Holdings Report

December 2017

 BT Sustainable Balanced Fund

Fund holdings (as at 31 December 2017)

Australian Shares International Shares (BT Sustainable Australian Share Fund) (BT Sustainable Australian Fixed Interest Fund) Security Code Security Name Security Code Security Name ABC Adelaide Brighton Limited AU3CB0225233 AGL ENERGY LTD CORP 5.00% 05/11/2021 AWC Alumina Limited AIRPORT MOTORWAY TRUST (ED) CORP 5.50% 09/12/2020 AMC Limited AU3CB0216711 (call 10/09/2020) AMP AMP Limited AU3CB0230100 ANZ Climate Bond CORP 3.2500% 03/06/2020 ANZ ANZ Banking Group Limited AU3CB0229680 ASCIANO FINANCE LTD CORP 5.2500% 19/05/2025 BOQ Limited AUSGRID FINANCE PTY LTD CORP 3.7500% 30/07/2024 BAP Bapcor Limited AU3CB0248318 (30/10/2024) BGA Limited BHP BHP Billiton Limited AU3CB0242527 AUSNET SERVICES HOLDINGS CORP 4.4000% 16/08/2027 BSL Bluescope Steel Limited AUSTRALIAN CATHOLIC UNI CORP SUSTAINABLE BONDS BLD Limited AU3CB0245900 3.7000% 03/08/2027 CTX Caltex Limited AU000XCLWAR9 AUSTRALIAN GOVERNMENT CGL 2.2500% 21/05/2028 CAR .Com Ltd AU3TB0000143 AUSTRALIAN GOVERNMENT CGL 2.7500% 21/04/2024 CHC Charter Hall Group AU000XCLWAM0 AUSTRALIAN GOVERNMENT CGL 2.7500% 21/06/2035 CBA of Australia Limited AU000XCLWAQ1 AUSTRALIAN GOVERNMENT CGL 2.7500% 21/11/2027 CSL CSL Limited AU3TB0000176 AUSTRALIAN GOVERNMENT CGL 3.25% 21/10/2018 CSR CSR Limited AU3TB0000192 AUSTRALIAN GOVERNMENT CGL 3.7500% 21/04/2037 CYB CYBG PLC EVN Limited AU000XCLWAI8 AUSTRALIAN GOVERNMENT CGL 4.2500% 21/04/2026 GMG AU3TB0000036 AUSTRALIAN GOVERNMENT CGL 4.50% 15/04/2020 GPT GPT Group # AU3TB0000101 AUSTRALIAN GOVERNMENT CGL 5.5000% 21/04/2023 ILU Limited AU3CB0227403 BMW AUSTRALIA FINANCE CORP 2.75% 23/02/2018 JHG Group Plc COMMONWEALTH BANK AUST CORP Climate Bond JBH JB Hi-Fi Limited AU3CB0243657 3.2500% 31/03/2022 LLC Lend Lease Corporation Limited AU3EC1907213 COMMONWEALTH BANK AUST NCD 12/04/2018 1.905% MQA Macquarie Atlas Roads Group AU3CB0230209 ENERGY PARTNERSHIP GAS CORP 4.25% 15/06/2020 MQG Limited AU000KFWHAC9 KFW GREEN SUPRA 2.40% 02/07/2020 MGR Group NAB Limited AU3CB0226090 NATIONAL AUST BANK CLIMATE BOND 4.00% 16/12/2021 NST Northern Star Resources NETWORK FINANCE CO PTY LTD (ENDEAVOUR ENERGY) OSH Limited AU3CB0249167 CORP 3.5000% 07/09/2024 (06/12/2024) ORG Limited AU3SG0001258 NSWTC SEMI 4.00% 08/04/2021 ORA Orora Limited AU3SG0001373 NSWTC SEMI 4.00% 20/05/2026 QAN Airways Limited AU000XQLQAD1 QTC GREEN BOND 3.00% 22/03/2024 QBE QBE Insurance Group Limited AU0000XVGHK0 TCV Green Bond SEMI 1.75% 27/07/21 RHC Limited QLD FIN (Sun Grp Fin) CORP 4.75% REA REA Group Ltd AU3CB0225910 09/09/2021 (08/12/2021) RMD Resmed Inc AU0000XVGZJ4 TREASURY CORP SEMI 5.5000% 17/11/2026 SFR Sandfire Resources NL AU3CB0245637 UNI OF TECHNOLOGY/SYDNEY CORP 3.7500% 20/07/2027 SGP Trust Group SUL Limited AU3CB0232288 UNIVERSITY OF SYDNEY CORP 3.7500% 28/08/2025 SYD Sydney Airport AU3CB0249365 VODAFONE GROUP PLC CORP 3.2500% 13/12/2022 TLS Corporation Limited AU000WT60370 WESTERN AUST TREAS CORP SEMI 7.0% 15/07/2021 TCL Transurban Group AU3CB0237683 BANKING CORP Climate Bond 3.10% 03/06/2021 WES Limited AU3EC1876178 WESTPAC BANKING NCD 29/05/2018 1.90% WFD Westfield Corporation WSO FIN WESTLINK M7 CORP 4.50% 31/12/2026 WBC Westpac Banking Corporation AU3CB0243566 (31/03/2027)

International Shares 2788713 Bunge Ord Shs (BT Sustainable International Share Fund) 3174300 Burberry Group Ord Shs 2302232 Cadence Design Systems Ord Shs Security Code Security Name 2170525 Canadian Imperial Bank of Commerce Ord 2595708 3M Ord Shs Shs 7108899 Abb Ord Shs 4163437 Capgemini Ord Shs B92SR70 AbbVie Ord Shs 2654461 Capital One Financial Ord Shs BYQP136 ABN AMRO Group Ord Shs 2180201 Caterpillar Ord Shs B4BNMY3 Accenture Ord Shs Class A B05MZT4 Celanese Ord Shs Series A B01FLQ6 Acs Actividades De Construccion Y Servicios 2182348 Celgene Ord Shs Ord Shs 2807061 Centene Ord Shs 2575818 Activision Blizzard Ord Shs B033F22 Centrica Ord Shs 7110720 Adecco Ord Shs 2196479 CIGNA Ord Shs 2008154 Adobe System Ord Shs 2198163 Cisco Systems Ord Shs 5927375 Aegon Ord Shs 2297907 Citigroup Ord Shs 2695921 Aetna Ord Shs 5543986 CNP Assurances Ord Shs 2026361 AFLAC Ord Shs B9895B7 Coca Cola HBC Ord Shs 2520153 Agilent Technologies Ord Shs 2206657 Coca-Cola Ord Shs 6010702 Aisin Seiki Ord Shs 2257019 Cognizant Technology Solutions Ord Shs 2507457 Akamai Technologies Ord Shs Class A 5231485 Allianz Ord Shs 2209106 Colgate-Palmolive Ord Shs 2019952 Allstate Ord Shs B90LKT4 Commerzbank Ord Shs BYVY8G0 Alphabet Ord Shs Class A 7380482 Compagnie de Saint Gobain Ord Shs BYY88Y7 Alphabet Ord Shs Class C BD6K457 Compass Group Ord Shs 6022105 Amada Holdings Ord Shs 2215460 Conagra Brands Ord Shs 2000019 Amazon Com Ord Shs B15C4L6 Constellation Software Ord Shs 2050832 Ameren Ord Shs BYTBWY9 Covestro Ord Shs 2026242 American Electric Power Ord Shs 2240202 Cummins Ord Shs 2026082 American Express Ord Shs 2577609 CVS Health Ord Shs 2134532 American Financial Group Ord Shs 2250687 D R Horton Ord Shs B7FBFL2 American Tower REIT 5529027 Daimler Ord Shs B0J7D57 Ameriprise Finance Ord Shs 4588825 Danske Bank Ord Shs 2023607 Amgen Ord Shs 2289874 Darden Restaurants Ord Shs 6014908 Ana Holdings Ord Shs 2261203 Deere Ord Shs 2113456 Annaly Capital Management REIT Ord Shs BD85SC5 Delphi Technologies Ord Shs BSPHGL4 Anthem Ord Shs B1W9D46 Delta Air Lines Ord Shs 2046251 Apple Ord Shs 5750355 Deutsche Bank Ord Shs 2046552 Applied Material Ord Shs 5287488 Deutsche Lufthansa Ord Shs B783TY6 Aptiv Ord Shs 2480677 Devon Energy Ord Shs 2047317 Archer Daniels Midland Ord Shs B03GQS4 Digital Realty Trust REIT Ord Shs 2051404 Arrow Electronics Ord Shs B1YLC43 Discover Financial Services Ord Shs 6563875 Ascendas Real Estate Investment Trust Units B4Y7R14 Dixons Carphone Ord Shs 0053673 Ashtead Group Ord Shs B4TP9G2 Dollarama Ord Shs B929F46 ASML Holding Ord Shs B1WT5G2 DSV Ord Shs 0673123 Associated British Foods Ord Shs 2280220 DTE Energy Ord Shs 2331430 Assurant Ord Shs BYXD7B3 DXC Technology Ord Shs 6985383 Astellas Pharma Ord Shs B8KQN82 Eaton Ord Shs 2831811 AT&T Ord Shs 2293819 eBay Ord Shs 5654781 Atos Ord Shs 2829515 Edison International Ord Shs 2065308 Automatic Data Processing Ord Shs B13X013 Eiffage Ord Shs 2131179 AvalonBay Communities REIT Ord Shs B1KKBX6 Electrolux B Ord Shs 5501906 Banco Bilbao Vizcaya Argentaria Ord Shs 2310194 Electronic Arts Ord Shs 5705946 Banco Santander Ord Shs 2516152 Eli Lilly Ord Shs 2295677 Bank of America Ord Shs 2313405 Emerson Electric Ord Shs 2076009 Bank of Montreal Ord Shs 5271782 Endesa Ord Shs 3134865 Barclays Ord Shs 7145056 ENI Ord Shs 0081180 Barratt Developments Ord Shs BVLZX12 Equinix REIT 5086577 BASF N Ord Shs 2319157 Equity Residential REIT Ord Shs 2085102 Baxter International Ord Shs BF1K7P7 Essity Ord Shs Class B 5069211 Bayer Ord Shs B0M7KJ7 Eutelsat Communications Ord Shs B02L3W3 Berkeley Group Holdings (The) Ord Shs 2670519 Exelon Ord Shs 2094670 Best Buy Ord Shs B7QQYV9 Express Scripts Holding Ord Shs 0056650 BHP Billiton Ord Shs 2326618 Exxon Mobil Ord Shs 2455965 Biogen Inc Ord Shs 2427599 F5 Networks Ord Shs BCBHZ31 BlackBerry Ord Shs B7TL820 Facebook Class A Ord Shs 2494504 BlackRock Ord Shs 2339177 Finning International Ord Shs 7309681 BNP Paribas Ord Shs 2980906 Foot Locker Ord Shs B1XCBX9 Boliden Ord Shs 2615468 Ford Motor Ord Shs 4002121 Bouygues Ord Shs B5B2106 Fortinet Ord Shs 0798059 BP Ord Shs 2350684 Franklin Resources Ord Shs 2126335 Bristol Myers Squibb Ord Shs 2352118 Freeport McMoRan Ord Shs 2092599 Brookfield Asset Management Ord Shs Class 4352097 Fresenius Se and Co Kgaa Ord Shs A 6356525 Fujifilm Holdings Ord Shs 6146500 Brother Industries Ord Shs 6356945 Fujitsu Ord Shs 3091357 BT Group Ord Shs 2369174 Gilead Sciences Ord Shs

0925288 GlaxoSmithKline Ord Shs B2Q4CS1 MS&AD Insurance Group Holdings Ord Shs 0406501 Hammerson REIT Ord Shs 5294121 Muenchener Rueckversicherungs-Gesellschaft 2476193 Hartford Financial Services Group Ord Shs N Ord Shs 2417578 HCP REIT Ord Shs B06YV46 Neste Ord Shs BBL5981 HD Supply Holdings Ord Shs 7123870 Nestle Ord Shs 6420538 Henderson Land Development Ord Shs 2636607 Newmont Mining Ord Shs 6428305 Hino Motors Ord Shs 6619507 NGK Insulators Ord Shs 6642804 Hitachi High Technologies Ord Shs 6639550 Nintendo Ord Shs 6429104 Hitachi Ord Shs 6642666 Nippon Electric Glass Ord Shs 2434209 Home Depot Ord Shs 6642127 Nippon Express Ord Shs BYX4D52 HP Ord Shs B98BC67 Nippon Prologis REIT Ord Shs 2445063 Humana Ord Shs 6641373 Nippon Telegraph And Telephone Ord Shs 2623836 Husky Energy Ord Shs BNG8PQ9 NN Group Ord Shs B1FF8P7 Idemitsu Kosan Ord Shs 5902941 Nokia Ord Shs 2543688 Industrial Alliance Insurance and Financial BYSJJF4 Nomura Real Estate Master Fund REIT Ord Services Ord Shs Shs BZ57390 ING Groep Ord Shs 2641894 Norfolk Southern Ord Shs B633030 Ingersoll Rand Ord Shs 7103065 Novartis Ord Shs B7K24P7 Ingredion Ord Shs BHC8X90 Novo Nordisk Ord Shs Class B 2463247 Intel Corporation Ord Shs 6129277 Ntt Docomo Ord Shs 2005973 International Business Machines Ord Shs 2651086 Nucor Ord Shs 4076836 Intesa Sanpaolo Ord Shs 2379504 NVIDIA Ord Shs 2459020 Intuit Ord Shs 2637785 NVR Ord Shs B17BBQ5 Investec Ord Shs 6656407 Obayashi Ord Shs 6467104 Isuzu Motors Ord Shs B77J086 Old Mutual Ord Shs 6467803 Itochu Ord Shs 6659428 OMRON Ord Shs B8BRV46 Japan Airlines Ord Shs 2661568 Oracle Ord Shs 6543792 JFE Holdings Ord Shs 6661144 Orix Ord Shs 2475833 Johnson & Johnson Ord Shs B923935 Osram Licht N Ord Shs 2190385 JPMorgan Chase Ord Shs 2665861 PACCAR Ord Shs B627LW9 Jxtg Holdings Ord Shs 6572707 Panasonic Ord Shs 6481320 Kajima Ord Shs 2671501 Parker-Hannifin Ord Shs 6483809 Kao Ord Shs B119QG0 Partners Group Holding Ord Shs 4497749 KBC Groep Ord Shs 2681511 Pepsico Ord Shs 6486314 Kerry Properties Ord Shs 0682538 Persimmon Ord Shs B03Z841 Kinross Gold Ord Shs 7103526 Peugeot Ord Shs 2480138 KLA Tencor Ord Shs 2690830 Pioneer Natural Resource Ord Shs B0HZL93 Koninkilijke DSM Ord Shs 2692665 PNC Financial Services Group Ord Shs 5986622 Koninklijke Philips Ord Shs BYYN701 Poste Italiane Ord Shs 2502247 Lam Research Ord Shs 2704407 Procter & Gamble Ord Shs BYW0PQ6 Land Securities Group REIT Ord Shs B44WZD7 ProLogis REIT B8W67B1 Liberty Global Ord Shs Class C 2819118 Prudential Financial Ord Shs 2516022 Linamar Ord Shs 2707677 Public Service Enterprise Group Ord Shs BF8K6K8 Linde Ord Shs 2852533 Public Storage REIT Ord Shs B0PB4M7 Link Real Estate Investment Trust REIT Units 5228658 Randstad Holding Ord Shs 0870612 Lloyds Banking Group Ord Shs B01R311 Regions Financial Ord Shs 7333378 Lonza Group Ord Shs 2731193 Reinsurance Group of America Ord Shs 2536763 Lowe's Companies Ord Shs 4712798 Renault Par Shs B3SPXZ3 LyondellBasell Industries Ord Shs Class A 5669354 Repsol Ord Shs 2340168 M&T Bank Ord Shs 6421553 Resona Holdings Ord Shs 2554475 Magna International Ord Shs 0718875 Ord Shs 2562490 Manpower Ord Shs 2110703 Robert Half Ord Shs 2492519 Manulife Financial Ord Shs 7110388 Roche Holding Par Shs B1G40S0 Mapfre Ord Shs 2754060 Rockwell Automation Ord Shs B3K3L40 Marathon Petroleum Ord Shs 2746711 Ross Stores Ord Shs 6569464 Marubeni Ord Shs 2754383 Royal Bank of Canada Ord Shs 2594653 Marvell Technology Group Ord Shs B7T7721 Royal Bank of Scotland Group Ord Shs 2573760 Maxim Integrated Products Ord Shs 2754907 Royal Caribbean Cruises Ord Shs 6900308 Mazda Motor Ord Shs B03MLX2 Royal Dutch Shell Ord Shs Class A 2378534 McKesson Ord Shs B03MM40 Royal Dutch Shell Ord Shs Class B 2778844 Merck & Co Ord Shs BDVZYZ7 Royal Mail Ord Shs 2654416 Methanex Ord Shs 4768962 RWE Ord Shs B7341C6 Michael Kors Holdings Ord Shs BYV2325 S&P Global Ord Shs 4588364 Michelin Ord Shs B1VQ252 Sandvik Ord Shs 2588173 Microsoft Ord Shs 5671735 Sanofi Ord Shs 6597045 Mitsubishi Electric Ord Shs 4846288 SAP Ord Shs 6596923 Mitsubishi Gas Chemical Ord Shs BZ1DNL4 Schaeffler Pref Shs 6596785 Mitsubishi Ord Shs 6771032 Shangri La Asia Ord Shs 6335171 Mitsubishi UFJ Financial Group Ord Shs 6804035 Shimamura Ord Shs 6597302 Mitsui Ord Shs 6730936 Shinsei Bank Ord Shs B1BSCX6 Mixi Ord Shs 6804682 Shionogi Ord Shs B8CKK03 Mondelez International Ord Shs Class A B2QKY05 Shire Ord Shs B1CRLC4 Mondi Ord Shs 5727973 Siemens N Ord Shs 2654320 Monsanto Ord Shs 4808084 Sika Ord Shs

2812452 Simon Property Group REIT Ord Shs International Shares 6810429 Sino Land Ord Shs (BT Dynamic Global Equity Fund) 0141192 Sky Plc Ord Shs 2961053 Skyworks Solutions Ord Shs Security Code Security Name 5966516 Societe Generale Ord Shs EOF8 INDEX Amsterdam Index Fut Jan 2018 6770620 Softbank Group Ord Shs CFF8 INDEX CAC40 10 EURO Jan 2018 4821100 Solvay Ord Shs STH8 INDEX FTSE/MIB Index Mar 2018 B62G7K6 Sompo Holdings Ord Shs HIF8 INDEX Hang Seng Index Jan 2018 2831543 Southwest Airlines Ord Shs 0790873 SSE Ord Shs KMH8 INDEX KOSPI2 Index Mar 2018 BVFD7Q5 Standard Life Aberdeen Ord Shs NQH8 INDEX NASDAQ 100 E-Mini Mar 2018 B292RC1 Start Today Ord Shs SMH8 INDEX Swiss Market Index Mar 2018 2849472 Steel Dynamics Ord Shs TPH8 INDEX TOPIX Index Mar 2018 6356406 Subaru Ord Shs 6858731 Sumitomo Heavy Industries Ord Shs 6858946 Sumitomo Ord Shs International Fixed Interest 6859927 Sun Hung Kai Properties Ord Shs 2860990 SunTrust Banks Ord Shs (BT Sustainable International Fixed Interest Fund) B545MG5 Swiss Re Ord Shs Security Code Security Name 6870100 Taisei Ord Shs BD6NJF1 3M COMPANY CALL C:SR UNSECURED 2259101 Target Ord Shs BYP8MS8 ABBVIE INC CALL C:SR UNSECURED 0875413 Tate And Lyle Ord Shs 0878230 Taylor Wimpey Ord Shs BD8RWG3 ABN AMRO BANK NV C:COVERED 5698790 TDC Ord Shs AFRICAN DEVELOPMENT BANK C:SR 3C4063B UNSECURED B62B7C3 TE Connectivity Ord Shs AGENCE FRANCAISE DEVELOP S:EMTN 2879327 Teck Resources B Ord Shs BDC7Y52 C:SR UNSECURED 2885409 Texas Instrument Ord Shs BW2V4S0 AGRIUM INC CALL C:SR UNSECURED 6869131 THK Ord Shs ALABAMA POWER CO CALL C:SR B63QTN2 Time Warner Ord Shs BYZ5H95 UNSECURED 2989301 TJX Ord Shs ALLIANZ SE PERP CALL S:EMTN C:JR 6895675 Tokyo Electron Ord Shs BJ7BB05 SUBORDINATED 6900289 Tosoh Ord Shs AMERICAN EXPRESS CO CALL 6900643 Toyota Motor Ord Shs BTDCZW2 C:SUBORDINATED 2769503 Travelers Companies Ord Shs 7B0883B AMGEN INC CALL C:SR UNSECURED 6125286 Trend Micro Ord Shs B73KYD6 APACHE CORP CALL C:SR UNSECURED B7WJ1F5 Turquoise Hill Resources Ord Shs 5596991 UCB Ord Shs BVXBX63 APPLE INC C:SR UNSECURED 2910118 UGI Ord Shs BYXT6Z8 APPLE INC CALL C:SR UNSECURED B1YY4B3 Unibail-Rodamco SE REIT Ord Shs ASIAN DEVELOPMENT BANK S:GMTN C:SR B10RZP7 Unilever Ord Shs 4B2974B UNSECURED ASSICURAZIONI GENERALI S:EMTN C:SR 2914734 Union Pacific Ord Shs B4MX9J6 UNSECURED 4354134 United Internet Ord Shs 2134781 United Rentals Ord Shs BYQKXG8 ASTRAZENECA PLC C:SR UNSECURED AUSTRALIAN GOVERNMENT S:124 C:SR 2430412 United Therapeutics Ord Shs B24GV04 UNSECURED 2917766 UnitedHealth Group Ord Shs AUSTRALIAN GOVERNMENT S:140 C:SR 5051252 UPM-Kymmene Ord Shs BGM0N77 UNSECURED 2041364 Valero Energy Ord Shs AUSTRALIAN GOVERNMENT S:142 C:SR 2927925 Ventas REIT Ord Shs BLMP0N2 UNSECURED 2090571 Verizon Communications Ord Shs AUSTRALIAN GOVERNMENT S:152 C:SR 2931034 Vertex Pharmaceuticals Ord Shs BYXQH78 UNSECURED 5964651 Vestas Wind Systems Ord Shs B048BC8 AVIVA PLC (PERPETUAL) B2PZN04 Visa Ord Shs Class A 4864600 AXA SA C:SUBORDINATED B1QH830 Volvo Class B Ord Shs BALTIMORE GAS & ELECTRIC CALL C:SR B23CNQ3 WABCO Holdings Ord Shs BD3BW60 UNSECURED 2936921 WalMart Stores Ord Shs BYQNYG4 BANCO BILBAO VIZCAYA ARG C:COVERED 2270726 Walt Disney Ord Shs BANCO SANTANDER TOTTA SA S:EMTN 2937667 Waste Management Ord Shs BZ05W03 C:COVERED BYVYHH4 Welltower Ord Shs BANK OF MONTREAL CALL S:MTN C:SR 2951098 West Fraser Timber Ord Shs B891H31 UNSECURED 2958936 WeyerhaeuSer REIT BANK OF NOVA SCOTIA CALL 6435576 Wharf (Holdings) Ord Shs 7B1807B C:SUBORDINATED BF0GWS4 Wharf Real Estate Investment Company Ord BANK OF NY MELLON CORP CALL S:MTN Shs BYM8GP6 C:SR UNSECURED 6981488 Wheelock and Ord Shs BARCLAYS BANK PLC S:144A 2960384 Whirlpool Ord Shs B89X2P4 C:SUBORDINATED B8KF9B4 WPP Ord Shs BECTON DICKINSON AND CO CALL C:SR 6985264 Yamaha Motor Ord Shs BF2MPF8 UNSECURED 5983816 Zurich Insurance Group Ord Shs B013L37 BELGIUM KINGDOM S:44 C:UNSECURED B60W847 BELGIUM KINGDOM S:60 C:UNSECURED BBG9V37 BELGIUM KINGDOM S:67 C:UNSECURED B98Y028 BELGIUM KINGDOM S:68 C:UNSECURED

BVG7BQ4 BELGIUM KINGDOM S:75 C:UNSECURED BYW8CL4 BELGIUM KINGDOM S:77 C:SR UNSECURED

BYQ64Q3 BELGIUM KINGDOM S:78 C:UNSECURED BMH4H85 CITIGROUP INC C:SUBORDINATED 0C7084B BIOGEN INC CALL C:SR UNSECURED BYWG4Z6 CITIGROUP INC CALL C:SR UNSECURED BK NEDERLANDSE GEMEENTEN S:EMTN B3M4YM0 CNP ASSURANCES CALL C:SUBORDINATED B83CM80 C:SR UNSECURED BZCFDT7 COCA-COLA CO/THE C:SR UNSECURED BMW FINANCE NV S:EMTN C:COMPANY BF1CFZ9 GUARNT BYZWV50 COMMERZBANK AG C:PFANDBRIEFE BNP PARIBAS CALL S:EMTN COMMONWEALTH BANK AUST S:144A C:SR BKS8KX8 C:SUBORDINATED 4C7185B UNSECURED CONOCOPHILLIPS COMPANY CALL BF3NP50 BONOS Y OBLIG DEL ESTADO C:BONDS BZ78LC0 C:COMPANY GUARNT B9F7GF5 BONOS Y OBLIG DEL ESTADO C:BONDS COOPERATIEVE RABOBANK UA 7040582 BONOS Y OBLIG DEL ESTADO C:BONDS B3N4LW8 C:COMPANY GUARNT BONOS Y OBLIG DEL ESTADO C:SR COOPERATIEVE RABOBANK UA BDGN605 UNSECURED BCDP9F3 C:SUBORDINATED BONOS Y OBLIG DEL ESTADO C:SR CRED MUTUEL- CIC HOME LO S:EMTN B4W9FW9 UNSECURED BD97XC5 C:COVERED BONOS Y OBLIG DEL ESTADO C:SR CREDIT AGRICOLE HOME LOA S:EMTN B4KCFS6 UNSECURED BZ8FL64 C:COVERED BONOS Y OBLIG DEL ESTADO CREDIT AGRICOLE LONDON S:EMTN C:SR BYXQMJ5 C:UNSECURED BYNTQN6 UNSECURED B0CM274 BOUYGUES SA C:SR UNSECURED BG49KY8 CSX CORP CALL C:SR UNSECURED BNN82L6 BPCE SA CALL C:SUBORDINATED B243Y73 CZECH REPUBLIC S:52 C:BONDS BRITISH COLUMBIA PROV OF S:BCCD C:SR BYPKT83 DAIMLER AG S:EMTN C:SR UNSECURED B3KFGS5 UNSECURED DELL INT LLC / EMC CORP CALL S:144A BROOKFIELD ASSET MAN INC S:MTN C:SR BD96MH0 C:SR SECURED 6B9793B UNSECURED DEUT PFANDBRIEFBANK AG S:5039 BMM1Z98 BUNDESOBLIGATION S:169 C:BONDS B54BNZ9 C:JUMBO PFANDBRIEF BDGS558 BUNDESREPUB. DEUTSCHLAND C:BONDS DEUTSCHE TELEKOM INT FIN S:EMTn BYY98Q2 C:COMPANY GUARNT B3YW1N2 BUNDESREPUB. DEUTSCHLAND C:BONDS DEVON ENERGY CORPORATION CALL C:SR BK35KG7 BUNDESREPUB. DEUTSCHLAND C:BONDS B76V362 UNSECURED BUNDESREPUB. DEUTSCHLAND S:00 DISCOVERY COMMUNICATIONS 4644910 C:BONDS B8BC754 C:COMPANY GUARNT BUNDESREPUB. DEUTSCHLAND S:05 DOMINION ENERGY INC CALL C:SR B05Q875 C:BONDS BSPL155 UNSECURED BUNDESREPUB. DEUTSCHLAND S:08 DUKE ENERGY PROGRESS LLC CALL C:1ST B3BXJ67 C:BONDS BD8G594 MORTGAGE BD3B8N9 BUONI POLIENNALI DEL TES C:BONDS E.I. DU PONT DE NEMOURS C:SR BYZTX99 BUONI POLIENNALI DEL TES C:BONDS BBM4RJ4 UNSECURED BYZC428 BUONI POLIENNALI DEL TES C:BONDS E.ON INTL FINANCE BV S:EMTN C:COMPANY B2R5J60 GUARNT BYSYNS0 BUONI POLIENNALI DEL TES C:BONDS 4D3988B EATON CORP CALL C:COMPANY GUARNT BDCNSR0 BUONI POLIENNALI DEL TES C:BONDS BD9NGC4 ECOLAB INC CALL C:SR UNSECURED BYMTYV1 BUONI POLIENNALI DEL TES C:BONDS BWZMHB4 EFSF S:0000 C:GOVT GUARANTEED BD2YGS0 BUONI POLIENNALI DEL TES C:BONDS BD3DR16 EFSF S:EMTN C:GOVT GUARANTEED BQ13TN5 BUONI POLIENNALI DEL TES C:BONDS BYP3669 EFSF S:EMTN C:GOVT GUARANTEED BD3VHH6 BUONI POLIENNALI DEL TES C:BONDS ELECTRICITE DE FRANCE SA CALL S:144A B9B45S6 BUONI POLIENNALI DEL TES C:BONDS 1C1364B C:SR UNSECURED BUONI POLIENNALI DEL TES C:SR ELECTRICITE DE FRANCE SA S:EMTN C:SR BMNDJV3 UNSECURED B7KDT66 UNSECURED CAISSE D'AMORT DETTE SOC S:DIP C:SR ELECTRICITE DE FRANCE SA S:EMTN C:SR BYN6DW5 UNSECURED 7162721 UNSECURED CAISSE FRANCAISE DE FIN S:EMTN ELM BV (SWISS REIN CO) PERP CALL B81TPB7 C:COVERED B1VQ3P9 S:EMTN C:SUBORDINATED CAISSE REFINANCE L'HABIT S:EMTN 1A7587B ENBRIDGE INC CALL C:SR UNSECURED B43HZ33 C:COVERED B638NM5 ENCANA CORP CALL C:SR UNSECURED B1Y6R10 CAIXABANK SA C:COVERED ENEL FINANCE INTL NV S:EMTN B54BZ20 CALIFORNIA STATE (MUNICIPAL BONDS) B4KGT31 C:COMPANY GUARNT CANADA HOUSING TRUST C:GOVT BF2NM05 ENGIE SA CALL S:EMTN C:SR UNSECURED 3C7438B GUARANTEED ERAC USA FINANCE LLC CALL S:144A CANADA HOUSING TRUST C:GOVT BDF16B1 C:COMPANY GUARNT BYQQ5W6 GUARANTEED EURO STABILITY MECHANISM S:EMTN C:SR BYZR3D7 CANADIAN GOVERNMENT C:BONDS BYRT687 UNSECURED BF0BCV2 CANADIAN GOVERNMENT C:BONDS EUROPEAN INVESTMENT BANK C:SR 4B7549B CANADIAN GOVERNMENT C:BONDS 2C5522B UNSECURED EUROPEAN INVESTMENT BANK S:EMTN 9B8018B CANADIAN GOVERNMENT C:BONDS BWFY1F2 C:SR UNSECURED 0C8724B CANADIAN GOVERNMENT C:BONDS EUROPEAN INVESTMENT BANK S:EMTN 3C9087B CANADIAN GOVERNMENT C:BONDS B784JT4 C:SR UNSECURED BY8L4R7 CANADIAN GOVERNMENT C:BONDS EUROPEAN INVESTMENT BANK S:INTL C:SR B08PCD3 UNSECURED B6R2TV4 CANADIAN GOVERNMENT C:BONDS EUROPEAN UNION S:EMTN C:GOVT CATERPILLAR FINL SERVICE C:SR BYMKYB4 GUARANTEED BDFKKH2 UNSECURED 7C0781B FANNIE MAE C:NOTES 9B8301B CELGENE CORP CALL C:SR UNSECURED BYWVP92 FEDERAL HOME LOAN BANK C:BONDS BWD1NL5 CIGNA CORP CALL C:SR UNSECURED 957861B FGCI 3.5 1/15 MBS 15yr TBA MC:FGCI 6A8302B CISCO SYSTEMS INC C:SR UNSECURED

27905UB FGCI PL# 1347 TBA BD67BK2 INTL FINANCE CORP C:SR UNSECURED B7WKLQ9 FGCI PL#2527 TBA BV8C941 IRISH TSY 1% 2026 C:UNSECURED B3N2TT5 FGLMC 4.5 1/14 MBS 30yr TBA MC:FGLMC B4S3JD4 IRISH TSY 3.9% 2023 C:BONDS 2216281 FGLMC PL# 26917 ITC HOLDINGS CORP CALL C:SR BN7PJG7 UNSECURED B7WKL47 FGLMC PL# 4362 TBA JAPAN (10 YEAR ISSUE) S:303 C:SR B7SH3R9 FGLMC PL#17316 TBA B40Z1Z4 UNSECURED B7WKLP8 FGLMC PL#5044 TBA JAPAN (10 YR ISSUE) S:330 C:SR 31581CB FGLMC PL#750 TBA BDD8L64 UNSECURED B963VB3 FINNISH GOVERNMENT C:SR UNSECURED JAPAN (10 YR ISSUE) S:343 C:SR FMS WERTMANAGEMENT S:EMTN C:GOVT BYT3PS0 UNSECURED B85GV50 GUARANTEED JAPAN (10 YR ISSUE) S:344 C:SR BZB1XS5 UNSECURED B3WKGS8 FNCI PL# 4761 JAPAN (10 YR ISSUE) S:345 C:SR B6XMDK5 FNCI PL# 5482 TBA BYYNK79 UNSECURED 30880CB FNCI PL#2307 TBA JAPAN (10 YR ISSUE) S:349 C:SR 5D9087B FNCL 3 1/17 MBS 30yr TBA MC:FNCL BF13422 UNSECURED JAPAN (20 YEAR ISSUE) S:130 C:SR B3KFK16 FNCL PL# 1876 TBA B5THST1 UNSECURED B6VWL25 FNCL PL# 19345 TBA JAPAN (20 YEAR ISSUE) S:151 C:SR 2216504 FNCL PL# 26280 BTL1DB6 UNSECURED B6QMCT4 FNCL PL# 2779 TBA JAPAN (20 YEAR ISSUE) S:153 C:SR BZ0YHL6 UNSECURED BYSPTC9 FRANCE (GOVT OF) C:BONDS JAPAN (20 YEAR ISSUE) S:156 C:SR BYPKWB7 FRANCE (GOVT OF) C:BONDS BZ6V603 UNSECURED BJ7BT01 FRANCE (GOVT OF) C:BONDS JAPAN (30 YEAR ISSUE) S:32 C:SR BD0SJG3 FRANCE (GOVT OF) C:BONDS B645J83 UNSECURED JAPAN (30 YEAR ISSUE) S:33 C:SR BYMFLX0 FRANCE (GOVT OF) C:BONDS B64GKL6 UNSECURED BDFFVN0 FRANCE (GOVT OF) C:BONDS JAPAN (30 YEAR ISSUE) S:35 C:SR B8HTNM8 FRANCE (GOVT OF) C:BONDS B59NZS7 UNSECURED B9MBCD0 FRANCE (GOVT OF) C:BONDS JAPAN (30 YEAR ISSUE) S:46 C:SR B06BX63 FRANCE (GOVT OF) C:BONDS BVW2F49 UNSECURED JAPAN (30 YEAR ISSUE) S:50 C:SR B3N6265 FRANCE (GOVT OF) C:BONDS BYZ0CS4 UNSECURED B613PS2 FRANCE (GOVT OF) C:BONDS JAPAN (30 YEAR ISSUE) S:53 C:SR 7137989 FRANCE (GOVT OF) C:BONDS BDRYP55 UNSECURED 5D9191B G2SF 3 1/17 MBS 30yr TBA MC:G2SF JAPAN (30 YEAR ISSUE) S:55 C:SR BF29ZG0 UNSECURED B4ZX852 G2SF 3.5 1/14 MBS 30yr TBA MC:G2SF JAPAN (40 YEAR ISSUE) S:10 C:SR B7XRP45 G2SF 5 1/17 MBS 30yr TBA MC:G2SF BF37927 UNSECURED B73S4S5 G2SF PL#1160 TBA JAPAN (40 YEAR ISSUE) S:3 C:SR B7XRPC3 G2SF PL#1534 TBA B3R7SY4 UNSECURED GILEAD SCIENCES INC CALL C:SR JAPAN (40 YEAR ISSUE) S:5 C:SR 0C5614B UNSECURED B89BJ91 UNSECURED GLAXOSMITHKLINE CAPITAL C:COMPANY JAPAN (40 YEAR ISSUE) S:8 C:SR B847TC7 GUARNT BX1D7G3 UNSECURED GLAXOSMITHKLINE CAPITAL S:EMTN JAPAN (40 YEAR ISSUE) S:9 C:SR 3115912 C:COMPANY GUARNT BD4DBH9 UNSECURED GOLDMAN SACHS GROUP INC CALL C:SR JAPAN (5 YEAR ISSUE) S:123 C:SR BDFDPG5 UNSECURED BWCH7M3 UNSECURED JAPAN (5 YEAR ISSUE) S:127 C:SR B4Y0FV9 HEATHROW FUNDING LTD S-EMTN BZ3SXW8 UNSECURED HEIDELBERGCEMENT FIN LUX CALL S:EMTN JAPAN (5 YEAR ISSUE) S:128 C:SR BDGV3J7 C:COMPANY GUARNT BYVFNN5 UNSECURED BD7XTG1 HESS CORP CALL C:SR UNSECURED JOHN DEERE CAPITAL CORP S:MTN C:SR BD886H5 HOME DEPOT INC CALL C:SR UNSECURED BF58H79 UNSECURED HOST HOTELS & RESORTS LP CALL S:E JOHNSON & JOHNSON CALL C:SR BXC5W18 C:SR UNSECURED BD31B52 UNSECURED BD3GB57 HP ENTERPRISE CO JOHNSON CONTROLS INTL PL CALL S:* B7XC227 HUNGARY C:SR UNSECURED BDH2HM0 C:SR UNSECURED HYDRO ONE INC CALL S:MTN C:SR JPN BANK FOR INT'L COOP C:GOVT BYXTVZ3 UNSECURED 2D7774B GUARANTEED HYDRO-QUEBEC S:MTN C:LOCAL GOVT 2791056 KELLOGG CO S:B C:SR UNSECURED URED B09YBH6 GUARN KEYSPAN GAS EAST CORP CALL S:144A IBERDROLA FINANZAS SAU S:EMTN BDBBHD4 C:UNSECURED B65S0Z5 C:COMPANY GUARNT B0WFM06 KFW C:GOVT GUARANTEED B3D30J5 ILLINOIS ST (MUNICIPAL BOND) 5C0521B KFW C:GOVT GUARANTEED ING BANK NV CALL S:EMTM 7242634 KFW S:EXC C:GOVT GUARANTEED BJZ2Z97 C:SUBORDINATED BMTRT97 KINGDOM OF DENMARK C:BONDS INNOGY FINANCE BV S:EMTN C:COMPANY B639RW6 GUARNT B3FNDZ0 KINGDOM OF DENMARK C:BONDS KOREA TREASURY BOND S:2003 C:SR B93KPN7 INTEL CORP C:SR UNSECURED BWBXP40 UNSECURED 29377VB INTER-AMERICAN DEVEL BK C:UNSECURED KOREA TREASURY BOND S:2303 C:SR INTESA SANPAOLO SPA S:EMTN C:SR B9FLJK3 UNSECURED BW1YZF4 UNSECURED KOREA TREASURY BOND S:2703 C:SR INTL BK RECON & DEVELOP C:SR B1VV2B3 UNSECURED 24160VB UNSECURED

KOREA TREASURY BOND S:3312 C:SR UNSECURED BH7T332 UNSECURED OCCIDENTAL PETROLEUM COR CALL C:SR KOREA TREASURY BOND S:4603 C:SR BZ1C634 UNSECURED BZ6TK61 UNSECURED BDGN4M3 OMV AG PERP CALL C:JR SUBORDINATED KRAFT HEINZ FOODS CO CALL C:COMPANY 6C3569B GUARNT 0C5261B ONTARIO (PROVINCE OF) C:BONDS BF347Q8 KROGER CO CALL C:SR UNSECURED 7B5526B ONTARIO (PROVINCE OF) C:SR UNSECURED BSKRHF0 LAND BERLIN C:SR UNSECURED B984ND0 ONTARIO (PROVINCE OF) C:UNSECURED BX1CYT2 LAND HESSEN S:1512 C:SR UNSECURED BYQGR64 ONTARIO (PROVINCE OF) C:UNSECURED LAND NORDRHEIN-WESTFALEN C:SR BY7RCW7 ORACLE CORP CALL C:SR UNSECURED BD26R38 UNSECURED BWTM367 ORACLE CORP CALL C:SR UNSECURED LAND NORDRHEIN-WESTFALEN S:1339 C:SR ORANGE SA PERP CALL S:.. C:JR BTGCR67 UNSECURED BJ36R84 SUBORDINATED LANDWIRTSCH. RENTENBANK S:EMTN OWENS CORNING CALL C:COMPANY BF1D596 C:GOVT GUARANTEED BD4G3W7 GUARNT MACQUARIE BANK LTD S:144A BKGR2B9 PEPSICO INC CALL C:SR UNSECURED B675GC3 C:SUBORDINATED PHILLIPS 66 PARTNERS LP CALL C:SR MALAYSIA GOVERNMENT S:0314 C:SR BVYVG29 UNSECURED BL2FQ34 UNSECURED PRICELINE GROUP INC/THE CALL C:SR MALAYSIA INVESTMNT ISSUE S:0116 C:SR BWC4N37 UNSECURED BYZ1083 UNSECURED PROCTER & GAMBLE CO/THE C:SR MANITOBA (PROVINCE OF) S:MTN BYWG4T0 UNSECURED BYQGQW3 C:UNSECURED MANULIFE FINANCIAL CORP C:SR BDGKS44 PROGRESSIVE CORP C:SR UNSECURED BYQ64Z2 UNSECURED 2278634 PROV OF NEW BRUNSWICK C:DEBENTURES BTF8BS6 MERCK KGAA CALL C:SUBORDINATED PROVINCE OF ALBERTA S:MTN C:SR 1B1553B UNSECURED 1C5456B MICROSOFT CORP CALL C:SR UNSECURED 0C3794B PROVINCE OF QUEBEC C:BONDS 6C0365B MICROSOFT CORP CALL C:SR UNSECURED BYNWH87 PROVINCE OF QUEBEC C:UNSECURED BDCBCL6 MICROSOFT CORP CALL C:SR UNSECURED 4C2147B PROVINCE OF QUEBEC C:UNSECURED BLSP7P7 MORGAN STANLEY C:SUBORDINATED PROVINCE OF SASKATCHEWAN MORGAN STANLEY S:GMTN C:SR 9A8960B C:DEBENTURES BR303X9 UNSECURED PRUDENTIAL FINANCIAL INC CALL C:JR MORGAN STANLEY S:GMTN C:SR BWX43N6 SUBORDINATED BKY7WY4 UNSECURED PSEG POWER LLC CALL C:COMPANY MORGAN STANLEY S:GMTN C:SR BZBYZV1 GUARNT BDCRXV1 UNSECURED QUEENSLAND TREASURY CORP S:25 MUENCHENER HYPOTHEKENBNK S:EMTN BLDY6G3 C:LOCAL GOVT GUARN BF251W6 C:PFANDBRIEFE NATIONAL AUSTRALIA BANK S:GMTN C:SR BRCYY40 REPUBLIC OF AUSTRIA C:SR UNSECURED BF01Z13 UNSECURED BYN4DC9 REPUBLIC OF AUSTRIA C:SR UNSECURED NATIONAL RURAL UTIL COOP CALL BYN4DM9 REPUBLIC OF AUSTRIA C:SR UNSECURED B944L07 C:SUBORDINATED B92N786 REPUBLIC OF AUSTRIA C:SR UNSECURED NATIONWIDE MUTUAL INSURA S:144A B3YCMZ1 C:SUBORDINATED B1N0ZF3 REPUBLIC OF AUSTRIA C:SR UNSECURED NEDER WATERSCHAPSBANK S:EMTn C:SR REPUBLIC OF AUSTRIA S:EmTN C:SR B3S1NS4 UNSECURED BYWJV21 UNSECURED NEDER WATERSCHAPSBANK S:EMTN C:SR 2A5772B REPUBLIC OF COLOMBIA C:SR UNSECURED BZCTL95 UNSECURED 770493B REPUBLIC OF PANAMA C:SR UNSECURED NESTLE HOLDINGS INC S:EMTN 0C1073B REPUBLIC OF PERU C:SR UNSECURED BDZV2V3 C:COMPANY GUARNT REPUBLIC OF POLAND S:EMTN C:SR BZ571P2 NETHERLANDS GOVERNMENT C:BONDS B7QP9C2 UNSECURED BJZ2W85 NETHERLANDS GOVERNMENT C:BONDS REPUBLICA ORIENT URUGUAY C:SR B683R67 NETHERLANDS GOVERNMENT C:BONDS 1C3466B UNSECURED NETHERLANDS GOVERNMENT REPUBLIKA SLOVENIJA S:RS71 C:SR B9BM8R0 C:BONDSURED BLD2DM2 UNSECURED NEW S WALES TREASURY CRP C:LOCAL RIO TINTO FIN USA LTD CALL C:COMPANY B984NK7 GOVT GUARN BZ03KM5 GUARNT NEW ZEALAND GOVERNMENT S:0521 C:SR ROGERS COMMUNICATIONS IN CALL B9C4FQ3 UNSECURED BYV6145 C:COMPANY GUARNT NEWELL BRANDS INC CALL C:SR BYYH6C8 ROMANIA S:REGS C:SR UNSECURED BD3J3H2 UNSECURED ROYAL BANK OF CANADA S:dPNT NEXTERA ENERGY CAPITAL CALL BFRB3V2 C:DEPOSIT NOTES BZ3FXP2 C:COMPANY GUARNT RTE RESEAU DE TRANSPORT S:EMTN C:SR B2Q1W59 NORDEA HYPOTEK AB S:5521 C:COVERED BNC06K0 UNSECURED NORDEA KREDIT REALKREDIT S:CC2 BD1RKJ9 SANTANDER UK PLC C:SR UNSECURED BYMJ4N3 C:COVERED SEAGATE HDD CAYMAN C:COMPANY NORFOLK SOUTHERN CORP CALL C:SR BPY06H9 GUARNT BYZ2G77 UNSECURED SIEMENS FINANCIERINGSMAT S:EMTN BWC54R1 NORWEGIAN GOVERNMENT S:477 C:BONDS B8DPPP7 C:COMPANY GUARNT NOVARTIS CAPITAL CORP CALL SINGAPORE GOVERNMENT C:SR BD3S5L7 C:COMPANY GUARNT 5C7520B UNSECURED NYKREDIT REALKREDIT AS S:13H SLOVAKIA GOVERNMENT BOND S:231 C:SR BDCHJQ8 C:COVERED BYWJ529 UNSECURED OBRIGACOES DO TESOURO C:SR BK34XR6 SNCF RESEAU S:EMTn C:SR UNSECURED BYQDFW7 UNSECURED SOCIETE GENERALE S:EMTN C:SR BQQLM80 OBRIGACOES DO TESOURO C:SR BYYM2V4 UNSECURED

SOUTHERN CAL EDISON CALL S:C C:1ST BM7S9P8 US TREASURY N/B BVDPXD2 REF MORT B75JF50 US TREASURY N/B BD040K2 STADSHYPOTEK AB S:EMtN C:COVERED BZ56VX7 US TREASURY N/B STANDARD CHARTERED PLC S:EMTN B8S8DM4 C:SUBORDINATED BF0T9Z9 US TREASURY N/B STATE OF QATAR S:REGS C:SR BYQP1M5 US TREASURY N/B BZ6CSK0 UNSECURED B89T3Q0 US TREASURY N/B BYN7QW9 STATOIL ASA C:COMPANY GUARNT BZ56WG7 US TREASURY N/B SUMITOMO MITSUI FINL GRP C:SR BSTJW18 US TREASURY N/B BDCRBN9 UNSECURED BYQLV45 US TREASURY N/B BYYLQT7 SWEDBANK HYPOTEK AB S:189 C:COVERED 2724610 US TREASURY N/B BSM8VF9 SWEDISH GOVERNMENT S:1047 C:BONDS 2545907 US TREASURY N/B BZ2J6S9 SWEDISH GOVERNMENT S:1059 C:BONDS TELEFONICA EMISIONES SAU S:EMTN B7WGY79 US TREASURY N/B NAL BYZ1LZ7 C:COMPANY GUARNT BWC0GS1 VALERO ENERGY CORP C:SR UNSECURED 9C9394B TELUS CORP CALL C:SR UNSECURED BYPHGN8 VISA INC CALL C:SR UNSECURED TENN VALLEY AUTHORITY C:SR B94Q1D6 VODAFONE GROUP PLC C:SR UNSECURED 2734697 UNSECURED BYMSY74 WELLTOWER INC CALL C:SR UNSECURED THAMES WATER UTIL CAYMAN CALL WESTPAC BANKING CORP C:SR B609D32 S:EMTN C:SECURED 6C2303B UNSECURED TIME WARNER INC CALL C:COMPANY BDB2XC8 GUARNT BF53YJ5 WI TREASURY SEC. BWXC6W0 TORONTO-DOMINION BANK C:COVERED BYQ29J9 ZOETIS INC CALL C:SR UNSECURED TORONTO-DOMINION BANK S:DPNT BD0R896 C:DEPOSIT NOTES TOTAL CAPITAL INTL SA S:EMTN Australian Property Securities BD088L1 C:COMPANY GUARNT TRANSCANADA PIPELINES C:SR Security Code Security Name BLSP6C7 UNSECURED ARF Arena Reit TRANSCANADA PIPELINES CALL S:MTN AOG Aveo Group 4D4005B C:SR UNSECURED TRAVELERS COS INC CALL C:SR CMA Centuria Metropolitan Reit BYXMWX7 UNSECURED CHC Charter Hall Group TREASURY CORP VICTORIA S:1224 C:LOCAL CLW Charter Hall Long Wale Reit B8DLKZ0 GOVT GUARN DXS Property Group UBS AG AUSTRALIA S:MTN C:SR FET Folkestone Education Trust BQ5BQ34 UNSECURED GMG Goodman Group B59WZ28 UBS AG LONDON C:COVERED GPT GPT Group BYZW3G5 UK TSY 1 1/2% 2026 C:BONDS IOF Investa Office Fund BDCHBW8 UK TSY 1 1/2% 2047 C:BONDS INM Iron Mountain Incorporated BDV0F15 UK TSY 1 3/4% 2019 C:BONDS LIC Lifestyle Communities Limited B7L9SL1 UK TSY 1.75% 2022 C:BONDS MGR Mirvac Group B7Z5365 UK TSY 2 1/4% 2023 C:BONDS SCG BBJNQY2 UK TSY 3 1/2% 2068 C:BONDS SCP Shopping Cent Austl Prop B582JV6 UK TSY 3 3/4% 2020 C:BONDS SGP Stockland Trust Group B4RMG97 UK TSY 3 3/4% 2021 C:BONDS VCX BN65R31 UK TSY 3.5% 2045 C:UNSECURED VVR Reit B128DP4 UK TSY 4 1/4% 2046 C:BONDS WFD Westfield Corporation 3245239 UK TSY 4 1/4% 2036 C:BONDS

B646050 UK TSY 4 1/4% 2040 C:BONDS B06YGN0 UK TSY 4 1/4% 2055 C:BONDS B24FF09 UK TSY 4 3/4% 2030 C:BONDS International Property Securities BYYXDC5 UNEDIC S:EMTN C:GOVT GUARANTEED Security Code Security Name BD5HXY1 UNICREDIT SPA S:EMTn C:COVERED 2566522 Acadia Realty Reit UNION PACIFIC CORP CALL C:SR BYNXBZ5 Ado Properties Ord Shs BYQ1XW7 UNSECURED B62WZW2 Advance Residence Investment Reit BZB26Y5 UNITED KINGDOM GILT C:BONDS 2387701 Allied Properties Real Estat Inv Unt BZ56SX6 US TREASURY N/B B3NTLD4 American Assets Reit B02H871 American Campus Communities Reit BD2BRV1 US TREASURY N/B BCF5RR9 American Homes 4 Rent BZ1N790 US TREASURY N/B 6563875 Ascendas Reit BZ56TG6 US TREASURY N/B BVGBWW9 Assura Plc BZ56TR7 US TREASURY N/B 2131179 Avalonbay Communities Reit BYZ2XV0 US TREASURY N/B BP269Z8 Axiare Patrimonio Socimi Sa Ord BD2C5L0 US TREASURY N/B 2019479 Boston Properties Reit BD36HC6 US TREASURY N/B 136701 British Land Reit 2166320 Camden Property Reit BD0N7Z3 US TREASURY N/B B62G9D3 Capital&Counties Reit BZ56VL5 US TREASURY N/B 6420129 Capitaland Mall Trust BF0SHB8 US TREASURY N/B 6309303 Capitaland Ord BZ56V15 US TREASURY N/B 6197928 City Developments Ord BZ56WJ0 US TREASURY N/B BYZQ077 Ck Asset Holdings Ltd Ord B6SW913 Cubesmart Reit

B7YRLH9 Cyrusone Reit 2872252 Taubman Cntr Reit B0Z6WY0 Daiwa House Reit Investment Co Ord B1YY4B3 Unibail-Rodamco S.A. B0LNTF5 Daiwa Office Inv Reit 692861 Unite Group Reit B6S2DF5 Ddr Reit 6916844 Uol Ord 265274 Derwent Valley Ord 4927194 Vastned Retail B03GQS4 Digital Realty Reit 2927925 Ventas Reit B1G3M58 Douglas Emmett Reit BBJPFY1 Vonovia Se B0YZ0Z5 Dt Wohnen Ord 2933632 Vornado Realty Trust Ord 2284084 Duke Realty Reit 2942304 Washington Reit BVSS693 Easterly Government Properties Inc BYVYHH4 Welltower Inc Ord BF321D7 Empire State Realty Trust Inc 6435576 Wharf Holdings Ord BRJ2VC4 Entra Asa BF0GWS4 Wharf Real Estate Investment Ord 2563125 Equity Lifestyle Properties Reit B156XW2 Wihlborgs Fastigheter Ord 2319157 Equity Residential Reit B67G5X0 Workspace Group Reit 4798271 Eurocommercial Properties Reit BGH3F75 Extended Stay America Ord Shs B1Y4VX4 Faberge Ab Ord 2333931 Federal Reit 2185596 First Capital Realty Ord BD8Q486 Forest City Enterprises Cl A Ord BYYFHZ2 Frasers Logistics & Industrial Trust Ord Shs

7742468 Gecina Reit B8RBZV7 Glp J-Reit BZ6F133 Gramercy Property Trust Ord 406501 Hammerson Reit 6030506 Hang Lung Properties Ord BT9QF28 Healthcare Trust Of America Cl A Ord 6420538 Henderson Ord 6434915 Hongkong Land Ord 2567503 Host Hotels & Resorts Reit 6805317 Hulic Ord 683434 Intu Properties Plc BMBL9L9 Invesco Office J-Reit Inc 6397580 Japan Reit B15T1S3 Japan Rental Hou Reit 6513342 Japan Retail Reit B0C5Q59 Kenedix Office Investmt Corp BTLX226 Kenedix Retail Reit Ord Shs B12RQH4 Keppel Reit 7582556 Klepierre Reit B12W4C0 Kungsleden Ord BYW0PQ6 Land Securities Reit BDD1L29 Lasalle Logiport Reit Ord B9G6L89 Leg Immobilien Agd B0PB4M7 Link Reit B4WFW71 Londonmetric B0D6P43 Mapletree Logistics Trust Reit B19PR78 Mcubs Midcity Investment Corp BNGNB77 Merlin Properties Ord Shs 6596729 Mitsubishi Estate Ord 6597603 Mitsui Fudosan Ord 6633767 New World Development Ord 6396800 Nippon Building Fund Reit B1530B1 Nippon Hotel Reit B1CWJM5 Nomura Real Estate Holdings Ord BYSJJF4 Nomura Real Estate Master Fund Inc 2680767 Pennsylvania Reit B3M3278 Piedmont Office Reit B44WZD7 Prologis Reit B012877 Psp Swiss Property Ord 2852533 Public Storage Reit B7QR337 Retail Properties Of Ame Cl A Reit BC9ZHL9 Rexford Inl Rt/D 2229610 Riocan Real Estate Unt B3PY1N7 Rlj Lodging Reit B5ZN1N8 Segro Reit Ord 799096 Shaftesbury Reit 2812452 Simon Property Group Reit 6810429 Sino Land Ord BSKRKJ5 Store Capital Ord Shs 6858902 Sumitomo Realty Ord 6859927 Sun Hung Kai Props Ord B04PZ72 Suntec Reit 2874582 Tanger Factory Reit

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