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AMP Capital Investment Offer name Offer number OFR10322 Funds AMP Capital Global Multi Fund name FND88 Asset Fund Period disclosure applies [dd/mm/yyyy] 30/09/2020 ACZAIMA % of fund net assets Security Code AU60SCH00844- Schroder Real Return Fund - I 49.95 XOTC GQG Partners Global Equity Fun 4.55 - Vinva Australian Equitised Lon 3.37 - TCW Residential Capital Struct 2.65 - Ardea Australian Inflation Lin 2.56 - Ausbil ESG Focus Fund 2.21 - Orbis Global Equity LE Fund (A 1.99 - AU60IAM00062- Loomis Sayles Senior Floating 1.56 XOTC Vinva Asia Pacific Equity Long 1.46 - US46138E6288- Invesco KBW Bank ETF 1.46 XNMS ARROWSTREET CAPITAL GLOBAL ALL COUNTRY ALPHA 1.37 - EXTENSION FUND LTD ARROWSTREET CAPITAL GLOBAL ALL COUNTRY ALPHA 1.22 - EXTENSION FUND CLASS B SERIES C1506 LU0779800910- Xtrackers CSI300 Swap UCITS ET 1.20 XLON Real Diversification Fund (8-1 1.14 - Alpha Strategies Portfolio (Ca 1.13 - AMP CAPITAL INFRASTRUCTURE DEBT FUND IV (USD) 0.99 - HEDGED LP ARROWSTREET CAPITAL GLOBAL ALL COUNTRY ALPHA 0.73 - EXTENSION FUND LTD CL B SERIES C AQR Delta Offshore Fund LP ACI 0.73 - AU00000GLIN8- AMP Capital Global Infrastruct 0.73 XASX AU00000RENT7- AMP Capital Global Property Se 0.71 XASX ARROWSTREET CAPITAL GLOBAL ALL COUNTRY ALPHA 0.62 - EXTENSION FUND LTD CL B SERIES C1509 Prisma Spectrum Fund Ltd CL E1 0.51 - AU2CLT250615- AUSTRALIA (COMMONWEALTH OF) T-Bill (6) 0.51 XOTC AU2CLT210510- AUSTRALIA (COMMONWEALTH OF) T-Bill (3) 0.35 XOTC REAL DIVERSIFICATION FUND (8 - 16) VOL CLASS G 0.28 - 211117 AU2CLT111205- AUSTRALIA (COMMONWEALTH OF) T-Bill (1) 0.25 XOTC

Report Run: 4/02/2021 Page 1 of 88 AU2CLT131104- AUSTRALIA (COMMONWEALTH OF) T-Bill (2) 0.24 XOTC AU2CLT231003- AUSTRALIA (COMMONWEALTH OF) T-Bill (5) 0.16 XOTC

COMMONWEALTH BANK OF AUSTRALIA - 16/10/2020 0.16 -

WESTPAC BANKING CORP - 25/03/2021 0.16 - WESTPAC BANKING CORP - 18/02/2021 0.16 -

AUSTRALIA AND NEW ZEALAND BANK - 22/03/2021 0.16 -

WESTPAC BANKING CORP - 22/03/2021 0.16 - REAL DIVERSIFICATION FUND (8- 16) VOL CLASS G 0.15 - 290817

AUSTRALIA AND NEW ZEALAND BANK - 23/10/2020 0.15 -

NATIONAL AUSTRALIA BANK LTD - 18/02/2021 0.14 -

AUSTRALIA AND NEW ZEALAND BANK - 17/02/2021 0.14 -

COMMONWEALTH BANK OF AUSTRALIA - 24/03/2021 0.14 -

US01609W1027- Alibaba Group Holding Ltd 0.13 XNYS CA29250N1050- Inc 0.13 XTSE AU2CLT290116- AUSTRALIA (COMMONWEALTH OF) T-Bill (9) 0.13 XOTC US8168511090- Sempra Energy 0.12 XNYS US03027X1000- American Tower Corp 0.12 XNYS

AUSTRALIA AND NEW ZEALAND BANK - 06/10/2020 0.12 -

NATIONAL AUSTRALIA BANK LTD - 04/11/2020 0.12 - WESTPAC BANKING CORP - 17/02/2021 0.12 - NATIONAL AUSTRALIA BANK LTD - 02/03/2021 0.12 - GB00BDR05C01- 0.11 XLON NATIONAL AUSTRALIA BANK LTD - 21/10/2020 0.11 - AU2CLT271108- AUSTRALIA (COMMONWEALTH OF) T-Bill (8) 0.10 XOTC US9694571004- Williams Cos Inc/The 0.10 XNYS

WESTPAC BANKING CORP 021020 0. - 02/10/2020 0.10 -

AUSTRALIA AND NEW ZEALAND BANK - 24/03/2021 0.10 -

AUSTRALIA AND NEW ZEALAND BANK - 14/10/2020 0.10 -

COMMONWEALTH BANK OF AUSTRALIA - 20/10/2020 0.10 -

Report Run: 4/02/2021 Page 2 of 88 COMMONWEALTH BANK OF AUSTRALIA - 21/10/2020 0.10 -

AUSTRALIA AND NEW ZEALAND BANK - 22/10/2020 0.10 -

COMMONWEALTH BANK OF AUSTRALIA - 19/02/2021 0.10 -

NATIONAL AUSTRALIA BANK LTD - 08/02/2021 0.10 - NATIONAL AUSTRALIA BANK LTD - 05/11/2020 0.10 - WESTPAC BANKING CORP - 05/11/2020 0.10 - NATIONAL AUSTRALIA BANK LTD - 09/11/2020 0.10 -

COMMONWEALTH BANK OF AUSTRALIA - 19/11/2020 0.10 -

AUSTRALIA AND NEW ZEALAND BANK - 18/02/2021 0.10 -

COMMONWEALTH BANK OF AUSTRALIA - 18/02/2021 0.10 -

COMMONWEALTH BANK OF AUSTRALIA - 23/03/2021 0.10 -

COMMONWEALTH BANK OF AUSTRALIA - 30/03/2021 0.10 -

KYG875721634- Tencent Holdings Ltd 0.09 XHKG TW0002330008- Taiwan Semiconductor Manufactu 0.09 XTAI NATIONAL AUSTRALIA BANK LTD - 19/11/2020 0.09 - WESTPAC BANKING CORP - 19/11/2020 0.09 - NATIONAL AUSTRALIA BANK LTD - 31/03/2021 0.09 - US15189T1079- CenterPoint Energy Inc 0.09 XNYS Bank of America Merrill Lynch - 31/12/2049 0.09 - AU2CLT230716- AUSTRALIA (COMMONWEALTH OF) T-Bill (4) 0.08 XOTC CA3748252069- Gibson Energy Inc 0.08 XTSE IT0005054967- RAI Way SpA 0.08 MTAA WESTPAC BANKING CORP - 15/10/2020 0.08 - NATIONAL AUSTRALIA BANK LTD - 22/10/2020 0.08 -

AUSTRALIA AND NEW ZEALAND BANK - 09/11/2020 0.08 -

NATIONAL AUSTRALIA BANK LTD - 19/02/2021 0.08 - WESTPAC BANKING CORP - 24/03/2021 0.08 - CA87807B1076- TC Energy Corp 0.07 XTSE CH0319416936- Flughafen Zurich AG 0.07 XSWX BENDIGO AND ADELAIDE BANK LTD - 18/12/2020 0.07 - WESTPAC BANKING CORP - 14/10/2020 0.07 -

AUSTRALIA AND NEW ZEALAND BANK - 15/10/2020 0.06 -

WESTPAC BANKING CORP AU - 15/10/2020 0.06 -

Report Run: 4/02/2021 Page 3 of 88 NATIONAL AUSTRALIA BANK LTD - 22/01/2021 0.06 -

COMMONWEALTH BANK OF AUSTRALIA - 14/10/2020 0.06 -

AUSTRALIA AND NEW ZEALAND BANK - 02/11/2020 0.06 -

WESTPAC BANKING CORP - 12/11/2020 0.06 -

COMMONWEALTH BANK OF AUSTRALIA - 17/11/2020 0.06 -

WESTPAC BANKING CORP - 19/02/2021 0.06 -

MIZUHO BANK LTD (SYDNEY BRANCH - 15/03/2021 0.06 -

US65473P1057- NiSource Inc 0.06 XNYS KR7005930003- SAMSUNG ELECTRONICS CO LTD 0.06 XKRX

MIZUHO BANK LTD (SYDNEY BRANCH - 13/11/2020 0.06 -

NATIONAL AUSTRALIA BANK LTD - 02/11/2020 0.06 - MUFG BANK LTD (SYDNEY BRANCH) - 23/02/2021 0.06 - US0495601058- Atmos Energy Corp 0.06 XNYS

OVERSEA-CHINESE BANKING CORPOR - 23/10/2020 0.05 -

BANK OF QUEENSLAND LTD - 25/11/2020 0.05 - FR0000125486- Vinci SA 0.05 XPAR MUFG BANK LTD (SYDNEY BRANCH) - 13/11/2020 0.05 -

SUMITOMO MITSUI BANKING CORP ( - 23/11/2020 0.05 -

US72651A2078- Plains GP Holdings LP 0.05 XNYS US40051E2028- GRUPO AEROPORTUARIO SUR-ADR 0.05 XNYS

SUMITOMO MITSUI BANKING CORP ( - 27/10/2020 0.05 -

SUMITOMO MITSUI BANKING CORP ( - 06/11/2020 0.05 -

NATIONAL AUSTRALIA BANK LTD - 14/10/2020 0.05 -

COMMONWEALTH BANK OF AUSTRALIA - 05/11/2020 0.05 -

OVERSEA-CHINESE BANKING CORPOR - 24/02/2021 0.05 -

OVERSEA-CHINESE BANKING CORPOR - 05/03/2021 0.05 -

OVERSEA-CHINESE BANKING CORPOR - 10/03/2021 0.05 -

US01F0206A20- Fannie Mae or Freddie Mac - 14/10/2050 0.05 XOTC BNP NCD - 21/10/2020 0.05 -

SUMITOMO MITSUI BANKING CORP ( - 23/10/2020 0.05 -

Report Run: 4/02/2021 Page 4 of 88 MIZUHO BANK LTD (SYDNEY BRANCH - 23/11/2020 0.05 -

AU2CLT260317- AUSTRALIA (COMMONWEALTH OF) T-Bill (7) 0.05 XOTC

OVERSEA-CHINESE BANKING CORPOR - 22/01/2021 0.05 -

CNE100003688- China Tower Corp Ltd 0.05 XHKG MUFG BANK LTD (SYDNEY BRANCH) - 04/11/2020 0.04 - BNP NCD - 13/11/2020 0.04 - AQR DELTA OFFSHORE FUND CLASS 0.04 - KEB HANA BANK (SYDNEY BRANCH) - 24/11/2020 0.04 - KEB HANA BANK (SYDNEY BRANCH) - 14/12/2020 0.04 - US49456B1017- Kinder Morgan Inc 0.04 XNYS CNE1000004S4- Zhejiang Expressway Co Ltd 0.04 XHKG BNP NCD - 12/10/2020 0.04 -

SUMITOMO MITSUI BANKING CORP ( - 10/11/2020 0.04 -

BNP NCD - 04/12/2020 0.04 - MUFG BANK LTD (SYDNEY BRANCH) - 25/02/2021 0.04 - AU3FN0030573- Toronto-Dominion Bank/The - 22/12/2020 0.04 XOTC WESTPAC BANKING CORP AU - 19/10/2020 0.04 - WESTPAC BANKING CORP AU - 21/10/2020 0.04 - WESTPAC BANKING CORP - 16/10/2020 0.04 -

AUSTRALIA AND NEW ZEALAND BANK - 20/10/2020 0.04 -

COMMONWEALTH BANK OF AUSTRALIA - 23/10/2020 0.04 -

WESTPAC BANKING CORP - 26/10/2020 0.04 -

COMMONWEALTH BANK OF AUSTRALIA - 02/11/2020 0.04 -

AUSTRALIA AND NEW ZEALAND BANK - 18/11/2020 0.04 -

WESTPAC BANKING CORP - 18/11/2020 0.04 - WESTPAC BANKING CORP - 16/02/2021 0.04 - US7234841010- Pinnacle West Capital Corp 0.04 XNYS FR0010340141- Aeroports de Paris 0.04 XPAR

MIZUHO BANK LTD (SYDNEY BRANCH - 06/11/2020 0.04 -

MUFG BANK LTD (SYDNEY BRANCH) - 26/02/2021 0.04 -

OVERSEA-CHINESE BANKING CORPOR - 16/03/2021 0.04 -

Call Account(Rabobank Advance Account NZD) 0.04 - AU0000013559- Atlas Arteria Ltd 0.03 XASX

Report Run: 4/02/2021 Page 5 of 88 US2810201077- Edison International 0.03 XNYS

MIZUHO BANK LTD (SYDNEY BRANCH - 08/10/2020 0.03 -

KEB HANA BANK (SYDNEY BRANCH) - 22/03/2021 0.03 -

TOYOTA FINANCE AUSTRALIA LTD - PN 26/10/2020 0.03 -

US5929057231- Metropolitan West Floating Rat 0.03 XNMS

TOYOTA FINANCE AUSTRALIA LTD - PN 21/10/2020 0.03 -

TOYOTA FINANCE AUSTRALIA LTD - PN 22/10/2020 0.03 -

TOYOTA FINANCE AUSTRALIA LTD - PN 27/10/2020 0.03 -

BNP NCD - 23/11/2020 0.03 - BNP NCD - 25/11/2020 0.03 -

COMMONWEALTH BANK OF AUSTRALIA - 03/11/2020 0.03 -

SCENTRE GROUP LTD - PN 27/10/2020 0.03 - SCENTRE GROUP LTD - 28/10/2020 0.03 - WESTPAC BANKING CORP - 20/11/2020 0.03 -

TOYOTA FINANCE AUSTRALIA LTD - PN 26/11/2020 0.03 -

SCENTRE GROUP LTD - PN 23/11/2020 0.03 - SCENTRE GROUP LTD - PN 25/11/2020 0.03 -

TOYOTA FINANCE AUSTRALIA LTD - PN 14/12/2020 0.03 -

SCENTRE GROUP LTD - PN 09/12/2020 0.03 -

TOYOTA FINANCE AUSTRALIA LTD - PN 28/01/2021 0.03 -

ES0118900010- Ferrovial SA 0.03 XMAD SCENTRE GROUP LTD - PN 02/10/2020 0.03 - KEB HANA BANK (SYDNEY BRANCH) - 20/11/2020 0.03 - BMG0957L1090- Beijing Enterprises Water Grou 0.03 XHKG KEB HANA BANK (SYDNEY BRANCH) - 09/03/2021 0.03 - KYG596691041- Meituan Dianping 0.03 XHKG IT0005090300- Infrastrutture Wireless Italia 0.03 MTAA FR0000130452- Eiffage SA 0.03 XPAR

COMMONWEALTH BANK OF AUSTRALIA - 26/10/2020 0.03 -

US9127963W72- United States Treasury Bill - 04/02/2021 0.02 XOTC US912796TU31- United States Treasury Bill - 03/12/2020 0.02 XOTC

Report Run: 4/02/2021 Page 6 of 88 CA7063271034- Pembina Pipeline Corp 0.02 XTSE IT0005211237- Italgas SpA 0.02 MTAA US9078181081- Union Pacific Corp 0.02 XNYS US912796UC14- United States Treasury Bill - 28/01/2021 0.02 XOTC AU3CB0215119- Aurizon Network Pty Ltd - 28/10/2020 0.02 XOTC LU0726515454- TCW Emerging Markets Income Fu 0.02 XOTC US9127963V99- United States Treasury Bill - 21/01/2021 0.02 XOTC US87164GAM50- SYNIVERSE HOLDINGS INC 090323 0.02 XOTC US01F0226B66- Fannie Mae Pool - 15/11/2043 0.02 XOTC INE002A01018- Ltd 0.02 XNSE US51374RAB78- Lanai Holdings III Inc 0.02 XOTC US53227PAC41- LIFESCAN GLOBAL CORP 190624 TE 0.02 XOTC

AUSTRALIA AND NEW ZEALAND BANK - 28/10/2020 0.02 -

BE0003822393- Elia Group SA/NV 0.02 XBRU WESTPAC BANKING CORP - 22/10/2020 0.02 -

COMMONWEALTH BANK OF AUSTRALIA - 22/10/2020 0.02 -

WESTPAC BANKING CORP - 30/12/2020 0.02 -

COMMONWEALTH BANK OF AUSTRALIA - 17/02/2021 0.02 -

AU3CB0229565- Wesfarmers Ltd - 18/11/2020 0.02 XOTC LU1377852006- TCW Fund Metwest High Yield Bo 0.02 XOTC ZAE000015889- Naspers Ltd 0.02 XJSE FOXWOODS RESORT COSINO 311220 0.02 - US70469CAC47- PEAK 10 HOLDINGS CORP 240724 0.02 XOTC US16411R2085- Cheniere Energy Inc 0.02 XASE AU000000SKI7- Spark Infrastructure Group 0.02 XASX US35640YAB39- Freedom Mortgage Corp - 15/04/2025 0.02 XOTC US00400YAH45- Academy Ltd 0.02 XOTC

Report Run: 4/02/2021 Page 7 of 88 US056623AA98- Baffinland Iron Mines Corp / B - 15/07/2026 0.02 XOTC US530715AL56- Liberty Interactive LLC - 15/02/2030 0.02 XOTC US87817JAE82- TEAM HEALTH HOLDINGS INC 12012 0.02 XOTC US47215P1066- JD.com Inc 0.02 XNGS US502160AM62- LSB Industries Inc - 01/05/2023 0.02 XOTC New Forest Australian and New 0.02 - US01F0226A83- Fannie Mae Pool - 15/10/2043 0.02 XOTC NZF08DT255C4- WESTPAC NEW ZEALAND LTD - 13/11/2020 0.01 XOTC WESTPAC NEW ZEALAND LTD - 26/11/2020 0.01 - WESTPAC NEW ZEALAND LTD - 14/12/2020 0.01 - WESTPAC NEW ZEALAND LTD - 24/12/2020 0.01 - WESTPAC NEW ZEALAND LTD - 14/01/2021 0.01 - WESTPAC NEW ZEALAND LTD - PN 26/02/2021 0.01 - CNE1000002H1- CHINA CONSTRUCTION BANK-H 0.01 XHKG AU3CB0216711- Airport Motorway Trust - 09/12/2020 0.01 XOTC CNE1000003X6- PING AN INSURANCE GROUP CO-H 0.01 XHKG US75079RAC25- Rain CII Carbon LLC / CII Carb - 01/04/2025 0.01 XOTC US75040PAS74- Urban One Inc - 15/04/2022 0.01 XOTC US14173VAJ26- CARESTREAM 280221 TERMLOAN 0.01 XOTC WESTPAC NEW ZEALAND LTD - 27/01/2021 0.01 - WESTPAC NEW ZEALAND LTD - 12/02/2021 0.01 - PACCAR FINANCIAL PTY LTD - PN 14/10/2020 0.01 - PTNOBFOM0017- Novo Banco SA - 06/07/2028 0.01 XOTC GB00B39J2M42- Group PLC 0.01 XLON US9127963J61- United States Treasury Bill - 10/12/2020 0.01 XOTC WESTPAC BANKING CORP - 28/10/2020 0.01 - US67110AAY91- OZLM XIII Ltd - 30/04/2027 0.01 XOTC INE009A01021- Infosys Ltd 0.01 XNSE US21925AAE55- Cornerstone Chemical Co - 15/08/2024 0.01 XOTC ASB BANK LTD - 15/02/2021 0.01 - US402040AL39- Guitar Center Inc (1) - 15/04/2022 0.01 XOTC

Report Run: 4/02/2021 Page 8 of 88 US57767EAB83- MAVENIR 010525 TERMLOAN TRANCH 0.01 XOTC US03021BAE48- American Tire Distributors Inc (1) 0.01 XOTC US335934AL97- First Quantum Minerals Ltd - 01/04/2025 0.01 XOTC US579489AL99- JCK Legacy Co - 15/07/2026 0.01 XOTC GB00B1FH8J72- Severn Trent PLC 0.01 XLON ASB BANK LTD - 13/11/2020 0.01 - WESTPAC BANKING CORP - 27/10/2020 0.01 - BE0002582600- Belfius Bank SA - 16/04/2025 0.01 XOTC NZANBDG032C5- ANZ Bank New Zealand Ltd - 04/02/2021 0.01 XOTC JP Morgan Global Maritime Inve 0.01 - US21249DAB47- CONVERGEONE 040126 TRANCHE B 0.01 XOTC KR7000660001- SK Hynix Inc 0.01 XKRX Apollo European Principal Fina 0.01 - INE001A01036- Housing Development Finance Co 0.01 XNSE ASB BANK LTD - 30/12/2020 0.01 - HK0941009539- China Mobile Ltd 0.01 XHKG US64110W1027- NetEase Inc 0.01 XNGS BRVALEACNOR0- Vale SA 0.01 BVMF ASB BANK LTD - 27/01/2021 0.01 - GB00B18V8630- Pennon Group PLC 0.01 XLON US865033AC86- Sugarhouse HSP Gaming Prop Mez - 15/05/2025 0.01 XOTC US912796XE43- United States Treasury Bill - 25/02/2021 0.01 XOTC ASB BANK LTD - 27/11/2020 0.01 - KR7005931001- SAMSUNG ELECTRONICS-PREF 0.01 XKRX US29373UAC53- Envision Healthcare Corp 0.01 XOTC US552848AB94- MGIC Investment Corp - 01/04/2063 0.01 XOTC US0567521085- Baidu Inc 0.01 XNGS US80313LAA52- Saracen Development LLC - 15/10/2025 0.01 XOTC US983133AB53- Wynn Resorts Finance LLC / Wyn - 15/04/2025 0.01 XOTC

Report Run: 4/02/2021 Page 9 of 88 US89435TAB08- Traverse Partners LL 0.01 XOTC US58063VAH69- McGraw Hill LLC 0.01 XOTC XAC6902AAC45- APTOS 260227 TERM LOAN TRANCHE 0.01 XOTC TW0002317005- Hon Hai Precision Industry Co 0.01 XTAI NZANBDG031C7- ANZ Bank New Zealand Ltd - 09/11/2020 0.01 XOTC ASB BANK LTD - 17/12/2020 0.01 - ASB BANK LTD - PN 23/12/2020 0.01 - CNE1000003G1- IND & COMM BK OF CHINA-H 0.01 XHKG US901109AF51- Tutor Perini Corp - 01/05/2025 0.01 XOTC US44157TAA34- Houghton Mifflin Harcourt Publ - 15/02/2025 0.01 XOTC US12654TAA88- CNX Midstream Partners LP / CN - 15/03/2026 0.01 XOTC KR7035420009- NAVER Corp 0.01 XKRX TW0002454006- MediaTek Inc 0.01 XTAI RU0009029540- Sberbank of Russian Federation 0.01 RTSX ASB BANK LTD - 14/01/2021 0.01 - US505742AF38- Ladder Capital Finance Holding - 15/03/2022 0.01 XOTC INE467B01029- Tata Consultancy Services Ltd 0.01 XNSE US36164QNA21- GE Capital International Fundi - 15/11/2035 0.01 XOTC US92240MBJ62- Vector Group Ltd - 01/11/2026 0.01 XOTC NZF02DT138C8- ANZ BANK NEW ZEALAND LTD - 23/11/2020 0.01 XOTC NZF02DT139C6- ANZ BANK NEW ZEALAND LTD - 21/01/2021 0.01 XOTC US603051AA15- Mineral Resources Ltd - 01/05/2027 0.01 XOTC US8740801043- TAL Education Group 0.01 XNYS POLYMER ADDITIVES INC 310725 T 0.01 - US75676JAB98- RED LOBSTER MANAGEMENT LLC 280 0.01 XOTC US97381HAR84- Windstream Services LLC 0.01 XOTC US88146LAA17- Terrier Media Buyer Inc - 15/12/2027 0.01 XOTC JC PENNEY 151120 TERM LOAN 0.01 -

Report Run: 4/02/2021 Page 10 of 88 KYG9830T1067- Xiaomi Corp 0.01 XHKG US25525PAA57- Diversified Healthcare Trust - 15/06/2025 0.01 XOTC PROCESS SOLUTION 300426 TERM L 0.01 - NZSPFDK308L8- SPARK NEW ZEALAND LTD - PN 03/11/2020 0.01 XOTC NZSPFDK335L1- SPARK NEW ZEALAND LTD - PN 30/11/2020 0.01 XOTC NZF05DT106C2- COOPERATIEVE RABOBANK UA (WELL - 08/01/2021 0.01 XOTC DU0BL3428226- EPIC Y GRADE SERVICES LP 30062 0.01 XOTC ASB BANK LTD - 09/03/2021 0.01 - ASB BANK LTD - 15/06/2021 0.01 - US15137NAA19- Cengage Learning Inc - 15/06/2024 0.01 XOTC US87242CAB46- ELO TOUCH 141225 TERMLOAN 0.01 XOTC CNE1000001Z5- Bank of China Ltd 0.01 XHKG US00829UAE29- AFFINITY GAMING 270924 TERM LO 0.01 XOTC NZSPFDK315L3- SPARK NEW ZEALAND LTD - PN 10/11/2020 0.01 XOTC US96208LAA98- WeWork Cos Inc - 01/05/2025 0.01 XOTC US15134NAE67- Cengage Learning Inc 0.01 XOTC RU0007661625- PJSC 0.01 RTSX INE090A01013- ICICI Bank Ltd 0.01 XNSE US62426EAA38- Mountain Province Diamonds Inc - 15/12/2022 0.01 XOTC KR7051910008- LG Chem Ltd 0.01 XKRX NZF05DT109C6- COOPERATIEVE RABOBANK UA (WELL - 28/01/2021 0.01 XOTC US85172FAS83- OneMain Finance Corp - 01/06/2025 0.01 XOTC AU3CB0160547- International Bank for Reconst - 01/10/2020 0.01 XOTC NATIONAL AUSTRALIA BANK LTD - 23/11/2020 0.01 - KYG970081090- Wuxi Biologics Cayman Inc 0.01 XHKG US00854XAD66- AgroFresh Inc (2) 0.01 XOTC RU0009024277- PJSC 0.01 RTSX

Report Run: 4/02/2021 Page 11 of 88 US29336TAA88- EnLink Midstream LLC - 01/06/2029 0.01 XOTC US026375AR68- American Greetings Corp - 15/04/2025 0.01 XOTC US071734AK34- Bausch Health Cos Inc - 15/02/2029 0.01 XOTC CENVEO CORP 100823 TERM LOAN 0.01 - US02639DAL01- American Greetings Corp 0.01 XOTC US37427UAJ97- Abe Investment Holdings Inc 0.01 XOTC US50201DAA19- LCPR Senior Secured Financing - 15/10/2027 0.01 XOTC US23422RAA05- Diamond Resorts International - 01/09/2024 0.01 XOTC XAU5522TAB78- INNOVACARE 011126 TERM LOAN 0.01 XOTC US247361ZX93- Delta Air Lines Inc - 01/05/2025 0.01 XOTC US25277LAA44- Diamond Sports Group LLC / Dia - 15/08/2026 0.01 XOTC QA0006929895- Qatar National Bank QPSC 0.01 DSMD US761520AY16- Revlon Consumer Products Corp 0.01 XOTC US00169QAE98- Global Medical Response Inc 0.01 XOTC AU3FN0029195- Suncorp-Metway Ltd - 20/10/2020 0.01 XOTC INE030A01027- Hindustan Unilever Ltd 0.01 XNSE US02034DAC11- ALMONDE INC 280424 TERM LOAN T 0.01 XOTC US20338QAA13- CommScope Finance LLC - 01/03/2027 0.01 XOTC US3138LLET85- Fannie Mae Pool - 01/11/2037 0.01 XOTC NZSPFDK279L1- SPARK NEW ZEALAND LTD - PN 05/10/2020 0.01 XOTC NZF01DT191C8- BANK OF NEW ZEALAND - 15/10/2020 0.01 XOTC US00119LAA98- AG Issuer LLC - 01/03/2028 0.01 XOTC US374276AJ21- Getty Images Inc - 01/03/2027 0.01 XOTC MXP001691213- America Movil SAB de CV 0.01 XMEX US06738EBA29- Barclays PLC - 15/09/2023 0.01 XOTC US6475811070- New Oriental Education & Techn 0.01 XNYS

Report Run: 4/02/2021 Page 12 of 88 US74971KAK16- RR Donnelley & Sons Co 0.01 XOTC KR7068270008- Celltrion Inc 0.01 XKRX US92648EAB02- Vida Capital Inc 0.00 XOTC KR7005380001- HYUNDAI MOTOR CO 0.00 XKRX US84823UAB89- SPENCER SPIRIT IH LLC 140626 T 0.00 XOTC US98850P1093- Yum China Holdings Inc 0.00 XNYS US20341WAA36- Uniti Group LP / Uniti Group F - 15/04/2023 0.00 XOTC US845467AM16- Southwestern Energy Co - 01/04/2026 0.00 XOTC SA14TG012N13- Saudi Arabian Oil Co 0.00 XSAU KR7006400006- Samsung SDI Co Ltd 0.00 XKRX US35671DBC83- Freeport-McMoRan Inc - 15/03/2043 0.00 XOTC US126673R384- CWABS Asset-Backed Certificate - 25/10/2035 0.00 XOTC SA0007879113- Al Rajhi Bank 0.00 XSAU US362341G525- GSAMP Trust 2005-HE6 - 25/11/2035 0.00 XOTC SA0007879121- Saudi Basic Industries Corp 0.00 XSAU NZIBDDT010C0- International Bank for Reconst - 22/01/2021 0.00 XOTC US74922MAA99- RALI Series 2006-QA6 Trust - 25/07/2036 0.00 XOTC US7223041028- Pinduoduo Inc 0.00 XNGS US45771VAG86- Inn of the Mountain Gods Resor - 30/11/2020 0.00 XOTC BRB3SAACNOR6- B3 SA - Brasil Bolsa Balcao 0.00 BVMF BRITUBACNPR1- Itau Unibanco Holding SA 0.00 BVMF US912796A825- United States Cash Management - 26/01/2021 0.00 XOTC NZF02DT131C3- ANZ BANK NEW ZEALAND LTD - 17/11/2020 0.00 XOTC KIWIBANK LTD - PN 30/11/2020 0.00 - NZPOTDK321L9- PORT OF TAURANGA LTD - PN 16/11/2020 0.00 XOTC NZAIADK321L5- AUCKLAND INTERNATIONAL AIRPORT - PN 16/11/2020 0.00 XOTC

Report Run: 4/02/2021 Page 13 of 88 NZKIWDL082L4- KIWIBANK LTD - PN 23/03/2021 0.00 XOTC NZADBDT006C6- Asian Development Bank - 28/04/2021 0.00 XOTC US62914V1061- NIO Inc 0.00 XNYS NL0009805522- Yandex NV 0.00 XNGS AVIANCA HOLDINGS SA 101121 TER 0.00 - KR7035720002- Kakao Corp 0.00 XKRX US67098DAL73- OHA Credit Funding 4 Ltd - 22/10/2032 0.00 XOTC CNE0000018R8- Kweichow Moutai Co Ltd 0.00 XSSC HK0883013259- CNOOC Ltd 0.00 XHKG US07386HKV23- Bear Stearns ALT-A Trust 2004- - 25/09/2034 0.00 XOTC US126670PJ12- CWABS Asset-Backed Certificate - 25/05/2036 0.00 XOTC CNE1000002M1- CHINA MERCHANTS BANK-H 0.00 XHKG US00829UAB89- Affinity Gaming 0.00 XOTC US12652AAA16- Caesars Resort Collection LLC - 15/10/2025 0.00 XOTC US09660JAB61- BOARDRIDERS INC 210324 TERMLOA 0.00 XOTC NZANBDG030C9- ANZ Bank New Zealand Ltd - 21/12/2020 0.00 XOTC US40060QAA31- GTCR AP Finance Inc - 15/05/2027 0.00 XOTC US92214XAC02- Varex Imaging Corp - 15/10/2027 0.00 XOTC US539439AU36- Lloyds Banking Group PLC - 27/09/2025 0.00 XOTC Call Account(GST and RITC Current Account A) 0.00 - FANTASY SPRINGS RESORT 171221 0.00 - US90171XAD30- Twin River Worldwide Holdings 0.00 XOTC US44328BAB45- HSI Asset Securitization Corp - 25/12/2036 0.00 XOTC US89620JAC53- Trilogy International Partners - 01/05/2022 0.00 XOTC ID1000109507- Bank Central Asia Tbk PT 0.00 XIDX US14983GAG10- CBAC BORROWER LLC 070724 TERM 0.00 XOTC US43739HAA86- HomeBanc Mortgage Trust 2006-2 - 25/12/2036 0.00 XOTC

Report Run: 4/02/2021 Page 14 of 88 US013104AH74- New Albertsons LP - 01/05/2030 0.00 XOTC US3137FWGC88- Freddie Mac Multifamily Struct - 25/07/2030 0.00 XOTC CNE1000002L3- CHINA LIFE INSURANCE CO-H 0.00 XHKG US46626LFN55- JP Morgan Mortgage Acquisition - 25/05/2035 0.00 XOTC US28470RAH57- Caesars Entertainment Inc - 01/07/2025 0.00 XOTC US345370CV02- Ford Motor Co - 21/04/2023 0.00 XOTC US67109WAQ15- OZLM XII Ltd - 30/04/2027 0.00 XOTC US91740PAF53- USA Compression Partners LP / - 01/09/2027 0.00 XOTC US34960PAC59- Fortress Transportation and In - 01/08/2027 0.00 XOTC US52475AAA25- Legacy Mortgage Asset Trust 20 - 25/03/2060 0.00 XOTC US15033TAB17- Cedar Funding XII CLO Ltd - 25/10/2032 0.00 XOTC US124847AC84- Entercom Media Corp - 01/11/2024 0.00 XOTC US674599CP81- Occidental Corp - 15/08/2022 0.00 XOTC US576433VD55- MASTR Adjustable Rate Mortgage - 25/01/2035 0.00 XOTC US62890JAA97- NRPL Trust 2019-3 - 25/07/2059 0.00 XOTC US53069QAB59- Liberty Latin America Ltd - 15/07/2024 0.00 XOTC NZABBDT041C5- ASB Bank Ltd - 19/01/2021 0.00 XOTC US66704JBV98- Northstar Education Finance In - 29/01/2046 0.00 XOTC NZKBNDT003C9- Kommunalbanken AS - 26/05/2021 0.00 XOTC NZF01DT195C9- BANK OF NEW ZEALAND - 17/11/2020 0.00 XOTC NZSBBDT215C5- SOUTHLAND BUILDING SOCIETY - PN 30/10/2020 0.00 XOTC NZF05DT099C9- COOPERATIEVE RABOBANK UA (WELL - 14/12/2020 0.00 XOTC NZSBBDT219C7- SOUTHLAND BUILDING SOCIETY - PN 13/11/2020 0.00 XOTC NZSBBDT223C9- SOUTHLAND BUILDING SOCIETY - PN 07/12/2020 0.00 XOTC KIWIBANK LTD - PN 26/02/2021 0.00 - NZKIWDL127L7- KIWIBANK LTD - PN 07/05/2021 0.00 XOTC

Report Run: 4/02/2021 Page 15 of 88 US00165CAN48- AMC Entertainment Holdings Inc - 15/04/2025 0.00 XOTC NZKIWDL181L4- KIWIBANK LTD - PN 30/06/2021 0.00 XOTC

COMMONWEALTH BANK OF AUSTRALIA - 28/10/2020 0.00 -

US933631AA15- WaMu Asset-Backed Certificates - 25/01/2037 0.00 XOTC US41165BAA89- HarborView Mortgage Loan Trust - 19/08/2037 0.00 XOTC US86364RAA77- Structured Asset Mortgage Inve - 25/08/2047 0.00 XOTC BRPETRACNPR6- - PETROLEO BRAS-PR 0.00 BVMF HERSCHEND ENTERTAINMENT CO 190 0.00 - US52520MFB46- Lehman Mortgage Trust 2006-1 - 25/02/2036 0.00 XOTC US53944YAL74- Lloyds Banking Group PLC - 09/07/2025 0.00 XOTC US00969PAB94- Ajax Mortgage Loan Trust 2019- - 25/07/2059 0.00 XOTC US045086AK16- Ashton Woods USA LLC / Ashton - 15/01/2028 0.00 XOTC US42829LAF13- Hexion Inc - 15/07/2027 0.00 XOTC US07274NAL73- Bayer US Finance II LLC - 15/12/2028 0.00 XOTC US46630LBB99- JP Morgan Mortgage Acquisition - 25/11/2036 0.00 XOTC US01741RAH57- Allegheny Technologies Inc - 01/12/2027 0.00 XOTC US88047PAA21- Team Health Holdings Inc - 01/02/2025 0.00 XOTC XAN1603LAD90- Bright Bidco BV 0.00 XOTC US75406BAF40- RASC Series 2006-KS2 Trust - 25/03/2036 0.00 XOTC US83611MNJ35- Soundview Home Loan Trust 2006 - 25/03/2036 0.00 XOTC NZKBNDT008C8- Kommunalbanken AS - 14/05/2021 0.00 XOTC US29256PAH73- Encore Credit Receivables Trus - 25/10/2035 0.00 XOTC US74166MAE66- Prime Security Services Borrow - 15/01/2028 0.00 XOTC KYG2108Y1052- China Resources Land Ltd 0.00 XHKG US32051GBR56- First Horizon Alternative Mort - 25/11/2034 0.00 XOTC SA0007879543- Saudi Telecom Co 0.00 XSAU

Report Run: 4/02/2021 Page 16 of 88 US629209AA52- NMI Holdings Inc - 01/06/2025 0.00 XOTC TW0002412004- Chunghwa Telecom Co Ltd 0.00 XTAI RU0007288411- MMC Norilsk Nickel PJSC 0.00 RTSX BRBBDCACNPR8- BANCO BRADESCO SA-PREF 0.00 BVMF US93364BAA89- WaMu Mortgage Pass-Through Cer - 25/06/2047 0.00 XOTC US75041VAA26- Radiology Partners Inc - 01/02/2028 0.00 XOTC US872224AE06- TBW Mortgage-Backed Trust Seri - 25/09/2036 0.00 XOTC US63861CAC38- Nationstar Mortgage Holdings I - 15/08/2028 0.00 XOTC US51508PAG90- Golden Nugget LLC 0.00 XOTC US38144RAC16- GSAA Home Equity Trust 2007-8 - 25/08/2037 0.00 XOTC US29273DAC48- Endo Dac / Endo Finance LLC / - 30/06/2028 0.00 XOTC US530715AJ01- Liberty Interactive LLC - 01/02/2030 0.00 XOTC US46630KAU07- JP Morgan Mortgage Acquisition - 25/03/2047 0.00 XOTC US17313BAE11- Citigroup Mortgage Loan Trust - 25/05/2037 0.00 XOTC US143658BC57- Carnival Corp - 01/04/2023 0.00 XOTC KYG8087W1015- Shenzhou International Group H 0.00 XHKG SA13L050IE10- National Commercial Bank 0.00 XSAU US65540QAD43- Nomura Resecuritization Trust - 26/09/2035 0.00 XOTC NZSBBDT221C3- SOUTHLAND BUILDING SOCIETY - PN 27/11/2020 0.00 XOTC NZKIWDL040L2- KIWIBANK LTD - PN 09/02/2021 0.00 XOTC US644532AA18- New Gold Inc - 15/05/2025 0.00 XOTC NZKIWDL102L0- KIWIBANK LTD - 12/04/2021 0.00 XOTC US3137FWHP82- Freddie Mac Multifamily Struct - 25/08/2030 0.00 XOTC KYG210961051- China Mengniu Dairy Co Ltd 0.00 XHKG US17313CAD11- Citigroup Mortgage Loan Trust - 25/06/2037 0.00 XOTC

Report Run: 4/02/2021 Page 17 of 88 US78446WAC10- SLM Student Loan Trust 2012-1 - 25/09/2028 0.00 XOTC KR7012330007- Hyundai Mobis Co Ltd 0.00 XKRX US3622MHAE68- GSAMP Trust 2007-FM2 - 25/01/2037 0.00 XOTC US89677Q1076- Trip.com Group Ltd 0.00 XNGS US17181FAA93- CIM Trust 2018-R4 - 26/12/2057 0.00 XOTC US69689HAA32- Palmer Square Loan Funding 201 - 24/10/2027 0.00 XOTC US50077LAY20- Kraft Heinz Foods Co - 01/10/2049 0.00 XOTC US36237HAA95- G-III Apparel Group Ltd - 15/08/2025 0.00 XOTC US12668AGN90- Alternative Loan Trust 2005-56 - 25/11/2035 0.00 XOTC INE238A01034- Axis Bank Ltd 0.00 XNSE BRPETRACNOR9- PETROBRAS - PETROLEO BRAS 0.00 BVMF NZABBDT034C0- ASB Bank Ltd - 26/05/2021 0.00 XOTC KR7005490008- POSCO 0.00 XKRX US580638AC80- McGraw-Hill Global Education H - 15/05/2024 0.00 XOTC US6698881090- Novatek PJSC 0.00 XLON US14065HAA32- Capitol Investment Merger Sub - 01/08/2024 0.00 XOTC TW0002308004- Delta Electronics Inc 0.00 XTAI AU3CB0216521- Airservices Australia - 19/11/2020 0.00 XOTC US60945HAB06- MONITRONICS INTERNATIONA 0.00 XOTC US12554EAA29- CIM Trust 2018-R6 - 25/09/2058 0.00 XOTC US67573LAJ89- N/A - 25/10/2032 0.00 XOTC INE860A01027- HCL Technologies Ltd 0.00 XNSE ZAE000018123- Gold Fields Ltd 0.00 XJSE US12653CAF59- CNX Resources Corp - 01/05/2026 0.00 XOTC US92240MBF41- Vector Group Ltd - 01/02/2025 0.00 XOTC

Report Run: 4/02/2021 Page 18 of 88 US477164AA59- JetBlue 2020-1 Class A Pass Th - 15/11/2032 0.00 XOTC KYG8167W1380- Sino Biopharmaceutical Ltd 0.00 XHKG NZPOTDK351L6- PORT OF TAURANGA LTD - PN 16/12/2020 0.00 XOTC US226373AL21- Crestwood Midstream Partners L - 01/04/2023 0.00 XOTC TH0646010Z18- PTT PCL 0.00 XBKK US26884LAH24- EQT Corp - 01/02/2025 0.00 XOTC US05969KBB89- Banc of America Funding 2014-R - 26/07/2036 0.00 XOTC US28470RAK86- Caesars Entertainment Inc - 01/07/2027 0.00 XOTC US00772BAR24- AerCap Ireland Capital DAC / A - 01/02/2022 0.00 XOTC KYG040111059- ANTA Sports Products Ltd 0.00 XHKG US767754CL62- Rite Aid Corp - 15/11/2026 0.00 XOTC KYG3777B1032- Geely Automobile Holdings Ltd 0.00 XHKG ID1000118201- Bank Rakyat Indonesia Persero 0.00 XIDX US12596YAC49- CSMC 2019-RPL8 Trust - 25/10/2058 0.00 XOTC MX01WA000038- Wal-Mart de Mexico SAB de CV 0.00 XMEX KR7105560007- KB Financial Group Inc 0.00 XKRX US78445JAA51- SLM Student Loan Trust 2008-9 - 25/04/2023 0.00 XOTC US80874YBE95- Scientific Games International - 15/11/2029 0.00 XOTC US576449AA06- Mastr Asset Backed Securities - 25/11/2036 0.00 XOTC US362334AA25- GSAA Trust - 25/12/2035 0.00 XOTC US040104ND92- Argent Securities Inc Asset-Ba - 25/10/2035 0.00 XOTC US767754AJ35- Rite Aid Corp - 15/02/2027 0.00 XOTC CNE100000296- BYD CO LTD-H 0.00 XHKG US19626G6035- Colony Capital Inc (2) 0.00 XNYS US143658BJ01- Carnival Corp - 01/08/2027 0.00 XOTC

Report Run: 4/02/2021 Page 19 of 88 US26884LAG41- EQT Corp - 01/02/2030 0.00 XOTC US143658BG61- Carnival Corp - 01/02/2026 0.00 XOTC TW0002891009- CTBC Financial Holding Co Ltd 0.00 XTAI US42830K1034- Hexion Holdings Corp 0.00 OOTC US03072SVR39- Ameriquest Mortgage Securities - 25/11/2034 0.00 XOTC US320516AA56- First Horizon Alternative Mort - 25/06/2036 0.00 XOTC TW0002884004- E.Sun Financial Holding Co Ltd 0.00 XTAI US63861VAD91- Nationwide Building Society - 26/04/2023 0.00 XOTC US98980A1051- ZTO Express Cayman Inc 0.00 XNYS US362631AC72- GSR Mortgage Loan Trust 2006-O - 25/08/2046 0.00 XOTC BRMGLUACNOR2- Magazine Luiza SA 0.00 BVMF KR7036570000- NCSoft Corp 0.00 XKRX

COOPERATIEVE RABOBANK UA (WELL - 05/11/2020 0.00 -

KIWIBANK LTD - PN 13/11/2020 0.00 -

COOPERATIEVE RABOBANK UA (WELL - 04/12/2020 0.00 -

NZSBBDT218C9- SOUTHLAND BUILDING SOCIETY - PN 10/11/2020 0.00 XOTC NEW ZEALAND LOCAL GOVERNMENT F - PN NZLGBDT134C0- 0.00 15/01/2021 XOTC US74923PAC77- RAMP Series 2007-RZ1 Trust - 25/02/2037 0.00 XOTC KIWIBANK LTD - PN 18/01/2021 0.00 - MYL1295OO004- Public Bank Bhd 0.00 XKLS US780153AY85- Royal Caribbean Cruises Ltd - 01/06/2023 0.00 XOTC TW0002303005- United Microelectronics Corp 0.00 XTAI TW0003008009- Largan Precision Co Ltd 0.00 XTAI US87407RAA41- TAL Advantage VII LLC - 20/09/2045 0.00 XOTC US040114HV54- Argentine Republic Government - 09/07/2041 0.00 XOTC MXP320321310- Fomento Economico Mexicano SAB 0.00 XMEX

Report Run: 4/02/2021 Page 20 of 88 ZAE000066304- FirstRand Ltd 0.00 XJSE US02343UAG04- Amcor Finance USA Inc - 28/04/2026 0.00 XOTC KYG8569A1067- Sunac China Holdings Ltd 0.00 XHKG US14173VAM54- Carestream Health Inc 0.00 XOTC US78444GAC87- SLM Student Loan Trust 2008-3 - 25/10/2021 0.00 XOTC US37045XCB01- General Motors Financial Co In - 06/11/2020 0.00 XOTC HK1093012172- CSPC Pharmaceutical Group Ltd 0.00 XHKG US92918FAD69- Voya CLO Ltd - 17/10/2032 0.00 XOTC BRABEVACNOR1- Ambev SA 0.00 BVMF CNE1000002Q2- CHINA PETROLEUM & CHEMICAL-H 0.00 XHKG TW0002882008- Cathay Financial Holding Co Lt 0.00 XTAI US3140HTTS83- Fannie Mae Pool - 01/05/2034 0.00 XOTC US2263443077- Crestwood Equity Partners LP 0.00 XNYS US26828VAA44- ECMC Group Student Loan Trust - 25/05/2067 0.00 XOTC ZAE000043485- AngloGold Ashanti Ltd 0.00 XJSE US26827XAA19- ECMC Group Student Loan Trust - 26/07/2066 0.00 XOTC US429827AY44- Higher Education Funding I - 25/05/2034 0.00 XOTC KR7051900009- LG HOUSEHOLD & HEALTH CARE 0.00 XKRX KYG8586D1097- Sunny Optical Technology Group 0.00 XHKG US46611NAJ28- JC Penney Corp Inc 0.00 XOTC KR7055550008- Shinhan Financial Group Co Ltd 0.00 XKRX TW0001301000- Formosa Plastics Corp 0.00 XTAI US345397ZK23- Ford Motor Credit Co LLC - 07/01/2021 0.00 XOTC TW0001216000- Uni-President Enterprises Corp 0.00 XTAI US62886HAR21- NCL Corp Ltd - 15/05/2024 0.00 XOTC AMERICAN GAMING SYSTEMS 150224 0.00 -

Report Run: 4/02/2021 Page 21 of 88 NZMCYDT231C0- MERCURY NZ LTD - PN 07/12/2020 0.00 XOTC TH0737010Y16- CP ALL PCL 0.00 XBKK US29273DAB64- Endo Dac / Endo Finance LLC / - 31/07/2027 0.00 XOTC KR7207940008- Samsung Biologics Co Ltd 0.00 XKRX US00438QAD60- Accredited Mortgage Loan Trust - 25/02/2037 0.00 XOTC US73316PGH73- Popular ABS Mortgage Pass-Thro - 25/11/2035 0.00 XOTC US06051GJA85- Bank of America Corp - 20/03/2051 0.00 XOTC BRWEGEACNOR0- WEG SA 0.00 BVMF NZMELDT072C1- MERIDIAN ENERGY LTD - PN 14/12/2020 0.00 XOTC KYG5496K1242- Li Ning Co Ltd 0.00 XHKG US38381WH504- Government National Mortgage A - 20/07/2049 0.00 XOTC US17307GJK58- Citigroup Mortgage Loan Trust - 25/10/2034 0.00 XOTC US20341WAD74- Uniti Group LP / Uniti Group F - 15/10/2023 0.00 XOTC INE585B01010- Maruti Suzuki India Ltd 0.00 XNSE MYL7113OO003- Top Glove Corp Bhd 0.00 XKLS KYG245241032- Country Garden Holdings Co Ltd 0.00 XHKG US059522AC68- Banc of America Funding 2007-C - 20/05/2047 0.00 XOTC TW0002881000- Fubon Financial Holding Co Ltd 0.00 XTAI US94984CAF32- Wells Fargo Mortgage Backed Se (2) - 25/08/2036 0.00 XOTC TW0001303006- Nan Ya Plastics Corp 0.00 XTAI US88315LAG32- Textainer Marine Containers VI (1) - 20/09/2045 0.00 XOTC US591894CB44- Metropolitan Edison Co - 15/04/2025 0.00 XOTC US3137FCL517- Freddie Mac Multifamily Struct - 25/07/2026 0.00 XOTC CNE100000Q43- AGRICULTURAL BANK OF CHINA-H 0.00 XHKG TW0002886009- Mega Financial Holding Co Ltd 0.00 XTAI

Report Run: 4/02/2021 Page 22 of 88 US9127963U17- United States Treasury Bill - 14/01/2021 0.00 XOTC HK0291001490- China Resources Beer Holdings 0.00 XHKG US03522AAJ97- Anheuser-Busch Cos LLC / Anheu - 01/02/2046 0.00 XOTC COOPERS HAWK 081026 TERMLOAN T 0.00 - US00287YBS72- AbbVie Inc - 21/11/2049 0.00 XOTC US86360KAA60- Structured Asset Mortgage Inve - 25/04/2036 0.00 XOTC NZWNZD0222L8- Westpac New Zealand Ltd - 14/02/2022 0.00 XOTC US667294AW29- Northwest Airlines 2001-1 Clas - 01/04/2022 0.00 XOTC US78444YAE59- SLM Student Loan Trust 2008-5 - 25/07/2073 0.00 XOTC US30264DAA72- FS Energy and Power Fund - 15/08/2023 0.00 XOTC US59023LAE20- Merrill Lynch First Franklin M - 25/04/2037 0.00 XOTC US913366KC30- Regents of the University of C - 15/05/2060 0.00 XOTC US87233QAC24- TC PipeLines LP - 25/05/2027 0.00 XOTC KYG5635P1090- Longfor Group Holdings Ltd 0.00 XHKG US29273RBF55- Energy Transfer Operating LP - 15/03/2045 0.00 XOTC HK0688002218- China Overseas Land & Investme 0.00 XHKG US16516FAH29- Chesapeake Energy Corp 0.00 XOTC KYG2453A1085- Country Garden Services Holdin 0.00 XHKG US26442CAN48- Duke Energy Carolinas LLC - 30/09/2042 0.00 XOTC US85208NAD21- Sprint Spectrum Co LLC / Sprin - 20/03/2025 0.00 XOTC US544525NZ72- Los Angeles Department of Wate - 01/07/2039 0.00 XOTC US52519SAL79- Lehman ABS Manufactured Housin - 15/04/2040 0.00 XOTC US63938JAA16- Navient Student Loan Trust 201 - 25/03/2083 0.00 XOTC KR7000270009- Kia Motors Corp 0.00 XKRX US44988MAC91- IRB Holding Corp - 15/06/2025 0.00 XOTC TW0002892007- First Financial Holding Co Ltd 0.00 XTAI

Report Run: 4/02/2021 Page 23 of 88 US86365DAA72- Structured Asset Securities Co - 25/11/2037 0.00 XOTC US23283PAQ72- CyrusOne LP / CyrusOne Finance - 15/11/2024 0.00 XOTC US62912XAE40- NGPL PipeCo LLC - 15/08/2022 0.00 XOTC US52524HAJ95- Lehman XS Trust Series 2007-4N - 25/03/2047 0.00 XOTC NZMCYDT229C4- MERCURY NZ LTD - PN 11/11/2020 0.00 XOTC TW0002002003- China Steel Corp 0.00 XTAI US126673EF57- CWABS Asset-Backed Certificate - 25/12/2034 0.00 XOTC US30227MAB19- Extraction Oil & Gas Inc - 01/02/2026 0.00 XOTC US36156YAW12- GCO Education Loan Funding Mas - 27/08/2046 0.00 XOTC US3137FREN76- Freddie Mac Multifamily Struct - 25/12/2029 0.00 XOTC US126650CZ11- CVS Health Corp - 25/03/2048 0.00 XOTC US898813AP54- Tucson Electric Power Co - 15/03/2025 0.00 XOTC US25277LAC00- Diamond Sports Group LLC / Dia - 15/08/2027 0.00 XOTC US01882YAA47- Alliant Energy Finance LLC - 15/06/2023 0.00 XOTC US36173DAB29- GIP III STETSON I LP 180725 TE 0.00 XOTC XAL2968EAB82- Endo International PLC 0.00 XOTC KYG8020E1199- Semiconductor Manufacturing In 0.00 XHKG US00764MFS17- Aegis Asset Backed Securities - 25/08/2035 0.00 XOTC US73175EAC93- Polymer Additives Inc 0.00 XOTC US05988HAB33- BMC 270625 TERMLOAN TRANCHE B 0.00 XOTC US404280CL16- HSBC Holdings PLC - 22/09/2028 0.00 XOTC ID1000129000- Telekomunikasi Indonesia Perse 0.00 XIDX US88315LAJ70- Textainer Marine Containers VI (2) - 20/09/2045 0.00 XOTC US309601AE28- Farmers Insurance Exchange - 01/11/2057 0.00 XOTC AU3CB0018430- Inter-American Development Ban - 26/02/2021 0.00 XOTC

Report Run: 4/02/2021 Page 24 of 88 US23283PAR55- CyrusOne LP / CyrusOne Finance - 15/11/2029 0.00 XOTC XS2059543921- Mangrove Luxco III Sarl - 09/10/2025 0.00 XOTC US284902AE37- Eldorado Gold Corp - 01/06/2024 0.00 XOTC US95000U2A01- Wells Fargo & Co - 22/05/2028 0.00 XOTC CNE1000001W2- ANHUI CONCH CEMENT CO LTD-H 0.00 XHKG US20341WAE57- Uniti Group LP / Uniti Fiber H - 15/12/2024 0.00 XOTC US896818AP61- Triumph Group Inc - 15/08/2025 0.00 XOTC MXP370711014- Grupo Financiero Banorte SAB d 0.00 XMEX US3138LNXH92- Fannie Mae Pool - 01/07/2038 0.00 XOTC INE021A01026- Asian Paints Ltd 0.00 XNSE NZF05DT100C5- COOPERATIEVE RABOBANK UA (WELL - 11/11/2020 0.00 XOTC NZF01DT203C1- BANK OF NEW ZEALAND - 21/12/2020 0.00 XOTC KIWIBANK LTD - PN 03/12/2020 0.00 - ZAE000109815- Standard Bank Group Ltd 0.00 XJSE US16411QAD34- Cheniere Energy Partners LP - 01/10/2026 0.00 XOTC US896818AL57- Triumph Group Inc - 01/06/2022 0.00 XOTC US35671DCD57- Freeport-McMoRan Inc - 01/09/2029 0.00 XOTC US67112UAB35- Owens & Minor Distribution Inc 0.00 XOTC US95000U2G70- Wells Fargo & Co - 30/10/2030 0.00 XOTC US59549WAC73- Mid-State Trust XI - 15/07/2038 0.00 XOTC INE296A01024- Bajaj Finance Ltd 0.00 XNSE AEN000101016- First Abu Dhabi Bank PJSC 0.00 XADS BMG2154E1021- Alibaba Health Information Tec 0.00 XHKG KR7066570003- LG Electronics Inc 0.00 XKRX CNE1000009Q7- CHINA PACIFIC INSURANCE GR-H 0.00 XHKG US458140BM12- Intel Corp - 25/03/2050 0.00 XOTC

Report Run: 4/02/2021 Page 25 of 88 CNE000000VQ8- Wuliangye Yibin Co Ltd 0.00 XSHE AEE000401019- Emirates Telecommunications Gr 0.00 XADS US00176PAJ12- Ammc Clo 19 Ltd - 16/10/2028 0.00 XOTC TW0005880009- Taiwan Cooperative Financial H 0.00 XTAI US71336JAA25- Pepper Residential Securities - 12/03/2061 0.00 XOTC KYG3066L1014- ENN Energy Holdings Ltd 0.00 XHKG US784442AC92- SLM Student Loan Trust 2008-2 - 25/04/2023 0.00 XOTC KR7009150004- Samsung Electro-Mechanics Co L 0.00 XKRX US78445AAE64- SLM Student Loan Trust 2008-4 - 25/04/2073 0.00 XOTC NZF01DT190C0- BANK OF NEW ZEALAND - 29/10/2020 0.00 XOTC NZPOTDK289L8- PORT OF TAURANGA LTD - PN 15/10/2020 0.00 XOTC INE089A01023- Dr Reddy's Laboratories Ltd 0.00 XNSE KR7028260008- Samsung C&T Corp 0.00 XKRX US93369KAB17- Nationstar Mortgage Holdings I - 15/07/2026 0.00 XOTC KYG984191075- Yihai International Holding Lt 0.00 XHKG SA0007879097- Samba Financial Group 0.00 XSAU US097751BM26- Bombardier Inc - 15/03/2025 0.00 XOTC TW0001326007- Formosa Chemicals & Fibre Corp 0.00 XTAI CNE1000003W8- PETROCHINA CO LTD-H 0.00 XHKG US26249GAJ94- Dryden 33 Senior Loan Fund - 15/04/2029 0.00 XOTC INE397D01024- Bharti Airtel Ltd 0.00 XNSE TH0003010R12- Siam Cement PCL/The 0.00 XBKK US845437BP68- Southwestern Electric Power Co - 01/10/2026 0.00 XOTC Airports of Thailand PCL 0.00 TH0765010Z0 ZAE000083648- Impala Platinum Holdings Ltd 0.00 XJSE BMG2519Y1084- Credicorp Ltd 0.00 XNYS

Report Run: 4/02/2021 Page 26 of 88 US38136FAU75- GoldentTree Loan Management US - 20/04/2029 0.00 XOTC US345397XQ11- Ford Motor Credit Co LLC - 15/01/2021 0.00 XOTC US30231GBG64- Exxon Mobil Corp - 19/03/2050 0.00 XOTC BMG2109G1033- China Gas Holdings Ltd 0.00 XHKG US78413KAB89- SES GLOBAL Americas Holdings G - 25/03/2044 0.00 XOTC US12552FAL76- Cifc Funding 2014-IV-R Ltd - 17/10/2030 0.00 XOTC TW0002357001- Asustek Computer Inc 0.00 XTAI NZABBDT043C1- ASB Bank Ltd - 22/02/2022 0.00 XOTC PLOPTTC00011- CD Projekt SA 0.00 XWAR MXP370841019- Grupo Mexico SAB de CV 0.00 XMEX US552704AE86- MEG Energy Corp - 01/02/2027 0.00 XOTC US040114HW38- Argentine Republic Government - 09/07/2046 0.00 XOTC NZMCYDT232C8- MERCURY NZ LTD - PN 15/12/2020 0.00 XOTC US00206RCG56- AT&T Inc - 15/06/2044 0.00 XOTC US595481AC60- Mid-State Capital Corp 2005-1 - 15/01/2040 0.00 XOTC TW0002379005- Realtek Semiconductor Corp 0.00 XTAI US98956PAT93- Zimmer Biomet Holdings Inc - 20/03/2030 0.00 XOTC TW0002382009- Quanta Computer Inc 0.00 XTAI US404119BZ18- HCA Inc - 15/06/2049 0.00 XOTC US84857LAA98- Spire Inc - 27/02/2024 0.00 XOTC US32051GAA31- First Horizon Alternative Mort - 25/10/2034 0.00 XOTC TW0002207008- Hotai Motor Co Ltd 0.00 XTAI RU000A0JNAA8- Polyus PJSC 0.00 RTSX US79766DMB28- San Francisco City & County Ai - 01/05/2049 0.00 XOTC US44332N1063- Huazhu Group Ltd 0.00 XNGS

Report Run: 4/02/2021 Page 27 of 88 US50077LAB27- Kraft Heinz Foods Co - 01/06/2046 0.00 XOTC US031162BZ23- Amgen Inc - 01/05/2045 0.00 XOTC INE101A01026- Mahindra & Mahindra Ltd 0.00 XNSE US06406RAA59- Bank of New York Mellon Corp/T - 07/02/2022 0.00 XOTC US67098WAA99- OHA Credit Funding 7 Ltd - 19/10/2032 0.00 XOTC BRNTCOACNOR5- Natura & Co Holding SA 0.00 BVMF BRITSAACNPR7- Itausa SA 0.00 BVMF Microcap Investment Trust 1 0.00 - AQUITY SHARES 0.00 - KR7017670001- SK Telecom Co Ltd 0.00 XKRX US266233AD76- Duquesne Light Holdings Inc - 01/12/2021 0.00 XOTC US68383NDT72- Opteum Mortgage Acceptance Cor - 25/04/2036 0.00 XOTC MYL5168OO009- Hartalega Holdings Bhd 0.00 XKLS US3138LJUB48- Fannie Mae Pool - 01/02/2033 0.00 XOTC US3137BBBF63- Freddie Mac Multifamily Struct - 25/06/2042 0.00 XOTC MXP225611567- Cemex SAB de CV 0.00 XMEX CNE000001B33- CHINA MERCHANTS BANK-A 0.00 XSSC NZFCGDT395C4- Fonterra Co-operative Group Lt - 09/11/2020 0.00 XOTC TW0001101004- Taiwan Cement Corp 0.00 XTAI US12653CAC29- CNX Resources Corp - 14/03/2027 0.00 XOTC KR7034730002- SK Holdings Co Ltd 0.00 XKRX US459506AL51- International Flavors & Fragra - 26/09/2048 0.00 XOTC US92840M1027- Vistra Corp 0.00 XNYS INE018A01030- Larsen & Toubro Ltd 0.00 XNSE INE044A01036- Sun Pharmaceutical Industries 0.00 XNSE US69888XAA72- Par Pharmaceutical Inc - 01/04/2027 0.00 XOTC

Report Run: 4/02/2021 Page 28 of 88 US125523AG54- Cigna Corp - 15/11/2025 0.00 XOTC ID1000095003- Bank Mandiri Persero Tbk PT 0.00 XIDX US92330EAV92- Venture XIX CLO Ltd - 15/01/2032 0.00 XOTC US86212XAB64- Store Master Funding I-VII and - 20/11/2049 0.00 XOTC ZAE000259701- Sibanye Stillwater Ltd 0.00 XJSE US780153BA90- Royal Caribbean Cruises Ltd - 15/06/2023 0.00 XOTC US01026CAD39- Alabama Economic Settlement Au - 15/09/2032 0.00 XOTC US254687CP93- Walt Disney Co/The - 26/04/2023 0.00 XOTC US674599DC69- Corp - 15/03/2026 0.00 XOTC LU0974299876- Globant SA 0.00 XNYS US767754AR50- Rite Aid Corp - 15/12/2028 0.00 XOTC BMG423131256- Haier Electronics Group Co Ltd 0.00 XHKG KR7003550001- LG Corp 0.00 XKRX CNE1000002R0- CHINA SHENHUA ENERGY CO-H 0.00 XHKG KR7096770003- SK Innovation Co Ltd 0.00 XKRX AEE000801010- Emirates NBD Bank PJSC 0.00 XDFM KYG2116J1085- China Conch Venture Holdings L 0.00 XHKG US46620JAA97- J.G. Wentworth XXXVIII LLC - 16/08/2060 0.00 XOTC HU0000061726- OTP Bank Nyrt 0.00 XBUD MYL1155OO000- Malayan Banking Bhd 0.00 XKLS US501797AM65- L Brands Inc - 01/07/2036 0.00 XOTC TW0002880002- Hua Nan Financial Holdings Co 0.00 XTAI US595620AL95- MidAmerican Energy Co - 15/09/2043 0.00 XOTC INE481G01011- UltraTech Cement Ltd 0.00 XNSE US896818AS01- Triumph Group Inc - 01/06/2024 0.00 XOTC

Report Run: 4/02/2021 Page 29 of 88 KR7086790003- Hana Financial Group Inc 0.00 XKRX TH0264A10Z12- Bangkok Dusit Medical Services 0.00 XBKK US3137FU6Z29- Freddie Mac REMICS - 25/10/2058 0.00 XOTC KYG4818G1010- Innovent Biologics Inc 0.00 XHKG US07324SAR31- Bayview Commercial Asset Trust - 25/08/2034 0.00 XOTC TH0268010Z11- Advanced Info Service PCL 0.00 XBKK CNE000001R84- PING AN INSURANCE GROUP CO-A 0.00 XSHG US393505QZ83- Conseco Finance Corp - 15/08/2027 0.00 XOTC US529897AJ94- Libbey Glass Inc (3) 0.00 XOTC US61744CPK61- Morgan Stanley ABS Capital I I - 25/03/2035 0.00 XOTC US92763W1036- Vipshop Holdings Ltd 0.00 XNYS TW0002885001- Yuanta Financial Holding Co Lt 0.00 XTAI SA0007879048- Riyad Bank 0.00 XSAU QA0006929853- Qatar Islamic Bank SAQ 0.00 DSMD US68383NBP78- Opteum Mortgage Acceptance Cor - 25/07/2035 0.00 XOTC US12553RAA41- CIM TR SER 2017 8 CLASS A1 25 - 26/12/2065 0.00 XOTC EGS60121C018- Commercial International Bank 0.00 XCAI KYG9829N1025- Xinyi Solar Holdings Ltd 0.00 XHKG US3137FUN598- Freddie Mac Multifamily Struct - 25/06/2030 0.00 XOTC US38382JB478- Government National Mortgage A - 20/02/2049 0.00 XOTC US46647PBA30- JPMorgan Chase & Co - 29/01/2027 0.00 XOTC US87264AAW53- T-Mobile USA Inc - 15/04/2040 0.00 XOTC US61746BEF94- Morgan Stanley - 20/01/2027 0.00 XOTC US78445CAD48- SLM Student Loan Trust 2008-6 - 25/07/2023 0.00 XOTC US36257Y1091- GSX Techedu Inc 0.00 XNYS

Report Run: 4/02/2021 Page 30 of 88 KYG202881093- Chailease Holding Co Ltd 0.00 XTAI US67107KBF21- OCP CLO 2014-7 Ltd - 20/07/2029 0.00 XOTC US07384MVR05- Bear Stearns ARM Trust 2003-4 - 25/07/2033 0.00 XOTC US3137FNB259- Freddie Mac Multifamily Struct - 25/06/2029 0.00 XOTC PHY8076N1120- SM Prime Holdings Inc 0.00 XPHS US21872UAC80- Corevest American Finance 2020 - 15/03/2050 0.00 XOTC SA123GA0ITH7- Saudi Arabian Mining Co 0.00 XSAU US097751BT78- Bombardier Inc - 15/04/2027 0.00 XOTC NZCNUDT002C8- Chorus Ltd - 06/05/2021 0.00 XOTC US421946AJ38- Healthcare Realty Trust Inc - 01/05/2025 0.00 XOTC US233851DV31- Daimler Finance North America - 15/02/2022 0.00 XOTC US40203CAA27- Guitar Center Inc - 15/10/2021 0.00 XOTC CNE100000171- Shandong Weigao Group Medical 0.00 XHKG US552704AC21- MEG Energy Corp - 31/03/2024 0.00 XOTC RU000A0JR4A1- Moscow Exchange MICEX-RTS OAO 0.00 RUSX TW0003711008- ASE Technology Holding Co Ltd 0.00 XTAI TW0003045001- Taiwan Mobile Co Ltd 0.00 XTAI KR7018260000- Samsung SDS Co Ltd 0.00 XKRX US516806AF38- Inc - 15/01/2025 0.00 XOTC CNE1000002N9- China National Building Materi 0.00 XHKG US516806AG11- Laredo Petroleum Inc - 15/01/2028 0.00 XOTC T1 Power Holdings 0.00 - NINE WEST HOLDINGS INC 200324 0.00 - US55818TAG76- Madison Park Funding XIV Ltd - 22/10/2030 0.00 XOTC BRRENTACNOR4- Localiza Rent a Car SA 0.00 BVMF KYG525681477- Kingdee International Software 0.00 XHKG

Report Run: 4/02/2021 Page 31 of 88 ID1000122807- Astra International Tbk PT 0.00 XIDX US024836AB49- American Campus Communities Op - 01/07/2024 0.00 XOTC US09626UAU25- BlueMountain CLO 2013-1 Ltd - 20/01/2029 0.00 XOTC ZAE000035861- Capitec Bank Holdings Ltd 0.00 XJSE MYL5347OO009- Tenaga Nasional Bhd 0.00 XKLS US878091BE69- Teachers Insurance & Annuity A - 15/09/2054 0.00 XOTC US80556AAC18- Saxon Asset Securities Trust 2 - 25/10/2046 0.00 XOTC INE192R01011- Avenue Supermarts Ltd 0.00 XNSE US404119BN87- HCA Inc - 15/03/2024 0.00 XOTC US36297TAB89- GSR Mortgage Loan Trust 2006-A - 25/04/2036 0.00 XOTC NZNCCD0822L6- Nelson City Council - 22/08/2022 0.00 XOTC US92925CCE03- WaMu Mortgage Pass-Through Cer - 25/01/2046 0.00 XOTC US35906AAW80- Frontier Communications Corp - 15/09/2022 0.00 XOTC NZCENDK297L4- CONTACT ENERGY LTD - PN 23/10/2020 0.00 XOTC NZMELDT071C3- MERIDIAN ENERGY LTD - PN 29/10/2020 0.00 XOTC NEW ZEALAND LOCAL GOVERNMENT F - PN NZLGBDT129C0- 0.00 15/12/2020 XOTC NZCENDK311L3- CONTACT ENERGY LTD - PN 06/11/2020 0.00 XOTC KIWIBANK LTD - PN 17/12/2020 0.00 - INE075A01022- Wipro Ltd 0.00 XNSE US25380QAH20- Digicel Ltd - 01/03/2023 0.00 XOTC US035240AL43- Anheuser-Busch InBev Worldwide - 13/04/2028 0.00 XOTC INE280A01028- Titan Co Ltd 0.00 XNSE US05278C1071- Autohome Inc 0.00 XNYS COB07PA00086- BANCOLOMBIA SA-PREF 0.00 XBOG INE239A01016- Nestle India Ltd 0.00 XNSE BRGNDIACNOR2- Notre Dame Intermedica Partici 0.00 BVMF

Report Run: 4/02/2021 Page 32 of 88 US78442GND42- SLM Student Loan Trust 2004-10 - 25/01/2040 0.00 XOTC US126650CN80- CVS Health Corp - 20/07/2045 0.00 XOTC ZAE000042164- MTN Group Ltd 0.00 XJSE CNE100001SR9- CHINA VANKE CO LTD-H 0.00 XHKG KYG711391022- Ping An Healthcare and Technol 0.00 XHKG US55932XAB01- MAGNACHIP SEMICONDUCTOR SA 010 - 01/03/2021 0.00 XOTC US008911BE87- Air Canada - 01/07/2025 0.00 XOTC BRLRENACNOR1- Lojas Renner SA 0.00 BVMF US98387E2054- X5 Retail Group NV 0.00 XLON US3136A6VQ45- Fannie Mae REMICS - 25/06/2042 0.00 XOTC US61746BEE20- Morgan Stanley - 20/01/2022 0.00 XOTC US931427AH10- Walgreens Boots Alliance Inc - 18/11/2024 0.00 XOTC US00140NAA81- Aimco CLO 11 Ltd - 15/10/2031 0.00 XOTC US95000U2Q52- Wells Fargo & Co - 30/04/2041 0.00 XOTC US78444FAG19- SL Green Operating Partnership - 16/08/2021 0.00 XOTC US92940PAB04- WRKCo Inc - 15/03/2026 0.00 XOTC US674599CF00- Occidental Petroleum Corp - 15/06/2045 0.00 XOTC JE00B6T5S470- Polymetal International PLC 0.00 OOTC NZWNZD0421L6- Westpac New Zealand Ltd - 28/04/2021 0.00 XOTC US44962LAF40- IHS Markit Ltd - 01/08/2028 0.00 XOTC BRRADLACNOR0- Raia Drogasil SA 0.00 BVMF RU0009033591- Tatneft PJSC 0.00 RTSX US80283LAA17- Santander UK PLC - 07/11/2023 0.00 XOTC US55616XAN75- Macy's Retail Holdings LLC - 15/01/2021 0.00 XOTC CNE100000593- PICC Property & Casualty Co Lt 0.00 XHKG

Report Run: 4/02/2021 Page 33 of 88 ZAE000070660- Sanlam Ltd 0.00 XJSE US88732JBB35- Time Warner Cable LLC - 01/09/2041 0.00 XOTC US38113YAE95- Golden Nugget Inc - 15/10/2024 0.00 XOTC US95000U2J10- Wells Fargo & Co - 11/02/2031 0.00 XOTC PHY0488F1004- Ayala Land Inc 0.00 XPHS KR7090430000- Amorepacific Corp 0.00 XKRX INE669C01036- Tech Mahindra Ltd 0.00 XNSE US01626PAH91- Alimentation Couche-Tard Inc - 26/07/2027 0.00 XOTC iHeartMedia Inc Temp 0.00 - US494550AT30- Kinder Morgan Energy Partners - 15/03/2035 0.00 XOTC ZAE000216537- Bid Corp Ltd 0.00 XJSE US44962LAA52- IHS Markit Ltd - 01/11/2022 0.00 XOTC US64972GWG53- New York City Water & Sewer Sy - 15/06/2050 0.00 XOTC Cenveo Equity - Dummy Request 0.00 - US05606FAA12- BX Trust 2019-OC11 - 09/12/2041 0.00 XOTC MYL1023OO000- CIMB Group Holdings Bhd 0.00 XKLS US172967MP39- Citigroup Inc - 31/03/2031 0.00 XOTC US44962LAB36- IHS Markit Ltd - 15/02/2025 0.00 XOTC US64971XCV82- New York City Transitional Fin - 01/08/2038 0.00 XOTC US07400HAA14- Bear Stearns Mortgage Funding - 25/10/2036 0.00 XOTC KYG810431042- Shimao Group Holdings Ltd 0.00 XHKG KR7000810002- Samsung Fire & Marine Insuranc 0.00 XKRX US00206RHW51- AT&T Inc - 15/02/2027 0.00 XOTC US85208NAA81- Sprint Spectrum Co LLC / Sprin - 20/09/2021 0.00 XOTC US36165L1089- GDS Holdings Ltd 0.00 XNMS KR7015760002- Korea Electric Power Corp 0.00 XKRX

Report Run: 4/02/2021 Page 34 of 88 TW0002887007- Taishin Financial Holding Co L 0.00 XTAI HK0270001396- Guangdong Investment Ltd 0.00 XHKG US05401AAH41- Avolon Holdings Funding Ltd - 15/02/2025 0.00 XOTC KYG549581067- Hansoh Pharmaceutical Group Co 0.00 XHKG US3137BTJN24- Freddie Mac REMICS - 15/09/2044 0.00 XOTC US194266AE20- College Loan Corp Trust 2005-2 - 15/01/2037 0.00 XOTC TW0004938006- Pegatron Corp 0.00 XTAI US02376AAA79- American Airlines 2017-2 Class - 15/10/2029 0.00 XOTC TW0003034005- Novatek Microelectronics Corp 0.00 XTAI TW0002890001- SinoPac Financial Holdings Co 0.00 XTAI TW0002912003- President Chain Store Corp 0.00 XTAI US07274NBF96- Bayer US Finance II LLC - 15/07/2044 0.00 XOTC ZAE000006896- Sasol Ltd 0.00 XJSE TH0101A10Z01- Charoen Pokphand Foods PCL 0.00 XBKK BRSUZBACNOR0- Suzano SA 0.00 BVMF US00206RCQ39- AT&T Inc - 15/05/2046 0.00 XOTC US35640YAA55- Freedom Mortgage Corp - 15/11/2024 0.00 XOTC US28414HAE36- Elanco Animal Health Inc - 28/08/2023 0.00 XOTC US525229AE05- Lehman XS Trust Series 2006-10 - 25/07/2046 0.00 XOTC US4824971042- KE Holdings Inc 0.00 XNYS US097751BJ96- Bombardier Inc - 15/10/2022 0.00 XOTC US501797AW48- L Brands Inc - 01/10/2030 0.00 XOTC GLASS MOUNTAIN PIPELINE HOLDIN 0.00 - US34960PAB76- Fortress Transportation and In - 01/10/2025 0.00 XOTC US78443XAE85- SLM Student Loan Trust 2007-2 - 25/07/2025 0.00 XOTC TW0002474004- Catcher Technology Co Ltd 0.00 XTAI

Report Run: 4/02/2021 Page 35 of 88 KYG4290A1013- Haidilao International Holding 0.00 XHKG US35906AAM09- Frontier Communications Corp - 15/01/2023 0.00 XOTC US46625HRV41- JPMorgan Chase & Co - 01/10/2026 0.00 XOTC INE795G01014- HDFC Life Insurance Co Ltd 0.00 XNSE RU000A0J2Q06- OAO 0.00 RTSX RU000A0JPNM1- Inter RAO UES PJSC 0.00 RTSX US92857WBU36- Vodafone Group PLC - 17/09/2050 0.00 XOTC QA000A0M8VM3- Masraf Al Rayan QSC 0.00 DSMD US144531DN79- Carrington Mortgage Loan Trust - 25/10/2035 0.00 XOTC BRBBASACNOR3- Banco do Brasil SA 0.00 BVMF US55953Q2021- Magnit PJSC 0.00 XLON BRLAMEACNPR6- Lojas Americanas SA 0.00 BVMF KYG2119W1069- China Evergrande Group 0.00 XHKG CNE1000016V2- CITIC SECURITIES CO LTD-H 0.00 XHKG TW0002801008- Chang Hwa Commercial Bank Ltd 0.00 XTAI US505742AD89- Ladder Capital Finance Holding - 01/08/2021 0.00 XOTC US85172FAM14- OneMain Finance Corp - 15/03/2025 0.00 XOTC ZAE000132577- Vodacom Group Ltd 0.00 XJSE INE123W01016- SBI Life Insurance Co Ltd 0.00 XNSE US23312RAA32- DBJPM 2016-SFC Mortgage Trust - 10/08/2036 0.00 XOTC INE016A01026- Dabur India Ltd 0.00 XNSE BMG2113B1081- China Resources Gas Group Ltd 0.00 XHKG INE059A01026- Cipla Ltd/India 0.00 XNSE US88034P1093- Tencent Music Entertainment Gr 0.00 XNYS US93934FPN68- WaMu Mortgage Pass-Through Cer - 25/05/2046 0.00 XOTC

Report Run: 4/02/2021 Page 36 of 88 US45660LXA24- IndyMac INDX Mortgage Loan Tru - 25/10/2035 0.00 XOTC US863579PF99- Structured Adjustable Rate Mor - 25/04/2035 0.00 XOTC US46267X1081- iQIYI Inc 0.00 XNGS INE102D01028- Godrej Consumer Products Ltd 0.00 XNSE US00287YCG26- AbbVie Inc - 01/10/2022 0.00 XOTC US316773DA59- Fifth Third Bancorp - 05/05/2027 0.00 XOTC PHY0486V1154- Ayala Corp 0.00 XPHS US85205TAM27- Spirit AeroSystems Inc - 15/01/2025 0.00 XOTC US152314GL82- Centex Home Equity Loan Trust - 25/12/2031 0.00 XOTC US46591M1099- JOYY Inc 0.00 XNGS CNE100000338- Great Wall Motor Co Ltd 0.00 XHKG US3136ABG645- Fannie Mae REMICS - 25/10/2042 0.00 XOTC US80281LAH87- Santander UK Group Holdings PL - 05/01/2024 0.00 XOTC US16411QAG64- Cheniere Energy Partners LP - 01/10/2029 0.00 XOTC US86765BAV18- Sunoco Logistics Partners Oper - 01/10/2047 0.00 XOTC US933634AA53- WaMu Mortgage Pass-Through Cer - 25/03/2037 0.00 XOTC NZF02DT132C1- ANZ BANK NEW ZEALAND LTD - 21/10/2020 0.00 XOTC NZAIADK293L6- AUCKLAND INTERNATIONAL AIRPORT - PN 19/10/2020 0.00 XOTC NZFCGDT480C4- FONTERRA CO-OPERATIVE GROUP LT - PN 17/12/2020 0.00 XOTC US12591VAF85- COMM 2014-CCRE16 Mortgage Trus - 10/04/2047 0.00 XOTC HK0000049939- China Unicom Hong Kong Ltd 0.00 XHKG KYG5264Y1089- Kingsoft Corp Ltd 0.00 XHKG US6074091090- Mobile TeleSystems PJSC 0.00 XNYS US36252RAT68- GS Mortgage Securities Trust 2 - 10/01/2047 0.00 XOTC US94989AAX37- Wells Fargo Commercial Mortgag - 15/12/2047 0.00 XOTC

Report Run: 4/02/2021 Page 37 of 88 US3137BP7A18- Freddie Mac Multifamily Struct - 25/03/2026 0.00 XOTC US92857WBS89- Vodafone Group PLC - 19/06/2049 0.00 XOTC US3137BPW473- Freddie Mac Multifamily Struct - 25/04/2044 0.00 XOTC US45824TAY10- Intelsat Jackson Holdings SA - 15/07/2025 0.00 XOTC HK0992009065- Lenovo Group Ltd 0.00 XHKG US0900401060- Bilibili Inc 0.00 XNGS CNE1000004L9- WEICHAI POWER CO LTD-H 0.00 XHKG US073879L631- Bear Stearns Asset Backed Secu - 25/09/2035 0.00 XOTC US345397XA68- Ford Motor Credit Co LLC - 09/01/2022 0.00 XOTC BRRAILACNOR9- Rumo SA 0.00 BVMF US12591YBE41- COMM 2014-UBS3 Mortgage Trust - 10/06/2047 0.00 XOTC US80283LAR42- Santander UK PLC - 05/01/2021 0.00 XOTC SA122050HV19- Alinma Bank 0.00 XSAU QA000A0KD6K3- Industries Qatar QSC 0.00 DSMD US00206RKE17- AT&T Inc - 01/02/2052 0.00 XOTC US00206RDR03- AT&T Inc - 01/03/2037 0.00 XOTC CNE000001G87- China Yangtze Power Co Ltd 0.00 XSSC US19626G4055- Colony Capital Inc (1) 0.00 XNYS PLKGHM000017- KGHM Polska Miedz SA 0.00 XWAR US06761QAA67- Barings BDC Static CLO Ltd 201 - 15/04/2027 0.00 XOTC PLPKO0000016- Powszechna Kasa Oszczednosci B 0.00 XWAR US855541AE80- STARM Mortgage Loan Trust 2007 - 25/01/2037 0.00 XOTC US86365FAC86- Structured Receivables Finance - 16/01/2046 0.00 XOTC US361841AH26- GLP Capital LP / GLP Financing - 15/04/2026 0.00 XOTC US69701FAC77- Palmer Square Loan Funding 202 - 20/04/2028 0.00 XOTC

Report Run: 4/02/2021 Page 38 of 88 KR7091990002- Celltrion Healthcare Co Ltd 0.00 XKOS SA0007879782- Banque Saudi Fransi 0.00 XSAU BREQTLACNOR0- Equatorial Energia SA 0.00 BVMF CNE1000002V2- China Telecom Corp Ltd 0.00 XHKG US20337YAA55- CommScope Technologies LLC - 15/06/2025 0.00 XOTC CNE100003F19- WUXI APPTEC CO LTD-H 0.00 XHKG INE066A01021- Eicher Motors Ltd 0.00 XNSE ZAE000012084- Shoprite Holdings Ltd 0.00 XJSE CNE100003662- Contemporary Amperex Technolog 0.00 XSEC US36185MBJ09- GMACM Mortgage Loan Trust 2005 - 19/11/2035 0.00 XOTC SA0007879139- Saudi Arabian Fertilizer Co 0.00 XSAU MYL7277OO006- Dialog Group Bhd 0.00 XKLS US78443YAE68- SLM Student Loan Trust 2007-3 - 25/01/2028 0.00 XOTC SA000A0HNF36- Yanbu National Petrochemical C 0.00 XSAU US35906AAQ13- Frontier Communications Corp - 15/01/2025 0.00 XOTC CLP371861061- Enel Americas SA 0.00 XSGO US92331XAN49- Venture 35 CLO Ltd - 22/10/2031 0.00 XOTC US74958XAB01- RFMSI Series 2007-SA2 Trust - 25/04/2037 0.00 XOTC US21873CAC73- CoreVest American Finance 2020 (1) - 15/08/2053 0.00 XOTC KYG2953R1149- AAC Technologies Holdings Inc 0.00 XHKG KYG4402L1510- Hengan International Group Co 0.00 XHKG ZAE000013181- Anglo American Platinum Ltd 0.00 XJSE US832248BB38- Smithfield Foods Inc - 01/04/2029 0.00 XOTC INE062A01020- State Bank of India 0.00 XNSE US86360NAG79- Structured Adjustable Rate Mor - 25/06/2036 0.00 XOTC

Report Run: 4/02/2021 Page 39 of 88 US125523AK66- Cigna Corp - 15/12/2048 0.00 XOTC KR7096530001- Seegene Inc 0.00 XKOS KR7011170008- Lotte Chemical Corp 0.00 XKRX US59261AG765- Metropolitan Transportation Au - 15/11/2049 0.00 XOTC CNE100000205- BANK OF COMMUNICATIONS CO-H 0.00 XHKG US674599CE35- Occidental Petroleum Corp - 15/02/2023 0.00 XOTC US20338QAD51- CommScope Finance LLC - 01/03/2026 0.00 XOTC KYG2113L1068- China Resources Cement Holding 0.00 XHKG CNE100000G29- China Tourism Group Duty Free 0.00 XSHG US075887CF43- Becton Dickinson and Co - 29/12/2020 0.00 XOTC KR7009830001- Hanwha Solutions Corp 0.00 XKRX US36156HAY45- GCO Education Loan Funding Tru - 25/05/2036 0.00 XOTC PHY077751022- BDO Unibank Inc 0.00 XPHS BRJBSSACNOR8- JBS SA 0.00 BVMF CNE1000004K1- Tsingtao Brewery Co Ltd 0.00 XHKG BRBBDCACNOR1- BANCO BRADESCO S.A. 0.00 BVMF SA000A0ETHT1- Almarai Co JSC 0.00 XSAU ID1000095706- Unilever Indonesia Tbk PT 0.00 XIDX CLP7847L1080- Empresas COPEC SA 0.00 XSGO US29278NAR44- Energy Transfer Operating LP - 15/05/2050 0.00 XOTC US53227JAA25- Life Storage LP - 15/12/2027 0.00 XOTC US125523AZ36- Cigna Corp - 15/10/2027 0.00 XOTC INE155A01022- Tata Motors 0.00 XNSE HK0267001375- CITIC Ltd 0.00 XHKG TW0002377009- Micro-Star International Co Lt 0.00 XTAI

Report Run: 4/02/2021 Page 40 of 88 ZAE000255915- Absa Group Ltd 0.00 XJSE US33767DAB10- FirstCash Inc - 01/09/2028 0.00 XOTC US529043AE19- Lexington Realty Trust - 15/09/2030 0.00 XOTC PHY806761029- SM Investments Corp 0.00 XPHS US92857WBM10- Vodafone Group PLC - 30/05/2048 0.00 XOTC US78445JAB35- SLM Student Loan Trust 2008-9 - 25/10/2083 0.00 XOTC US00914AAF93- Air Lease Corp - 01/02/2025 0.00 XOTC KYG8878S1030- Tingyi Cayman Islands Holding 0.00 XHKG NZMCYDT228C6- MERCURY NZ LTD - PN 09/11/2020 0.00 XOTC TH0201010R12- Intouch Holdings PCL 0.00 XBKK INE158A01026- Hero MotoCorp Ltd 0.00 XNSE US655664AU44- Nordstrom Inc - 15/05/2025 0.00 XOTC US00287YAM12- AbbVie Inc - 06/11/2042 0.00 XOTC CNE1000029W3- Postal Savings Bank of China C 0.00 XHKG BRGGBRACNPR8- Gerdau SA 0.00 BVMF MYL5183OO008- Chemicals Group Bhd 0.00 XKLS CNE100001SL2- Foshan Haitian Flavouring & Fo 0.00 XSHG INE765G01017- ICICI Lombard General Insuranc 0.00 XNSE INE752E01010- Power Grid Corp of India Ltd 0.00 XNSE US29336UAF49- EnLink Midstream Partners LP - 15/07/2026 0.00 XOTC KYG9894K1085- Zhongsheng Group Holdings Ltd 0.00 XHKG KR7139480008- E-MART Inc 0.00 XKRX BRVVARACNOR1- Via Varejo S/A 0.00 BVMF CLP0939W1081- Banco de Chile 0.00 XSGO PHY444251177- JG Summit Holdings Inc 0.00 XPHS

Report Run: 4/02/2021 Page 41 of 88 MYL6947OO005- DiGi.Com Bhd 0.00 XKLS US96221TAH05- WFRBS Commercial Mortgage Trus - 15/03/2047 0.00 XOTC US57582RA896- Commonwealth of Massachusetts - 01/03/2048 0.00 XOTC US404119BQ19- HCA Inc - 15/04/2025 0.00 XOTC INE361B01024- Divi's Laboratories Ltd 0.00 XNSE MYL5225OO007- IHH Healthcare Bhd 0.00 XKLS US95000U2M49- Wells Fargo & Co - 04/04/2051 0.00 XOTC US822538AE44- Shelf Drilling Holdings Ltd - 15/02/2025 0.00 XOTC TREBIMM00018- BIM Birlesik Magazalar AS 0.00 XIST US785592AU04- Sabine Pass Liquefaction LLC - 15/03/2028 0.00 XOTC SA0007879089- Saudi British Bank/The 0.00 XSAU CNE1000001Q4- China CITIC Bank Corp Ltd 0.00 XHKG MONITRONICS INTERNATIONAL INC TEMP 0.00 - US74514LE869- Commonwealth of Puerto Rico - 01/07/2035 0.00 XOTC KR7000100008- Yuhan Corp 0.00 XKRX US6094531059- MONITRONICS INTERNATIONAL IN 0.00 OOTC US529897AF72- Libbey Glass Inc (1) 0.00 XOTC US19626LAA52- Colony Capital Operating Co LL - 15/07/2025 0.00 XOTC RU0007252813- Alrosa PJSC 0.00 RTSX TW0003105003- Win Semiconductors Corp 0.00 ROCO US07384MYZ93- Bear Stearns ARM Trust 2003-7 - 25/10/2033 0.00 XOTC US20605PAH47- Inc - 01/10/2027 0.00 XOTC CUMULUS MEDIA CLASS A SHARES 0.00 - INE205A01025- Vedanta Ltd 0.00 XNSE INE628A01036- UPL Ltd 0.00 XNSE NZCENDK352L7- CONTACT ENERGY LTD - PN 17/12/2020 0.00 XOTC

Report Run: 4/02/2021 Page 42 of 88 NZPOTDK352L4- PORT OF TAURANGA LTD - PN 17/12/2020 0.00 XOTC TW0005876007- Shanghai Commercial & Savings 0.00 XTAI US254687FX90- Walt Disney Co/The - 13/01/2031 0.00 XOTC KR7316140003- Woori Financial Group Inc 0.00 XKRX CNE100000RJ0- AGRICULTURAL BANK OF CHINA-A 0.00 XSHG US10112RBD52- Boston Properties LP - 30/01/2031 0.00 XOTC TW0003231007- Wistron Corp 0.00 XTAI US74514LB899- Commonwealth of Puerto Rico - 01/07/2041 0.00 XOTC CNE100000502- ZIJIN MINING GROUP CO LTD-H 0.00 XHKG US61765LAV27- Morgan Stanley Bank of America - 15/05/2048 0.00 XOTC KR7032830002- Samsung Life Insurance Co Ltd 0.00 XKRX US70213HAF55- Partners Healthcare System Inc - 01/07/2060 0.00 XOTC US42217KBB17- Welltower Inc - 15/03/2043 0.00 XOTC US50076QAE61- Kraft Heinz Foods Co - 04/06/2042 0.00 XOTC INE406A01037- Aurobindo Pharma Ltd 0.00 XNSE US17321JAJ34- Citigroup Commercial Mortgage - 10/09/2046 0.00 XOTC US335934AR67- First Quantum Minerals Ltd - 01/03/2026 0.00 XOTC SA0007879162- Savola Group/The 0.00 XSAU US12591UAG85- Comm 2014-UBS2 Mortgage Trust - 10/03/2047 0.00 XOTC US78444GAD60- SLM Student Loan Trust 2008-3 - 26/04/2083 0.00 XOTC INE326A01037- Lupin Ltd 0.00 XNSE KR7021240007- Coway Co Ltd 0.00 XKRX AEE000301011- Emaar Properties PJSC 0.00 XDFM CNE100001922- NEW CHINA LIFE INSURANCE C-H 0.00 XHKG CNE100000HF9- CHINA MINSHENG BANKING COR-H 0.00 XHKG

Report Run: 4/02/2021 Page 43 of 88 CNE100002359- China International Capital Co 0.00 XHKG US64990GYB21- New York State Dormitory Autho - 01/07/2050 0.00 XOTC US124857AX11- ViacomCBS Inc - 01/06/2028 0.00 XOTC TH0481010R10- Central Pattana PCL 0.00 XBKK TW0009921007- Giant Manufacturing Co Ltd 0.00 XTAI US761118BS60- RALI Series 2005-QA8 Trust - 25/07/2035 0.00 XOTC US70014LAB62- Park Aerospace Holdings Ltd - 15/02/2024 0.00 XOTC US46625HRS12- JPMorgan Chase & Co - 15/06/2026 0.00 XOTC KYG9431R1039- Want Want China Holdings Ltd 0.00 XHKG TW0002353000- Acer Inc 0.00 XTAI KR7034220004- LG Display Co Ltd 0.00 XKRX US38141GWV21- Goldman Sachs Group Inc/The - 23/04/2029 0.00 XOTC TW0002327004- Yageo Corp 0.00 XTAI US345397YS67- Ford Motor Credit Co LLC - 02/11/2020 0.00 XOTC CNE0000011B7- Shanghai Pudong Development Ba 0.00 XSHG RU0008926258- PJSC 0.00 RTSX US98887Q1040- Zai Lab Ltd 0.00 XNMS US872480AA66- Tif Funding II LLC - 20/08/2045 0.00 XOTC US19626G7025- Colony Capital Inc (3) 0.00 XNYS US794093AG99- Salem Media Group Inc - 01/06/2024 0.00 XOTC US21873CAE30- CoreVest American Finance 2020 (2) - 15/08/2053 0.00 XOTC TW0002324001- Compal Electronics Inc 0.00 XTAI US45254NNP86- Impac CMB Trust Series 2005-3 - 25/08/2035 0.00 XOTC MYL6012OO008- Maxis Bhd 0.00 XKLS MXP001661018- GRUPO AEROPORT DEL SURESTE-B 0.00 XMEX

Report Run: 4/02/2021 Page 44 of 88 HK0004000045- Wharf Holdings Ltd/The 0.00 XHKG CLP8716X1082- Sociedad Quimica y Minera de C 0.00 XSGO AEA000201011- Abu Dhabi Commercial Bank PJSC 0.00 XADS US67079BAF76- Nutrition & Biosciences Inc - 01/12/2050 0.00 XOTC INE047A01021- Grasim Industries Ltd 0.00 XNSE US06051GJD25- Bank of America Corp - 19/06/2026 0.00 XOTC US80281LAJ44- Santander UK Group Holdings PL - 15/11/2024 0.00 XOTC INE196A01026- Marico Ltd 0.00 XNSE HK0285041858- BYD Electronic International C 0.00 XHKG CNE100000TP3- Luxshare Precision Industry Co 0.00 XSHE TW0002395001- Advantech Co Ltd 0.00 XTAI US78413MAC29- SFAVE Commercial Mortgage Secu (1) - 05/01/2043 0.00 XOTC US393505PD80- Conseco Finance Corp - 15/09/2027 0.00 XOTC BRVIVTACNPR7- Telefonica Brasil SA 0.00 BVMF US307000AA72- Family Dollar Stores Inc - 01/02/2021 0.00 XOTC US61766RBA32- Morgan Stanley Bank of America - 15/11/2049 0.00 XOTC PLPKN0000018- Polski Koncern Naftowy ORLEN S 0.00 XWAR US3137BDCY00- Freddie Mac Multifamily Struct - 25/08/2042 0.00 XOTC US03021BAJ35- American Tire Distributors Inc (2) 0.00 XOTC US05523UAM27- BAE Systems Holdings Inc - 15/12/2020 0.00 XOTC KYG525621408- Kingboard Holdings Ltd 0.00 XHKG BMG1368B1028- Brilliance China Automotive Ho 0.00 XHKG US38380WUG22- Government National Mortgage A (2) - 20/09/2047 0.00 XOTC INE019A01038- JSW Steel Ltd 0.00 XNSE US23110AAA43- Cumulus Media New Holdings Inc - 01/07/2026 0.00 XOTC

Report Run: 4/02/2021 Page 45 of 88 US02660TDH32- American Home Mortgage Investm - 25/06/2045 0.00 XOTC TW0002345006- Accton Technology Corp 0.00 XTAI INE038A01020- Hindalco Industries Ltd 0.00 XNSE US25381YAD31- Digicel Group 0.5 Ltd - 01/04/2024 0.00 XOTC US529897AH39- Libbey Glass Inc (2) 0.00 XOTC TW0009910000- Feng TAY Enterprise Co Ltd 0.00 XTAI CNE0000014W7- Jiangsu Hengrui Medicine Co Lt 0.00 XSSC US92922F4N52- WaMu Mortgage Pass-Through Cer - 25/10/2045 0.00 XOTC US893830BL24- Inc - 01/02/2027 0.00 XOTC US71654QCZ37- Petroleos Mexicanos - 28/01/2031 0.00 XOTC PLLPP0000011- LPP SA 0.00 XWAR ZAE000030912- Northam Platinum Ltd 0.00 XJSE US706451BG56- Petroleos Mexicanos - 15/06/2035 0.00 XOTC US28148WAB90- Educational Funding of the Sou - 25/04/2035 0.00 XOTC KR7028300002- HLB Inc 0.00 XKOS US345397YP29- Ford Motor Credit Co LLC (1) - 03/08/2022 0.00 XOTC HK0817039453- China Jinmao Holdings Group Lt 0.00 XHKG QA0007227752- Commercial Bank PSQC/The 0.00 DSMD TH1074010014- PTT Global Chemical PCL 0.00 XBKK CNE100000PM8- Hangzhou Hikvision Digital Tec 0.00 XSEC KR7019170000- Shin Poong Pharmaceutical Co L 0.00 XKRX AED000201015- Dubai Islamic Bank PJSC 0.00 XDFM US78443HAJ23- SLM Student Loan Trust 2006-8 - 25/01/2041 0.00 XOTC TW0005347009- Vanguard International Semicon 0.00 ROCO KR7251270005- Netmarble Corp 0.00 XKRX

Report Run: 4/02/2021 Page 46 of 88 INE917I01010- Bajaj Auto Ltd 0.00 XNSE TH0143010R16- Land & Houses PCL 0.00 XBKK CNE0000015Y0- CHINA MINSHENG BANKING-A 0.00 XSSC US00206RCT77- AT&T Inc - 17/02/2026 0.00 XOTC BRHAPVACNOR4- Hapvida Participacoes e Invest 0.00 BVMF Richter Gedeon Nyrt 0.00 - US00206RHT23- AT&T Inc - 15/01/2026 0.00 XXXX ZAE000022331- Discovery Ltd 0.00 XJSE KR7271560005- Orion Corp/Republic of Korea 0.00 XKRX TW0002409000- AU Optronics Corp 0.00 XTAI KR7097950000- CJ CheilJedang Corp 0.00 XKRX US3137BTAF80- Freddie Mac Multifamily Struct - 25/12/2044 0.00 XOTC TW0002888005- Shin Kong Financial Holding Co 0.00 XTAI US3137BS5P41- Freddie Mac Multifamily Struct - 25/08/2026 0.00 XOTC PLDINPL00011- Dino Polska SA 0.00 XWAR CNE1000019K9- HAITONG SECURITIES CO LTD-H 0.00 XHKG SA000A0DM9P2- Etihad Etisalat Co 0.00 XSAU BRCCROACNOR2- CCR SA 0.00 BVMF BRSBSPACNOR5- Cia de Saneamento Basico do Es 0.00 BVMF KYG555551095- Logan Group Co Ltd 0.00 XHKG BMG5320C1082- Kunlun Energy Co Ltd 0.00 XHKG US87264ABJ34- T-Mobile USA Inc - 15/02/2031 0.00 XOTC ZAE000026480- Remgro Ltd 0.00 XJSE MXP4987V1378- Grupo Televisa SAB 0.00 XMEX US38380HJF01- Government National Mortgage A (1) - 20/09/2047 0.00 XOTC CL0002266774- Enel Chile SA 0.00 XSGO

Report Run: 4/02/2021 Page 47 of 88 US50077LAL09- Kraft Heinz Foods Co - 15/07/2035 0.00 XOTC MYL7106OO007- Supermax Corp Bhd 0.00 XKLS QA000VSUG130- Mesaieed Petrochemical Holding 0.00 DSMD US2044481040- Cia de Minas Buenaventura SAA 0.00 XNYS US78444XAF42- SLM Student Loan Trust 2007-8 - 27/04/2083 0.00 XOTC BRSULACDAM12- Sul America SA 0.00 BVMF Proppants Newco Equity 0.00 - US05492TBH23- BBCMS Trust - 15/09/2043 0.00 XOTC US87264ABE47- T-Mobile USA Inc - 15/04/2030 0.00 XOTC MXP554091415- Industrias Penoles SAB de CV 0.00 XMEX INE176B01034- Havells India Ltd 0.00 XNSE TW0006488000- Globalwafers Co Ltd 0.00 ROCO ID1000117708- Charoen Pokphand Indonesia Tbk 0.00 XIDX GRS260333000- Hellenic Telecommunications Or 0.00 XATH US00287YAW93- AbbVie Inc - 14/05/2046 0.00 XOTC CNE100000F46- China State Construction Engin 0.00 XSHG CNE000001P37- IND & COMM BK OF CHINA-A 0.00 XSHG CNE100000GR6- Aier Eye Hospital Group Co Ltd 0.00 XSHE US133131AV46- Camden Property Trust - 15/09/2024 0.00 XOTC PLPZU0000011- Powszechny Zaklad Ubezpieczen 0.00 XWAR TW0002049004- Hiwin Technologies Corp 0.00 XTAI US42809HAD98- Hess Corp - 15/02/2041 0.00 XOTC US63875DAC56- Natixis Commercial Mortgage Se - 15/01/2025 0.00 XOTC KYG8190F1028- Silergy Corp 0.00 XTAI US8766292051- Tatneft PAO 0.00 OOTC TW0002105004- Cheng Shin Rubber Industry Co 0.00 XTAI

Report Run: 4/02/2021 Page 48 of 88 CNE100001FR6- LONGi Green Energy Technology 0.00 XSHG MYL4197OO009- Sime Darby Bhd 0.00 XKLS SA000A0D9HK3- Bank AlBilad 0.00 XSAU HARBINGER CL PE HLDGS (CAYMAN) SER 4 10 0.00 - HARBINGER CL PE HLDGS (CAYMAN) SER 10 09 0.00 - HARBINGER CL PE HDGS (CAYMAN) SER 6 09 0.00 - HARBINGER CL PE HLDGS (CAYMAN) SER 1 10 0.00 - US77340RAM97- Rockies Express Pipeline LLC - 15/04/2040 0.00 XOTC BRKLBNCDAM18- Klabin SA 0.00 BVMF US84265V1052- Southern Copper Corp 0.00 XNYS US36962GXZ26- General Electric Co - 15/03/2032 0.00 XOTC BRBRDTACNOR1- Petrobras Distribuidora SA 0.00 BVMF CNE000001DB6- CITIC SECURITIES CO-A 0.00 XSSC BRBTOWACNOR8- B2W Cia Digital 0.00 BVMF NZPOTDK304L5- PORT OF TAURANGA LTD - PN 30/10/2020 0.00 XOTC NEW ZEALAND LOCAL GOVERNMENT F - PN NZLGBDT133C2- 0.00 12/01/2021 XOTC TH0661010015- Home Product Center PCL 0.00 XBKK ZAE000085346- Kumba Iron Ore Ltd 0.00 XJSE GRS282183003- JUMBO SA 0.00 XATH KYG014081064- Airtac International Group 0.00 XTAI US30231GBF81- Exxon Mobil Corp - 19/03/2040 0.00 XOTC INE029A01011- Corp Ltd 0.00 XNSE TRAAKBNK91N6- Akbank T.A.S. 0.00 XIST ZAE000265971- MultiChoice Group 0.00 XJSE KR7071050009- Korea Investment Holdings Co L 0.00 XKRX RU0009029524- SURGUTNEFTEGAS-PREFERENCE 0.00 RTSX MX01KO000002- Coca-Cola Femsa SAB de CV 0.00 XMEX

Report Run: 4/02/2021 Page 49 of 88 INE216A01030- Britannia Industries Ltd 0.00 XNSE ZAE000134854- Clicks Group Ltd 0.00 XJSE TW0003481008- Innolux Corp 0.00 XTAI NZLGFDT004C1- New Zealand Local Government F - 15/05/2021 0.00 XOTC US361841AK54- GLP Capital LP / GLP Financing - 01/06/2028 0.00 XOTC MX01GA000004- Grupo Aeroportuario del Pacifi 0.00 XMEX INE545U01014- Bandhan Bank Ltd 0.00 XNSE BMG0171W1055- Alibaba Pictures Group Ltd 0.00 XHKG US609ESCAB48- MONITRONICS INTERNATIONAL 0104 - 01/04/2021 0.00 XOTC TRAEREGL91G3- Eregli Demir ve Celik Fabrikal 0.00 XIST HK0123000694- Yuexiu Property Co Ltd 0.00 XHKG KR7196170005- Alteogen Inc 0.00 XKOS KYG814771047- SINA Corp/China 0.00 XNGS KR7161390000- Hankook Tire & Technology Co L 0.00 XKRX KYG989221000- Zhen Ding Technology Holding L 0.00 XTAI TW0002356003- Inventec Corp 0.00 XTAI SA000A0LE310- Advanced Petrochemical Co 0.00 XSAU US058931BF20- Banc of America Funding 2006-3 - 25/03/2036 0.00 XOTC MYL1961OO001- IOI Corp Bhd 0.00 XKLS US345397YJ68- Ford Motor Credit Co LLC - 28/03/2022 0.00 XOTC US067316AF68- Bacardi Ltd - 15/05/2028 0.00 XOTC US345397YQ02- Ford Motor Credit Co LLC (2) - 03/08/2022 0.00 XOTC KR7010130003- Korea Zinc Co Ltd 0.00 XKRX TW0004904008- Far EasTone Telecommunications 0.00 XTAI INE663F01024- Info Edge India Ltd 0.00 XNSE

Report Run: 4/02/2021 Page 50 of 88 MYL5285OO001- Sime Darby Plantation Bhd 0.00 XKLS TW0008464009- Nien Made Enterprise Co Ltd 0.00 XTAI US74526QZA39- Puerto Rico Electric Power Aut - 01/07/2026 0.00 XOTC US74526QAJ13- Puerto Rico Electric Power Aut (1) - 01/07/2020 0.00 XOTC ZAE000200457- Mr Price Group Ltd 0.00 XJSE TW0002883006- China Development Financial Ho 0.00 XTAI MXCFFU000001- Fibra Uno Administracion SA de 0.00 XMEX US21079NAA90- Continental Airlines 2007-1 Cl - 19/04/2022 0.00 XOTC SA0007879550- Saudi Electricity Co 0.00 XSAU CNE100000Q35- Guangzhou Automobile Group Co 0.00 XHKG BRUGPAACNOR8- Ultrapar Participacoes SA 0.00 BVMF KR7035250000- Kangwon Land Inc 0.00 XKRX MXP495211262- Grupo Bimbo SAB de CV 0.00 XMEX TW0001476000- Eclat Textile Co Ltd 0.00 XTAI CNE100000CP9- CRRC CORP LTD-A 0.00 XSHG ID1000057003- Indofood Sukses Makmur Tbk PT 0.00 XIDX SA000A0DPSH3- Co for Cooperative Insurance/T 0.00 XSAU HK0000083920- Sun Art Retail Group Ltd 0.00 XHKG US780641AH94- Koninklijke KPN NV - 01/10/2030 0.00 XOTC US50184KBE73- LCM XIII LP - 19/07/2027 0.00 XOTC CNE000001ND1- Poly Developments and Holdings 0.00 XSHG US71654QCW06- Petroleos Mexicanos - 23/01/2050 0.00 XOTC CNE0000018V0- Hengli Petrochemical Co Ltd 0.00 XSSC US78442GPD24- SLM Student Loan Trust 2005-3 - 25/04/2040 0.00 XOTC CNE100001MK7- People's Insurance Co Group of 0.00 XHKG

Report Run: 4/02/2021 Page 51 of 88 TH0355A10Z12- PTT Exploration & Production P 0.00 XBKK KR7086280005- Hyundai Glovis Co Ltd 0.00 XKRX US3137FNAP56- Freddie Mac Multifamily Struct - 25/12/2027 0.00 XOTC US361841AL38- GLP Capital LP / GLP Financing - 15/01/2029 0.00 XOTC Kalbe Farma Tbk PT 0.00 - US200340AU17- Comerica Inc - 01/10/2025 0.00 XOTC NZNCCD0622L0- Nelson City Council - 27/06/2022 0.00 XOTC KR7004020004- Hyundai Steel Co 0.00 XKRX PHY6028G1361- Metropolitan Bank & Trust Co 0.00 XPHS NZMCYDT230C2- MERCURY NZ LTD - PN 20/11/2020 0.00 XOTC CNE000000DH5- Shanxi Xinghuacun Fen Wine Fac 0.00 XSSC CNE100000HK9- China Merchants Securities Co 0.00 XSHG KR7030000004- Cheil Worldwide Inc 0.00 XKRX AEA002001013- Aldar Properties PJSC 0.00 XADS US06051GGY98- Bank of America Corp - 23/01/2022 0.00 XOTC US78444EAE95- SLM Student Loan Trust 2007-7 - 27/10/2070 0.00 XOTC CNE100001RQ3- Muyuan Foods Co Ltd 0.00 XSEC BRCSANACNOR6- Cosan SA 0.00 BVMF CNE1000000D4- WEICHAI POWER CO LTD-A 0.00 XSEC US07274NAJ28- Bayer US Finance II LLC - 15/12/2025 0.00 XOTC MYL5819OO007- Hong Leong Bank Bhd 0.00 XKLS KYG2140A1076- CIFI Holdings Group Co Ltd 0.00 XHKG QA000A0KD6J5- Barwa Real Estate Co 0.00 DSMD MYL8869OO009- Press Metal Aluminium Holdings 0.00 XKLS QA0006929812- Qatar Electricity & Water Co Q 0.00 DSMD US44409MAA45- Hudson Pacific Properties LP - 01/11/2027 0.00 XOTC

Report Run: 4/02/2021 Page 52 of 88 MYL3689OO006- Fraser & Neave Holdings Bhd 0.00 XKLS TW0006505001- Formosa Petrochemical Corp 0.00 XTAI TW0002408002- Nanya Technology Corp 0.00 XTAI US70014LAC46- Park Aerospace Holdings Ltd - 15/03/2023 0.00 XOTC HK0000218211- Hua Hong Semiconductor Ltd 0.00 XHKG CNE100000FN7- Sinopharm Group Co Ltd 0.00 XHKG RU0009046510- Severstal PAO 0.00 RTSX MYL6033OO004- Petronas Gas Bhd 0.00 XKLS KR7128940004- Hanmi Pharm Co Ltd 0.00 XKRX US00206RBK77- AT&T Inc - 15/06/2045 0.00 XOTC KYG410121084- Greentown Service Group Co Ltd 0.00 XHKG US38141GWL49- Goldman Sachs Group Inc/The - 05/06/2028 0.00 XOTC US37045XCJ37- General Motors Financial Co In - 09/04/2021 0.00 XOTC ZAE000015228- Harmony Gold Mining Co Ltd 0.00 XJSE INE318A01026- Pidilite Industries Ltd 0.00 XNSE US3168271043- 51job Inc 0.00 XNGS PLCFRPT00013- Cyfrowy Polsat SA 0.00 XWAR GRS419003009- OPAP SA 0.00 XATH US63861VAA52- Nationwide Building Society - 08/03/2024 0.00 XOTC SA1230K1UGH7- Abdullah Al Othaim Markets Co 0.00 XSAU PHY7072Q1032- PLDT Inc 0.00 XPHS KR7004170007- Shinsegae Inc 0.00 XKRX CNE1000004J3- TravelSky Technology Ltd 0.00 XHKG BMG8086V1467- Shenzhen International Holding 0.00 XHKG BRCMIGACNPR3- Cia Energetica de Minas Gerais 0.00 BVMF

Report Run: 4/02/2021 Page 53 of 88 CNE1000004X4- Zhuzhou CRRC Times Electric Co 0.00 XHKG MYL1066OO009- RHB Bank Bhd 0.00 XKLS US12632QAY98- COMM 2014-CCRE18 Mortgage Trus - 15/07/2047 0.00 XOTC KR7032640005- LG Uplus Corp 0.00 XKRX HK0000077468- Far East Horizon Ltd 0.00 XHKG SA000A0BLA62- Jarir Marketing Co 0.00 XSAU TW0001102002- Asia Cement Corp 0.00 XTAI US505742AG11- Ladder Capital Finance Holding - 01/10/2025 0.00 XOTC ZAE000255360- Old Mutual Ltd 0.00 XJSE KR7016360000- Samsung Securities Co Ltd 0.00 XKRX US72650RBJ05- Plains All American Pipeline L - 15/10/2025 0.00 XOTC PLPEKAO00016- Bank Polska Kasa Opieki SA 0.00 XWAR CNE0000016L5- BOE Technology Group Co Ltd 0.00 XSHE ZAE000066692- Aspen Pharmacare Holdings Ltd 0.00 XJSE US07274NAN30- Bayer US Finance II LLC - 25/06/2038 0.00 XOTC US71654QCC42- Petroleos Mexicanos - 21/09/2047 0.00 XOTC CNE000001JN8- Hualan Biological Engineering 0.00 XSHE PLTLKPL00017- Orange Polska SA 0.00 XWAR BRBBSEACNOR5- BB Seguridade Participacoes SA 0.00 BVMF MYL4065OO008- PPB Group Bhd 0.00 XKLS CNE000001QZ7- Industrial Bank Co Ltd 0.00 XSHG TW0002347002- Synnex Technology Internationa 0.00 XTAI CNE000001F70- Sany Heavy Industry Co Ltd 0.00 XSSC CNE000000230- FUYAO GLASS INDUSTRY GROUP-A 0.00 XSSC KR7006800007- Mirae Asset Daewoo Co Ltd 0.00 XKRX

Report Run: 4/02/2021 Page 54 of 88 ZAE000179420- Growthpoint Properties Ltd 0.00 XJSE TRAGARAN91N1- Turkiye Garanti Bankasi AS 0.00 XIST SA000A0MQCJ2- Saudi Kayan Petrochemical Co 0.00 XSAU BRCSNAACNOR6- Cia Siderurgica Nacional SA 0.00 BVMF TW0002301009- Lite-On Technology Corp 0.00 XTAI CL0000001314- Empresas CMPC SA 0.00 XSGO US12669GJB86- CHL Mortgage Pass-Through Trus - 25/02/2035 0.00 XOTC SA0007879105- Arab National Bank 0.00 XSAU TH3545010011- Energy Absolute PCL 0.00 XBKK HK0000055878- China Taiping Insurance Holdin 0.00 XHKG US361841AQ25- GLP Capital LP / GLP Financing - 15/01/2031 0.00 XOTC US542514HT42- Long Beach Mortgage Loan Trust - 25/10/2034 0.00 XOTC MYL2445OO004- Kuala Lumpur Kepong Bhd 0.00 XKLS CNE000000TY6- SAIC Motor Corp Ltd 0.00 XSHG US203372AV94- CommScope Inc - 01/07/2028 0.00 XOTC CLP3880F1085- Falabella SA 0.00 XSGO NZF01DT200C7- BANK OF NEW ZEALAND - 14/12/2020 0.00 XOTC CNE1000005P7- Bank of Ningbo Co Ltd 0.00 XSHE NZPOTDK344L1- PORT OF TAURANGA LTD - PN 09/12/2020 0.00 XOTC CNE100001YQ9- HUATAI SECURITIES CO LTD-H 0.00 XHKG MXP606941179- Kimberly-Clark de Mexico SAB d 0.00 XMEX KR7241560002- Doosan Bobcat Inc 0.00 XKRX INE522F01014- Coal India Ltd 0.00 XNSE US882384AC45- Texas Eastern Transmission LP - 15/10/2022 0.00 XOTC US036752AB92- Anthem Inc - 01/12/2027 0.00 XOTC

Report Run: 4/02/2021 Page 55 of 88 US41161PJN42- HarborView Mortgage Loan Trust - 19/01/2035 0.00 XOTC CNE100001QS1- China Cinda Asset Management C 0.00 XHKG KYG532241042- KWG Group Holdings Ltd 0.00 XHKG US74526QYY24- Puerto Rico Electric Power Aut (2) - 01/07/2027 0.00 XOTC PHY411571011- International Container Termin 0.00 XPHS KR7010950004- S-Oil Corp 0.00 XKRX INE733E01010- NTPC Ltd 0.00 XNSE BRCRFBACNOR2- Atacadao SA 0.00 BVMF SA1210540914- Bupa Arabia for Cooperative In 0.00 XSAU US07324SAL60- Bayview Commercial Asset Trust - 25/04/2034 0.00 XOTC INE854D01024- United Spirits Ltd 0.00 XNSE CNE100001T64- Shaanxi Coal Industry Co Ltd 0.00 XSSC CNE000000CG9- Haier Smart Home Co Ltd 0.00 XSHG INE079A01024- Ambuja Cements Ltd 0.00 XNSE KYG2163M1033- China Education Group Holdings 0.00 XHKG PHY9297P1004- Universal Robina Corp 0.00 XPHS BRENGICDAM16- Energisa SA 0.00 BVMF US98422D1054- XPeng Inc 0.00 XNYS KR7009540006- Korea Shipbuilding & Offshore 0.00 XKRX ID1000096605- Bank Negara Indonesia Persero 0.00 XIDX SA0007879170- National Industrialization Co 0.00 XSAU KYG211081248- China Medical System Holdings 0.00 XHKG INE213A01029- Oil & Natural Gas Corp Ltd 0.00 XNSE CNE100001NT6- China Galaxy Securities Co Ltd 0.00 XHKG US74526QVX77- Puerto Rico Electric Power Aut - 01/07/2040 0.00 XOTC

Report Run: 4/02/2021 Page 56 of 88 TW0006239007- Powertech Technology Inc 0.00 XTAI CNE000001GS3- Tongwei Co Ltd 0.00 XSSC TW0009904003- Pou Chen Corp 0.00 XTAI CNE000001F21- Zhangzhou Pientzehuang Pharmac 0.00 XSSC PLPGER000010- PGE Polska Grupa Energetyczna 0.00 XWAR GULF ENERGY DEVELOTHB1 ALIEN 0.00 - TW0002492006- Walsin Technology Corp 0.00 XTAI US60879B1070- Momo Inc 0.00 XNGS TW0002344009- Winbond Electronics Corp 0.00 XTAI INE775A01035- Motherson Sumi Systems Ltd 0.00 XNSE ZAE000063863- Woolworths Holdings Ltd/South 0.00 XJSE CNE100001M79- SHANGHAI FOSUN PHARMACEUTI-H 0.00 XHKG MX01IE060002- Infraestructura Energetica Nov 0.00 XMEX US338422AQ12- Flagship CLO VIII Ltd - 16/01/2026 0.00 XOTC US254687FZ49- Walt Disney Co/The - 13/01/2051 0.00 XOTC CNE100000HB8- Jiangsu Yanghe Brewery Joint-S 0.00 XSHE CNE1000004Y2- ZTE CORP-H 0.00 XHKG HU0000153937- MOL Hungarian Oil & Gas PLC 0.00 XBUD US63875DAE13- Natixis Commercial Mortgage Se - 15/04/2025 0.00 XOTC KR7011780004- Kumho Petrochemical Co Ltd 0.00 XKRX KR7001450006- Hyundai Marine & Fire Insuranc 0.00 XKRX CNE100001T80- CGN Power Co Ltd 0.00 XHKG KYG2121R1039- China Literature Ltd 0.00 XHKG TH0016010R14- KASIKORNBANK PCL-NVDR 0.00 XBKK CNE1000007Z2- CHINA RAILWAY GROUP LTD-H 0.00 XHKG NZPOTD0121L7- Port of Tauranga Ltd - 29/01/2021 0.00 XOTC

Report Run: 4/02/2021 Page 57 of 88 US42809HAG20- Hess Corp - 01/04/2027 0.00 XOTC CNE000000XM3- Henan Shuanghui Investment & D 0.00 XSEC US3137FBTD87- Freddie Mac Multifamily Struct - 25/11/2045 0.00 XOTC US37952UAE38- Global SC Finance II SRL - 17/07/2029 0.00 XOTC KR7005382007- HYUNDAI MOTOR CO LTD-2ND PRF 0.00 XKRX ID1000106800- Semen Indonesia Persero Tbk PT 0.00 XIDX CZ0005112300- CEZ AS 0.00 XPRA MXP370641013- Grupo Financiero Inbursa SAB d 0.00 XMEX BRBPACUNT006- Banco BTG Pactual SA 0.00 BVMF CNE0000016J9- Wanhua Chemical Group Co Ltd 0.00 XSSC TW0002834009- Taiwan Business Bank 0.00 XTAI KR7051911006- LG Chem Ltd-Preferred 0.00 XKRX TW0008299009- Phison Electronics Corp 0.00 ROCO US32051GXQ36- First Horizon Mortgage Pass-Th - 25/11/2035 0.00 XOTC US444859BE13- Humana Inc - 01/10/2044 0.00 XOTC CNE100000V20- Chongqing Zhifei Biological Pr 0.00 XSEC Premier Brands Group Holding 0.00 - CNE000001G38- NARI Technology Co Ltd 0.00 XSHG CNE000000040- Ping An Bank Co Ltd 0.00 XSHE US345397YY36- Ford Motor Credit Co LLC - 05/04/2021 0.00 XOTC BRPCARACNOR3- Cia Brasileira de Distribuicao 0.00 BVMF INE918I01018- Bajaj Finserv Ltd 0.00 XNSE IM00BDD7WV31- NEPI Rockcastle PLC 0.00 XJSE COE15PA00026- Interconexion Electrica SA ESP 0.00 XBOG CNE0000008X7- Yunnan Baiyao Group Co Ltd 0.00 XSHE US3137B5KY86- Freddie Mac Multifamily Struct - 25/12/2041 0.00 XOTC

Report Run: 4/02/2021 Page 58 of 88 SA000A0B89Q3- Saudi Industrial Investment Gr 0.00 XSAU US59023YAZ79- Merrill Lynch Alternative Note - 25/03/2037 0.00 XOTC INE192A01025- Tata Consumer Products Ltd 0.00 XNSE KR7047810007- Korea Aerospace Industries Ltd 0.00 XKRX US36962GW752- General Electric Co - 05/05/2026 0.00 XOTC US62954RAA41- NYU Langone Hospitals - 01/07/2055 0.00 XOTC CNE000000GF2- Luzhou Laojiao Co Ltd 0.00 XSEC CNE100002FD4- Shenwan Hongyuan Group Co Ltd 0.00 XSHE US17310SAA50- Citigroup Mortgage Loan Trust - 25/11/2036 0.00 XOTC TW0002385002- Chicony Electronics Co Ltd 0.00 XTAI HK0836012952- China Resources Power Holdings 0.00 XHKG CNE100000MD4- East Money Information Co Ltd 0.00 XSEC ZAE000004875- Nedbank Group Ltd 0.00 XJSE US3137BQTR88- Freddie Mac Multifamily Struct - 25/01/2023 0.00 XOTC CNE100000114- CHINA MOLYBDENUM CO LTD-H 0.00 XHKG US61690FAN33- Morgan Stanley Bank of America - 15/04/2048 0.00 XOTC NEW ZEALAND LOCAL GOVERNMENT F - PN NZLGBDT132C4- 0.00 13/01/2021 XOTC INE742F01042- Adani Ports & Special Economic 0.00 XNSE CLP1506A1070- Banco Santander Chile 0.00 XSGO CNE1000022F3- GUOTAI JUNAN SECURITIES CO-A 0.00 XSHG SA0007879469- Saudi Cement Co 0.00 XSAU CNE0000019V8- ANHUI CONCH CEMENT CO LTD-A 0.00 XSHG MX01PI000005- Promotora y Operadora de Infra 0.00 XMEX CNE1000001Y8- AviChina Industry & Technology 0.00 XHKG US22541SJL34- CSFB Mortgage-Backed Pass-Thro - 25/06/2034 0.00 XOTC

Report Run: 4/02/2021 Page 59 of 88 PHY4466S1007- Jollibee Foods Corp 0.00 XPHS CNE100000569- Guangzhou R & F Properties Co 0.00 XHKG ZAE000210688- Rand Merchant Investement Hold 0.00 XJSE US3137FG7J84- Freddie Mac Multifamily Struct - 25/05/2046 0.00 XOTC US896818AQ45- Triumph Group Inc - 15/09/2024 0.00 XOTC US126673J290- Encore Credit Receivables Trus - 25/11/2035 0.00 XOTC US74526QKW14- Puerto Rico Electric Power Aut - 01/07/2032 0.00 XOTC KR7028050003- Samsung Engineering Co Ltd 0.00 XKRX BRTIMPACNOR1- TIM Participacoes SA 0.00 BVMF US01626PAN69- Alimentation Couche-Tard Inc - 25/01/2050 0.00 XOTC CNE1000002P4- Ltd 0.00 XHKG CNE100000668- Beijing Shiji Information Tech 0.00 XSHE KR7263750002- Pearl Abyss Corp 0.00 XKOS CNE100001526- BYD CO LTD -A 0.00 XSHE US649603AG23- New York Mortgage Trust 2005-3 - 25/02/2036 0.00 XOTC KR7000210005- Daelim Industrial Co Ltd 0.00 XKRX CNE100003G67- Shenzhen Mindray Bio-Medical E 0.00 XSEC HK0656038673- Fosun International Ltd 0.00 XHKG INE347G01014- Petronet LNG Ltd 0.00 XNSE ZAE000058517- SPAR Group Ltd/The 0.00 XJSE INE646L01027- InterGlobe Aviation Ltd 0.00 XNSE US10620NCG16- Brazos Higher Education Author - 25/02/2030 0.00 XOTC MXP4948K1056- Gruma SAB de CV 0.00 XMEX US893830AF64- Transocean Inc - 15/04/2031 0.00 XOTC CNE000000M15- Huayu Automotive Systems Co Lt 0.00 XSHG

Report Run: 4/02/2021 Page 60 of 88 MYL7153OO009- Kossan Rubber Industries 0.00 XKLS MYL7084OO006- QL Resources Bhd 0.00 XKLS HK0257001336- China Everbright Environment G 0.00 XHKG US05401AAF84- Avolon Holdings Funding Ltd - 01/07/2024 0.00 XOTC KR7008770000- Hotel Shilla Co Ltd 0.00 XKRX BRELETACNOR6- CENTRAIS ELETRICAS BRASILIER 0.00 BVMF US17312DAC20- Citicorp Mortgage Securities T - 25/09/2037 0.00 XOTC CNE100000B24- ZIJIN MINING GROUP CO LTD-A 0.00 XSHG COC04PA00016- SA 0.00 XBOG US7010816061- Parker Drilling Co 0.00 OOTC CL0000000100- Cencosud SA 0.00 XSGO SA000A0KDVM8- Emaar Economic City 0.00 XSAU USG9420RAE65- Valaris plc - 15/01/2044 0.00 XOTC BRIRBRACNOR4- IRB Brasil Resseguros S/A 0.00 BVMF RU000A0JP5V6- VTB Bank PJSC 0.00 RTSX INE081A01012- Tata Steel Ltd 0.00 XNSE TH6999010015- BANGKOK EXPRESSWAY AND METRO 0.00 XBKK US55951PBA49- Magnetite VII Ltd - 15/01/2028 0.00 XOTC CNE100001TR7- FUYAO GLASS INDUSTRY GROUP-H 0.00 XHKG CNE100000312- Dongfeng Motor Group Co Ltd 0.00 XHKG RU0009046452- Novolipetsk Steel PJSC 0.00 RTSX BRCOGNACNOR2- Cogna Educacao 0.00 BVMF INE129A01019- GAIL India Ltd 0.00 XNSE HK3808041546- Sinotruk Hong Kong Ltd 0.00 XHKG CNE000001KK2- Focus Media Information Techno 0.00 XSHE

Report Run: 4/02/2021 Page 61 of 88 MYL1015OO006- AMMB Holdings Bhd 0.00 XKLS CNE1000031K4- WUXI APPTEC CO LTD-A 0.00 XSSC US361841AP42- GLP Capital LP / GLP Financing - 15/01/2030 0.00 XOTC TH0128B10Z17- MINOR INTERNATIONAL PCL-FOR 0.00 XBKK US3137FQKX02- Freddie Mac Multifamily PC REM - 25/07/2033 0.00 XOTC CNE000000MZ8- Topchoice Medical Corp 0.00 XSHG TW0002633005- Taiwan High Speed Rail Corp 0.00 XTAI US32051GBD60- First Horizon Mortgage Pass-Th - 25/12/2034 0.00 XOTC SA1330R2TQ16- Saudi Airlines Catering Co 0.00 XSAU KR7018880005- Hanon Systems 0.00 XKRX CNE0000017Y6- Yonyou Network Technology Co L 0.00 XSHG US03522AAH32- Anheuser-Busch Cos LLC / Anheu - 01/02/2036 0.00 XOTC US94984CAA45- Wells Fargo Mortgage Backed Se (1) - 25/08/2036 0.00 XOTC TH0002010R14- Berli Jucker PCL 0.00 XBKK CNE000000SK7- Inner Mongolia Yitai Coal Co L 0.00 XSHG CNE100000FD8- Everbright Securities Co Ltd 0.00 XSSC TH0016010017- KASIKORNBANK PCL-FOREIGN 0.00 XBKK US20049AAC27- COMM 2020-CBM Mortgage Trust - 13/11/2039 0.00 XOTC BREGIEACNOR9- Engie Brasil SA 0.00 BVMF CNE000000TL3- Chongqing Brewery Co Ltd 0.00 XSSC CNE100000627- Bank of Nanjing Co Ltd 0.00 XSSC US3137FP5D34- Freddie Mac REMICS - 25/09/2049 0.00 XOTC CNE0000008L2- GF SECURITIES CO LTD-A 0.00 XSHE KR7006360002- GS Engineering & Construction 0.00 XKRX CNE1000003J5- Jiangsu Expressway Co Ltd 0.00 XHKG

Report Run: 4/02/2021 Page 62 of 88 INE256A01028- Zee Entertainment Enterprises 0.00 XNSE MYL3816OO005- MISC Bhd 0.00 XKLS US44842L1035- Hutchison China MediTech Ltd 0.00 XNGS CNE000000TR0- CHINA EASTERN AIRLINES CO-A 0.00 XSHG ZAE000084992- Exxaro Resources Ltd 0.00 XJSE US501044DG38- Kroger Co/The - 01/02/2047 0.00 XOTC SA11U0S23612- Dar Al Arkan Real Estate Devel 0.00 XSAU INE797F01012- Jubilant Foodworks Ltd 0.00 XNSE US78413MAE84- SFAVE Commercial Mortgage Secu (2) - 05/01/2043 0.00 XOTC MX01OR010004- Orbia Advance Corp SAB de CV 0.00 XMEX CNE000001NG4- Daqin Railway Co Ltd 0.00 XSHG US31394FDK84- Fannie Mae REMICS - 25/05/2035 0.00 XOTC PLPGNIG00014- Polskie Gornictwo Naftowe i Ga 0.00 XWAR HK0165000859- China Everbright Ltd 0.00 XHKG TH0001010014- Bangkok Bank PCL 0.00 XBKK SG9999015267- BOC Aviation Ltd 0.00 XHKG MYL5681OO001- Petronas Dagangan Bhd 0.00 XKLS INE111A01025- Container Corp Of India Ltd 0.00 XNSE CLP249051044- Cia Cervecerias Unidas SA 0.00 XSGO US20048EAA91- COMM 2013-LC6 Mortgage Trust - 10/01/2046 0.00 XOTC INE070A01015- Shree Cement Ltd 0.00 XNSE KR7012750006- S-1 Corp 0.00 XKRX KYG3825B1059- Genscript Biotech Corp 0.00 XHKG US09627XAU54- BlueMountain CLO 2015-1 Ltd - 13/04/2027 0.00 XOTC ID1000058407- United Tractors Tbk PT 0.00 XIDX

Report Run: 4/02/2021 Page 63 of 88 US084664CR08- Berkshire Hathaway Finance Cor - 15/01/2049 0.00 XOTC US07387UGR68- Bear Stearns Asset Backed Secu - 25/03/2036 0.00 XOTC US88576XAB29- 321 Henderson Receivables VI L - 15/07/2061 0.00 XOTC CNE100002QY7- ZhongAn Online P&C Insurance C 0.00 XHKG TW0001402006- Far Eastern New Century Corp 0.00 XTAI CNE100000W60- Rongsheng Petro Chemical Co Lt 0.00 XSEC NZTFSDT755C6- TOYOTA FINANCE NEW ZEALAND LTD - PN 10/12/2020 0.00 XOTC NZCENDK325L3- CONTACT ENERGY LTD - PN 20/11/2020 0.00 XOTC NZCENDK337L8- CONTACT ENERGY LTD - PN 02/12/2020 0.00 XOTC CNE100002XM8- Will Semiconductor Ltd 0.00 XSSC TW0006669005- Wiwynn Corp 0.00 XTAI MYL6888OO001- Axiata Group Bhd 0.00 XKLS AEE001501015- Emaar Malls PJSC 0.00 XDFM CNE100000HD4- China Longyuan Power Group Cor 0.00 XHKG CNE100000WN2- Walvax Biotechnology Co Ltd 0.00 XSEC US74526QYA48- Puerto Rico Electric Power Aut (1) - 01/07/2027 0.00 XOTC CNE1000031P3- Foxconn Industrial Internet Co 0.00 XSSC INE465A01025- Bharat Forge Ltd 0.00 XNSE CNE100000742- CHINA CONSTRUCTION BANK-A 0.00 XSSC PHY272571498- Globe Telecom Inc 0.00 XPHS CNE100000866- CHINA RAILWAY GROUP LTD-A 0.00 XSHG ZAE000117321- Bidvest Group Ltd/The 0.00 XJSE US94988HAK77- Wells Fargo Commercial Mortgag - 15/10/2045 0.00 XOTC TW0002823002- China Life Insurance Co Ltd/Ta 0.00 XTAI QA0007227737- Ooredoo QPSC 0.00 DSMD

Report Run: 4/02/2021 Page 64 of 88 CNE100000BG0- CRRC CORP LTD - H 0.00 XHKG CNE1000002F5- China Communications Construct 0.00 XHKG CNE100000437- Shanghai Electric Group Co Ltd 0.00 XHKG KR7008560005- Meritz Securities Co Ltd 0.00 XKRX CNE0000007J8- Changchun High & New Technolog 0.00 XSEC US42307TAH14- Kraft Heinz Foods Co - 01/08/2039 0.00 XOTC KR7028670008- Pan Ocean Co Ltd 0.00 XKRX INE761H01022- Page Industries Ltd 0.00 XNSE US532619AL75- Limerock CLO III LLC - 20/10/2026 0.00 XOTC BRBRFSACNOR8- BRF SA 0.00 BVMF KYG2157Q1029- China Lesso Group Holdings Ltd 0.00 XHKG MX01AC100006- Arca Continental SAB de CV 0.00 XMEX TH0637010Y18- Ratch Group PCL 0.00 XBKK INE242A01010- Indian Oil Corp Ltd 0.00 XNSE CNE000001DX0- Guangzhou Baiyun International 0.00 XSSC US29157TAD81- Emory University - 01/09/2030 0.00 XOTC US06684L1035- Baozun Inc 0.00 XNGS KR7005830005- DB Insurance Co Ltd 0.00 XKRX PHY0001Z1040- Aboitiz Equity Ventures Inc 0.00 XPHS US855244AW96- Starbucks Corp - 12/03/2030 0.00 XOTC KR7002790004- AMOREPACIFIC Group 0.00 XKRX CNE000001KF2- Suning.com Co Ltd 0.00 XSHE CNE100002367- China Huarong Asset Management 0.00 XHKG HK0392044647- Beijing Enterprises Holdings L 0.00 XHKG CNE0000004Z1- Oriental Pearl Group Co Ltd 0.00 XSHG

Report Run: 4/02/2021 Page 65 of 88 ID1000085707- Barito Pacific Tbk PT 0.00 XIDX KYG2121Q1055- China Feihe Ltd 0.00 XHKG CNE100000221- Beijing Capital International 0.00 XHKG KYG2119H1065- China Aoyuan Property Group Lt 0.00 XHKG CNE1000008S5- XINJIANG GOLDWIND SCI&TECH-A 0.00 XSEC US44421MAN02- Hudson Yards Mortgage Trust - 10/12/2041 0.00 XOTC KR7000720003- Hyundai Engineering & Construc 0.00 XKRX BRSANBCDAM13- Banco Santander Brasil SA 0.00 BVMF INE323A01026- Bosch Ltd 0.00 XNSE US64352VMV08- New Century Home Equity Loan T - 25/09/2035 0.00 XOTC CNE100000SL4- CHINA EVERBRIGHT BANK CO-A 0.00 XSHG PHY594811127- Megaworld Corp 0.00 XPHS TW0001434009- Formosa Taffeta Co Ltd 0.00 XTAI INE376G01013- Biocon Ltd 0.00 XNSE KYG2743Y1061- Dali Foods Group Co Ltd 0.00 XHKG US26884LAF67- EQT Corp - 01/10/2027 0.00 XOTC CNE100002RY5- A-Living Services Co Ltd 0.00 XHKG MXP000511016- Alfa SAB de CV 0.00 XMEX TRATUPRS91E8- Tupras Turkiye Petrol Rafineri 0.00 XIST US00774MAE57- AerCap Ireland Capital DAC / A - 23/01/2028 0.00 XOTC US166764BY53- Chevron Corp - 11/05/2030 0.00 XOTC BRCIELACNOR3- Cielo SA 0.00 BVMF CNE100000767- CHINA SHENHUA ENERGY CO-A 0.00 XSSC CZ0008040318- Moneta Money Bank AS 0.00 XPRA CNE100002FM5- Bank of Shanghai Co Ltd 0.00 XSSC

Report Run: 4/02/2021 Page 66 of 88 CNE100000015- Yunda Holding Co Ltd 0.00 XSEC KR7032500001- KMW Co Ltd 0.00 XKOS US165167DB04- Chesapeake Energy Corp - 01/10/2026 0.00 XOTC INE726G01019- ICICI Prudential Life Insuranc 0.00 XNSE CNE1000018W6- Perfect World Co Ltd/China 0.00 XSHE PHY731961264- Robinsons Land Corp 0.00 XPHS CNE1000019R4- Jiangsu Hengli Hydraulic Co Lt 0.00 XSSC KR7029780004- Samsung Card Co Ltd 0.00 XKRX KR7010140002- Samsung Heavy Industries Co Lt 0.00 XKRX CNE1000022N7- China National Nuclear Power C 0.00 XSHG US78445GAE35- SLM Student Loan Trust 2008-8 - 25/10/2075 0.00 XOTC KYG7956A1094- Seazen Group Ltd 0.00 XHKG US125523CK49- Cigna Corp - 15/03/2050 0.00 XOTC CNE000001FB1- Aisino Corp 0.00 XSHG KR7047050000- Posco International Corp 0.00 XKRX TH0465010013- Electricity Generating PCL 0.00 XBKK MX01CU010003- Becle SAB de CV 0.00 XMEX INE463A01038- Berger Paints India Ltd 0.00 XNSE ID1000062201- Indah Kiat Pulp & Paper Corp T 0.00 XIDX CNE100000JG3- Hithink RoyalFlush Information 0.00 XSEC CNE0000019T2- Offshore Oil Engineering Co Lt 0.00 XSHG KYG4232C1087- Haitian International Holdings 0.00 XHKG CNE100000XG4- Songcheng Performance Developm 0.00 XSEC ID1000061302- Indocement Tunggal Prakarsa Tb 0.00 XIDX MYL4707OO005- Nestle Malaysia Bhd 0.00 XKLS TOTES ISOTONER 231224 TERM LOA 0.00 -

Report Run: 4/02/2021 Page 67 of 88 CNE1000009T1- CHINA RAILWAY CONSTRUCTION-A 0.00 XSSC KR7011070000- LG Innotek Co Ltd 0.00 XKRX US845467AN98- Southwestern Energy Co - 01/10/2027 0.00 XOTC TOTES ISOTONER 200624 TERM LOA 0.00 - MYL3182OO002- Genting Bhd 0.00 XKLS CNE100000J75- China Shipbuilding Industry Co 0.00 XSHG CNE000000QS4- Beijing New Building Materials 0.00 XSHE KR7081660003- Fila Holdings Corp 0.00 XKRX US822582BQ44- Shell International Finance BV - 10/05/2046 0.00 XOTC NZFCGDT481C2- FONTERRA CO-OPERATIVE GROUP LT - PN 24/12/2020 0.00 XOTC MYL1082OO006- Hong Leong Financial Group Bhd 0.00 XKLS KR7068760008- Celltrion Pharm Inc 0.00 XKOS INE003A01024- Siemens Ltd 0.00 XNSE KR7001040005- CJ Corp 0.00 XKRX US10373QBL32- BP Capital Markets America Inc - 06/04/2030 0.00 XOTC CNE1000031T5- CSC Financial Co Ltd 0.00 XSSC KR7267250009- Hyundai Heavy Industries Holdi 0.00 XKRX CNE000001Q93- CHINA LIFE INSURANCE CO-A 0.00 XSSC ID1000111305- Adaro Energy Tbk PT 0.00 XIDX CNE000001J84- Zhejiang NHU Co Ltd 0.00 XSEC INE685A01028- Torrent Pharmaceuticals Ltd 0.00 XNSE CNE100001TQ9- GF SECURITIES CO LTD-H 0.00 XHKG CNE1000019Y0- NEW CHINA LIFE INSURANCE C-A 0.00 XSHG TH0015010018- Siam Commercial Bank PCL/The 0.00 XBKK QA0001200771- Qatar Fuel QSC 0.00 DSMD US78445FAE51- SLM Student Loan Trust 2008-7 - 26/07/2083 0.00 XOTC

Report Run: 4/02/2021 Page 68 of 88 SA000A0KFKK0- Sahara International Petrochem 0.00 XSAU TH0221B10Z13- BTS Group Holdings PCL 0.00 XBKK ZAE000269890- Momentum Metropolitan Holdings 0.00 XJSE INE140A01024- Piramal Enterprises Ltd 0.00 XNSE TRAAEFES91A9- Anadolu Efes Biracilik Ve Malt 0.00 XIST CNE100000GV8- Centre Testing International G 0.00 XSHE CNE000001CS2- China United Network Communica 0.00 XSSC ZAE000071080- Tiger Brands Ltd 0.00 XJSE CNE1000002T6- China Southern Airlines Co Ltd 0.00 XHKG CNE100002MR0- Ovctek China Inc 0.00 XSEC CNE000001GG8- China Fortune Land Development 0.00 XSHG CNE000000MH6- AVIC Shenyang Aircraft Co Ltd 0.00 XSSC US37045XAQ97- General Motors Financial Co In - 25/09/2021 0.00 XOTC CNE100002BR3- Yunnan Energy New Material Co 0.00 XSEC BRELETACNPB7- CENTRAIS ELETRICAS BRAS-PR B 0.00 BVMF PHY603051020- Metro Pacific Investments Corp 0.00 XPHS CNE100000V46- Shenzhen Inovance Technology C 0.00 XSHE CNE000001FW7- Huaxia Bank Co Ltd 0.00 XSHG CNE000000TK5- ZTE CORP-A 0.00 XSHE CNE100001Y83- Mango Excellent Media Co Ltd 0.00 XSEC INE094A01015- Corp Ltd 0.00 XNSE CNE100002995- Jafron Biomedical Co Ltd 0.00 XSEC CL0000000035- Aguas Andinas SA 0.00 XSGO US402040AN94- Guitar Center Inc - 15/05/2022 0.00 XOTC CNE1000012B3- Shanghai Pharmaceuticals Holdi 0.00 XHKG

Report Run: 4/02/2021 Page 69 of 88 TRAISCTR91N2- Turkiye Is Bankasi AS 0.00 XIST CNE100002BF8- Seazen Holdings Co Ltd 0.00 XSHG CNE1000000S2- BANK OF COMMUNICATIONS CO-A 0.00 XSHG CNE100000BP1- GoerTek Inc 0.00 XSHE TW0003702007- WPG Holdings Ltd 0.00 XTAI CNE1000008M8- CHINA PACIFIC INSURANCE GR-A 0.00 XSSC CNE0000012Q3- BTG Hotels Group Co Ltd 0.00 XSSC GUANGZHOU KINGMED DIAGNOST-A 0.00 - TRAOTOSN91H6- Ford Otomotiv Sanayi AS 0.00 XIST CNE100000L63- SF Holding Co Ltd 0.00 XSEC US63874GAL95- Natixis Commercial Mortgage Se - 15/01/2043 0.00 XOTC CNE100001YW7- Lens Technology Co Ltd 0.00 XSHE TW0002603008- Evergreen Marine Corp Taiwan L 0.00 XTAI CNE1000015Y8- Founder Securities Co Ltd 0.00 XSSC CNE100000981- CHINA RAILWAY CONSTRUCTION-H 0.00 XHKG PHY0967S1694- Bank of the Philippine Islands 0.00 XPHS US12591KAF21- COMM 2013-CCRE12 Mortgage Trus - 10/10/2046 0.00 XOTC TH6999010R15- BANGKOK EXPRESSWAY-NVDR 0.00 XBKK US78445CAE21- SLM Student Loan Trust 2008-6 - 26/07/2083 0.00 XOTC US74526QXY33- Puerto Rico Electric Power Aut - 01/07/2025 0.00 XOTC INE259A01022- Colgate-Palmolive India Ltd 0.00 XNSE QA0006929879- Qatar International Islamic Ba 0.00 DSMD CNE100000XX9- Yonghui Superstores Co Ltd 0.00 XSHG CNE100000PH8- Glodon Co Ltd 0.00 XSHE MYL4715OO008- Genting Malaysia Bhd 0.00 XKLS CZ0008019106- Komercni banka as 0.00 XPRA

Report Run: 4/02/2021 Page 70 of 88 CNE100002RB3- Oppein Home Group Inc 0.00 XSSC CLP371151059- Empresa Nacional de Telecomuni 0.00 XSGO US44852D1081- HUYA Inc 0.00 XNYS TH6068010Y10- Muangthai Capital PCL 0.00 XBKK US17319UAW36- Citigroup Mortgage Loan Trust - 25/07/2036 0.00 XOTC US9485961018- Weibo Corp 0.00 XNGS CNE000001M14- Unigroup Guoxin Microelectroni 0.00 XSEC TRATCELL91M1- Turkcell Iletisim Hizmetleri A 0.00 XIST US32051D6D90- First Horizon Alternative Mort - 25/09/2034 0.00 XOTC CNE100000X85- ZOOMLION HEAVY INDUSTRY - H 0.00 XHKG TW0005269005- ASMedia Technology Inc 0.00 XTAI CNE100000080- NanJi E-Commerce Co Ltd 0.00 XSEC US37045XCP96- General Motors Financial Co In - 06/11/2021 0.00 XOTC US92922FZE14- WaMu Mortgage Pass-Through Cer - 25/10/2044 0.00 XOTC TH6488010013- Global Power Synergy PCL 0.00 XBKK CNE0000000T2- CHINA VANKE CO LTD -A 0.00 XSHE CNE0000015R4- Baoshan Iron & Steel Co Ltd 0.00 XSHG US71922G2093- PhosAgro PJSC 0.00 XLON PHY5764J1483- Manila Electric Co 0.00 XPHS US50200RAA14- Cirsa Finance International Sa - 20/12/2023 0.00 XOTC KYG8918W1069- Tongcheng-Elong Holdings Ltd 0.00 XHKG KR7000120006- CJ Logistics Corp 0.00 XKRX US37045XBY13- General Motors Financial Co In - 30/06/2022 0.00 XOTC PHY0005M1090- Aboitiz Power Corp 0.00 XPHS CNE000001GF0- Shenzhen Kingdom Sci-Tech Co L 0.00 XSSC

Report Run: 4/02/2021 Page 71 of 88 CNE000001GD5- Hundsun Technologies Inc 0.00 XSHG US74526QUX86- Puerto Rico Electric Power Aut (1) - 01/07/2021 0.00 XOTC KYG9361V1086- Vinda International Holdings L 0.00 XHKG KYG5313A1013- Koolearn Technology Holding Lt 0.00 XHKG INE115A01026- LIC Housing Finance Ltd 0.00 XNSE US74526QVD14- Puerto Rico Electric Power Aut - 01/07/2033 0.00 XOTC US74526QUW04- Puerto Rico Electric Power Aut (2) - 01/07/2020 0.00 XOTC CNE000000Q11- SDIC Capital Co Ltd 0.00 XSSC US784442AD75- SLM Student Loan Trust 2008-2 - 25/01/2083 0.00 XOTC US37045XBM74- General Motors Financial Co In - 06/07/2021 0.00 XOTC TRATHYAO91M5- Turk Hava Yollari AO 0.00 XIST KYG211501005- China Hongqiao Group Ltd 0.00 XHKG CNE100002RZ2- 360 Security Technology Inc 0.00 XSSC CNE100002G84- Shenzhen Goodix Technology Co 0.00 XSSC INE121J01017- Bharti Infratel Ltd 0.00 XNSE KYG8924B1041- Topsports International Holdin 0.00 XHKG KR7023530009- Lotte Shopping Co Ltd 0.00 XKRX PHY290451046- GT Capital Holdings Inc 0.00 XPHS KR7282330000- BGF retail Co Ltd 0.00 XKRX CNE1000000B8- Tianjin Zhonghuan Semiconducto 0.00 XSEC CNE100000MJ1- China TransInfo Technology Co 0.00 XSEC CNE000000M72- Wingtech Technology Co Ltd 0.00 XSSC US71654QDA76- Petroleos Mexicanos - 28/01/2060 0.00 XOTC TH0221010R10- BTS GROUP HOLDINGS PCL-NVDR 0.00 XBKK CNE000000K82- ANHUI GUJING DISTILLERY CO-B 0.00 XSHE

Report Run: 4/02/2021 Page 72 of 88 CNE100000HP8- Guangdong Haid Group Co Ltd 0.00 XSEC US21872FAB31- Corevest American Finance 2019 - 15/03/2052 0.00 XOTC TH0450010Y16- THAI UNION GROUP PCL-F 0.00 XBKK CNE000001527- ZOOMLION HEAVY INDUSTRY S-A 0.00 XSHE CNE100000W94- Shenzhen Sunway Communication 0.00 XSHE CNE1000006Z4- Huaneng Power International In 0.00 XHKG CNE100001ZF9- Wuxi Lead Intelligent Equipmen 0.00 XSEC CNE000000H20- Hesteel Co Ltd 0.00 XSHE CNE100002GM3- Shandong Linglong Tyre Co Ltd 0.00 XSSC CNE1000010N2- Wuhu Sanqi Interactive Enterta 0.00 XSEC KYG9222R1065- Uni-President China Holdings L 0.00 XHKG CNE000000Q45- Apeloa Pharmaceutical Co Ltd 0.00 XSEC KR7003490000- Korean Air Lines Co Ltd 0.00 XKRX US878091BG18- Teachers Insurance & Annuity A - 15/05/2050 0.00 XOTC HK0000056256- China Traditional Chinese Medi 0.00 XHKG CNE100001S16- Beijing Sinnet Technology Co L 0.00 XSEC CNE100000GS4- Eve Energy Co Ltd 0.00 XSHE TH0471010Y12- IRPC PCL 0.00 XBKK NZKIWD2021L4- Kiwibank Ltd - 22/11/2021 0.00 XOTC CNE100001WS9- Guosen Securities Co Ltd 0.00 XSEC BRPSSAACNOR7- Porto Seguro SA 0.00 BVMF BMG3978C1249- GOME Retail Holdings Ltd 0.00 XHKG KYG5427W1481- Lee & Man Paper Manufacturing 0.00 XHKG TH8752010018- Osotspa PCL 0.00 XBKK KYG126521064- Bosideng International Holding 0.00 XHKG

Report Run: 4/02/2021 Page 73 of 88 CNE000000MD5- ANHUI GUJING DISTILLERY CO-A 0.00 XSEC CNE000000FK4- Shenzhen Kaifa Technology Co L 0.00 XSEC TH0796010013- Thai Oil PCL 0.00 XBKK KYG2120K1094- China Yuhua Education Corp Ltd 0.00 XHKG CNE100003449- BGI Genomics Co Ltd 0.00 XSEC KYG8406X1034- SSY Group Ltd 0.00 XHKG KR7012510004- Douzone Bizon Co Ltd 0.00 XKRX MX01ME090003- Megacable Holdings SAB de CV 0.00 XMEX US38376T2W19- Government National Mortgage A (1) - 16/01/2040 0.00 XOTC BRMULTACNOR5- Multiplan Empreendimentos Imob 0.00 BVMF CNE100001JZ1- Hefei Meiya Optoelectronic Tec 0.00 XSEC US38378XLU36- Government National Mortgage A - 16/11/2054 0.00 XOTC CNE1000021L3- China Railway Signal & Communi 0.00 XHKG ZAE000145892- Life Healthcare Group Holdings 0.00 XJSE US3137AYCG40- Freddie Mac Multifamily Struct - 25/11/2040 0.00 XOTC BANGKOK COMMERCIAL-FOREIGN 0.00 - TH5456010Y18- SRISAWADCORP PCL - FOREIGN 0.00 XBKK CLP3697S1034- Embotelladora Andina SA 0.00 XSGO TW0002354008- Foxconn Technology Co Ltd 0.00 XTAI CNE100001TW7- Dawning Information Industry C 0.00 XSSC BMG653181005- Nine Dragons Paper Holdings Lt 0.00 XHKG CNE1000001T8- Aluminum Corp of China Ltd 0.00 XHKG CNE0000018P2- Fiberhome Telecommunication Te 0.00 XSHG CNE1000010F8- Inner Mongolia Junzheng Energy 0.00 XSSC CNE1000002G3- China Communications Services 0.00 XHKG CNE100001NV2- Engineering Group Co L 0.00 XHKG

Report Run: 4/02/2021 Page 74 of 88 CLP3615W1037- Colbun SA 0.00 XSGO CNE000001KP1- Da An Gene Co Ltd of Sun Yat-S 0.00 XSEC CNE000000LY3- Liaoning Cheng Da Co Ltd 0.00 XSSC US172967MS77- Citigroup Inc - 03/06/2031 0.00 XOTC CNE100002524- Toly Bread Co Ltd 0.00 XSSC CNE1000030S9- Gigadevice Semiconductor Beiji 0.00 XSSC US38376TCR14- Government National Mortgage A (2) - 16/01/2040 0.00 XOTC US74526QA282- Puerto Rico Electric Power Aut - 01/07/2042 0.00 XOTC ID1000111602- Perusahaan Gas Negara Tbk PT 0.00 XIDX MYL5398OO002- Gamuda Bhd 0.00 XKLS CNE100002Q33- Shenzhen Kangtai Biological Pr 0.00 XSEC BMG570071099- Luye Pharma Group Ltd 0.00 XHKG KYG8875G1029- 3SBio Inc 0.00 XHKG CNE000001LV7- Meinian Onehealth Healthcare H 0.00 XSEC BRHYPEACNOR0- Hypera SA 0.00 BVMF MYL5014OO005- Malaysia Airports Holdings Bhd 0.00 XKLS CNE100000ML7- NAURA Technology Group Co Ltd 0.00 XSHE US36192PAQ90- GS Mortgage Securities Trust 2 - 10/11/2045 0.00 XOTC INE127D01025- HDFC Asset Management Co Ltd 0.00 XNSE US74514LB634- Commonwealth of Puerto Rico - 01/07/2037 0.00 XOTC KYG521321003- Kaisa Group Holdings Ltd 0.00 XHKG CNE000001DL5- Zhejiang Huahai Pharmaceutical 0.00 XSHG CNE1000003K3- Jiangxi Copper Co Ltd 0.00 XHKG KYG2120T1004- China East Education Holdings 0.00 XHKG CNE000000X38- SHANGHAI FOSUN PHARMACEUTI-A 0.00 XSHG

Report Run: 4/02/2021 Page 75 of 88 TRAASELS91H2- Aselsan Elektronik Sanayi Ve T 0.00 XIST CNE1000004C8- Sinopec Shanghai Petrochemical 0.00 XHKG US576433VU70- MASTR Adjustable Rate Mortgage (2) - 25/10/2034 0.00 XOTC HK3377040226- Sino-Ocean Group Holding Ltd 0.00 XHKG CNE100000BJ4- Zhejiang Dahua Technology Co L 0.00 XSHE US17313JAB08- Citigroup Mortgage Loan Trust - 25/07/2037 0.00 XOTC MXP461181085- Grupo Carso SAB de CV 0.00 XMEX US74526QKR29- Puerto Rico Electric Power Aut - 01/07/2023 0.00 XOTC CNE1000007Q1- PETROCHINA CO LTD-A 0.00 XSHG BRBRKMACNPA4- Braskem SA 0.00 BVMF US3137AUPG80- Freddie Mac Multifamily Struct - 25/07/2040 0.00 XOTC CNE100000T24- Guangzhou Haige Communications 0.00 XSEC CNE100001NR0- CHINA MOLYBDENUM CO LTD-A 0.00 XSSC TW0001227007- Standard Foods Corp 0.00 XTAI MYL4863OO006- Telekom Malaysia Bhd 0.00 XKLS KYG011981035- Agile Group Holdings Ltd 0.00 XHKG CNE0000018G1- CHINA PETROLEUM & CHEMICAL-A 0.00 XSSC TH0375010R14- TRUE CORP PCL-NVDR 0.00 XBKK KYG9884T1013- Yuzhou Group Holdings Co Ltd 0.00 XHKG CNE100000QJ2- Venustech Group Inc 0.00 XSHE US9842451000- YPF SA 0.00 XNYS KYG216771363- China State Construction Inter 0.00 XHKG Clear Channel Outdoor Holdings 0.00 - US345397ZB24- Ford Motor Credit Co LLC - 15/02/2023 0.00 XOTC KR7078930005- GS Holdings Corp 0.00 XKRX CNE100000PP1- XINJIANG GOLDWIND SCI&TEC-H 0.00 XHKG

Report Run: 4/02/2021 Page 76 of 88 ID1000116700- Indofood CBP Sukses Makmur Tbk 0.00 XIDX KR7024110009- Industrial Bank of Korea 0.00 XKRX US74153QAJ13- LLC - 15/08/2040 0.00 XOTC ID1000125503- Ace Hardware Indonesia Tbk PT 0.00 XIDX CNE1000004R6- Zhaojin Mining Industry Co Ltd 0.00 XHKG CNE100000CS3- Beijing Oriental Yuhong Waterp 0.00 XSEC BMG2442N1048- COSCO SHIPPING Ports Ltd 0.00 XHKG NZCENDK275L0- CONTACT ENERGY LTD - PN 01/10/2020 0.00 XOTC CNE100003F01- CanSino Biologics Inc 0.00 XHKG TH9597010R14- Central Retail Corp PCL 0.00 XBKK TH0150010Z03- KRUNG THAI BANK PUB CO LTD 0.00 XBKK TH1027010012- Indorama Ventures PCL 0.00 XBKK KYG9897E1098- Zhenro Properties Group Ltd 0.00 XHKG US12624QAS21- COMM 2012-CCRE4 Mortgage Trust - 15/10/2045 0.00 XOTC CNE100001QW3- CHINA EVERBRIGHT BANK CO L-H 0.00 XHKG INE271C01023- DLF Ltd 0.00 XNSE HK0144000764- China Merchants Port Holdings 0.00 XHKG PLBRE0000012- mBank SA 0.00 XWAR KYG826001003- SOHO China Ltd 0.00 XHKG US85205TAK60- Spirit AeroSystems Inc - 15/06/2028 0.00 XOTC CNE1000002J7- COSCO SHIPPING Holdings Co Ltd 0.00 XHKG US3136AT5H35- Fannie Mae-Aces - 25/07/2039 0.00 XOTC BRCPLEACNPB9- Cia Paranaense de Energia 0.00 BVMF US74514LZZ39- Commonwealth of Puerto Rico (2) - 01/07/2020 0.00 XOTC CNE0000011S1- Huadong Medicine Co Ltd 0.00 XSHE

Report Run: 4/02/2021 Page 77 of 88 CNE000000H87- Tonghua Dongbao Pharmaceutical 0.00 XSHG US8792732096- Telecom Argentina SA 0.00 XNYS KYG5257K1076- Kingboard Laminates Holdings L 0.00 XHKG CNE000001KS5- Zhejiang Supor Co Ltd 0.00 XSHE CNE1000004Q8- Yanzhou Coal Mining Co Ltd 0.00 XHKG KR7051901007- LG HOUSEHOLD & HEALTH-PREF 0.00 XKRX GRS426003000- Motor Oil Hellas Corinth Refin 0.00 XATH US65504LAL18- Noble Holding International Lt - 01/04/2045 0.00 XOTC MYL4677OO000- YTL Corp Bhd 0.00 XKLS TH7545010012- B Grimm Power PCL 0.00 XBKK CNE1000001S0- Air China Ltd 0.00 XHKG US29278NAQ60- Energy Transfer Operating LP - 15/05/2030 0.00 XOTC CNE000000CK1- HAITONG SECURITIES CO LTD-A 0.00 XSHG MYL5246OO003- Westports Holdings Bhd 0.00 XKLS CNE0000014G0- Angel Yeast Co Ltd 0.00 XSSC US65504LAP22- Noble Holding International Lt - 15/01/2024 0.00 XOTC US17318UAK07- Citigroup Commercial Mortgage - 10/09/2045 0.00 XOTC US3136ARP444- Fannie Mae-Aces - 25/01/2039 0.00 XOTC CNE000000V89- Shanghai International Airport 0.00 XSHG HK0604011236- Shenzhen Investment Ltd 0.00 XHKG CNE000000JP5- Inner Mongolia Yili Industrial 0.00 XSHG US37045XAW65- General Motors Financial Co In - 10/04/2022 0.00 XOTC MMODAL ESCROW CLAIM 0.00 - CLP321331116- Banco de Credito e Inversiones 0.00 XSGO CNE000000VB0- New Hope Liuhe Co Ltd 0.00 XSHE TRAYKBNK91N6- Yapi ve Kredi Bankasi AS 0.00 XIST

Report Run: 4/02/2021 Page 78 of 88 US3137AVXQ53- Freddie Mac Multifamily Struct - 25/08/2040 0.00 XOTC TH0128010R17- MINOR INTERNATIONAL PCL-NVDR 0.00 XBKK US040114HX11- Argentine Republic Government - 09/07/2029 0.00 XOTC CNE000001M22- Zhejiang Sanhua Intelligent Co 0.00 XSEC US36258PAC14- GS Mortgage Securities Corp Tr - 10/02/2037 0.00 XOTC US25272KAD54- Dell International LLC / EMC C - 15/06/2021 0.00 XOTC KR7138930003- BNK Financial Group Inc 0.00 XKRX US21872NAC48- Corevest American Finance 2019 - 15/10/2052 0.00 XOTC US03236JAF57- AMUR FINANCE PANTHERA 250122 S - 25/01/2022 0.00 XOTC INE020B01018- REC Ltd 0.00 XNSE TW0002618006- Eva Airways Corp 0.00 XTAI HK2380027329- China Power International Deve 0.00 XHKG TH0375010Z14- TRUE CORP PCL-FOREIGN 0.00 XBKK US402040AP43- Guitar Center Inc (2) - 15/04/2022 0.00 XOTC CNE100002508- Wens Foodstuffs Group Co Ltd 0.00 XSHE US74526QXU11- Puerto Rico Electric Power Aut (2) - 01/07/2021 0.00 XOTC US3137BFDS70- Freddie Mac Multifamily Struct - 25/11/2042 0.00 XOTC CNE100000B81- Iflytek Co Ltd 0.00 XSHE MYL2836OO004- Carlsberg Brewery Malaysia Bhd 0.00 XKLS US3682872078- Gazprom PJSC-ADR 0.00 OOTC TRAKCHOL91Q8- KOC Holding AS 0.00 XIST CNE0000001D4- Gree Electric Appliances Inc o 0.00 XSHE US07274NAQ60- Bayer US Finance II LLC - 25/06/2048 0.00 XOTC CNE100000X44- Chongqing Rural Commercial Ban 0.00 XHKG COB07PA00078- BANCOLOMBIA SA 0.00 XBOG CENVEO CORP 150922 8.5 CB - 15/09/2022 0.00 -

Report Run: 4/02/2021 Page 79 of 88 ID1000102502- XL Axiata Tbk PT 0.00 XIDX CNE000000HH6- Shanghai Lujiazui Finance & Tr 0.00 XSHG SA0007879055- Bank Al-Jazira 0.00 XSAU US00287YBR99- AbbVie Inc - 21/11/2039 0.00 XOTC US576433VT08- MASTR Adjustable Rate Mortgage (1) - 25/10/2034 0.00 XOTC US74526QVE96- Puerto Rico Electric Power Aut - 01/07/2038 0.00 XOTC US74514LXB88- Commonwealth of Puerto Rico (2) - 01/07/2032 0.00 XOTC US74526QYZ98- Puerto Rico Electric Power Aut - 01/07/2028 0.00 XOTC HARBINGER CL L HLDGS (CAYMAN) SER 1 10 0.00 - HARBINGER CL L HLDGS (CAYMAN) SER 04 10 0.00 - HARBINGER CL L HLDGS (CAYMAN) SER 10 09 0.00 - US3137AH6E30- Freddie Mac Multifamily Struct - 25/08/2039 0.00 XOTC US361841AJ81- GLP Capital LP / GLP Financing - 01/06/2025 0.00 XOTC NZAIADT130L1- Auckland International Airport - 28/05/2021 0.00 XOTC KR7042660001- Daewoo Shipbuilding & Marine E 0.00 XKRX US66727WAA09- Northwest Acquisitions ULC / D - 01/11/2022 0.00 XOTC CNE1000002K5- CHINA EASTERN AIRLINES CO-H 0.00 XHKG TH0450010R15- THAI UNION GROUP PCL-NVDR 0.00 XBKK HARBINGER CL L HLDGS (CAYMAN) SER 6 09 0.00 - US92936JAA25- WFRBS Commercial Mortgage Trus - 15/11/2044 0.00 XOTC US95000U2S19- Wells Fargo & Co - 02/06/2028 0.00 XOTC US3137BNNA86- FHLMC MULTIFAMILY STRU PASS TH - 25/12/2022 0.00 XOTC US165167DA21- Chesapeake Energy Corp - 01/10/2024 0.00 XOTC US74514LWX18- Commonwealth of Puerto Rico - 01/07/2040 0.00 XOTC MYL3034OO005- HAP Seng Consolidated Bhd 0.00 XKLS US74514LA982- Commonwealth of Puerto Rico - 01/07/2026 0.00 XOTC US74526QWB49- Puerto Rico Electric Power Aut - 01/07/2035 0.00 XOTC

Report Run: 4/02/2021 Page 80 of 88 CNE100000S33- OFILM Group Co Ltd 0.00 XSEC US74514LC475- Commonwealth of Puerto Rico (1) - 01/07/2020 0.00 XOTC US36192BAC19- GS Mortgage Securities Trust 2 - 10/01/2045 0.00 XOTC CNE100002FC6- China Merchants Shekou Industr 0.00 XSHE CNE100001TJ4- BAIC Motor Corp Ltd 0.00 XHKG US532716AN75- L Brands Inc - 15/07/2037 0.00 XOTC US674599CJ22- Occidental Petroleum Corp - 15/04/2046 0.00 XOTC TH0068010Z15- TMB Bank PCL 0.00 XBKK US674599DK85- Occidental Petroleum Corp - 15/07/2044 0.00 XOTC TH0554010R14- Total Access Communication PCL 0.00 XBKK COT13PA00086- Grupo de Inversiones Surameric 0.00 XBOG CNE100002342- China Reinsurance Group Corp 0.00 XHKG US46640JAT43- JP Morgan Chase Commercial Mor - 15/01/2046 0.00 XOTC PLBZ00000044- Santander Bank Polska SA 0.00 XWAR AMP CAPITAL INFRASTRUCTURE DEPT FUND LP 0.00 - TH0150010R11- KRUNG THAI BANK - NVDR 0.00 XBKK US46647PBR64- JPMorgan Chase & Co - 01/06/2028 0.00 XOTC CNE000000T18- China Northern Rare Earth Grou 0.00 XSHG US05401AAD37- Avolon Holdings Funding Ltd - 15/05/2024 0.00 XOTC US05401AAB70- Avolon Holdings Funding Ltd - 01/10/2023 0.00 XOTC CNE100002FK9- GUOTAI JUNAN SECURITIES CO-H 0.00 XHKG US04683P1003- ATD New Holdings Inc 0.00 OOTC US05618DAJ37- Babson CLO Ltd 2014-I - 20/07/2025 0.00 XOTC CNE000000KB3- Sanan Optoelectronics Co Ltd 0.00 XSHG PLLOTOS00025- SA 0.00 XWAR US74514LZL43- Commonwealth of Puerto Rico (2) - 01/07/2030 0.00 XOTC

Report Run: 4/02/2021 Page 81 of 88 US893830AT68- Transocean Inc - 15/03/2038 0.00 XOTC US74526QXP26- Puerto Rico Electric Power Aut - 01/07/2024 0.00 XOTC TH0168A10Z19- Bumrungrad Hospital PCL 0.00 XBKK US74514LC210- Commonwealth of Puerto Rico (1) - 01/07/2032 0.00 XOTC CNE100003373- Shennan Circuits Co Ltd 0.00 XSHE US3136AQ5K28- Fannie Mae-Aces - 25/04/2036 0.00 XOTC US74514LZY63- Commonwealth of Puerto Rico - 01/07/2019 0.00 XOTC US30231GBN16- Exxon Mobil Corp - 15/10/2030 0.00 XOTC AU3FN0054417- Sumitomo Mitsui Banking Corp/S - 05/06/2023 0.00 XOTC THE GYMBOREE CORP 1145 RIGHTS 0.00 - CNE100000LQ8- HUATAI SECURITIES CO LTD-A 0.00 XSHG MYL2291OO002- Genting Plantations Bhd 0.00 XKLS US46636DAN66- JP Morgan Chase Commercial Mor - 15/07/2046 0.00 XOTC US458204AQ79- INTELSAT LUXEMBOURG SA 010623 - 01/06/2023 0.00 XXXX US03212B1035- Amplify Energy Corp 0.00 XNYS US38376GQU75- Government National Mortgage A - 16/05/2050 0.00 XOTC US40414LAJ89- Healthpeak Properties Inc - 15/11/2023 0.00 XOTC AU3FN0045803- Toyota Finance Australia Ltd - 22/11/2021 0.00 XOTC XS1540039754- K2016470260 South Africa Ltd - 31/12/2022 0.00 XOTC US74514LC541- Commonwealth of Puerto Rico - 01/07/2021 0.00 XOTC US74514LB972- Commonwealth of Puerto Rico (1) - 01/07/2030 0.00 XOTC US03236JAK43- AMUR FINANCE I LLC PANTHERA AV - 20/03/2024 0.00 XOTC AU3FN0043931- Hongkong & Shanghai Banking Co - 16/08/2021 0.00 XOTC AU3FN0041026- UBS AG/Australia - 08/03/2021 0.00 XOTC US161175BT05- Charter Communications Operati - 01/03/2050 0.00 XOTC US3137A8PR30- Freddie Mac Multifamily Struct - 25/01/2041 0.00 XOTC

Report Run: 4/02/2021 Page 82 of 88 AU3FN0055893- Korea Expressway Corp - 02/09/2023 0.00 XOTC AU3FN0055299- UBS AG/Australia - 30/07/2023 0.00 XOTC US629377CH34- NRG Energy Inc - 15/06/2029 0.00 XOTC AU3FN0046835- MUFG Bank Ltd/Sydney - 15/03/2022 0.00 XOTC AU3FN0054177- Credit Suisse AG/Sydney - 26/05/2023 0.00 XOTC CNE100001FB0- Shandong Sinocera Functional M 0.00 XSEC KR7007070006- GS Retail Co Ltd 0.00 XKRX US45660NRM91- Residential Asset Securitizati - 25/10/2018 0.00 XOTC HK0000311099- China Resources Pharmaceutical 0.00 XHKG WESTPAC BANKING CORP AU - 02/10/2020 0.00 - WESTPAC BANKING CORP AU - 16/10/2020 0.00 - WESTPAC BANKING CORP - 21/10/2020 0.00 - AU3FN0054805- Firstmac Mortgage Funding Trus - 16/01/2052 0.00 XOTC AU3FN0047908- Suncorp-Metway Ltd - 06/04/2022 0.00 XOTC KR7003670007- POSCO Chemical Co Ltd 0.00 XKRX GYMBORE 4 A 2 RIGHTS 0.00 - US74514LA727- Commonwealth of Puerto Rico - 01/07/2024 0.00 XOTC AU3FN0054151- UBS AG/Australia - 21/11/2022 0.00 XOTC KR7004990008- Lotte Corp 0.00 XKRX Parker Drilling Co-Post Temp 0.00 - US74514LB550- Commonwealth of Puerto Rico - 01/07/2031 0.00 XOTC US74514LC707- Commonwealth of Puerto Rico - 01/07/2023 0.00 XOTC AU3FN0052551- Series 2020-1 WST Trust - 17/08/2051 0.00 XOTC AU3FN0050126- PUMA Series 2019-1 - 17/07/2050 0.00 XOTC US75008QAL05- Rackspace Technology Global In 0.00 XOTC AU3FN0051041- Silver Arrow Australia Series - 21/06/2027 0.00 XOTC AU3FN0055216- Societe Generale SA/Sydney - 15/07/2023 0.00 XOTC AU3FN0053096- Sumitomo Mitsui Banking Corp/S - 18/08/2022 0.00 XOTC

Report Run: 4/02/2021 Page 83 of 88 AU3FN0038360- Bank of Montreal - 06/10/2022 0.00 XOTC AU3FN0048401- Svenska Handelsbanken AB - 31/05/2022 0.00 XOTC AU3FN0052957- Latitude Australia Personal Lo - 17/06/2028 0.00 XOTC AU3FN0030367- Svenska Handelsbanken AB - 02/03/2021 0.00 XOTC AU3FN0036901- RESIMAC Premier Series 2017-2 - 15/01/2049 0.00 XOTC US3137BKVQ08- FHLMC MULTIFAMILY STRUCTURED S - 25/06/2022 0.00 XOTC TH0128053707- MINOR INTL PCL -CW23 (2) 0.00 XBKK AU3FN0048310- Oversea-Chinese Banking Corp L - 23/05/2022 0.00 XSES AU3FN0044954- Toronto-Dominion Bank/The - 20/09/2021 0.00 XOTC Guitar Centre Holdings Inc (1) 0.00 - AU3FN0049508- Medallion Trust Series 2014-2 - 26/10/2046 0.00 XOTC AU3FN0043675- Royal Bank of Canada/Sydney - 26/07/2021 0.00 XOTC AU3FN0019972- Medallion Trust Series 2013-2 - 11/10/2045 0.00 XOTC TH01280537R6- MINOR INTL PCL -CW23 (1) 0.00 XBKK TH5456055802- SRISAWAD CORP PCL-CW25 0.00 XBKK US3136A2W745- Fannie Mae-Aces - 25/01/2021 0.00 XOTC TH02210512R2- BTS GROUP HOLDINGS PCL-CW99 0.00 XBKK Call Account(Westpac Banking Corporation Ad) 0.00 - AU3FN0034005- Commonwealth Bank of Australia - 17/01/2022 0.00 XOTC AU3FN0036950- National Australia Bank Ltd - 05/07/2022 0.00 XOTC AU3FN0031530- Westpac Banking Corp - 03/06/2021 0.00 XOTC AU3FN0043345- Australia & New Zealand Bankin - 16/07/2021 0.00 XOTC AU3FN0042214- Oversea-Chinese Banking Corp L - 23/04/2021 0.00 XSES Project Blocker Equity 0.00 - AU3FN0029427- Firstmac Mortgage Funding Trus - 20/11/2046 0.00 XOTC AU3FN0031571- Firstmac Mortgage Funding Trus - 10/12/2044 0.00 XOTC AU3FN0030409- Cooperatieve Rabobank UA/Austr - 04/03/2021 0.00 XOTC

Report Run: 4/02/2021 Page 84 of 88 AU3FN0031274- National Australia Bank Ltd - 12/05/2021 0.00 XOTC AU3FN0051934- Oversea-Chinese Banking Corp L - 05/12/2022 0.00 XSES Guitar Centre Holdings Inc (2) 0.00 - PROJECT NEW CO EQUITY 0.00 - Call Account(CMT Internal Money Market Term) 0.00 - US13063BFV99- State of California - 01/03/2036 0.00 XOTC US210805CY18- Continental Airlines 2000-1 Cl - 01/11/2020 0.00 XOTC Project Newco Equity 0.00 - New Millennium Holdco Inc 0.00 - Millennium Corp Claim 0.00 - Millennium Corporate Claim 0.00 - ADJUSTABLE RATE MORT TRUST SE - 25/02/2036 0.00 - US00854XAC83- AgroFresh Inc (1) 0.00 XOTC KIWIBANK LTD - PN 27/10/2020 0.00 - US608330AE62- MOHEGAN TRIBAL GAMING 311223 T 0.00 XOTC US62947QAU22- NXP BV / NXP Funding LLC - 01/06/2021 0.00 XOTC US68339FAE51- Onvoy LLC 0.00 XOTC US70014LAA89- Park Aerospace Holdings Ltd - 15/08/2022 0.00 XOTC TECH DATA 300625 TERM LOAN TRA 0.00 -

TOYOTA FINANCE AUSTRALIA LTD - PN 30/09/2020 0.00 -

US3137F5LM98- Freddie Mac Multifamily Struct - 25/03/2025 0.00 XOTC CDSUSD101 CDSO USD 181120 PUT 0.00 - CDSGPS500 CCP BUY CDS USD 2006 0.00 - CDSGPS500 CCP BUY CDS USD 2006_NC 0.00 - CDSGPS525 CCP BUY CDS USD 2006 0.00 - CDSGPS525 CCP BUY CDS USD 2006_NC 0.00 - CDSHY340B CCP BUY CDS USD 2006 0.01 - CDSHY340B CCP BUY CDS USD 2006_NC -0.01 - CDSHY341 CCP BUY CDS USD 20062 0.00 - CDSHY341 CCP BUY CDS USD 20062_NC 0.00 - CDSSPG255 CCP BUY CDS USD 2006 0.00 - CDSSPG255 CCP BUY CDS USD 2006_NC 0.00 - DSDDS130P BUY CDS USD 201220 B 0.00 - DSDDS130P BUY CDS USD 201220 B_NC 0.00 - DSGPS480A CCP BUY CDS USD 2006 0.00 - DSGPS480A CCP BUY CDS USD 2006_NC 0.00 - DSGPS480U CCP BUY CDS USD 2006 0.00 - DSGPS480U CCP BUY CDS USD 2006_NC 0.00 - DSGPS505E CCP BUY CDS USD 2006 0.00 - DSGPS505E CCP BUY CDS USD 2006_NC 0.00 -

Report Run: 4/02/2021 Page 85 of 88 DSGPS515A CCP SELL CDS USD 200 0.00 - DSGPS515A CCP SELL CDS USD 200_NC 0.00 - DSHY34035 CCP BUY CDS USD 2006 0.01 - DSHY34035 CCP BUY CDS USD 2006_NC -0.01 - DSHY34042 CCP BUY CDS USD 2006 0.01 - DSHY34042 CCP BUY CDS USD 2006_NC -0.01 - DSHY34043 CCP BUY CDS USD 2006 0.01 - DSHY34043 CCP BUY CDS USD 2006_NC -0.01 - DSHY34077 CCP BUY CDS USD 2006 0.01 - DSHY34077 CCP BUY CDS USD 2006_NC -0.01 - DSJWN550E CCP BUY CDS USD 2006 0.00 - DSJWN550E CCP BUY CDS USD 2006_NC 0.00 - DSJWN590E CCP BUY CDS USD 2006 0.00 - DSJWN590E CCP BUY CDS USD 2006_NC 0.00 - DSJWN600E CCP BUY CDS USD 2006 0.00 - DSJWN600E CCP BUY CDS USD 2006_NC 0.00 - DSSPG240F CCP BUY CDS USD 2006 0.00 - DSSPG240F CCP BUY CDS USD 2006_NC 0.00 - DSSPG240I CCP BUY CDS USD 2006 0.00 - DSSPG240I CCP BUY CDS USD 2006_NC 0.00 - DSSPG240U CCP BUY CDS USD 2006 0.00 - DSSPG240U CCP BUY CDS USD 2006_NC 0.00 - DE000C5ARUX9- October 20 Puts on SX5E (1) 0.03 XEUR DE000C5ARVH0- October 20 Puts on SX5E (2) -0.20 XEUR DE000C5ARUX9- October 20 Puts on SX5E (1)_NC -0.03 XEUR_NC DE000C5ARVH0- October 20 Puts on SX5E (2)_NC 0.21 XEUR_NC December 20 Puts on SPX (1) 1.23 - December 20 Puts on SPX (1)_NC -1.35 - December 20 Puts on SPX (2) -1.88 - December 20 Puts on SPX (2)_NC 2.08 - AUST 10Y BOND FUT Dec20 7.81 AUST 10Y BOND FUT Dec20_NC -7.71 MSCI EmgMkt Dec20 0.02 MSCI EmgMkt Dec20_NC -0.02 S&P500 EMINI FUT Dec20 -3.72 S&P500 EMINI FUT Dec20_NC 3.68 SPI 200 FUTURES Dec20 -0.10 SPI 200 FUTURES Dec20_NC 0.10 SX5E Dividend Fut Dec20 0.55 SX5E Dividend Fut Dec20_NC -0.51 SX5E Dividend Fut Dec21 0.64 SX5E Dividend Fut Dec21_NC -0.48 SX5E Dividend Fut Dec23 0.26 SX5E Dividend Fut Dec23_NC -0.25 SX5E Dividend Fut Dec24 0.17 SX5E Dividend Fut Dec24_NC -0.17 SX5E Dividend Fut Dec25 0.24

Report Run: 4/02/2021 Page 86 of 88 SX5E Dividend Fut Dec25_NC -0.23 SX5E Dividend Fut Dec26 0.24 SX5E Dividend Fut Dec26_NC -0.25 US 10yr Ultra Fut Dec20 -0.07 US 10yr Ultra Fut Dec20_NC 0.07 US 5YR NOTE (CBT) Dec20 0.07 US 5YR NOTE (CBT) Dec20_NC -0.07 US ULTRA BOND CBT Dec20 -0.06 US ULTRA BOND CBT Dec20_NC 0.06 Barclays Collateral Account US 0.00 Citibank CCP Collateral Accoun 0.00 Citibank Collateral Account US 0.00 ETO Margin Deposit Account AUD 0.00 ETO Margin Deposit Account USD 0.12 Futures Margin Deposit Account 1 0.00 Futures Margin Deposit Account 2 0.00 Futures Margin Deposit Account 3 0.00 Futures Margin Deposit Account 4 0.00 Futures Margin Deposit.Account 5 1.09 Futures Margin Deposit.Account 6 0.01 Futures Margin Deposit.Account 7 0.00 Futures Margin Deposit.Account 8 0.00 Futures Margin Deposit.Account 9 -0.01 Futures Margin Deposit.Account 10 -0.15 Futures Margin Deposit.Account 11 -0.17 JP Morgan CCP Collateral Accou 1 0.00 JP Morgan CCP Collateral Accou 2 0.00 JP Morgan Collateral Account U 0.00 Morgan Stanley Collateral Acco 0.00

AMP CBA 311249 CASH COLLATERAL - 31/12/2049 -1.65 -

Citibank Cash Collateral - 31/12/2049 -0.11 - Goldman Sachs Cash Collateral - 31/12/2049 0.00 - HSBC Cash Collateral - 31/12/2049 0.04 - JP Morgan Cash Collateral - 06/12/2015 0.01 - WBC Cash Collateral - 12/06/2016 0.72 -

Call Account(BNP Cogent Nominees Cash at Bank) NZD 0.63

Call Account(BNP Suspense U/T Account - USD) 0.14 Call Account(BNP Paribas Cash at Bank - USD) 0.13

Call Account(BNP Cogent Nominees Cash at Bank) AUD 0.09

Call Account(BNP Suspense Application Accou) 0.05 Call Account(BNP Paribas Cash at Bank - JPY) 0.05 Call Account(BNP Paribas Cash at Bank - NZD) 0.04 Call Account(BNP Paribas Cash at Bank - HKD) 0.02 Call Account(BNP Paribas Cash at Bank - EUR) 0.02 Call Account(BNP Paribas Cash at Bank - TWD) 0.00 Call Account(BNP Paribas Cash at Bank - CNY) 0.00 Call Account(BNP Paribas Cash at Bank - GBP) 0.00 Call Account(BNP Paribas Cash at Bank - BRL) 0.00

Report Run: 4/02/2021 Page 87 of 88 Call Account(BNP Paribas Cash at Bank - CAD) 0.00 Call Account(BNP Paribas Cash at Bank - ZAR) 0.00 Call Account(BNP Paribas Cash at Bank - CHF) 0.00 Call Account(BNP Paribas Cash at Bank - MXN) 0.00 Call Account(BNP Paribas Cash at Bank - AED) 0.00 Call Account(BNP Paribas Cash at Bank - PLN) 0.00 Call Account(BNP Paribas Cash at Bank - CZK) 0.00 Call Account(BNP Paribas Cash at Bank - HUF) 0.00 Call Account(BNP Paribas Cash at Bank - TRY) 0.00 Call Account(BNP Paribas Cash at Bank - INR) 0.00 Call Account(BNP Paribas Cash at Bank - QAR) 0.00 Call Account(BNP Paribas Cash at Bank - KRW) 0.00 Call Account(BNP Paribas Cash at Bank - SEK) 0.00 Call Account(BNP Externall 11AM Cash Accoun) 0.00 Call Account(BNP Paribas Cash at Bank - RUB) 0.00 Call Account(BNP Paribas Cash at Bank - NOK) 0.00 Call Account(BNP Paribas Cash at Bank - EGP) 0.00 Call Account(BNP Paribas Cash at Bank - MYR) 0.00 Call Account(BNP Paribas Cash at Bank - CLP) 0.00 Call Account(BNP Takeon Current Account AUD) 0.00 Call Account(BNP Paribas Cash at Bank - PHP) 0.00 Call Account(BNP NZclear Account NZD) 0.00 Call Account(BNP Paribas Cash at Bank - SAR) 0.00 Call Account(BNP Takeon Deposit Account USD) 0.00 USD Provision 0.00 - Currency Forwards 0.69 Custody Fees - AUD 0.00 - Custody Fees - AUD Class A 0.00 - Custody Fees - AUD Class C 0.00 - Custody Fees - AUD Class H 0.00 - Custody Fees - AUD Class R 0.00 - Custody Fees - NZD -0.02 - External Trusts Management Fee 0.00 - FEE EXPENSE ACCRUALS - Deposit 0.00 - Fee Expense Due Class A -0.02 - Fee Expense Due Class C 0.00 - Fee Expense Due Class E 0.00 - Fee Expense Due Class H 0.00 - Fee Expense Due Class R 0.00 - Management Fee Accrual - NZD -0.30 - Management Fee Accrual Deposit 0.00 - Other Current Liabilities Depo 0.00 - Payable Accrual USD 0.00 - Performance Fee AUD 0.00 - Performance Fee AUD Class A 0.00 - Trustee Fee Accrual - NZD -0.01 - Liquidities (payables and receivables) -0.14

Report Run: 4/02/2021 Page 88 of 88