Securities Lending Report HSBC CNTL EURPE / HSBC GBL FD ICAV

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Securities Lending Report

HSBC CNTL EURPE / HSBC GBL FD ICAV - GBL AGG BND IDX FD - 985036

Report as at 28/09/2021

Summary of policy

% limit on maximum percentage of book on loan 20%

Revenue Split 75/25 *

Name of the Fund HSBC CNTL EURPE / HSBC GBL FD ICAV - GBL AGG BND IDX FD - 985036

Replication Mode Physical replication

ISIN Code IE00BF0Q3D68

Total net assets (AuM) 5,440,466,674

Reference currency of the fund USD

* The sub-fund will receive 75% of the gross revenue generated and the remaining 25% will be split between the Securities Lending Agent and the Management Company

Securities lending data - as at 28/09/2021

Currently on loan in USD (base currency) 936,137,925.70

Current percentage on loan (in % of the fund AuM) 17.21%

Collateral value (cash and securities) in USD (base currency) 1,019,944,027.71

Collateral value (cash and securities) in % of loan 109%

Securities lending statistics

12-month average on loan in USD (base currency) N/A

12-month average on loan as a % of the fund AuM N/A

12-month maximum on loan in USD N/A

12-month maximum on loan as a % of the fund AuM N/A

Gross Return for the fund over the last 12 months in USD (base currency) N/A

Gross Return for the fund over the last 12 months in % of the fund AuM N/A

Collateral data - as at 28/09/2021

ISIN Name Asset Class Country Currency Rating Valuation (coll ccy) Valuation (base ccy) Weight

AT0000A105W3 ATGV 1.750 10/20/23 AUSTRIA GOV AT EUR AA1 374,781.44 439,206.37 0.04%

AT0000A1ZGE4 ATGV 0.750 02/20/28 AUSTRIA GOV AT EUR AA1 327,535.94 383,839.37 0.04%

AT0000A269M8 ATGV 0.500 02/20/29 AUSTRIA GOV AT EUR AA1 750,739.14 879,791.19 0.09%

AT0000A2CQD2 ATGV 02/20/30 AUSTRIA GOV AT EUR AA1 2,895,263.20 3,392,958.93 0.33%

AT0000A2HLC4 ATGV 0.850 06/30/20 AUSTRIA GOV AT EUR AA1 241,592.37 283,122.10 0.03%

AT0000A2NW83 ATGV 02/20/31 AUSTRIA GOV AT EUR AA1 2,541,651.00 2,978,560.78 0.29%

AU000000IAG3 IAG AU ODSH IAG AU COM AU AUD AAA 1,420,087.67 1,031,841.86 0.10%

AU000000QBE9 QBE INS GRP ODSH QBE INS GRP COM AU AUD AAA 4,484,107.59 3,258,172.02 0.32%

AU000000RIO1 RIO TINTO ODSH RIO TINTO COM AU AUD AAA 777,128.31 564,664.80 0.06%

BE0000320292 BEGV 4.250 03/28/41 BELGIUM GOV BE EUR AA3 733,172.66 859,205.03 0.08% Collateral data - as at 28/09/2021

ISIN Name Asset Class Country Currency Rating Valuation (coll ccy) Valuation (base ccy) Weight

BE0003764785 ACKERMANS ODSH ACKERMANS COM BE EUR AA3 4,646,617.52 5,445,371.04 0.53%

BMG475671050 IHS MARKIT ODSH IHS MARKIT COM US USD AAA 14,469,621.04 14,469,621.04 1.42%

CH0011075394 ZURICH INS GROUP ODSH ZURICH INS GROUP COM CH CHF 2,297,067.24 2,422,393.36 0.24%

CH0012005267 NOVARTIS ODSH NOVARTIS COM CH CHF 2,132,468.84 2,248,814.61 0.22%

CH0012032048 ROCHE HLDG PART ROCHE HLDG COM CH CHF 7,828,663.93 8,255,789.46 0.81%

CNE1000001Z5 BANK OF CHINA ODSH BANK OF CHINA COM CN HKD 146,777,963.04 18,814,678.58 1.84%

CNE100000296 BYD ODSH BYD COM CN HKD 5,901,929.57 756,536.65 0.07%

CNE1000002H1 CCB ODSH CCB COM CN HKD 73,122,420.10 9,373,170.21 0.92%

CNE1000002L3 CHINA LIFE INSUR ODSH CHINA LIFE INSUR COM CN HKD 19,034,375.30 2,439,914.32 0.24%

CNE1000002M1 CHINAMRCHNTBANK ODSH CHINAMRCHNTBANK COM CN HKD 126,201,436.71 16,177,084.21 1.59%

CNE1000003G1 ICBC ODSH ICBC COM CN HKD 6,124,938.61 785,122.98 0.08%

DE0001030716 DEGV 10/10/25 GERMANY GOV DE EUR AAA 2,441,500.62 2,861,194.55 0.28%

DE0001102523 DEGV 11/15/27 GERMANY GOV DE EUR AAA 7,064,557.36 8,278,954.71 0.81%

DE0001104784 DEGV 12/10/21 GERMANY GOV DE EUR AAA 230,271.38 269,855.03 0.03%

DE0001135085 DEGV 4.750 07/04/28 GERMANY GOV DE EUR AAA 115,381.29 135,215.34 0.01%

DE0001142214 DEGV PO STR 07/04/34 GERMANY GOV DE EUR AAA 493,946.56 578,855.97 0.06%

DE0005552004 DEUTSCHE POST ODSH DEUTSCHE POST COM DE EUR AAA 2,624,929.47 3,076,154.82 0.30%

DE0005557508 DEUTSCHE TELEKOM ODSH DEUTSCHE TELEKOM COM DE EUR AAA 342,600.42 401,493.43 0.04%

DE0006231004 INFINEON TECHNOL ODSH INFINEON TECHNOL COM DE EUR AAA 74.71 87.55 0.00%

DE0007100000 DAIMLER ODSH DAIMLER COM DE EUR AAA 4,596.99 5,387.21 0.00%

DE000A0HN5C6 DEUTSCHE WOHN ODSH DEUTSCHE WOHN COM DE EUR AAA 4,755,610.93 5,573,100.41 0.55%

DE000A161408 HELLOFRESH ODSH HELLOFRESH COM DE EUR AAA 1,739,622.65 2,038,663.77 0.20%

DE000A1ML7J1 VONOVIA ODSH VONOVIA COM DE EUR AAA 599,617.91 702,692.23 0.07%

DE000BAY0017 BAYER ODSH BAYER COM DE EUR AAA 2,565,843.28 3,006,911.72 0.29%

DE000SYM9999 SYMRISE ODSH SYMRISE COM DE EUR AAA 2,709,566.93 3,175,341.46 0.31%

DK0009922320 DKGV 4.500 11/15/39 DENMARK GOV DK DKK AAA 3,203,400.51 502,918.47 0.05%

FR0000051807 TELEPERFORMANCE ODSH TELEPERFORMANCE COM DE EUR AAA 30,254.34 35,455.06 0.00%

FR0000124141 VEOLIA ENVIRON ODSH VEOLIA ENVIRON COM FR EUR AA2 789,793.87 925,559.43 0.09%

FR0000571150 FRGV 6.000 10/25/25 FRANCE GOV FR EUR AA2 15,610,597.96 18,294,059.63 1.79%

FR0000571218 FRGV 5.500 04/25/29 FRANCE GOV FR EUR AA2 12,263,377.00 14,371,451.40 1.41%

FR0010870956 FRGV 4.000 04/25/60 FRANCE GOV FR EUR AA2 603,642.60 707,408.76 0.07%

FR0010870956 FRGV 4.000 04/25/60 FRANCE GOV FR EUR AA2 3,236,770.95 3,793,171.85 0.37%

FR0011337880 FRGV 2.250 10/25/22 FRANCE GOV FR EUR AA2 6,481,048.20 7,595,140.33 0.74%

FR0011486067 FRGV 1.750 05/25/23 FRANCE GOV FR EUR AA2 2,044,468.86 2,395,913.03 0.23%

FR0011883966 FRGV 2.500 05/25/30 FRANCE GOV FR EUR AA2 42,001.09 49,221.07 0.00%

FR0011962398 FRGV 1.750 11/25/24 FRANCE GOV FR EUR AA2 5,445.89 6,382.04 0.00%

FR0011981968 WORLDLINE ODSH WORLDLINE COM FR EUR AA2 111,162.06 130,270.82 0.01%

FR0013131877 FRGV 0.500 05/25/26 FRANCE GOV FR EUR AA2 1,240,009.16 1,453,166.73 0.14%

FR0013238268 FRGV 0.100 03/01/28 FRANCE GOV FR EUR AA2 237,405.76 278,215.81 0.03% Collateral data - as at 28/09/2021

ISIN Name Asset Class Country Currency Rating Valuation (coll ccy) Valuation (base ccy) Weight

FR0013257524 FRGV 2.000 05/25/48 FRANCE GOV FR EUR AA2 26,013.70 30,485.45 0.00%

FR0013407236 FRGV 0.500 05/25/29 FRANCE GOV FR EUR AA2 52,588.56 61,628.53 0.01%

FR0014000MR3 EUROFINS SCIENT ODSH EUROFINS SCIENT COM FR EUR AA2 774,392.92 907,511.05 0.09%

FR0014001N46 FRGV 02/25/24 FRANCE GOV FR EUR AA2 2,406,232.95 2,819,864.37 0.28%

FR0014003N51 FRGV 0.100 03/01/32 FRANCE GOV FR EUR AA2 1,817,929.60 2,130,431.68 0.21%

GB0000811801 ORD GBP0.10 BARRATT DEVEL CST GB GBP AA2 8,194,045.35 11,204,510.57 1.10%

GB0002162385 ORD GBP0.25 AVIVA CST GB GBP AA2 7,716,402.84 10,551,383.78 1.03%

GB0002405495 ORD GBP1 SCHRODERS NEW CST GB GBP AA2 502,986.24 687,781.72 0.07%

GB0004082847 USD0.50 STANDARD CHARTERED PLC CST GB GBP AA2 4,947.08 6,764.62 0.00%

GB0004544929 ORD GBP0.10 IMPERIAL TOBACCO CST GB GBP AA2 3,233,645.80 4,421,676.60 0.43%

GB0005758098 ORD GBP0.05 MEGGITT CST GB GBP AA2 3,754,996.80 5,134,570.23 0.50%

GB0006731235 ORD 5 15/22P ASSOCIATED BRITISH FOODS CST GB GBP AA2 5,405.62 7,391.63 0.00%

GB0006825383 ORD GBP0.10 PERSIMMON CST GB GBP AA2 32,842.47 44,908.69 0.00%

GB0007188757 ORD GBP0.10(REGD) RIO TINTO CST GB GBP AA2 951,618.39 1,301,239.85 0.13%

GB0007908733 ORD GBP0.50 SCOT & SOUTHERN ENERGY CST GB GBP AA2 11,819,741.97 16,162,276.16 1.58%

GB0007980591 ORD USD0.25 BP PLC CST GB GBP AA2 58,809.06 80,415.31 0.01%

GB0008706128 ORD GBP0.25 LLOYDS BANKING GROUP CST GB GBP AA2 19,122,872.47 26,148,552.71 2.56%

GB0008782301 ORD GBP0.25 TAYLOR WIMPEY CST GB GBP AA2 969,536.95 1,325,741.63 0.13%

GB0009252882 GBP0.25 GLAXOSMITHKLINE PLC CST GB GBP AA2 69.36 94.84 0.00%

GB0033986497 ORD GBP0.10 ITV PLC CST GB GBP AA2 2,537,336.19 3,469,545.13 0.34%

GB00B03MLX29 ROYAL DUTCH SHEL ODSH ROYAL DUTCH SHEL CST GB GBP AA2 7,552,366.43 10,327,080.93 1.01%

GB00B03MLX29 SHELL ODSH SHELL COM NL EUR AAA 15,452,176.72 18,108,405.77 1.78%

GB00B19NLV48 ORD USD0.10 EXPERIAN GROUP LIMITED CST GB GBP AA2 511,650.90 699,629.75 0.07%

GB00B1FH8J72 ORD 97 17/19P SEVERN TRENT PLC CST GB GBP AA2 147,193.20 201,271.50 0.02%

GB00B421JZ66 UKTI 0 1/2 03/22/50 UK TREASURY GIL GB GBP AA2 5,853,469.20 8,004,014.47 0.78%

GB00B4PTCY75 UKTI 0 3/8 03/22/62 UK TREASURY GIL GB GBP AA2 2,018.40 2,759.95 0.00%

GB00B73ZYW09 UKTI 0 1/4 03/22/52 UK TREASURY GIL GB GBP AA2 1,085,301.93 1,484,038.28 0.15%

GB00B7RN0G65 UKTI 0 1/8 03/22/44 UK TREASURY GIL GB GBP AA2 2,654.82 3,630.19 0.00%

GB00B7T77214 ROYAL BK SCOTLD ORD GBP1.00 ROYAL BK SCOTLD ORD GBP1.00 CST GB GBP AA2 2,361,571.65 3,229,205.28 0.32%

GB00BBG9VN75 AVEVA GROUP ODSH AVEVA GROUP CST GB GBP AA2 657.73 899.38 0.00%

GB00BD9MZZ71 UKTI 018 11/22/65 UK TREASURY GIL GB GBP AA2 0.00 0.00 0.00%

GB00BDD85M81 AVAST ODSH AVAST CST GB GBP AA2 10,617,913.68 14,518,900.13 1.42%

GB00BDX8CX86 UKTI 0 1/8 03/22/68 UK TREASURY GIL GB GBP AA2 41,661,428.20 56,967,699.44 5.59%

GB00BF8Q6K64 STANDARD LIF ORD GBP0.13968 STANDARD LIF ORD GBP0.13968 CST GB GBP AA2 3,606,202.26 4,931,109.07 0.48%

GB00BGXQNP29 PHOENIX GROUP ODSH PHOENIX GROUP CST GB GBP AA2 1,367,209.36 1,869,517.57 0.18%

GB00BH0P3Z91 BHP GRP ODSH BHP GRP CST GB GBP AA2 23,753,259.05 32,480,128.04 3.18%

GB00BH4HKS39 VODAFONE GROUP ODSH VODAFONE GROUP CST GB GBP AA2 144.85 198.07 0.00%

GB00BHJYC057 INTERCONTINENTAL ODSH INTERCONTINENTAL CST GB GBP AA2 652,103.67 891,684.41 0.09%

GB00BKFB1C65 M&G ODSH M&G CST GB GBP AA2 949,504.36 1,298,349.13 0.13% Collateral data - as at 28/09/2021

ISIN Name Asset Class Country Currency Rating Valuation (coll ccy) Valuation (base ccy) Weight

GB00BLGZ9862 TESCO ODSH TESCO CST GB GBP AA2 19,649,603.55 26,868,803.05 2.63%

GB00BMJ6DW54 INFORMA ODSH INFORMA CST GB GBP AA2 353,272.89 483,064.18 0.05%

GB00BVYVFW23 AUTO TRADER ODSH AUTO TRADER CST GB GBP AA2 104,416.96 142,779.41 0.01%

GB00BYT1DJ19 INTERMEDIATE CAP ODSH INTERMEDIATE CAP CST GB GBP AA2 1,188,485.76 1,625,131.51 0.16%

GB00BYVP4K94 UKTI 018 11/22/56 CORP UK TREASURY GIL GB GBP AA2 22,250.89 30,425.79 0.00%

GB00BZ13DV40 UKTI 0125 08/10/48 UK TREASURY GIL GB GBP AA2 499,660.95 683,234.73 0.07%

HK0027032686 GALAXY ENT ODSH GALAXY ENT COM HK HKD 28,727,043.65 3,682,365.40 0.36%

HK0267001375 CITIC ODSH CITIC COM HK HKD 33,203,019.30 4,256,116.67 0.42%

HK0388045442 HKEX ODSH HKEX COM HK HKD 38,281,661.98 4,907,120.60 0.48%

HK1093012172 CSPC PHARMA ODSH CSPC PHARMA COM HK HKD 8,340,752.27 1,069,156.23 0.10%

IE00BDB6Q211 WILLIS TOWERS ODSH WILLIS TOWERS COM US USD AAA 3,742,869.98 3,742,869.98 0.37%

IE00BFY8C754 STERIS ODSH STERIS COM US USD AAA 19,951.58 19,951.58 0.00%

IE00BWT6H894 FLUTTER ODSH FLUTTER COM GB GBP AA2 92,933.50 127,076.96 0.01%

IM00B5VQMV65 GVC HOLDINGS ODSH GVC HOLDINGS CST GB GBP AA2 6,542,000.01 8,945,509.23 0.88%

IT0005239360 UNI CREDIT ODSH UNI CREDIT COM IT EUR 15,528,177.57 18,197,471.17 1.78%

JE00B783TY65 APTIV ODSH APTIV COM US USD AAA 14,726,602.04 14,726,602.04 1.44%

JE00B8KF9B49 WPP ODSH WPP CST GB GBP AA2 1,646,911.26 2,251,981.02 0.22%

JE00BJVNSS43 FERGUSON ODSH FERGUSON CST GB GBP AA2 9,473,489.25 12,954,017.94 1.27%

JP1051441L76 JPGV 0.100 06/20/25 JAPAN GOV JP JPY A1 2,097,249,027.08 18,853,899.22 1.85%

JP1201111968 JPGV 2.200 06/20/29 JAPAN GOV JP JPY A1 399,512,039.76 3,591,542.84 0.35%

JP1201471DC6 JPGV 1.600 12/20/33 JAPAN GOV JP JPY A1 4,090,193,202.68 36,770,116.21 3.61%

JP1201511EC7 JPGV 1.200 12/20/34 JAPAN GOV JP JPY A1 152,271,558.16 1,368,894.48 0.13%

JP13000611B1 JPGV 2.400 11/20/31 JAPAN GOV JP JPY A1 4,138,443,340.18 37,203,876.45 3.65%

JP1300381D38 JPGV 1.800 03/20/43 JAPAN GOV JP JPY A1 6,216,889,678.11 55,888,742.81 5.48%

JP3188220002 OTSUKA HOLDINGS ODSH OTSUKA HOLDINGS COM JP JPY A1 298,281,998.96 2,681,502.61 0.26%

JP3205800000 KAO ODSH KAO COM JP JPY A1 701,466,299.41 6,306,058.44 0.62%

JP3256000005 KYOWA KIRIN ODSH KYOWA KIRIN COM JP JPY A1 450,728,999.53 4,051,974.29 0.40%

JP3266400005 KUBOTA ODSH KUBOTA COM JP JPY A1 394,187,999.94 3,543,680.66 0.35%

JP3294460005 INPEX ODSH INPEX COM JP JPY A1 154,935,499.91 1,392,842.84 0.14%

JP3351600006 SHISEIDO ODSH SHISEIDO COM JP JPY A1 648,450,599.74 5,829,456.64 0.57%

JP3386380004 J.FRONT RETAIL ODSH J.FRONT RETAIL COM JP JPY A1 481,003,599.16 4,324,137.60 0.42%

JP3420600003 SEKISUI HOUSE ODSH SEKISUI HOUSE COM JP JPY A1 127,965,098.93 1,150,383.69 0.11%

JP3422950000 SEVEN&I HLDGS ODSH SEVEN&I HLDGS COM JP JPY A1 1,347,913,699.77 12,117,506.66 1.19%

JP3456000003 TAKASHIMAYA ODSH TAKASHIMAYA COM JP JPY A1 532,183,198.92 4,784,233.19 0.47%

JP3494600004 SCREEN HLDG ODSH SCREEN HLDG COM JP JPY A1 367,559,999.36 3,304,299.63 0.32%

JP3519400000 CHUGAI PHARM ODSH CHUGAI PHARM COM JP JPY A1 290,574,898.95 2,612,217.14 0.26%

JP3551520004 DENTSU GROUP ODSH DENTSU GROUP COM JP JPY A1 243,319,999.34 2,187,403.92 0.21%

JP3743000006 NH FOODS ODSH NH FOODS COM JP JPY A1 242,632,498.65 2,181,223.41 0.21%

JP3758190007 NEXON ODSH NEXON COM JP JPY A1 477,237,498.86 4,290,281.03 0.42% Collateral data - as at 28/09/2021

ISIN Name Asset Class Country Currency Rating Valuation (coll ccy) Valuation (base ccy) Weight

JP3802300008 FAST RETAILING ODSH FAST RETAILING COM JP JPY A1 487,753,998.59 4,384,822.51 0.43%

JP3830800003 BRIDGESTONE ODSH BRIDGESTONE COM JP JPY A1 1,770,067,198.66 15,912,592.23 1.56%

JP3932000007 YASKAWA ELECTRIC ODSH YASKAWA ELECTRIC COM JP JPY A1 248,403,999.29 2,233,108.19 0.22%

KYG017191142 ALIBABA ODSH ALIBABA COM HK HKD 160,125,573.21 20,525,637.02 2.01%

KYG210961051 CHINA MENGNIU ODSH CHINA MENGNIU COM HK HKD 2,259,999.95 289,697.25 0.03%

KYG2453A1085 COUNTRY GARDE ODSH COUNTRY GARDE COM HK HKD 57,371,657.52 7,354,164.57 0.72%

KYG3777B1032 GEELY AUTOMOBILE ODSH GEELY AUTOMOBILE COM HK HKD 1,527,430.55 195,793.12 0.02%

KYG5496K1242 LI NING ODSH LI NING COM HK HKD 15,075,829.46 1,932,489.59 0.19%

KYG5635P1090 LONGFOR GRP HLDG ODSH LONGFOR GRP HLDG COM HK HKD 24,417,739.72 3,129,978.88 0.31%

KYG596691041 MEITUAN ODSH MEITUAN COM HK HKD 160,125,663.14 20,525,648.55 2.01%

KYG7800X1079 SANDS CHINA ODSH SANDS CHINA COM HK HKD 4,405,323.97 564,694.81 0.06%

KYG8167W1380 SINO BIOPHARM ODSH SINO BIOPHARM COM HK HKD 119,131,871.46 15,270,874.62 1.50%

KYG8586D1097 SUNNY OPTICAL ODSH SUNNY OPTICAL COM HK HKD 38,093,227.90 4,882,966.25 0.48%

KYG875721634 TENCENT HOLDINGS ODSH TENCENT HOLDINGS COM HK HKD 160,125,222.57 20,525,592.08 2.01%

KYG9593A1040 WHARF REAL EST ODSH WHARF REAL EST COM HK HKD 8,539,314.18 1,094,608.81 0.11%

KYG9828G1082 XINYI GLASS ODSH XINYI GLASS COM HK HKD 10,598,663.54 1,358,585.74 0.13%

NL0011872643 ASR NEDERLAND ODSH ASR NEDERLAND COM NL EUR AAA 1,058,180.39 1,240,081.59 0.12%

NL0012969182 ADYEN ODSH ADYEN COM NL EUR AAA 1,611,939.37 1,889,031.74 0.19%

NL0014555419 NLGV 07/15/30 NETHERLANDS GOV NL EUR AAA 2,439,004.95 2,858,269.88 0.28%

NL00150001Q9 STELLANTIS ODSH STELLANTIS COM IT EUR 4,152,474.46 4,866,284.79 0.48%

NO0010732555 NOGV 1.750 03/13/25 NORWAY GOV NO NOK AAA 1,766,686.47 205,089.65 0.02%

PA1436583006 CARNIVL ODSH CARNIVL COM US USD AAA 620,500.27 620,500.27 0.06%

SE0000242455 SWEDBANK AB ODSH SWEDBANK AB COM SE SEK AAA 21,241,672.26 2,436,870.67 0.24%

SE0000667925 TELIA COMPANY ODSH TELIA COMPANY COM SE SEK AAA 17,915,626.40 2,055,302.61 0.20%

SE0011166628 ATLAS COPCO ODSH ATLAS COPCO COM SE SEK AAA 10,506,836.85 1,205,357.20 0.12%

SE0015811963 INVESTR ODSH INVESTR COM SE SEK AAA 20,222,238.37 2,319,919.96 0.23%

US00206R1023 AT&T ODSH AT&T COM US USD AAA 2,682,126.91 2,682,126.91 0.26%

US0028241000 ABBOTT ODSH ABBOTT COM US USD AAA 24,662.93 24,662.93 0.00%

US0079031078 AMD ODSH AMD COM US USD AAA 2,405,858.94 2,405,858.94 0.24%

US0162551016 ALIGN TECHNOLOGY ODSH ALIGN TECHNOLOGY COM US USD AAA 28,677.55 28,677.55 0.00%

US02079K1079 ALPHABET ODSH ALPHABET COM US USD AAA 93,179.18 93,179.18 0.01%

US02079K3059 ALPHABET ODSH ALPHABET COM US USD AAA 833,255.16 833,255.16 0.08%

US02209S1033 ALTRIA GROUP ODSH ALTRIA GROUP COM US USD AAA 4,569,629.56 4,569,629.56 0.45%

US0231351067 AMAZON.COM ODSH AMAZON.COM COM US USD AAA 825,735.40 825,735.40 0.08%

US0255371017 AEP INC ODSH AEP INC COM US USD AAA 162.35 162.35 0.00%

US0258161092 AMERICAN EXPRESS ODSH AMERICAN EXPRESS COM US USD AAA 988,199.59 988,199.59 0.10%

US0268747849 AIG ODSH AIG COM US USD AAA 21,679.23 21,679.23 0.00%

US0311621009 AMGEN ODSH AMGEN COM US USD AAA 2,606,599.82 2,606,599.82 0.26%

US05722G1004 BAKER HUGHES ODSH BAKER HUGHES COM US USD AAA 33,565.81 33,565.81 0.00% Collateral data - as at 28/09/2021

ISIN Name Asset Class Country Currency Rating Valuation (coll ccy) Valuation (base ccy) Weight

US0718131099 BAXTER INTL ODSH BAXTER INTL COM US USD AAA 80.38 80.38 0.00%

US0846707026 BERKSHIRE ODSH BERKSHIRE COM US USD AAA 825,817.29 825,817.29 0.08%

US09857L1089 BOOKING HLDG ODSH BOOKING HLDG COM US USD AAA 4,734,267.91 4,734,267.91 0.46%

US1156372096 BROWN FORMN ODSH BROWN FORMN COM US USD AAA 67.99 67.99 0.00%

US1696561059 CHIPOTLE ODSH CHIPOTLE COM US USD AAA 4,539,001.26 4,539,001.26 0.45%

US17275R1023 CISCO SYSTEMS ODSH CISCO SYSTEMS COM US USD AAA 12,124,829.29 12,124,829.29 1.19%

US1773761002 CITRIX SYSTEMS ODSH CITRIX SYSTEMS COM US USD AAA 1,617,802.00 1,617,802.00 0.16%

US20030N1019 COMCAST ODSH COMCAST COM US USD AAA 6,422,747.99 6,422,747.99 0.63%

US2003401070 COMERICA ODSH COMERICA COM US USD AAA 4,199,028.40 4,199,028.40 0.41%

US24906P1093 DENTSPLY SIRONA ODSH DENTSPLY SIRONA COM US USD AAA 1,993,371.59 1,993,371.59 0.20%

US2546871060 WALT DISNEY ODSH WALT DISNEY COM US USD AAA 1,916,757.92 1,916,757.92 0.19%

US2910111044 EMERSON ELECTRIC ODSH EMERSON ELECTRIC COM US USD AAA 289.53 289.53 0.00%

US35671D8570 FREEPORT MCMORAN ODSH FREEPORT MCMORAN COM US USD AAA 4,765,746.75 4,765,746.75 0.47%

US3666511072 GARTNER ODSH GARTNER COM US USD AAA 5,659.14 5,659.14 0.00%

US37045V1008 GM ODSH GM COM US USD AAA 834,187.77 834,187.77 0.08%

US3755581036 GILEAD SCIENCES ODSH GILEAD SCIENCES COM US USD AAA 62,593.25 62,593.25 0.01%

US40412C1018 HCA HEALTHCARE ODSH HCA HEALTHCARE COM US USD AAA 28,811.76 28,811.76 0.00%

US4461501045 HUNTINGTON BANC ODSH HUNTINGTON BANC COM US USD AAA 4,448,695.30 4,448,695.30 0.44%

US4523081093 ILLINOIS TOOL ODSH ILLINOIS TOOL COM US USD AAA 633,516.15 633,516.15 0.06%

US4595061015 INTL FLAVORS ODSH INTL FLAVORS COM US USD AAA 229,761.06 229,761.06 0.02%

US46625H1005 JP MORGAN ODSH JP MORGAN COM US USD AAA 28,822.12 28,822.12 0.00%

US4932671088 KEYCORP ODSH KEYCORP COM US USD AAA 21.77 21.77 0.00%

US50540R4092 LABORATORY CORP ODSH LABORATORY CORP COM US USD AAA 6,381.57 6,381.57 0.00%

US5324571083 LILLY ODSH LILLY COM US USD AAA 4,517.74 4,517.74 0.00%

US5529531015 MGM RESORTS INTL ODSH MGM RESORTS INTL COM US USD AAA 4,093.89 4,093.89 0.00%

US5801351017 MCDONALD S CORP ODSH MCDONALD S CORP COM US USD AAA 14,726,641.86 14,726,641.86 1.44%

US5949181045 MICROSOFT ODSH MICROSOFT COM US USD AAA 4,243,479.29 4,243,479.29 0.42%

US61174X1090 MONSTER BEVERAGE ODSH MONSTER BEVERAGE COM US USD AAA 4,121.20 4,121.20 0.00%

US6516391066 NEWMONT. ODSH NEWMONT. COM US USD AAA 1,283,249.46 1,283,249.46 0.13%

US6541061031 NIKE ODSH NIKE COM US USD AAA 13,828,860.46 13,828,860.46 1.36%

US65473P1057 NISOURCE ODSH NISOURCE COM US USD AAA 71.47 71.47 0.00%

US6658591044 NORTHERN TRUST ODSH NORTHERN TRUST COM US USD AAA 4,042.61 4,042.61 0.00%

US67066G1040 NVIDIA ODSH NVIDIA COM US USD AAA 7,518,018.68 7,518,018.68 0.74%

US68389X1054 ORACLE ODSH ORACLE COM US USD AAA 4,405,623.54 4,405,623.54 0.43%

US68622V1061 ORGANON ODSH ORGANON COM US USD AAA 33.46 33.46 0.00%

US6934751057 PNC FINL SVC ODSH PNC FINL SVC COM US USD AAA 4,339,696.27 4,339,696.27 0.43%

US69351T1060 PPL ODSH PPL COM US USD AAA 141.47 141.47 0.00%

US6951561090 PACKAGING CORP ODSH PACKAGING CORP COM US USD AAA 1,711,632.17 1,711,632.17 0.17%

US7010941042 PARKER-HANNIFIN ODSH PARKER-HANNIFIN COM US USD AAA 1,742.21 1,742.21 0.00% Collateral data - as at 28/09/2021

ISIN Name Asset Class Country Currency Rating Valuation (coll ccy) Valuation (base ccy) Weight

US7445731067 PSEG ODSH PSEG COM US USD AAA 61.07 61.07 0.00%

US75886F1075 REGENERON PHARMS ODSH REGENERON PHARMS COM US USD AAA 3,501,561.04 3,501,561.04 0.34%

US78409V1044 S&P GLOBAL ODSH S&P GLOBAL COM US USD AAA 1,777.27 1,777.27 0.00%

US8168511090 SEMPRA USA ODSH SEMPRA USA COM US USD AAA 336,103.39 336,103.39 0.03%

US8552441094 STARBUCKS ODSH STARBUCKS COM US USD AAA 113.41 113.41 0.00%

US88160R1014 TESLA ODSH TESLA COM US USD AAA 3,683,335.08 3,683,335.08 0.36%

US8962391004 TRIMBLE ODSH TRIMBLE COM US USD AAA 1,815.11 1,815.11 0.00%

US9029733048 US BANCORP ODSH US BANCORP COM US USD AAA 12,012,919.44 12,012,919.44 1.18%

US912796A908 UST BILL 12/30/21 US TREASURY GOV US USD AAA 11,473.03 11,473.03 0.00%

US912810QV35 UST 0.750 02/15/42 US TREASURY GOV US USD AAA 9,070.19 9,070.19 0.00%

US912810RZ30 UST 2.750 11/15/47 US TREASURY GOV US USD AAA 1,571,014.12 1,571,014.12 0.15%

US912810SE91 UST 3.375 11/15/48 US TREASURY GOV US USD AAA 1,996,385.21 1,996,385.21 0.20%

US9128284D91 UST 2.500 03/31/23 US TREASURY GOV US USD AAA 2,486,742.46 2,486,742.46 0.24%

US9128286A35 UST 2.625 01/31/26 US TREASURY GOV US USD AAA 472,796.21 472,796.21 0.05%

US912828Z377 UST 0.125 01/15/30 US TREASURY GOV US USD AAA 598,408.81 598,408.81 0.06%

US91282CAB72 UST 0.250 07/31/25 US TREASURY GOV US USD AAA 18,543.12 18,543.12 0.00%

US92826C8394 VISA ODSH VISA COM US USD AAA 1,145.40 1,145.40 0.00%

US9839191015 XILINX ODSH XILINX COM US USD AAA 189,895.67 189,895.67 0.02%

Total: 1,019,944,027.71 100.00%

Counterparts

Number of counterparties with exposure exceeding 3% of the Fund's NAV

No. Major Name Market Value

2 BARCLAYS CAPITAL SECURITIES LIMIT 327,881,922.74

1 THE HONG KONG & SHANGHAI BANKIN 369,830,732.26

Top 5 borrowers in last Month

No. Counterparty Market Value

1 THE HONG KONG & SHANGHAI BANKING CORPORATION LTD ( 370,696,327.31 2 BARCLAYS CAPITAL SECURITIES LIMITED (PARENT) 329,467,020.58

3 JP MORGAN SECS PLC (PARENT) 24,101,243.77

4 HSBC BANK PLC (PARENT) 21,783,533.57

5 CREDIT SUISSE INTERNATIONAL (PARENT) 8,472,069.34