HELIA GROUP LIMITED — Major Shareholding Notification 2021

Feb 22, 2021

Form 604

Corporations Act 2001

Section 671B

Notice of change of interests of substantial holder

To Company Name/Scheme GENWORTH MORTGAGE INSURANCE AUSTRALIA LIMITED ACN/ARSN ACN 154 890 730

1. Details of substantial holder (1)

Name Credit Suisse Holdings (Australia) Limited (on behalf of Credit Suisse Group AG and its affiliates) ACN/ARSN (if applicable) 008 496 713 There was a change in the interests of the substantial holder on 18-Feb-2021 The previous notice was given to the company on 29-Jan-2021 The previous notice was dated 29-Jan-2021

2. Previous and present voting power

The total number of votes attached to all the voting shares in the company or voting interests in the scheme that the substantial holder or an associate (2) had a relevant interest (3) in when last required, and when now required, to give a substantial holding notice to the company or scheme, are as follows:

Class of securities(4)	Previous Notice		Present Notice
	Person's votes	Voting power (5)	Person's votes	Voting power (5)
Common Stock	21,196,035	5.14%	31,130,685	7.55%

3. Changes in relevant interests

Particulars of each change in, or change in the nature of, a relevant interest of the substantial holder or an associate in voting securities of the company or scheme, since the substantial holder was last required to give a substantial holding notice to the company or scheme are as follows:

Date of change	Person whose relevant interest changed	Nature of change (6)	Consideration given in relation to change (7)	Class and number of securities affected	Person's votes affected
See Annexure "A"

4. Present relevant interests

Particulars of each relevant interest of the substantial holder in voting securities after the change are as follows:

Holder of relevant interest	Registered holder of securities	Person entitled to be registered as holder(8)	Nature of relevant interest (6)	Class and number of securities	Person's votes
See Annexure "B"

1

5. Changes in association

The persons who have become associates (2) of, ceased to be associates of, or have changed the nature of their association (9) with, the substantial holder in relation to voting interests in the company or scheme are as follows:

Name and ACN/ARSN(if applicable)	Nature of association
N/A

6. Addresses

The addresses of persons named in this form are as follows:

Name	Address
See Annexure "C"

Signature

print name Winston Loke capacity Authorised Signatory sign here date 23-Feb-2021

2

Annexure "A"

3. Changes in relevant interests

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Date of change Person whose relevant interest changed Nature of change (6) Consideration given in relation to change (7) Class and number of securities affected Person's votes affected
Credit Suisse -33,431 Common
2-Feb-21 Transfer out 76,222.68 AUD -33,431
Funds AG Stock
Credit Suisse -48,613 Common
11-Feb-21 Transfer out 141,245.12 AUD -48,613
Funds AG Stock
Credit Suisse
Stock returned Refer to Annexure -10,000 Common
28-Jan-21 Equities (Australia) under ASLA D of Notice Stock -10,000
Limited
Credit Suisse
Stock borrowed Refer to Annexure 263,000 Common
28-Jan-21 Equities (Australia) under ASLA D of Notice Stock 263,000
Limited
Credit Suisse
Stock returned Refer to Annexure -289,000 Common
5-Feb-21 Equities (Australia) under ASLA D of Notice Stock -289,000
Limited
Credit Suisse
Stock returned Refer to Annexure -169,000 Common
5-Feb-21 Equities (Australia) under ASLA D of Notice Stock -169,000
Limited
Credit Suisse
Stock returned Refer to Annexure -38,000 Common
9-Feb-21 Equities (Australia) under ASLA D of Notice Stock -38,000
Limited
Credit Suisse
Stock returned Refer to Annexure -263,000 Common
9-Feb-21 Equities (Australia) under ASLA D of Notice Stock -263,000
Limited
Credit Suisse
Stock borrowed Refer to Annexure 100,000 Common
17-Feb-21 Equities (Australia) under ASLA D of Notice Stock 100,000
Limited
Credit Suisse
Stock borrowed Refer to Annexure 6,800,000 Common
17-Feb-21 Equities (Australia) under ASLA D of Notice Stock 6,800,000
Limited
CS AG Dublin Stock returned Refer to Annexure -2,000,000
27-Jan-21 -2,000,000
Branch under OSLA D of Notice Common Stock
CS AG Dublin Stock borrowed Refer to Annexure 14,000 Common
29-Jan-21 14,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 44,000 Common
2-Feb-21 44,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 33,000 Common
3-Feb-21 33,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 48,340 Common
4-Feb-21 48,340
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 17,660 Common
4-Feb-21 17,660
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 500,000 Common
4-Feb-21 500,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 1,500,000 Common
5-Feb-21 1,500,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 8,496 Common
5-Feb-21 8,496
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 32,278 Common
5-Feb-21 32,278
Branch under OSLA D of Notice Stock
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CS AG Dublin Stock borrowed Refer to Annexure 6,289 Common
5-Feb-21 6,289
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -6,000 Common
9-Feb-21 -6,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -11,000 Common
9-Feb-21 -11,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 10,000 Common
9-Feb-21 10,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -32,000 Common
9-Feb-21 -32,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 12,000 Common
9-Feb-21 12,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 20,000 Common
9-Feb-21 20,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 1,000 Common
9-Feb-21 1,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -223,000 Common
9-Feb-21 -223,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 7,950 Common
9-Feb-21 7,950
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 27,000 Common
9-Feb-21 27,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 188,050 Common
9-Feb-21 188,050
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 161,000 Common
10-Feb-21 161,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -50,000 Common
11-Feb-21 -50,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -27,000 Common
11-Feb-21 -27,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -12,000 Common
11-Feb-21 -12,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -19,000 Common
11-Feb-21 -19,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 149,000 Common
11-Feb-21 149,000
Branch under OSLA D of Notice Stock
Stock borrowed
11-Feb-21 CS AG Dublin under Master prime Refer to Annexure 799,987 Common 799,987
Branch brokerage D of Notice Stock
agreement
CS AG Dublin Stock returned Refer to Annexure -60,000 Common
12-Feb-21 -60,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -12,000 Common
12-Feb-21 -12,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -9,000 Common
12-Feb-21 -9,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -8,000 Common
12-Feb-21 -8,000
Branch under OSLA D of Notice Stock
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Stock borrowed
12-Feb-21 CS AG Dublin under Master prime Refer to Annexure 273,904 Common 273,904
Branch brokerage D of Notice Stock
agreement
CS AG Dublin Stock returned Refer to Annexure -172,000 Common
15-Feb-21 -172,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 10,631 Common
15-Feb-21 10,631
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 50,369 Common
15-Feb-21 50,369
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -44,000 Common
16-Feb-21 -44,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -17,000 Common
16-Feb-21 -17,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 19,206 Common
16-Feb-21 19,206
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 48,641 Common
16-Feb-21 48,641
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 11,552 Common
16-Feb-21 11,552
Branch under OSLA D of Notice Stock
Stock borrowed
16-Feb-21 CS AG Dublin under Master prime Refer to Annexure 273,904 Common 273,904
Branch brokerage D of Notice Stock
agreement
Stock borrowed
16-Feb-21 CS AG Dublin under Master prime Refer to Annexure 799,987 Common 799,987
Branch brokerage D of Notice Stock
agreement
CS AG Dublin Stock returned Refer to Annexure -12,000 Common
17-Feb-21 -12,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -144,050 Common
17-Feb-21 -144,050
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 3,100 Common
17-Feb-21 3,100
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 140,950 Common
17-Feb-21 140,950
Branch under OSLA D of Notice Stock
Stock returned
18-Feb-21 CS AG Dublin under Master prime Refer to Annexure -799,987 Common -799,987
Branch brokerage D of Notice Stock
agreement
Stock returned
18-Feb-21 CS AG Dublin under Master prime Refer to Annexure -273,904 Common -273,904
Branch brokerage D of Notice Stock
agreement
CS AG Dublin Stock returned Refer to Annexure -4,000 Common
18-Feb-21 -4,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 2,000 Common
18-Feb-21 2,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 2,000 Common
18-Feb-21 2,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 52,672 Common
18-Feb-21 52,672
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 21,142 Common
18-Feb-21 21,142
Branch under OSLA D of Notice Stock
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CS AG Dublin Stock borrowed Refer to Annexure 2,000,000 Common
18-Feb-21 2,000,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -13,000 Common
18-Feb-21 -13,000
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure
18-Feb-21 536 Common Stock 536
Branch under OSLA D of Notice
CS AG Dublin Stock borrowed Refer to Annexure 12,464 Common
18-Feb-21 12,464
Branch under OSLA D of Notice Stock
CS AG Dublin Stock returned Refer to Annexure -140,950 Common
18-Feb-21 -140,950
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 4,532 Common
18-Feb-21 4,532
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 16,900 Common
18-Feb-21 16,900
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 119,518 Common
18-Feb-21 119,518
Branch under OSLA D of Notice Stock
Stock borrowed
18-Feb-21 CS AG Dublin under Master prime Refer to Annexure 124,000 Common 124,000
Branch brokerage D of Notice Stock
agreement
CS AG Dublin Stock returned Refer to Annexure -29,340 Common
18-Feb-21 -29,340
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 26,340 Common
18-Feb-21 26,340
Branch under OSLA D of Notice Stock
CS AG Dublin Stock borrowed Refer to Annexure 3,000 Common
18-Feb-21 3,000
Branch under OSLA D of Notice Stock
Credit Suisse
Stock returned Refer to Annexure -350,000 Common
1-Feb-21 Securities (Europe) under OSLA D of Notice Stock -350,000
Limited
Credit Suisse
Stock borrowed Refer to Annexure 115,000 Common
8-Feb-21 Securities (USA) under OSLA D of Notice Stock 115,000
LLC
Credit Suisse
Stock borrowed Refer to Annexure 300,000 Common
8-Feb-21 Securities (USA) under OSLA D of Notice Stock 300,000
LLC
Credit Suisse
Stock returned Refer to Annexure -300,000 Common
18-Feb-21 Securities (USA) under OSLA D of Notice Stock -300,000
LLC
Credit Suisse
Stock returned Refer to Annexure -200,000 Common
18-Feb-21 Securities (USA) under OSLA D of Notice Stock -200,000
LLC
Credit Suisse AG, Stock borrowed Refer to Annexure 477,360 Common
27-Jan-21 477,360
Singapore Branch under OSLA D of Notice Stock
Credit Suisse AG, Stock borrowed Refer to Annexure 1,147,304
27-Jan-21 1,147,304
Singapore Branch under OSLA D of Notice Common Stock
Credit Suisse AG, Stock borrowed Refer to Annexure 138,584 Common
27-Jan-21 138,584
Singapore Branch under OSLA D of Notice Stock
Credit Suisse AG, Stock borrowed Refer to Annexure 16,359 Common
29-Jan-21 16,359
Singapore Branch under OSLA D of Notice Stock
Credit Suisse AG, Stock borrowed Refer to Annexure 3,000 Common
1-Feb-21 3,000
Singapore Branch under OSLA D of Notice Stock
Credit Suisse AG, Stock borrowed Refer to Annexure 17,000 Common
2-Feb-21 17,000
Singapore Branch under OSLA D of Notice Stock
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Credit Suisse AG, Stock borrowed Refer to Annexure 31,632 Common
4-Feb-21 31,632
Singapore Branch under OSLA D of Notice Stock
Credit Suisse AG, Stock returned Refer to Annexure -58,361 Common
9-Feb-21 -58,361
Singapore Branch under OSLA D of Notice Stock
Credit Suisse AG, Stock returned Refer to Annexure -477,360 Common
9-Feb-21 -477,360
Singapore Branch under OSLA D of Notice Stock
Credit Suisse AG, Stock returned Refer to Annexure -16,359 Common
9-Feb-21 -16,359
Singapore Branch under OSLA D of Notice Stock
Credit Suisse AG, Stock returned Refer to Annexure -3,000 Common
9-Feb-21 -3,000
Singapore Branch under OSLA D of Notice Stock
Credit Suisse AG, Stock returned Refer to Annexure -17,000 Common
9-Feb-21 -17,000
Singapore Branch under OSLA D of Notice Stock
Credit Suisse AG, Stock returned Refer to Annexure -31,632 Common
9-Feb-21 -31,632
Singapore Branch under OSLA D of Notice Stock
Credit Suisse AG, Stock returned Refer to Annexure -350,000 Common
18-Feb-21 -350,000
Singapore Branch under OSLA D of Notice Stock
Credit Suisse AG, Stock returned Refer to Annexure -300,000 Common
18-Feb-21 -300,000
Singapore Branch under OSLA D of Notice Stock
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This is Annexure "A" referred to in the Form 604 "Notice of change of interests of substantial holder"

Signature Credit Suisse Holdings (Australia) Limited (ACN 008 496 713)

print name Winston Loke capacity Authorised Signatory sign here date 23-Feb-2021

7

Annexure "B"

4. Present relevant interests

Particulars of each relevant interest of the substantial holder in voting securities after the change are as follows:

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Holder of relevant Registered holder of Person entitled to Nature of relevant Class and number Person's
interest securities be registered as interest (6) of securities votes
holder (8)
Credit Suisse CS Fourth Credit Suisse Holder of securities 8,471,945 Common 8,471,945
Equities (Australia) Nominees Pty Equities (Australia) subject to an Stock
Limited (ACN 068 Limited (ACN 069 Limited obligation to return
232 708) 126 432) under a securities
lending agreement
Credit Suisse CS Third Nominees Credit Suisse Voting rights and 19,790 Common 19,790
Securities (Europe) Pty Limited (ACN Securities (Europe) right to dispose Stock
Limited (ARBN 007 053 849) Limited
099554131)
Credit Suisse CS Third Nominees Credit Suisse Holder of securities 600,000 Common 600,000
Securities (Europe) Pty Limited (ACN Securities (Europe) subject to an Stock
Limited (ARBN 007 053 849) Limited obligation to return
099554131) under a securities
lending agreement
Credit Suisse CS Third Nominees Credit Suisse Holder of securities 3,317,000 Common 3,317,000
Securities (USA) Pty Limited (ACN Securities (USA) subject to an Stock
LLC 007 053 849) LLC obligation to return
under a securities
lending agreement
Credit Suisse AG, CS Third Nominees Credit Suisse AG, Holder of securities 14,631,167 14,631,167
Dublin Branch Pty Limited (ACN Dublin Branch subject to an Common Stock
007 053 849) obligation to return
under a securities
lending agreement
Credit Suisse AG, CS Third Nominees Credit Suisse AG, Voting rights and 35 Common Stock 35
Singapore Branch Pty Limited (ACN Singapore Branch right to dispose
007 053 849)
Credit Suisse AG, CS Third Nominees Credit Suisse AG, Holder of securities 3,673,049 Common 3,673,049
Singapore Branch Pty Limited (ACN Singapore Branch subject to an Stock
007 053 849) obligation to return
under a securities
lending agreement
Credit Suisse Funds HSBC Custody Credit Suisse Funds Voting rights and 417,699 Common 417,699
AG Nominees AG right to dispose Stock
(Australia) Limited
(ACN 003 094 568
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This is Annexure "B" referred to in the Form 604 "Notice of change of interests of substantial holder"

Signature Credit Suisse Holdings (Australia) Limited (ACN 008 496 713)

print name sign here	Winston Loke capacity Authorised Signatory
	date 23-Feb-2021

8

Annexure "C"

6. Addresses

The addresses of persons named in this form are as follows:

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Name Address
Credit Suisse Holdings (Australia) Limited Level 31, Gateway, 1 Macquarie Place, Sydney NSW 2000, Australia
(ACN 008 496 713)
CS Third Nominees Pty Limited (ACN 007 Level 31, Gateway, 1 Macquarie Place, Sydney NSW 2000, Australia
053 849)
Credit Suisse Equities (Australia) Limited Level 31, Gateway, 1 Macquarie Place, Sydney NSW 2000, Australia
(ACN 068 232 708)
Credit Suisse Fourth Nominees Pty Limited Level 31, Gateway, 1 Macquarie Place, Sydney NSW 2000, Australia
(ACN 069 126 432)
Credit Suisse Securities (Europe) Limited One Cabot Square,London,E14 4QJ
(ARBN 099554131)
Credit Suisse Funds AG Uetlibergstrasse 231,Zurich,8070 Switzerland
Credit Suisse Securities (USA) LLC 11 Madison Avenue, New York, NY 10010
Credit Suisse AG, Singapore Branch 1 Raffles Link #03/04-01, Singapore 039393
Credit Suisse AG, Dublin Branch Kilmore House, Park lane, Spencer Dock, Dublin 1, Ireland
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This is Annexure "C" referred to in the Form 604 "Notice of change of interests of substantial holder"

Signature print name sign here	Credit Suisse Holdings (Australia) Limited (ACN 008 496 713) Winston Loke capacity Authorised Signatory
	date 23-Feb-2021

9

Annexure "D"

This is Annexure "D" referred to in the Form 604 "Notice of change of interests of substantial holder"

Signature print name sign here	Credit Suisse Holdings (Australia) Limited (ACN 008 496 713) Winston Loke capacity Authorised Signatory
	date 23-Feb-2021

10

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Prescribed information
Schedule
Type of agreement Australian Securities Lending Agreement
Parties to agreement Credit Suisse Equities (Australia) Limited and
JP Morgan Nominees (Australia) Limited
Transfer date 9-Feb-2021
Holder of voting rights Borrower
Are there any restrictions on voting rights? Yes
If yes, detail Voting rights to be exercised in accordance
with lender’s instructions provided such
instructions are received 7 days prior.
Scheduled return date (if any) N/A
Does the borrower have the right to return early? Yes
If yes, detail With 2 business days prior to a notice by
Midday.
Does the lender have the right to recall early? Yes
If yes, detail With 4 business days prior notice or earlier
upon agreement.
Will the securities be returned on settlement? Yes
If yes, detail any exceptions If an event of default occurs in respect of either
the lender or the borrower, the obligation of the
borrower to deliver the securities to the lender
will be netted off against the obligation of the
lender to return securities or cash held by the
lender as collateral.
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Prescribed information
Schedule
Type of agreement Australian Securities Lending Agreement
Parties to agreement Credit Suisse Equities (Australia) Limited and
State Street Bank and Trust Company
Transfer date 17-Feb-2021
Holder of voting rights Borrower
Are there any restrictions on voting rights? No
If yes, detail N/A
Scheduled return date (if any) N/A
Does the borrower have the right to return early? Yes
If yes, detail At Will
Does the lender have the right to recall early? Yes
If yes, detail With 4 business days prior notice or earlier
upon agreement
Will the securities be returned on settlement? Yes
If yes, detail any exceptions If an event of default occurs in respect of either
the lender or the borrower, the obligation of the
borrower to deliver the securities to the lender
will be netted off against the obligation of the
lender to return securities or cash held by the
lender as collateral.
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Prescribed information
Schedule
Type of agreement Australian Securities Lending Agreement
Parties to agreement Credit Suisse Equities (Australia) Limited and
National Australia Bank Limited
Transfer date 5-Feb-2021
Holder of voting rights Borrower
Are there any restrictions on voting rights? No
If yes, detail N/A
Scheduled return date (if any) N/A
Does the borrower have the right to return early? Yes
If yes, detail At Will
Does the lender have the right to recall early? Yes
If yes, detail With 4 business days prior notice or earlier
upon agreement
Will the securities be returned on settlement? Yes
If yes, detail any exceptions If an event of default occurs in respect of either
the lender or the borrower, the obligation of the
borrower to deliver the securities to the lender
will be netted off against the obligation of the
lender to return securities or cash held by the
lender as collateral.
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Prescribed information
Schedule
Type of agreement Australian Securities Lending Agreement
Parties to agreement Credit Suisse Equities (Australia) Limited and
The Northern Trust Company
Transfer date 17-Feb-2021
Holder of voting rights Borrower
Are there any restrictions on voting rights? Yes
If yes, detail Voting rights to be exercised in accordance
with lender’s instructions provided such
instructions are received 7 days prior
Scheduled return date (if any) N/A
Does the borrower have the right to return early? Yes
If yes, detail Early return is subject to the lender’s
acceptance
Does the lender have the right to recall early? Yes
If yes, detail With 4 business days prior notice or earlier
upon agreement
Will the securities be returned on settlement? Yes
If yes, detail any exceptions If an event of default occurs in respect of either
the lender or the borrower, the obligation of the
borrower to deliver the securities to the lender
will be netted off against the obligation of the
lender to return securities or cash held by the
lender as collateral.
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Prescribed information
Schedule
Type of agreement Overseas Securities Lending Agreement
Parties to agreement Credit Suisse Securities (Europe) Limited and
JPM Chase Bank
Transfer date 1-Feb-2021
Holder of voting rights Borrower
Are there any restrictions on voting rights? Yes
If yes, detail Voting rights to be exercised in accordance
with lender’s instructions provided such
instructions are received 7 days prior.
Scheduled return date (if any) N/A
Does the borrower have the right to return early? Yes
If yes, detail At Will
Does the lender have the right to recall early? Yes
If yes, detail With 4 business days prior notice or earlier
upon agreement
Will the securities be returned on settlement? Yes
If yes, detail any exceptions If an event of default occurs in respect of either
the lender or the borrower, the obligation of the
borrower to deliver the securities to the lender
will be netted off against the obligation of the
lender to return securities or cash held by the
lender as collateral.
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Prescribed information
Schedule
Type of agreement Overseas Securities Lending Agreement
Parties to agreement Credit Suisse Securities (USA) LLC and BlackRock
Institutional Trust Company
Transfer date 18-Feb-2021
Holder of voting rights Borrower
Are there any restrictions on voting rights? No
If yes, detail N/A
Scheduled return date (if any) N/A
Does the borrower have the right to return early? Yes
If yes, detail With 4 business days prior notice, unless Borrower
and Lender agree to the contrary.
Does the lender have the right to recall early? Yes
If yes, detail With 4 business days prior notice or earlier upon
agreement
Will the securities be returned on settlement? Yes
If yes, detail any exceptions If an event of default occurs in respect of either the
lender or the borrower, the obligation of the borrower
to deliver the securities to the lender will be netted off
against the obligation of the lender to return
securities or cash held by the lender as collateral.
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Prescribed information
Schedule
Type of agreement Overseas Securities Lending Agreement
Parties to agreement Credit Suisse Securities (USA) LLC and State
Street Bank and Trust Company
Transfer date 8-Feb-2021
Holder of voting rights Borrower
Are there any restrictions on voting rights? No
If yes, detail N/A
Scheduled return date (if any) N/A
Does the borrower have the right to return early? Yes
If yes, detail At Will
Does the lender have the right to recall early? Yes
If yes, detail With 4 business days prior notice or earlier
upon agreement
Will the securities be returned on settlement? Yes
If yes, detail any exceptions If an event of default occurs in respect of either
the lender or the borrower, the obligation of the
borrower to deliver the securities to the lender
will be netted off against the obligation of the
lender to return securities or cash held by the
lender as collateral.
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17

Prescribed information

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Schedule
Type of agreement Overseas Securities Lending Agreement
Parties to agreement Credit Suisse AG, Dublin Branch and JPM
Chase Bank
Transfer date 18-Feb-2021
Holder of voting rights Borrower
Are there any restrictions on voting rights? No
If yes, detail N/A
Scheduled return date (if any) N/A
Does the borrower have the right to return early? Yes
If yes, detail At Will
Does the lender have the right to recall early? Yes
If yes, detail With 4 business days prior notice or earlier
upon agreement.
Will the securities be returned on settlement? Yes
If yes, detail any exceptions If an event of default occurs in respect of either
the lender or the borrower, the obligation of the
borrower to deliver the securities to the lender
will be netted off against the obligation of the
lender to return securities or cash held by the
lender as collateral.
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Prescribed information
Schedule
Type of agreement Overseas Securities Lending Agreement
Parties to agreement Credit Suisse AG, Dublin Branch and Brown
Brothers Harriman and Co.
Transfer date 27-Jan-2021
Holder of voting rights Borrower
Are there any restrictions on voting rights? No
If yes, detail N/A
Scheduled return date (if any) N/A
Does the borrower have the right to return early? Yes
If yes, detail At Will
Does the lender have the right to recall early? Yes
If yes, detail With 4 business days prior notice or earlier
upon agreement.
Will the securities be returned on settlement? Yes
If yes, detail any exceptions If an event of default occurs in respect of either
the lender or the borrower, the obligation of the
borrower to deliver the securities to the lender
will be netted off against the obligation of the
lender to return securities or cash held by the
lender as collateral.
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Prescribed information
Schedule
Type of agreement Overseas Securities Lending Agreement
Parties to agreement Credit Suisse AG, Dublin Branch and Citibank
N.A.
Transfer date 15-Feb-2021
Holder of voting rights Borrower
Are there any restrictions on voting rights? No
If yes, detail N/A
Scheduled return date (if any) N/A
Does the borrower have the right to return early? Yes
If yes, detail At Will
Does the lender have the right to recall early? Yes
If yes, detail With 4 business days prior notice or earlier
upon agreement.
Will the securities be returned on settlement? Yes
If yes, detail any exceptions If an event of default occurs in respect of either
the lender or the borrower, the obligation of the
borrower to deliver the securities to the lender
will be netted off against the obligation of the
lender to return securities or cash held by the
lender as collateral.
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Prescribed information
Schedule
Type of agreement Master Prime Brokerage Securities Lending
Agreement
Parties to agreement Credit Suisse AG, Dublin Branch and Alceon
High Convi ABS Return Fund
Transfer date 18-Feb-2021
Holder of voting rights Borrower
Are there any restrictions on voting rights? No
If yes, detail N/A
Scheduled return date (if any) N/A
Does the borrower have the right to return early? Yes
If yes, detail At Will
Does the lender have the right to recall early? Yes
If yes, detail With 4 business days prior notice or earlier
upon agreement.
Will the securities be returned on settlement? Yes
If yes, detail any exceptions If an event of default occurs in respect of either
the lender or the borrower, the obligation of the
borrower to deliver the securities to the lender
will be netted off against the obligation of the
lender to return securities or cash held by the
lender as collateral.
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Prescribed information
Schedule
Type of agreement Overseas Securities Lending Agreement
Parties to agreement Credit Suisse AG, Singapore Branch and JPM
Chase Bank
Transfer date 9-Feb-2021
Holder of voting rights Borrower
Are there any restrictions on voting rights? No
If yes, detail N/A
Scheduled return date (if any) N/A
Does the borrower have the right to return early? Yes
If yes, detail At Will
Does the lender have the right to recall early? Yes
If yes, detail With 4 business days prior notice or earlier
upon agreement.
Will the securities be returned on settlement? Yes
If yes, detail any exceptions If an event of default occurs in respect of either
the lender or the borrower, the obligation of the
borrower to deliver the securities to the lender
will be netted off against the obligation of the
lender to return securities or cash held by the
lender as collateral.
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Prescribed information
Schedule
Type of agreement Overseas Securities Lending Agreement
Parties to agreement Credit Suisse AG, Singapore Branch and
Citibank N.A.
Transfer date 18-Feb-2021
Holder of voting rights Borrower
Are there any restrictions on voting rights? No
If yes, detail N/A
Scheduled return date (if any) N/A
Does the borrower have the right to return early? Yes
If yes, detail At Will
Does the lender have the right to recall early? Yes
If yes, detail With 4 business days prior notice or earlier
upon agreement.
Will the securities be returned on settlement? Yes
If yes, detail any exceptions If an event of default occurs in respect of either
the lender or the borrower, the obligation of the
borrower to deliver the securities to the lender
will be netted off against the obligation of the
lender to return securities or cash held by the
lender as collateral.
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