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1 ANEXA NR. 10 SAI: OTP Asset Management Romania SAI SA OTP EuroBond Decizie autorizare: PJR05SAIR/ Cod inscriere: J40/15502/ Decizie autorizare: 1083/ CUI: Inregistrare ONRC: J40/15502/ Cod inscriere: CSC06FDIR/ Capital social: RON Adresa: Bld Dacia, Nr 83, sector 2, Bucuresti Denumire element I Total active Situatia activelor si obligatiilor in perioada % din activul net % din activul total Valuta (EUR) Lei % din activul net % din activul total Valuta (EUR) % % 42,414, ,610, % % 45,737, ,124, ,514, Valori mobiliare si instrumente ale pietei monetare % 62.82% 26,644, ,997, % 61.22% 28,000, ,475, ,478, din care: valori mobiliare și instrumente ale pieței monetare 1.1. admise sau tranzacționate pe o piață reglementată din 0.00% 0.00% % 0.33% 150, , , România, din care: obligatiuni, din care: 0.00% 0.00% % 0.33% 150, , , Obligatiuni corporative cotate 0.00% 0.00% % 0.33% 150, , , valori mobiliare si instrumente ale pietei monetare 1.2. admise sau e pe o piata reglementata dintrun 62.89% 62.82% 26,644, ,997, % 60.89% 27,850, ,773, ,776, stat membru, din care: obligatiuni, din care: 62.89% 62.82% 26,644, ,997, % 60.89% 27,850, ,773, ,776, Obligatiuni corporative cotate 37.15% 37.11% 15,739, ,474, % 37.08% 16,958, ,022, ,547, Obligatiuni emise de administratia publica centrala 25.74% 25.71% 10,905, ,522, % 23.81% 10,891, ,750, ,228, valori mobiliare nou emise 0.00% 0.00% % 0.00% alte valori mobiliare și instrumente ale pieței 3 monetare menționate la art. 83 alin.(1) lit.a) din 5.48% 5.47% 2,320, ,538, % 4.63% 2,117, ,867, , O.U.G. nr. 32/2012 din care: 3.1. valori mobiliare 5.48% 5.47% 2,320, ,538, % 4.63% 2,117, ,867, , obligatiuni neadmise la tranzactionare 5.48% 5.47% 2,320, ,538, % 4.63% 2,117, ,867, , Depozite bancare din care: 24.85% 24.82% 10,527, ,804, % 29.22% 13,363, ,269, ,464, depozite bancare constituite la institutii de credit din 4.1. Romania 24.85% 24.82% 10,527, ,804, % 29.22% 13,363, ,269, ,464, OTP BANK ROMANIA 1.65% 1.65% 699, ,178, % 2.18% 998, ,653, ,474, Credit Europe Bank SA 4.80% 4.79% 2,033, ,233, % 12.53% 5,730, ,704, ,470, BANCA COMERCIALA ROMANA 0.75% 0.75% 317, ,440, % 0.82% 373, ,740, , Banca Transilvania 2.97% 2.97% 1,258, ,715, % 0.00% ,715, Libra Bank 8.43% 8.42% 3,570, ,215, % 8.11% 3,711, ,293, ,078, PATRIA BANK 6.25% 6.24% 2,647, ,020, % 5.57% 2,549, ,878, , Instrumente financiare derivate e pe o 5 piata reglementata -0.02% -0.02% -9, , % 0.02% 10, , , instrumente financiare derivate negociate in afara 5.4. pietelor reglementate -0.02% -0.02% -9, , % 0.02% 10, , , Contracte forward -0.02% -0.02% -9, , % 0.02% 10, , , Conturi curente si numerar 0.10% 0.10% 42, , % 0.76% 346, ,613, ,420, BANCA COMERCIALA ROMANA 0.00% 0.00% , % 0.66% 303, ,414, ,410, BRD-GROUP SOCIETE GENERAL 0.05% 0.05% 22, , % 0.03% 15, , , OTP BANK ROMANIA 0.00% 0.00% , % 0.01% 2, , , CITI BANK 0.00% 0.00% % 0.00% LIBRA BANK 0.00% 0.00% % 0.00% CITI BANK EUR 0.01% 0.01% 6, , % 0.00% 1, , , ING BANK ROMANIA 0.00% 0.00% % 0.00% CITI BANK USD 0.01% 0.01% 6, , % 0.00% , PATRIA BANK EUR 0.00% 0.00% % 0.00% ING EUR 0.01% 0.01% 4, , % 0.05% 22, , , BANCA TRANSILVANIA EUR 0.00% 0.00% , % 0.00% , Credit Europe Bank EUR 0.00% 0.00% % 0.00% Instrumente ale pietei monetare, altele decat cele 7 e pe o piata reglementata, conform art. 0.00% 0.00% % -3.31% -1,514, ,056, ,056, lit.g) din O.U.G. nr. 32/ Contracte de tip repo pe titluri de valoare 0.00% 0.00% % -3.31% -1,514, ,056, ,056, Titluri de participare ale A.O.P.C./O.P.C.V.M. 6.82% 6.81% 2,889, ,120, % 7.46% 3,413, ,905, ,784, Dividende sau alte drepturi de incasat 0.00% 0.00% % 0.00% Alte active 0.00% 0.00% % 0.00% sume in curs de rezolvare 0.00% 0.00% % 0.00% II Total obligatii 0.11% 0.11% 46, , % 0.09% 41, , , Cheltuieli pentru plata comisioanelor datorate S.A.I. 0.09% 0.09% 38, , % 0.07% 32, , , Comision de administrare 0.09% 0.09% 38, , % 0.07% 32, , , Cheltuieli pentru plata comisioanelor datorate depozitarului 0.01% 0.01% 4, , % 0.01% 5, , , Cheltuieli pentru plata comisioanelor datorate depozitarului 0.01% 0.01% 3, , % 0.01% 4, , , Cheltuieli pentru plata comisioanelor datorate custodelui 0.00% 0.00% , % 0.00% , Cheltuieli cu plata comisioanelor/tarifelor datorate A.S.F. 0.01% 0.01% 3, , % 0.01% 3, , Cheltuielile cu auditul financiar 0.00% 0.00% , % 0.00% , Alte cheltuieli aprobate 0.00% 0.00% % 0.00% III Valoarea activului net (I - II) % 99.89% 42,368, ,398, % 99.91% 45,696, ,930, ,532, *Datele prezentate sunt aferente ultimei valori certificata de Depozitarul fondului pentru data respectiva Lei Diferente (lei) Denumire element Situatia valorii unitare a activului net La data de La data de Diferente Valoare activ net 45,696, ,368, ,327, Numar unitati de fond/actiuni 3,560, ,349, , in circulatie Valoarea unitara a activului net OTP ASSET MANAGEMENT ROMANIA SAI SA Director General Dan Marius POPOVICI Intocmit Filon-Daniel ANGHEL-GRIGORE OTP AvantisRO Equitas 1 din 5

2 FDI OTP Euro Bond Situatia detaliata a investitiilor la data de I.Valori mobiliare si instrumente ale pietei monetare: 1.1.Valori mobiliare si instrumente ale pietei monetare admise sau e pe o piata reglementata din Romania: Obligatiuni e corporative Data scadenţa Dobânda Discount/prima Pondere în activul Simbol obligatiune sedinte in care s-a Data achizitie Data Valoare iniţială Crestere zilnică Pret piata Valoare totala obligatiuni cumulată cumulat (a) emisiune 10, , International INV Bank IIB20E Sep Sep Sep , TOTAL II. Valori mobiliare admise sau e pe o piata reglementata din alt stat membru 2. Obligatiuni admise la tranzactionare 2.2. Obligatiuni admise la tranzactionare corporative denominate in EUR Cod ISIN sedintei in care s-a Data achizitiei Data Dobanda cumulata Discount/ prima cumulat(a) Pret Piata Valoare totala obligatiuni al unei emisiuni JP MORGAN STRUCTURED PRO XS Jul-13 7-Nov-17 6-Feb-18 52, , ,944, TURKIYE VAKIFLAR BANKASI XS May Jun Jun-18 1, , , TURKIYE GARANTI BANKASI XS Jul-14 8-Jul-17 7-Jul , , TURKIYE GARANTI BANKASI XS Mar-17 8-Jul-17 7-Jul-18 1, , , TURKIYE GARANTI BANKASI XS Apr-17 8-Jul-17 7-Jul-18 1, , , ORLEN CAPITAL AB XS Jun Jun Jun , , ORLEN CAPITAL AB XS Mar Jun Jun-18 1, , , ORLEN CAPITAL AB XS Apr Jun Jun-18 1, , , ORLEN CAPITAL AB XS May Jun Jun-18 1, , , ORLEN CAPITAL AB XS May Jun Jun-18 1, , , ORLEN CAPITAL AB XS May Jun Jun-18 1, , , ORLEN CAPITAL AB XS Jun Jun Jun-18 1, , , ORLEN CAPITAL AB XS Aug Jun Jun-18 1, , , ORLEN CAPITAL AB XS Aug Jun Jun-18 1, , , ORLEN CAPITAL AB XS Sep Jun Jun-18 1, , , ORLEN CAPITAL AB XS Oct Jun Jun-18 1, , , ORLEN CAPITAL AB XS Nov Jun Jun-18 1, , , ORLEN CAPITAL AB XS Jan Jun Jun-18 1, , , ORLEN CAPITAL AB XS Mar Jun Jun-18 1, , , ORLEN CAPITAL AB XS Mar Jun Jun-18 1, , , NEPI XS Nov Feb Feb , , NEPI XS Feb Feb Feb , , NEPI XS Mar Feb Feb-18 1, , , NEPI XS May Feb Feb-18 1, , , NEPI XS Jul Feb Feb-18 1, , , NEPI XS Oct Feb Feb-18 1, , , HUNGARIAN DEVELOPMENT BANK XS Mar-16 8-Dec-17 7-Dec-18 1, , , HUNGARIAN DEVELOPMENT BANK XS Mar-16 8-Dec-17 7-Dec-18 1, , , HUNGARIAN DEVELOPMENT BANK XS Apr-16 8-Dec-17 7-Dec-18 1, , , HUNGARIAN DEVELOPMENT BANK XS May-16 8-Dec-17 7-Dec-18 1, , , CROATIAN BANK RECON & DEV XS May-16 8-May-17 7-May-18 1, , , LEASEPLAN CORPORATION NV XS May May May-18 99, , , CESKE DRAHY XS May May May , , BULGARIAN ENERGY HOLDING XS Sep-16 7-Nov-17 6-Nov-18 1, , , BULGARIAN ENERGY HOLDING XS Sep-16 7-Nov-17 6-Nov-18 1, , , BULGARIAN ENERGY HOLDING XS Dec-16 7-Nov-17 6-Nov-18 1, , , BULGARIAN ENERGY HOLDING XS Sep-16 2-Aug-17 1-Aug-18 1, , , BULGARIAN ENERGY HOLDING XS Sep-16 2-Aug-17 1-Aug-18 1, , , BULGARIAN ENERGY HOLDING XS Aug-17 2-Aug-17 1-Aug-18 1, , , SOCIETE GENERALE XS , Nov-16 6-Dec-17 5-Jun-18 1, , ,701, Goldman Sacs group INC XS Nov Oct Jan-18 1, , , Morgan stanley XS Nov Oct Jan-18 1, , , Goldman Sacs group INC XS Nov Oct Jan-18 1, , , Emerald Capital Limited XS ,700 2-Dec-16 6-Nov-17 4-Feb-18 1, ,704, MFINANCE FRANCE SA XS Jan Nov Nov-18 1, , , MFINANCE FRANCE SA XS Jul Nov Nov-18 1, , , CABLE COMM SYST NV XS Jan Oct Apr-18 1, , , CABLE COMM SYST NV XS May Oct Apr-18 1, , , CABLE COMM SYST NV XS Aug Oct Apr-18 1, , , CABLE COMM SYST NV XS Aug Oct Apr-18 1, , , CABLE COMM SYST NV XS Sep Oct Apr-18 1, , , PORR AG AT0000A19Y Feb Oct Oct , TELEFONAK TIEBOLAGET XS Mar-17 1-Mar Feb , OTP Bank NYRT XS Mar-17 7-Nov-17 6-Feb , OTP Bank NYRT XS Aug-17 7-Nov-17 6-Feb , OTP Bank NYRT XS Sep-17 7-Nov-17 6-Feb , OTP Bank NYRT XS Dec-17 7-Nov-17 6-Feb , OTP Bank NYRT XS Dec-17 7-Nov-17 6-Feb , Mol Hungarian Oil XS Apr Apr Apr , , Globalworth REAL ESTATE XS Jun Jun Jun , , Globalworth REAL ESTATE XS Jun Jun Jun-18 1, , , Globalworth REAL ESTATE XS Jun Jun Jun-18 1, , , Globalworth REAL ESTATE XS Aug Jun Jun-18 1, , , Globalworth REAL ESTATE XS Sep Jun Jun-18 1, , , Globalworth REAL ESTATE XS Sep Jun Jun-18 1, , , CPI Property Group SA XS Oct-17 4-Oct-17 3-Oct , , Wind TRE SPA XS Nov-17 3-Nov Apr-18 1, , NE Property Cooperatief XS Nov Nov Nov , Ford Motor Credit CO LLC XS Dec-17 1-Dec Feb-18 1, , Total 16,504, * Obligatiuni admise la tranzactionare pe o piata reglementata, dar care nu au fost e in ultimele 30 de zile de tranzactionare, sunt evaluate cf. art. 3 lit. b pct. 2 din Dispunerea de masuri 23/ prin metoda bazata pe recunoasterea zilnica a dobanzii calculata in functie de pretul net de achizitie 2

3 FDI OTP Euro Bond Situatia detaliata a investitiilor la data de Obligatiuni admise la tranzactionare corporative denominate in RON Dobanda Discount/ prima Curs valutar BNR Cod ISIN sedinte in care s-a Data achizitiei Data Pret Piata Valoare totala obligatiuni al unei cumulata cumulat(a) emisiuni lei lei lei lei lei lei eur % % 550, , , UNICREDIT BANK AG XS May Sep Mar International Pers Finance XS Dec-15 2-Dec-17 1-Dec , , , International Pers Finance XS Dec-16 6-Dec-17 5-Dec , , , Total 454, Obligatiuni admise la tranzactionare emise sau garantate de autoritati ale administratiei publice centrale denominate in EU Cod ISIN sedinte in care s-a Data achizitiei Data Dobanda cumulata Discount/ prima cumulat(a) Pret Piata Valoare totala obligatiuni al unei emisiuni CROATIA XS May May May-18 1, , , ROMANIA XS Aug Sep Sep-18 1, , , ROMANIA XS Aug Sep Sep-18 1, , , ROMANIA XS Aug Sep Sep-18 1, , , ROMANIA XS Jan Sep Sep-18 1, , , ROMANIA XS Aug Sep Sep-18 1, , , ROMANIA XS Aug Sep Sep-18 1, , ,026, ROMANIA XS Aug Sep Sep-18 1, , , ROMANIA XS Nov Sep Sep-18 1, , , ROMANIA XS Nov Sep Sep-18 1, , , ROMANIA XS , Apr Oct Oct-18 1, , ,107, ROMANIA XS Dec Oct Oct-18 1, , , ROMANIA XS Dec Oct Oct-18 1, , , ROMANIA XS Oct Apr Apr-18 1, , , MACEDONIA XS Mar-16 1-Dec-17 1-Dec-18 1, , , MACEDONIA XS Dec-16 1-Dec-17 1-Dec-18 1, , , ROMANIA XS , Mar May May-18 1, , ,078, MACEDONIA XS Dec Jul Jul-18 1, , , ROMANIA XS , Mar Oct Oct-18 1, , ,092, ROMANIA XS May Oct Oct-18 1, , , ROMANIA XS May Oct Oct-18 1, , , croatia XS Apr Mar Mar-18 1, , , ROMANIA XS Apr Apr Apr , , ROMANIA XS Oct Apr Apr-18 1, , , Republic of Croatia XS Nov Nov Jan , Republic of Croatia XS Dec Nov Jan-19 1, (0.02) - 150, Republic of Croatia XS Dec Nov Jan-19 1, (0.00) - 152, Total 9,374, * Obligatiuni admise la tranzactionare pe o piata reglementata, dar care nu au fost e in ultimele 30 de zile de tranzactionare, sunt evaluate cf. art. 3 lit. b pct. 2 din Dispunerea de masuri 23/ prin metoda bazata pe recunoasterea zilnica a dobanzii calculata in functie de pretul net d VIII. Alte valori mobiliare si instrumente ale pietei monetare mentionate la art. 83 alin. (1) lit.a) din O.U.G.nr.32/201 VIII.1. Alte valori mobiliare monetare mentionate la art. 83 alin. (1) lit.a) din O.U.G.nr.32/ Obligatiuni neadmise la tranzactionare denominate in EUR Dobanda Discount/prima Data achizitiei Data Pret piata Valoare totala obligatiuni ale unui cumulata cumulate(a) emitent RO1419DBE Jan Jan Jan-18 5, , , RO1419DBE Jan Jan Jan-18 5, , , RO1419DBE Dec Jan Jan-18 5, , , RO1419DBE Dec Jan Jan-18 5, , , RO1419DBE Sep Jan Jan-18 5, , , RO1621DBE Feb Feb Feb-18 5, , , RO1621DBE Feb Feb Feb-18 5, , , Total 2,117, IX. Disponibil in conturi curente si numerar 1. Disponibil in conturi curente si numerar in le Curs valutar BNR Denumire banca Valoare curenta Valoare actualizata lei lei eur % Banca Comerciala Romana 3, BANCA TRANSILVANIA S.A BRD - GROUPE SOCIETE GENERALE S.A. 26, , CITIBANK ROMANIA Credit Europe Bank ING Bank OTP BANK 11, , Patria Bank Total 9,

4 2. Disponibil in conturi curente si numerar denominate in EUR FDI OTP Euro Bond Situatia detaliata a investitiilor la data de Denumire banca Valoare curenta eur % Banca Comerciala Romana 302, BANCA TRANSILVANIA S.A BRD - GROUPE SOCIETE GENERALE S.A. 9, CITIBANK ROMANIA 1, Credit Europe Bank ING Bank 22, Libra Bank OTP BANK Patria Bank NUMERAR IN CASIERIE Total 337, Disponibil in conturi curente si numerar denominate in USD Curs valutar BNR Curs valutar BNR total al Denumire banca Valoare curenta Valoare actualizata USD/RON usd lei lei eur % Banca Comerciala Romana BRD - GROUPE SOCIETE GENERALE S.A CITIBANK ROMANIA ING Bank Total X.Depozite bancare constituite la institutii de credit din Romania 2. Depozite bancare denominate in LEI Curs valutar BNR Denumire banca Data constituirii Dobanda cumulata Valoare totala activul total al lei lei lei lei eur % Banca Comerciala Romana 12/29/2017 1/5/2018 1,740, , Total 373, Depozite bancare denominate in EUR Denumire banca Data constituirii Dobanda cumulata Valoare totala activul total al eur eur eur eur % CREDIT EUROPE BANK SA 9-Feb-17 8-Feb-18 2,350, , ,370, CREDIT EUROPE BANK SA 17-Mar Mar-18 1,000, , ,007, CREDIT EUROPE BANK SA 18-Aug Feb-18 1,038, , ,040, CREDIT EUROPE BANK SA 6-Dec-17 6-Jun , , CREDIT EUROPE BANK SA 22-Dec Dec , , Libra Internet Bank 16-Feb Feb , , , Libra Internet Bank 5-Apr-17 4-Apr , , , Libra Internet Bank 21-Apr Apr , , , Libra Internet Bank 11-Aug Feb-18 2,307, , ,313, OTP BANK ROMANIA 29-Dec-17 5-Jan , , PATRIA BANK 3-Feb Jan , , , PATRIA BANK 10-Mar-17 9-Mar-18 1,019, , ,027, PATRIA BANK 8-May-17 7-May , , , Total 12,989, XII. Instrumente financiare derivate negociate in afara pietelor reglementate 1.1. Contracte forward fara livrare Pondere în Curs valutar BNR Contraparte Cantitate Tip contract Data achizitiei Pret de exercitare Curs forward Profit / pierdere Valoare totala activul total al lei lei lei lei eur % ING BANK 598, cumparare 27-Jul Jan , ING BANK 133, cumparare 7-Sep-17 8-Mar , Total 10, XIII. Instrumente ale pietei monetare, altele decat cele e pe o piata reglementata, conf. art. 101(1), lit.g din legea nr 297/ Contracte de report pe obligatiuni emise de administratia publica centrala Dobanda Banca Pondere în activul Serie emisiunii Tipul de intrument Nr. titluri Data achizitiei Data scadenţa Valoare iniţială Crestere zilnica Valoare totala obligatiuni ale cumulata intermediara unui emitent eur eur eur eur % % XS Repo 1, Nov Dec-17-1, ,514, BRD - GSG Total -1,514, Dobanda Discount/prima Pondere în activul ISIN sedinte in care s-a Data achizitiei Data Pret piata Valoare totala obligatiuni ale unui cumulata cumulate(a) emitent 1, , ROMANIA XS Apr Sep Sep-18 1, ROMANIA XS May Sep Sep-18 1, , , ROMANIA XS Jan Sep Sep-18 1, , , ROMANIA XS Jan Sep Sep-18 1, , , ROMANIA XS May Sep Sep-18 1, , , ROMANIA XS May Sep Sep-18 1, , , ROMANIA XS Aug Sep Sep-18 1, , , Total 1,517,

5 FDI OTP Euro Bond Situatia detaliata a investitiilor la data de XIV. Titluri de participare la / AOPC 1. Titluri de participare denominate in EUR Denumire fond Cod ISIN sedinte in care s-a Nr. unitati de fond Valoare unitate de fond (VUAN) Pret piata Valoare totala total titluri de participare ale /AOPC activul total al eur eur eur % % ,965, FDI BRD EURO FOND ROFDIN0001D9-21, db x-trackers II iboxx EUR High Yield Bond UCITS ETF 1D LU , , Total 3,413, Evolutia activului net si a VUAN în ultimii 3 ani 31-Dec Dec Dec-17 Activ net 34,942, ,368, ,696, VUAN OTP ASSET MANAGEMENT ROMANIA SAI SA Membru Directorat, Dan POPOVICI Intocmit Corina VERES 5

6 INFORMATII PRIVIND OPERATIUNILE DE FINANTARE PRIN INSTRUMENTE FINANCIARE (SFT) FDI OTP Euro Bond cuantumul titlurilor si al marfurilor imprumutate, ca procent din numarul total de active care pot fi imprumutate DATE GLOBALE cuantumul activelor implicate in fiecare tip de SFT si de instrumente total return swap valoare absoluta % total active EUR ,24 3,311% Total Return Swap DATE privind CONCENTRAREA cei mai mari zece emitenti de garantii primite primele 10 contraparti ale fiecarui SFT, din punct de vedere al volumului brut al tranzactiilor in curs 1. BRD Groupe Societe Generale EUR ,24 3,311% Tranzactii Sell Buyback Total Return Swap DATE AGREGATE privind TRANZACTIILE pentru FIECARE TIP DE SFT tipul si calitatea garantiei Obligatiuni de stat Total Return Swap scadenta garantiei intre o luna si trei luni peste un an EUR ,72 3,317% intre o luna si trei luni peste un an moneda garantiei

7 lei eur EUR ,72 3,317% scadenta SFT intre o luna si trei luni EUR ,24 3,311% peste un an intre o luna si trei luni peste un an tarile in care contrapartile sunt stabile compensarea si decontarea DATE PRIVIND REUTILIZAREA GARANTIEI PRIMITE CUSTODIA GARANTIILOR PRIMITE CA PARTE A SFT SI A INSTRUMENTELOR TOTAL RETURN SWAP CUSTODIA GRANTIILOR ACORDATE CA PARTE A SFT SI A INSTRUMENTELOR TOTAL RETURN SWAP proportia garantiilor in conturi separate conturi agreate DATE PRIVIND RENTABILITATEA SI COSTURILE AFERENTE FIECARUI TIP DE SFT RON EUR Tranzactii Sell Buyback RON Tranzactii Sell Buyback EUR