GB00BD6K4575 ACGB 3.25% 21APR % United States Treasury 1.50% 30NOV % BKO 0.00% 13DEC % Cash Deposit (J.P. Morgan GBP) 0.06% INFINEON TECHNOLOGIE 0.06% DE JGB 0.10% 20JUN % United States Treasury 3.00% 15MAY % ACGB 5.75% 15MAY % SWISS 2.25% 06JUL % STOCKLAND 0.05% AU000000SGP0 INTL BK REC 10/02/ % NZIBDDT009C2 FRTR 3.00% 25APR % COTY INC CL A 0.05% US JANUS HENDERSON GROU 0.05% AU000000JHG6 CYBG PLC CDI 0.05% AU000000CYB7 AON PLC 0.05% GB00B5BT0K07 AIR LIQUIDE 0.05% FR Boston Properties Inc 0.05% US

6 6 Mirvac Group 0.05% AU000000MGR9 United States Treasury 2.00% 15FEB % CAN 0.50% 01MAR % SAP AG 0.05% DE FRTR 2.50% 25MAY % BTPS 2.50% 01DEC % JGB 0.10% 20SEP % GENESIS ENERGY LTD 0.05% NZGNEE0001S7 KELLOGG CO 0.05% US FRTR 0.00% 25MAY % HCP Inc 0.05% US40414L1098 GECINA SA 0.05% FR CHORUS LTD 0.05% NZCNUE0001S2 United States Treasury 1.75% 31MAY % Kiwibank % 0.05% NZKIWD0922L5 NETHER 2.00% 15JUL % BERKHIRE HATHAWY 0.05% US United States Treasury 1.00% 30NOV % ANSELL LIMITED 0.05% AU000000ANN9 ACGB 2.75% 21APR % United States Treasury 2.87% 15MAY % DBR 4.75% 04JUL % AKL INT 13/12/ % NZAIADT120L2 DEUTSCHE WOHNEN SE 0.05% DE000A0HN5C6 CME GROUP INC 0.05% US12572Q1058 FRTR 5.50% 25APR % FRTR 2.75% 25OCT % DND CT 25/11/ % NZDCTDT076C7 United Kingdom Treasury 4.25% 0.05% 07DEC55 JGB 0.10% 20DEC % EBAY INC 0.05% US SKY CITY LTD AUD 0.05% NZSKCE0001S2 Goodman Property Trust 0.05% NZCPTE0001S9 United States Treasury 4.62% 15FEB % CAN 4.00% 01JUN % AK CC 27/07/ % NZAKCDT410C0 SWISS 1.50% 24JUL % BTPS 0.65% 15OCT % DBR 0.50% 15FEB % Kiwibank Term Deposit 19/3/19 2.8% 0.05% SPGB 4.90% 30JUL % BNZ 3/2/ % 0.05% NZBCBDT004C1 JGB 1.20% 20DEC % GOLDMAN SACHS GROUP 0.05% US38141G1040 SWISS 0.00% 22JUN % ACGB 5.50% 21APR % United Kingdom Treasury 2.50% 0.05% 22JUL65 MBONO 7.25% 09DEC % DBR 1.25% 15AUG % FRTR 4.50% 25APR % Westpac NZ 23/3/ % 0.05% NZWNZD0323L4 DBR 1.50% 15MAY % DND CT 17/07/ % NZDCTDT148C4 CIE FINANCIERE RICHE 0.05% CH DBR 3.25% 04JAN % ILGOV 3.75% 31MAR % Argosy Property Ltd 0.05% NZARGE0010S7 United States Treasury 3.62% 15AUG % PPG INDUSTRIES INC 0.05% US Vital Healthcare Property Trust 0.05% NZCHPE0001S4 CAN 1.25% 01NOV % SANTEN PHARMACEUTICL 0.05% JP KILROY REALTY GROUP 0.05% US49427F1084 Heineken NV 0.05% NL TAIWAN SEMICOND ADR 0.05% US DGB 4.00% 15NOV % SPGB 5.15% 31OCT % DIGITAL REALTY TRUST 0.05% US ACGB 2.75% 21NOV % ESSEX PROP TRUST INC 0.05% US BTPS 4.75% 01SEP % SAMSUNG ELECTRONIC 0.05% US FRTR 3.75% 25OCT % United States Treasury 1.00% 31AUG % MBONO 7.75% 23NOV % FEDERAL REALTY INVS 0.04% US JGB 0.10% 20MAR % Freightways Ltd 0.04% NZFREE0001S0 FRTR 5.75% 25OCT % DBR 6.50% 04JUL % United States Treasury 1.00% 30SEP % EMPIRE STATE REALTY 0.04% US CAN 3.50% 01DEC % DBR 2.25% 04SEP % United Kingdom Treasury 4.00% 0.04% 22JAN60 United States Treasury 4.37% 15FEB % United States Treasury 4.25% 15MAY % United Kingdom Treasury 1.75% 0.04% 22JUL57 United States Treasury 1.37% 31MAY % WATERS CORP 0.04% US United States Treasury 1.37% 30SEP % United States Treasury 1.37% 31OCT % LEGRAND SA 0.04% FR JGB 1.70% 20MAR % WHARF REAL ESTATE 0.04% KYG9593A1040 CAN 3.50% 01JUN % FRTR 3.50% 25APR % JGB 0.10% 20JUN % FRTR 3.25% 25OCT % JGB 0.10% 20MAR % FRTR 3.50% 25APR % OCEANIA HEALTHCARE 0.04% NZOCAE0002S0 SAFRAN SA 0.04% FR JGB 1.80% 20DEC % Charter Hall Group 0.04% AU000000CHC0 DBR 5.50% 04JAN % NETHER 2.25% 15JUL % Cash Deposit (J.P. Morgan JPY) 0.04%

7 7 CAN 1.50% 01MAR % MBONO 8.50% 18NOV % JGB 1.90% 20SEP % PEPSICO INC 0.04% US ILGOV 2.00% 31MAR % United Kingdom Treasury 3.75% 0.04% 07SEP20 MERCK KGAA 0.04% DE ILGOV 0.50% 31JAN % United States Treasury 2.12% 15AUG % AMERICAN TOWER REIT 0.04% US03027X1000 United Kingdom Treasury 3.75% 0.04% 22JUL52 WATERC 26/10/ % NZ816D1018L1 SWISS 4.00% 06JAN % MTU AERO ENGINES HLG 0.04% DE000A0D9PT0 ACGB 5.75% 15JUL % CAN 5.75% 01JUN % BHP Billiton Ltd 0.04% AU000000BHP4 JGB 0.10% 20JUN % JGB 0.10% 20DEC % BTPS 4.00% 01SEP % United Kingdom Treasury 1.62% 0.04% 22OCT28 United Kingdom Treasury 1.50% 0.04% 22JUL26 SEGRO PLC 0.04% GB00B5ZN1N88 BECTON DICKINSON 0.04% US JGB 1.80% 20JUN % NETHER 0.75% 15JUL % FRTR 3.25% 25MAY % TJX COMPANIES INC 0.04% US DBR 1.00% 15AUG % KFW 7/3/ % 0.04% NZKFZDT003C1 BTPS 2.25% 01SEP % DBR 1.75% 15FEB % VIVA ENERGY GROUP 0.04% AU ALIBABA GROUP ADR 0.04% US01609W1027 United Kingdom Treasury 3.50% 0.04% 22JUL68 ACGB 2.00% 21DEC % United Kingdom Treasury 3.25% 0.04% 22JAN44 WELLS FARGO & CO 0.04% US PADDY PWR BTFAIR PLC 0.04% IE00BWT6H894 ACGB 2.75% 21OCT % JGB 1.30% 20SEP % JGB 0.10% 20SEP % ILGOV 5.50% 31JAN % MITSUBISHI EST 0.04% JP United States Treasury 1.37% 15FEB % FRTR 0.50% 25NOV % FRTR 3.75% 25APR % FRTR 1.75% 25NOV % NIKE INC CL B 0.04% US SWISS 0.50% 27MAY % FRTR 2.25% 25MAY % FRTR 6.00% 25OCT % MITSUI FUDOSAN CO 0.04% JP SWISS 0.50% 27JUN % GPT GROUP LIMITED 0.04% AU000000GPT8 United States Treasury 2.62% 15NOV % ACGB 4.50% 21APR % FRTR 2.00% 25MAY % CARLSBERG AS B SHS 0.04% DK EQUITY LIFESTYLE PRP 0.04% US29472R1086 DGB 0.25% 15NOV % United States Treasury 5.37% 15FEB % BOOKING HOLDINGS LTD 0.04% US09857L1089 OBL 0.00% 08OCT % JGB 0.40% 20SEP % ANZ Term Deposit 20/3/ % 0.03% Westpac Term Deposit 22/3/ % 0.03% Westpac Term Deposit 27/2/ % 0.03% SPGB 1.40% 30APR % United States Treasury 5.00% 15MAY % FRTR 0.50% 25MAY % FRTR 0.75% 25MAY % RAGB 0.00% 15JUL % United States Treasury 3.00% 15FEB % FRTR 4.00% 25OCT % SWISS 0.50% 28JUN % United Kingdom Treasury 4.25% 0.03% 07DEC40 INDUSTRIA DE DISENO 0.03% ES JGB 0.40% 20MAR % ALEXANDRIA REAL EST 0.03% US JGB 1.10% 20JUN % UNIBAIL-RODAMCO CDI 0.03% AU WHITBREAD PLC 0.03% GB00B1KJJ408 CAN 2.75% 01DEC % CAN 2.00% 01SEP % POLGB 2.50% 25JUL % NZ T BILL 27/03/ % NZRTBDTJCQC4 United States Treasury 2.00% 31OCT % RAGB 1.20% 20OCT % FRTR 1.75% 25JUN % JGB 0.10% 20DEC % SGB 2.25% 01JUN % HEALTHSCOPE LTD 0.03% AU000000HSO1 HOYA CORP 0.03% JP JGB 0.10% 20JUN % CAN 0.75% 01SEP % KROTON EDUCACIONAL 0.03% BRKROTACNOR9 United States Treasury 8.00% 15NOV % Westpac Term Deposit 8/3/ % 0.03% United States Treasury 3.12% 15FEB % JGB 0.10% 20MAR % JGB 1.40% 20DEC % Cash Deposit (J.P. Morgan NZD) 0.03% PAYPAL HOLDINGS INC 0.03% US70450Y1038 SPGB 1.40% 30JUL %

8 8 AIR NEW ZEALAND LTD 0.03% NZAIRE0001S2 MERCURY NZ LTD 0.03% NZMRPE0001S2 SIMS METAL MANAGEMNT 0.03% AU000000SGM7 FRTR 2.50% 25OCT % PFIZER INC 0.03% US ACGB 2.25% 21NOV % ASSURA PLC 0.03% GB00BVGBWW93 Kiwibank Term Deposit 27/12/ % SIGB 3.25% 01SEP % ANHEUSER-BUSCH 0.03% BE ANZ Term Deposit 18/01/ % United Kingdom Treasury 4.75% 0.03% 07MAR20 BTPS 4.50% 01FEB % ILGOV 1.75% 31AUG % MBONO 7.75% 29MAY % FFX JPY 02/10/ % ILGOV 5.50% 31JAN % CAN 1.00% 01JUN % TENCENT HOLDINGS 0.03% KYG BURBERRY GROUP PLC 0.03% GB JGB 0.10% 20DEC % GBHK 1.25% 29JUN % DBR 5.62% 04JAN % DBR 1.50% 04SEP % JGB 1.70% 20JUN % JGB 1.30% 20DEC % JGB 1.40% 20SEP % JGB 1.30% 20JUN % UNIBAIL-RODAMCO-WEST 0.03% FR DBR 3.25% 04JUL % IRISH 2.40% 15MAY % AMPHENOL CORP CL A 0.03% US FRTR 2.25% 25OCT % JGB 1.20% 20SEP % LINK REIT 0.03% HK United States Treasury 4.37% 15MAY % OOH MEDIA LTD 0.03% AU000000OML6 JGB 1.00% 20DEC % DND CT 15/4/ % 0.03% NZDCTDT109C6 BRENNTAG AG 0.03% DE000A1DAHH0 CAN 1.50% 01JUN % United States Treasury 2.12% 31DEC % ACGB 2.75% 21NOV % POLGB 2.00% 25APR % JGB 0.50% 20JUN % United States Treasury 3.12% 15NOV % DBR 2.00% 15AUG % CANADIAN NAT RAILWAY 0.03% CA RELX PLC 0.03% GB00B2B0DG97 SPGB 2.15% 31OCT % JGB 2.00% 20JUN % United Kingdom Treasury 4.25% 0.03% 07JUN32 BTPS 1.45% 15NOV % STARBUCKS CORP 0.03% US TRADE ME GROUP LTD 0.03% NZTMEE0003S8 CAN 2.75% 01JUN % MBONO 8.00% 07NOV % RESTAURANT BRANDS NZ 0.03% NZRBDE0001S1 United States Treasury 4.50% 15AUG % ACGB 4.75% 21APR % SPGB 1.95% 30APR % HEALTHCARE REALTY 0.03% US AIA Floating Rate Note 01/10/ % NZAIAD1018L8 CAN 0.75% 01MAR % United States Treasury 2.75% 15AUG % FRTR 1.00% 25NOV % DBR 2.25% 04SEP % JGB 0.50% 20DEC % CAN 1.00% 01SEP % PUSHPAY HOLDINGS LTD 0.03% NZPAYE0003S9 FRTR 0.00% 25FEB % RAGB 2.40% 23MAY % OLYMPUS CORPORATION 0.03% JP FACEBOOK INC A SHS 0.03% US30303M1027 LEND LEASE GROUP 0.03% AU000000LLC3 EBOS GROUP LTD 0.03% NZEBOE0001S6 CAN 5.75% 01JUN % POLGB 1.50% 25APR % SPGB 1.50% 30APR % DIAMONDROCK HOSP 0.03% US FRTR 1.75% 25MAY % NETHER 0.25% 15JAN % JGB 0.10% 20DEC % OBL 0.25% 11OCT % FRTR 0.00% 25FEB % POLGB 3.25% 25JUL % DBR 0.25% 15AUG % JGB 1.40% 20SEP % New Zealand Exchange Ltd 0.03% NZNZXE0001S7 AUTOZONE INC 0.03% US RFGB 0.00% 15SEP % RAGB 1.75% 20OCT % SIGB 1.75% 01FEB % MBONO 8.00% 07DEC % JGB 0.50% 20MAR % CAN 1.50% 01JUN % United States Treasury 3.12% 15MAY % OMNICOM GROUP INC 0.03% US BTPS 0.35% 01NOV % ADECCO GROUP AG 0.03% CH SGB 0.75% 12NOV % United Kingdom Treasury 3.75% 0.03% 07SEP21 FKP Property Group 0.03% AU000000AOG1 DBR 2.50% 04JAN % ACGB 3.25% 21JUN % BRANDYWINE REALTY US JULIUS BAER GROUP CH JGB 0.80% 20MAR48 DOWNER EDI LTD AU000000DOW2

9 9 JGB 2.40% 20JUN24 Host Hotels & Resorts Inc US44107P1049 DGB 7.00% 10NOV24 PNC FIN SERVICES GRP US United States Treasury 3.75% 15AUG41 POLGB 4.00% 25OCT23 United Kingdom Treasury 4.50% 07DEC42 CAN 0.75% 01SEP20 HARLEY-DAVIDSON INC US ALLIED PROPERTIES CA United Kingdom Treasury 5.00% 07MAR25 ACGB 2.75% 21NOV29 LG HOUSEHOLD & HEALT KR EQUITY COMMONWEALTH US SWISS 4.00% 11FEB23 ARDENT LEISURE GROUP AU000000AAD7 JGB 2.20% 20MAY31 SWISS 0.50% 24MAY55 United States Treasury 3.50% 15FEB39 JGB 1.50% 20DEC44 SWISS 0.50% 30MAY58 ACGB 3.00% 21MAR47 United Kingdom Treasury 4.75% 07DEC38 United Kingdom Treasury 4.25% 07SEP39 United States Treasury 3.50% 15MAY20 DBR 1.50% 15MAY23 VERIZON COMM US92343V1044 United States Treasury 3.87% 15AUG40 ACGB 3.75% 21APR37 United States Treasury 7.50% 15NOV24 RAGB 0.75% 20FEB28 CAN 1.75% 01SEP19 United Kingdom Treasury 6.00% 07DEC28 AURIZON HOLDINGS LTD AU000000AZJ1 United States Treasury 6.25% 15MAY30 NETHER 0.25% 15JUL25 FRANKLIN RESOURCES US JGB 0.60% 20DEC37 DBR 6.25% 04JAN30 United States Treasury 6.00% 15FEB26 DEUTSCHE BOERSE AG DE Praxair Inc US74005P1049 NZ KING SALMON NZNZKE0003S0 REGENCY CENTERS CORP US CAN 2.00% 01JUN28 United States Treasury 2.75% 30JUN25 SUMMERSET GRP HOLDGS NZSUME0001S0 United States Treasury 5.50% 15AUG28 POLGB 5.50% 25OCT19 FRESENIUS SE & CO DE INTEL CORP US AMGEN INC US ERSTE GROUP BANK AG AT DBR 2.00% 04JAN22 SIGB 1.75% 01APR22 POLGB 5.75% 23SEP22 JGB 1.90% 20SEP23 FRTR 4.00% 25APR60 ANZ Term Deposit 5/11/ % GRAINCORP LTD AU000000GNC9 BTPS 9.00% 01NOV23 United States Treasury 7.62% 15FEB25 COMPUTERSHARE LTD AU000000CPU5 FRTR 1.25% 25MAY36 MICROCHIP TECHNOLOGY US JGB 1.50% 20MAR45 CAN 5.00% 01JUN37 CAN 2.25% 01JUN25 United States Treasury 4.50% 15FEB36 RFGB 0.37% 15SEP20 ROYAL CARIBBEAN LR ROYAL DUTCH SHELL GB00B03MM408 MARTIN MARIETTA MTLS US NZ Local Govt Funding Agency NZLGFDT008C2 15/4/ United Kingdom Treasury 4.25% 07DEC46 JGB 0.10% 20SEP19 TRANSPWR 6/9/ NZTRPD0020L4 NETHER 3.25% 15JUL21 United Kingdom Treasury 2.25% 07SEP23 CITIGROUP INC US FRTR 4.00% 25APR55 CAN 3.25% 01JUN21 GPO FIN BANORTE MXP SIGB 3.00% 01SEP24 RAGB 1.65% 21OCT24 KDDI CORP JP CSL LIMITED AU000000CSL8 United Kingdom Treasury 4.25% 07MAR36 CAN 2.50% 01JUN24 AMBEV SA-ADR US02319V1035 ASHBN 17/10/ NZASHDT042C8 SONOVA HOLDING AG CH OREILLY AUTO INC US67103H1077 AMOREPACIFIC CORP KR SIGB 2.75% 01APR42 WALGREENS BOOTS ALLI US JGB 2.30% 20JUN26 IRISH 2.00% 18FEB45 BTPS 4.25% 01MAR20 SALLY BEAUTY HOLDING US79546E1047 AMBEV SA BRABEVACNOR1 RAGB 3.65% 20APR22 SIGB 2.87% 01JUL29

10 10 BTPS 2.15% 15DEC21 SPGB 1.30% 31OCT26 VOLVO AB-B SHS SE IRISH 1.70% 15MAY37 FRTR 0.25% 25NOV20 SIGB 2.25% 01JUN21 NETHER 0.50% 15JUL26 CAN 8.00% 01JUN27 FRTR 0.75% 25NOV28 United States Treasury 4.25% 15NOV40 United States Treasury 4.75% 15FEB41 TOTAL SA FR SIGB 2.25% 01AUG36 NETHER 3.75% 15JAN23 JGB 0.60% 20SEP37 BTPS 5.00% 01MAR25 M & T BANK CORP US55261F1049 United Kingdom Treasury 4.25% 07DEC49 JGB 1.80% 20SEP31 Sky Network TV Ltd NZSKTE0001S6 VALERO ENERGY CORP US91913Y1001 RFGB 1.50% 15APR23 ABBVIE INC US00287Y1091 NATL OILWELL VARCO US BTPS 0.95% 01MAR23 SAMSUNG ELECTRONICS KR MBONO 7.50% 03JUN27 SIGB 2.37% 01JUN25 TERRENO REALTY GROUP US88146M1018 BTPS 1.60% 01JUN26 CAN 9.00% 01JUN25 RAGB 4.15% 15MAR37 NIPPON TEL & TEL JP BTPS 2.45% 01SEP33 United States Treasury 3.12% 15FEB42 SANOFI-AVENTIS FR JGB 2.30% 20JUN35 RAGB 0.75% 20OCT26 JGB 2.20% 22JUN20 INTL BUS MACHINES US BTPS 5.50% 01SEP22 United Kingdom Treasury 4.25% 07DEC27 JGB 1.70% 20SEP33 BTPS 4.50% 01MAR24 NETHER 5.50% 15JAN28 JGB 2.20% 20MAR41 SPGB 2.90% 31OCT46 United Kingdom Treasury 8.00% 07JUN21 MERCK & CO INC US58933Y1055 RETAIL PROPERTIE AME US76131V2025 United States Treasury 2.75% 15AUG % GLAXOSMITHKLINE PLC 0.01% GB JGB 1.40% 20SEP % JGB 0.20% 20JUN % MBONO 10.0% 20NOV % TARGET CORP 0.01% US87612E1064 HEWLETT PACK ENTERPR 0.01% US42824C1099 United States Treasury 1.12% 31DEC % SPGB 1.60% 30APR % JGB 0.90% 20MAR % JPMORGAN CHASE & CO 0.01% US46625H1005 CITIZENS FINCIAL GRP 0.01% US BTPS 4.00% 01FEB % United Kingdom Treasury 3.75% 0.01% 07SEP19 BANK OF AMERICA 0.01% US ENEL SPA 0.01% IT REPSOL SA 0.01% ES HCA HEALTHCARE INC 0.01% US40412C1018 United Kingdom Treasury 4.00% 0.01% 07MAR22 JGB 2.00% 20MAR % RFGB 3.50% 15APR % COVIVIO 0.01% FR BAE SYSTEMS PLC 0.01% GB ILGOV 3.75% 31MAR % BNZ Term Deposit 4/4/ % 0.01% United States Treasury 4.75% 15FEB % BTPS 1.25% 01DEC % ABACUS PROPERTY GRP 0.01% AU000000ABP9 JGB 0.30% 20JUN % KROGER CO 0.01% US EATON CORP PLC 0.01% IE00B8KQN827 EASTMAN CHEMICAL CO 0.01% US RAGB 3.15% 20JUN % JGB 1.60% 20JUN % JGB 1.70% 20SEP % JGB 0.10% 20JUN % BWP TRUST 0.01% AU000000BWP3 DISCOVER FIN SVCS 0.01% US AUGUSTA CAPITAL LTD 0.01% NZKPFE0001S1 BTPS 6.50% 01NOV % BTPS 5.25% 01NOV % United States Treasury 1.12% 30APR % RAGB 3.90% 15JUL % BTPS 3.75% 01AUG % JGB 0.80% 20JUN % JGB 1.80% 20SEP % JGB 0.80% 20DEC % BRAMBLES LIMITED 0.01% AU000000BXB1 United States Treasury 1.75% 28FEB % POLGB 5.25% 25OCT % SWISS 3.25% 27JUN % ITOCHU CORP 0.01% JP AETNA INC 0.01% US00817Y1082 SPGB 6.00% 31JAN % RFGB 2.62% 04JUL % WASHINGTON REAL EST 0.01% US LYONDELLBASELL IND A 0.01% NL

11 11 AT&T INC 0.01% US00206R1023 BP PLC 0.01% GB WALMART INC 0.01% US KASIKORNBANK PLC 0.01% TH United States Treasury 6.12% 15NOV % KLA-TENCOR CORP 0.01% US SIGB 2.62% 01MAY % RAGB 4.85% 15MAR % POLGB 1.75% 25JUL % SUN HUNG KAI PROP 0.01% HK JGB 2.30% 20MAR % COMVITA LIMITED 0.01% NZCVTE0001S7 HYSAN DEVELOPMENT CO 0.01% HK HERMES INTERNATIONAL 0.01% FR BIOGEN INC 0.01% US09062X1037 CAPITAL ONE FINANCL 0.01% US14040H1059 CAN 2.00% 01DEC % SMURFIT KAPPA GROUP 0.01% IE00B1RR8406 RAGB 3.50% 15SEP % ORIX CORP 0.01% JP CHARTER HALL RETAIL 0.01% AU000000CQR9 JUNIPER NETWORKS 0.01% US48203R1041 METRO PERF GLASS 0.01% NZMPGE0001S5 JGB 2.50% 20JUN % SIGB 3.37% 01SEP % RESMED INC CDI 0.01% AU000000RMD6 VICINITY CENTERS 0.01% AU000000VCX7 3I GROUP PLC 0.01% GB00B1YW4409 DBR 6.25% 04JAN % RFGB 2.00% 15APR % United States Treasury 4.50% 15MAY % United States Treasury 3.37% 15NOV % AMCOR LIMITED 0.01% AU000000AMC4 ACGB 2.75% 21MAY % ACGB 2.75% 21JUN % JGB 2.00% 20SEP % JGB 2.00% 20SEP % CORNING INCORPORATED 0.01% US FIRSTENERGY CORP 0.01% US CHINA TELECOM CORP 0.01% CNE V2 CUMMINS INC 0.01% US SIGB 2.75% 01JUL % JGB 0.20% 20SEP % BTPS 5.00% 01AUG % RFGB 4.00% 04JUL % RFGB 2.75% 04JUL % PICC PROP & CASUALTY 0.01% CNE LINCOLN NATIONAL 0.01% US SPGB 3.45% 30JUL % SPGB 2.70% 31OCT % SWISS LIFE HOLDINGS 0.01% CH EXPRESS SCRIPTS HLDG 0.01% US30219G1085 SPGB 1.95% 30JUL % INCITEC PIVOT LTD 0.01% AU000000IPL1 SPGB 4.40% 31OCT % SPGB 5.85% 31JAN % WYNN RESORTS LTD 0.01% US JGB 0.60% 20DEC % SPIRIT AEROSYSTEMS 0.01% US JGB 0.60% 20JUN % BTPS 5.00% 01AUG % HP INC 0.01% US40434L1052 SHAFTESBURY PLC 0.01% GB AIR CANADA 0.01% CA FFX EUR 02/11/ % RIO TINTO LIMITED 0.01% AU000000RIO1 ASB Registered Certificate of Deposit 0.01% NZAVFDI283F1 10/10/18 PJSC TATNEFT ADR 0.01% US IRISH 0.90% 15MAY % TOPIX IDX FUT DEC % TENAGA NASIONAL BHD 0.01% MYL5347OO009 CHINA PETROLEUM 0.01% CNE Q2 BGB 3.00% 28SEP % MORGAN STANLEY 0.01% US RAGB 3.40% 22NOV % KONINKLIJKE AHOLD DE 0.01% NL BTPS 5.50% 01NOV % RFGB 3.37% 15APR % United States Treasury 3.00% 15MAY % TOURISM HOLDINGS LTD 0.01% NZHELE0001S9 BTPS 5.00% 01SEP % SPGB 4.85% 31OCT % JGB 1.90% 20JUN % GILEAD SCIENCES INC 0.01% US SMLNZ 0.01% NZSMLE0001S9 BGB 3.75% 28SEP % CAMDEN PROPERTY TST 0.01% US JGB 1.40% 20MAR % SPGB 5.50% 30APR % JGB 2.40% 20MAR % CAN 2.75% 01DEC % SPGB 4.30% 31OCT % HUFVUDSTADEN AB A 0.01% SE FFX CHF 02/11/ % GENERAL MOTORS CO 0.01% US37045V1008 LAM RESEARCH CORP 0.01% US BTPS 3.75% 01MAY % SANDS CHINA LIMITED 0.01% KYG7800X1079 CELANESE CORP 0.01% US ON SEMICONDUCTOR CRP 0.01% US JGB 1.10% 20JUN % APPLIED MATERIALS 0.01% US BTPS 3.75% 01MAR % AISIN SEIKI CO LTD 0.01% JP JGB 2.20% 20MAR % BTPS 1.50% 01JUN % JGB 1.40% 20DEC % BTPS 1.65% 01MAR % POLGB 5.75% 25APR % ISUZU MOTORS LIMITED 0.01% JP SPGB 1.15% 30JUL %

12 12 KIMBERLY-CLARK CORP 0.01% US NATIXIS 0.01% FR BTPS 2.80% 01MAR % SPGB 0.75% 30JUL % FEDEX CORP 0.01% US31428X1063 UNITED CONTINENTAL 0.01% US SIGB 3.50% 01MAR % AMERIPRISE FINANCIAL 0.01% US03076C1062 JGB 1.70% 20MAR % NETAPP INC 0.01% US64110D1046 KOHLS CORP 0.01% US FRTR 0.00% 25MAY % RFGB 0.50% 15APR % TECK RESOURCES CLS B 0.01% CA SPGB 4.65% 30JUL % SPGB 4.80% 31JAN % REGIONS FINANCIAL 0.01% US7591EP1005 BTPS 3.45% 01MAR % BASF AG 0.01% DE000BASF111 MACY'S INC 0.01% US55616P1049 SABRA HEALTH CARE 0.01% US78573L1061 IRISH 1.30% 15MAY % MS&AD INSURANCE GRP 0.01% JP BTPS 0.45% 01JUN % BROTHER INDUSTRIES 0.01% JP BTPS 2.00% 01DEC % JGB 2.10% 20MAR % SOLVAY SA 0.01% BE JABIL INC 0.01% US GRIEG SEAFOOD ASA 0.01% NO FRTR 1.75% 25MAY % MARUBENI CORP 0.01% JP HUNTSMAN CORP 0.01% US KEYCORP 0.01% US LEAR CORP 0.01% US FRTR 8.50% 25APR % OMV AG 0.01% AT SPGB 4.20% 31JAN % JGB 2.10% 20DEC % EQUINOR ASA 0.01% NO RAGB 3.80% 26JAN % BELLWAY PLC 0.01% GB ALSTRIA OFFICE REIT 0.01% DE000A0LD2U1 JGB 2.10% 20DEC % SALMAR ASA 0.01% NO MCKESSON CORP 0.01% US58155Q1031 JGB 0.40% 20MAR % ALLY FINANCIAL INC 0.01% US02005N1000 JGB 1.70% 20JUN % RAGB 1.50% 20FEB % JGB 1.10% 20DEC % POLGB 0.00% 25JUL % AGC INC/JAPAN 0.01% JP SPGB 5.75% 30JUL % DNB NOR ASA 0.01% NO JGB 2.20% 20SEP % BTPS 6.00% 01MAY % JGB 1.20% 20JUN % EXXON MOBIL CORP 0.01% US30231G1022 JGB 1.10% 20MAR % JGB 0.80% 20MAR % MAGNA INTERNATIONAL 0.01% CA POLGB 5.75% 25OCT % LEONARDO SPA 0.01% IT United States Treasury 8.75% 15AUG % RESONA HOLDINGS INC 0.01% JP JGB 2.40% 20MAR % CANADIAN TIRE CLS A 0.01% CA JGB 0.80% 20MAR % BEIJING ENTRPRS LTD 0.01% HK BAYER MOTOREN WERK 0.01% DE ALLSTATE CORP 0.01% US TSUBAKIMOTO CHAIN CO 0.01% JP BTPS 5.00% 01MAR % United States Treasury 5.25% 15NOV % ARCHER DANIELS 0.01% US United Kingdom Treasury 1.62% 0.01% 22OCT71 INTERNATIONAL PAPER 0.01% US United States Treasury 7.87% 15FEB % JGB 2.30% 20DEC % SAINSBURY (J) PLC 0.01% GB00B019KW72 BTPS 3.50% 01MAR % WESTERN DIGITAL CORP 0.01% US SPGB 5.40% 31JAN % JGB 2.20% 20MAR % UPM-KYMMENE CORP 0.01% FI ARROW ELECTRONIC INC 0.01% US AMERICAN AIRLINES 0.01% US02376R1023 WHIRLPOOL CORP 0.01% US RFGB 0.87% 15SEP % DERWENT LONDON PLC 0.01% GB KULICKE & SOFFA IND 0.01% US MITSUBISHI GAS CHEM 0.01% JP SEAGATE TECHNOLOGY 0.01% IE00B58JVZ52 UCB SA 0.01% BE RFGB 1.12% 15APR % BEST BUY CO INC 0.01% US AVENTUS RETAIL PROP 0.01% AU000000AVN2 RFGB 1.62% 15SEP % LLOYDS TSB GROUP 0.01% GB SPGB 2.75% 31OCT % Westpac Registered Certificate of 0.01% NZF08DT007C9 Deposit 25/10/18 EVEREST RE GROUP LTD 0.01% BMG3223R1088 ADEKA CORP 0.01% JP DEUTSCHE POST AG 0.01% DE RAGB 6.25% 15JUL % JGB 1.00% 20MAR % AFLAC INC 0.01% US THE GAP INC 0.01% US JGB 0.80% 20JUN %

13 13 RFGB 0.75% 15APR % TRINSEO SA 0.01% LU CHEVRON CORP 0.01% US KB HOME 0.01% US48666K1097 OWENS CORNING 0.01% US JGB 2.20% 21SEP % JGB 0.30% 20DEC % ASCENDAS INDIA TRUST 0.01% SG1V BTPS 2.70% 01MAR % HARTFORD FIN SVC GRP 0.01% US TISCO FINANCIAL FOR 0.01% TH Z11 BTPS 2.95% 01SEP % BGB 5.50% 28MAR % JGB 2.10% 20SEP % DOMTAR CORP 0.01% US NZ Local Govt Funding Agency 0.01% NZLGFDT006C6 15/04/20 3% BOLIDEN AB 0.01% SE VISTA GROUP INT LTD 0.01% NZVGLE0003S1 JGB 2.20% 20MAR % KRUNG THAI BK FOREGN 0.01% TH Z11 REGAL BELOIT CORP 0.01% US JGB 2.20% 20SEP % JGB 0.80% 20SEP % BTPS 4.50% 01MAR % CITRIX SYSTEMS INC 0.01% US JGB 1.70% 20MAR % INGREDION INC 0.01% US BTPS 4.75% 01SEP % United States Treasury 6.50% 15NOV % FRTR 8.50% 25OCT % GRAND PAC PETRO 0.01% TW JAPAN AIRLINES CO 0.01% JP SKYWORKS SOLUTIONS 0.01% US83088M1027 SWISS RE LTD 0.01% CH JGB 1.60% 20MAR % VOESTALPINE AG 0.01% AT WH GROUP LIMITED 0.01% KYG ARENA REIT 0.01% AU000000ARF6 NZ Local Government Funding Agency 0.01% NZLGFDT005C8 15/4/23 5.5% AXA SA 0.01% FR ORBOTECH LTD 0.01% IL SPGB 5.15% 31OCT % VOLKSWAGEN AG 0.01% DE PULTEGROUP INC 0.01% US ALLIANZ SE 0.01% DE CHINA WATER AFFAIRS 0.01% BMG AVNET INC 0.01% US JGB 2.30% 20DEC % PORT OF TAURANGA 0.01% NZPOTE0003S0 BTPS 4.50% 01MAY % S&P500 EMI FUT DEC % ESZ8 ANZ Bank 1/9/ % 0.01% NZANBDT017C1 BANK HAPOALIM BM 0.01% IL NOMURA HOLDINGS 0.01% JP FFX CAD 02/11/ % QISDA CORP 0.01% TW GOODYEAR TIRE & RUBB 0.01% US NPT Ltd 0.01% NZNAPE0007S3 BLOOMIN BRANDS INC 0.01% US FORD MOTOR CO 0.01% US PILGRIM'S PRIDE CORP 0.01% US72147K1088 PRUDENTIAL FINANCIAL 0.01% US DANSKE BANK 0.01% DK ATOS SE 0.01% FR TYSON FOODS INC-CL A 0.01% US CHINA RAILWAY 0.01% CNE MGIC INVESTMENT CORP 0.01% US PEOPLES INSURANCE CO 0.01% CNE100001MK7 NAT BANK OF CANADA 0.01% CA PEGATRON CORP 0.01% TW United States Treasury 6.25% 15AUG % FFX DKK 02/11/ % EURO STOXX 50 DEC % VGZ8 JGB 1.00% 20SEP % AMERICAN FIN GROUP 0.01% US SNR HOUSING PROP TST 0.01% US81721M1099 MEBUKI FINANCIAL GRP 0.01% JP MIZUHO FINANCIAL GRP 0.01% JP BANK NEGARA INDO TBK 0.01% ID SWEDBANK AB A SHS 0.01% SE MUENCHENER RUECKVER 0.01% DE GOODMAN GROUP 0.01% AU000000GMG2 WINNEBAGO INDUSTRIES 0.01% US RHEINMETALL AG 0.01% DE SUMIMOTO MITSUI FNC 0.01% JP SPGB 4.00% 30APR % CAN IMP BNK OF CMRCE 0.01% CA LITE-ON TECH GROUP 0.01% TW ASSICURAZIONI GENERA 0.01% IT RADIAN GROUP INC 0.01% US LIFEPOINT HEALTH INC 0.01% US53219L1098 AMERICAN EAGLE 0.01% US02553E1064 JGB 1.90% 20DEC % JGB 2.00% 20DEC % YOKOHAMA RUBBER CO 0.01% JP SANSIRI PUB FOREIGN 0.01% TH0577C10Z12 CARDINAL HEALTH INC 0.01% US14149Y1082 MOTOR OIL SA 0.01% GRS BTPS 3.25% 01SEP % DOWA HOLDINGS CO LTD 0.01% JP MOBILE TELESYSTM ADR 0.01% US NIKKON HOLDINGS CO 0.01% JP TAV HAVALIMANLARI 0.01% TRETAVH00018 Cash Deposit (J.P. Morgan HKD) 0.00% TRNSPWR 15/3/ % NZTRPD0323L2 JGB 1.80% 20JUN % CHINA MINSHENG BK 0.00% CNE100000HF9 BB&T CORP 0.00% US CHINA GEN PLASTICS 0.00% TW JGB 1.80% 20MAR %

14 14 JGB 2.10% 20SEP % RAGB 2.10% 20SEP % RAGB 1.50% 02NOV % REGIS HEALTHCARE LTD 0.00% AU000000REG6 LADDER CAPITAL CORP 0.00% US RENAULT SA 0.00% FR YANGZIJIANG SHIPBLD 0.00% SG1U FOOT LOCKER INC 0.00% US JGB 2.10% 20DEC % CSG SYSTEMS INTL INC 0.00% US AGCO CORP 0.00% US LF CORP 0.00% KR BALOISE HOLDING AG 0.00% CH JETBLUE AIRWAYS CORP 0.00% US Cash Deposit (J.P. Morgan CAD) 0.00% QUEST DIAGNOSTICS 0.00% US74834L1008 KRONOS WORLDWIDE INC 0.00% US50105F1057 JGB 2.90% 20SEP % XEROX CORP 0.00% US CARINDALE PROP TRUST 0.00% AU000000CDP1 JGB 2.00% 20JUN % ALASKA AIR GRP 0.00% US VIACOM INC CLASS B 0.00% US92553P2011 MAPFRE SA 0.00% ES E34 GENWORTH MI CANADA 0.00% CA37252B1022 JGB 2.20% 20DEC % HEARTLAND BANK LTD 0.00% NZBSHE0001S0 JGB 1.30% 20MAR % FRTR 0.25% 25NOV % EMPIRE CO LTD 'A' 0.00% CA NINE DRAGONS PAPER 0.00% BMG COOPER TIRE & RUBBER 0.00% US DOUGLAS EMMETT INC 0.00% US25960P1093 FOLKESTONE EDU TRUST 0.00% AU000000FET4 United Kingdom Treasury 2.00% 0.00% 07SEP25 NCR CORPORATION 0.00% US62886E1082 BNP PARIBAS 0.00% FR ING GROEP NV-CVA 0.00% NL JGB 2.00% 20MAR % SANFORD LIMITED 0.00% NZSANE0001S0 JGB 0.70% 20MAR % TEVA PHARMACEUTICAL 0.00% IL Cash 0.00% OLD MUTUAL LTD 0.00% ZAE IGG INC 0.00% KYG6771K1022 BNK FINANCIAL GROUP 0.00% KR PROPERTYLINK GROUP 0.00% AU000000PLG5 United States Treasury 7.25% 15AUG % JGB 1.90% 20MAR % CIA PARANAENSE 0.00% BRCPLEACNPB9 NOW INC/DE 0.00% US67011P1003 JGB 2.40% 20MAR % CA INC 0.00% US12673P1057 CONGQING RURAL BANK 0.00% CNE100000X44 YUE YUEN INDUSTRIAL 0.00% BMG FRESH DEL MONTE PROD 0.00% KYG DICK SPORT GOODS INC 0.00% US ENEL AMERICAS SA 0.00% CLP NTT DOCOMO INC. 0.00% JP MYLAN NV 0.00% NL BGB 5.00% 28MAR % FTSE 100 FUT DEC % ZZ8 JGB 2.20% 20MAR % United States Treasury 6.87% 15AUG % CIRRUS LOGIC INC 0.00% US IMPERIAL HOLDINGS 0.00% ZAE NETHER 7.50% 15JAN % BGB 4.25% 28MAR % JGB 2.50% 20JUN % BGB 0.80% 22JUN % RFGB 1.37% 15APR % DILLARDS INC-CL A 0.00% US JGB 2.50% 20SEP % TRIUMPH GROUP INC 0.00% US FLEX LTD 0.00% SG WYNDHAM DESTINATIONS 0.00% US98310W1080 RAGB 0.25% 18OCT % RESTAURANT GROUP 0.00% GB00B0YG1K06 CONVERGYS CORP 0.00% US COMPEQ MANUFACTURING 0.00% TW HYUNDAI MOTOR CO 0.00% KR VALOR HOLDINGS CO 0.00% JP JGB 1.70% 20SEP % JGB 2.10% 20MAR % JGB 2.10% 20DEC % TECH DATA CORP 0.00% US S&P 500 FUT DEC % SPZ8 United States Treasury 6.37% 15AUG % CREST NICHOL HLDG 0.00% GB00B8VZXT93 TRAVELERS COS INC/ 0.00% US89417E1091 OFFICE DEPOT INC 0.00% US United States Treasury 7.12% 15FEB % FFX SEK 02/11/ % JGB 2.10% 20JUN % SIGB 2.75% 01MAR % ARVIDA GROUP LIMITED 0.00% NZARVE0001S5 SUMMIT PROP INC 0.00% US MALLINKRODT PLC 0.00% IE00BBGT3753 BYD ELEC INTL CO LTD 0.00% HK SHANGHAI PHARMACTCLS 0.00% CNE B3 BTPS 7.25% 01NOV % AXOGEN INC 0.00% US05463X1063 METRO AG 0.00% DE000BFB0019 JGB 1.90% 20JUN % SHOPPING CNTRS AUSTR 0.00% AU000000SCP9 GANNETT CO 0.00% US36473H1041 JGB 1.90% 20JUN % CENTRAL GLASS CO LTD 0.00% JP JGB 1.30% 20JUN % TEGNA INC 0.00% US87901J1051 CENTRICA PLC 0.00% GB00B033F229